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Nptel: Ordinary Differential Equations and Applications - Video Course

This document outlines the syllabus for a video course on ordinary differential equations and applications offered through NPTEL. The course consists of 7 modules covering topics such as motivation and examples of differential equations, preliminaries from linear algebra and analysis, methods for solving first and second order linear equations, existence and uniqueness theory, linear systems, qualitative analysis of nonlinear systems, and introduction to boundary value problems. The course prerequisites and references are also listed.

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285 views3 pages

Nptel: Ordinary Differential Equations and Applications - Video Course

This document outlines the syllabus for a video course on ordinary differential equations and applications offered through NPTEL. The course consists of 7 modules covering topics such as motivation and examples of differential equations, preliminaries from linear algebra and analysis, methods for solving first and second order linear equations, existence and uniqueness theory, linear systems, qualitative analysis of nonlinear systems, and introduction to boundary value problems. The course prerequisites and references are also listed.

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NPTEL Syllabus

Ordinary Differential Equations


and Applications - Video course

COURSE OUTLINE

NPTEL
Motivation and real life examples:
Preliminaries; Basics from linear algebra and real analysis like
concepts of dependence, independence, basis, Rank-Nullity
theorem, determinants and eigenvalues, remarks on Jordan http://nptel.ac.in
decomposition theorem - convergence, uniform convergence,
fixed point theorems, Lipschitz continuity etc.:
First and second order linear equations; Examples, A
systematic procedure to solve first order and development of
Mathematics
the concept integrating factor, Second order homogeneous
and non-homogeneous equations, Wronskian, methods of
solving:
General Existence and Uniqueness theory; Picard's Pre-requisites:
iteration, Peano's exisentce theory, Existence via Arzela Ascoli
theorem, non-uniqueness, continuous dependence: First course on linear algebra
Linear systems; Understanding linear system via linear and real analysis
algebra, stability of Linear systems, Explicit phase portrait in 2D (knowledge of multi variable
linear with constant coefficients : calculus including implicit and
Periodic Solutions; Stability, Floquet theory, particular case o inverse function theorems
second order equations-Hill's equation: would be preferable)
Sturm-Liouville theory; Oscillation theorems:
Qualitative Analysis; Examples of nonlinear systems,
Stability analysis, Liapunov stability, phase portrait of 2D Additional Reading:
systems, Poincare Bendixon theory, Leinard's theorem:
Introduction to two-point Boundary value problems; S. Wiggins, Introduction to
Linear equations, Green's function, nonlinear equations, Applied Nonlinear Dynamical
existence and uniqueness: Systems and Chaos, Texts in
Applied Mathematics, Vol. 2,
COURSE DETAIL Springer, 1990

Module Topic/s Lectures Coordinators:


No.
A. K. Nandakumaran
Department of
MathematicsIISc Bangalore
1 Motivation and real life examples: 4
P. S. Datti
An introduction about differential Department of
equations and why this course. MathematicsTIFR-CAM,
Bangalore
Present various examples like
population growth, spring-mass- Raju K. George
dashpot system and other Department of
nonlinear system. These MathematicsIIST,Trivandrum
MathematicsIIST,Trivandrum
examples will be recalled as and
when necessary.

2 Preliminaries 5

Basic concepts from linear


algebra

Some important preliminaries


from analysis like uniform
convergence, Arzela-Ascoli
theorem, fixed point theorems etc.

3 First and second order linear 5


equations

First order linear differential


equations, Exact differential
equations and integrating factors.

Second order linear differential


equations (homogeneous and
non-homogeneous. Equation with
constant coefficients, analysis of
spring-mass-dashpot system.

4 General Existence and Uniqueness 9


theory

Examples of non-uniqueness,
non-existence, importance of
existence uniqueness theory,
Picard's iteration, Peano's
existence theory, Existence via
Arzela Ascoli theorem,
continuous dependence:

Methods of solving (series


solution).

5 Linear systems 5

Understanding linear system via


linear algebra, stability of Linear
systems, Explicit phase portrait of
2D linear systems with constant
coefficients, General case, Non-
homogeneous Systems :

6 Qualitative Analysis 9
Examples of nonlinear systems,
Stability analysis, Liapunov
stability, phase portrait of 2D
systems, Poincare Bendixon
theory, Leinard's theorem:

7 Introduction to two-point Boundary 3


value problems

Linear equations, Green's


function, nonlinear equations,
existence and uniqueness:

References:

1. E. A. Coddington and N. Levinson, Theory of ordinary


Differential Equations, Tata-McGraw Hill, 1972.
2. M. W. Hrisch, S. Smale and R. L. Devaney, Differential
Equations, Dynamical Systems & An Introduction to
Chaos, Academic Press, 2004.
3. E. L. Ince, Ordinary Differential Equations, Dover, 1956.
4. S. Lefschetz, Differential Equations: Geometric Theory,
Dover, 1977.
5. L. Perko, Differential Equations and Dynamical Systems,
Springer International Edition, 2001.
6. G. F. Simmons, Differential Equations with Applications
and Historical Notes, Tata-McGraw Hill, 1991.
7. G. F. Simmons and S. G. Krantz, Differential Equations;
Theory, Techniques and Practice, Tata-McGraw Hill,
2007.

A joint venture by IISc and IITs, funded by MHRD, Govt of India http://nptel.ac.in

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