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Differential Equations

Analysis

Ordinary differential equations: first- and second-order methods, systems, Laplace transforms, series and Frobenius solutions, qualitative theory, Fourier series and numerical methods.

15 units every unit interactive about 30 hoursBefore this: Calculus, Linear Algebra

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First-Order Equations

Unit 1 · First-Order Equations

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  1. 1
    Unit 1First-Order Equations5 parts · about 11 min

    First-Order Equations

    An equation for a rate of change, and the function it pins down. Read solutions off a slope field, separate variables, use an integrating factor for linear equations, and watch a solution race off to infinity in finite time.

  2. 2
    Unit 2Models & Qualitative Behavior5 parts · about 11 min

    Modelling with Rates

    Turn a story into a differential equation and let it predict the future: a cooling cup of coffee, carbon dating, a salty tank, and populations that grow until the world fills up.

  3. 3
    Unit 3Existence, Uniqueness & Bifurcations5 parts · about 11 min

    Stability and Bifurcations

    Learn what solutions do without solving anything. Check when solutions exist and are unique, judge stability from a single derivative, and watch a fishery collapse when the catch crosses a tipping point.

  4. 4
    Unit 4Numerical Methods: Euler to Runge–Kutta5 parts · about 10 min

    Solving by Computer

    Most differential equations have no formula, so we step forward numerically. Take Euler's method apart, measure how its error shrinks, and see why Runge–Kutta, with four slope samples per step, became the workhorse of science.

  5. 5
    Unit 5Exact Equations & Substitutions5 parts · about 10 min

    Exact Equations

    Some equations are secretly the derivative of something. Spot exactness with one test, rebuild the hidden potential whose level curves are the solutions, and tame stubborn equations with clever substitutions.

  6. 6
    Unit 6Second-Order Linear Equations5 parts · about 10 min

    Second-Order Equations

    Springs, swings and circuits all obey ay” + by' + cy = 0. Guess an exponential, solve a quadratic, and read the motion off its roots: bouncing, creeping, or exactly in between. Then tune a car's shock absorbers.

  7. 7
    Unit 7Nonhomogeneous Equations & Resonance5 parts · about 12 min

    Forcing and Resonance

    Push a swing at the right moment and it goes higher and higher. Find particular solutions by educated guessing, see the general solution as "natural motion + forced response", and watch resonance and beats happen.

  8. 8
    Unit 8The Wronskian & Variation of Parameters5 parts · about 11 min

    The General Machinery

    When guessing fails, there is a method that always works. Combine two basic solutions to hit any starting condition, test independence with the Wronskian, vary the parameters, and build a second solution from a first.

  9. 9
    Unit 9Systems of Differential Equations5 parts · about 12 min

    Systems of Equations

    Two quantities changing together, like predators and prey or currents in two loops. Draw the phase plane, find the straight-line solutions with eigenvectors, and sort every linear system into nodes, saddles, spirals and centres.

  10. 10
    Unit 10Nonlinear Systems & Linearization5 parts · about 11 min

    Nonlinear Systems

    Foxes and rabbits, swinging pendulums: when the equations are not linear, zoom in on each equilibrium and the linear theory comes back. Find equilibria with nullclines, linearise with the Jacobian, and spot conserved quantities.

  11. 11
    Unit 11Laplace Transforms5 parts · about 11 min

    Laplace Transforms

    A machine that turns calculus into algebra: derivatives become multiplication by s. Transform simple functions, solve an initial-value problem by algebra and partial fractions, and shift between time and frequency.

  12. 12
    Unit 12Laplace II: Steps, Impulses & Convolution5 parts · about 10 min

    Switches, Kicks and Convolution

    Real forces switch on and off and arrive as sudden kicks. Model them with step functions and the Dirac delta, handle them easily with Laplace transforms, and see how the response to one kick determines the response to anything.

  13. 13
    Unit 13Series Solutions5 parts · about 10 min

    Series Solutions

    When no formula works, build the solution one power of x at a time. Find a recurrence for the coefficients, rediscover cosine from y” + y = 0, and find out why a series can stop converging for reasons hidden in the complex plane.

  14. 14
    Unit 14Frobenius & Special Functions5 parts · about 10 min

    Frobenius and Special Functions

    At a singular point the plain power series breaks, so multiply it by x to a power. Solve Cauchy–Euler equations, find the indicial roots, and meet the Bessel function that describes drumheads and ripples in a pond.

  15. 15
    Unit 15Boundary Values & Fourier Series5 parts · about 11 min

    Fourier Series

    Build a square wave out of smooth sine waves, meet the stubborn Gibbs overshoot, find coefficients by integration, and use the series to solve the heat equation, the problem Fourier was working on when he invented it.