18.03SC | Fall 2011 | Undergraduate

Differential Equations

Unit I: First Order Differential Equations

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Integral curves and isoclines. Modeled on the MIT mathlet Isoclines.

In Unit I, we will study ordinary differential equations (ODE’s) involving only the first derivative.

y’ = F (x, y)

The first session covers some of the conventions and prerequisites for the course. After that we will focus on first order differential equations. We’ll start by defining differential equations and seeing a few well known ones from science and engineering. Very quickly we will learn about the three main ways of approaching ODE’s: Analytic (in symbols), geometric (with pictures and graphs), and numerical (with the computer).

A large part of this unit (and this course) will be spent on linear ODE’s. These are fundamental to the understanding of all ODE’s and among the most tractable.

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Session Overview

In this session we will introduce our most important differential equation and its solution: y’ = ky. This DE models exponential growth or decay.

We will also learn how to solve what are called separable equations. Finally, we will see first-order linear models of several physical processes.

Session Activities

Read the course notes:

Check Yourself

Take the quizzes:

Session Activities

Read the course notes:

Learn from the Mathlet materials:

Watch the problem solving video:

Complete the practice problem:

Check Yourself

Complete the problem sets:

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Session Overview

In this session we will learn complex arithmetic and Euler’s formula. These are important algebraic tools used throughout the course.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Check Yourself

Take the quizzes:

Session Activities

Read the course notes:

Watch the lecture video clip:

Learn from the Mathlet materials:

Check Yourself

Session Activities

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Session Overview

This session establishes some notation and terminology for the course. We review the exponential function, which will play an essential role for us. Finally, we define what we mean by a differential equation and what it means to solve one.

Session Activities

Read the course notes:

Check Yourself

Take the quiz:

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Advice before trying the exam:

First re-read the introduction to this unit for an overview. Next, look at the titles of the sessions and notes in the unit to remind yourself in more detail what is covered. It is also a good practice to create and solve your own practice problems.

When you have reviewed the material and think that you are ready to take the exam, write the practice exam and then check the solutions to see what you may need to review further.

Check Yourself

Take the practice exam:

Take the unit 1 exam:

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Session Overview

In this session we will study the special case of a linear first order constant coefficient with the input function an exponential. Converting sinusoids to complex exponentials will allow us to handle the very important case of sinusoidal input.

Session Activities

Read the course notes:

Learn from the Mathlet materials:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Session Overview

In this session we take a break from linear equations to study autonomous equations. Many systems, e.g. populations, are modeled by autonomous DE’s. We will look at the critical points and stability and learn how to predict the long term behavior of these systems without actually solving them.

Session Activities

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Learn from the Mathlet materials:

Check Yourself

Take the quiz:

Session Activities

Watch the lecture video clip:

Check Yourself

Take the quizzes:

Session Activities

Watch the problem solving video:

Check Yourself

Complete the problem sets:

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Session Overview

In this session we focus on constant coefficient equations. That is, the equation y’ + ky = f(t), where k is a constant.

Since we already know how to solve the general first order linear DE this will be a special case. Studying it will pave the way for studying higher order constant coefficient equations in later sessions.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Watch the problem solving video:

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Session Overview

In this session we will start our study of linear equations, which is probably the most important class of differential equations. We will introduce the ideas and terminology of superposition, systems, input and response which will be used for the rest of the course.

Session Activities

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Check Yourself

Take the quizzes:

Session Activities

Read the course notes:

Watch the problem solving video:

Complete the practice problems:

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Session Overview

In this session we will look at graphical methods for visualizing DE’s and their solutions. The primary tool for doing this will be the direction field. We will learn techniques to sketch this by hand and also learn to use direction fields drawn by the computer.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Complete the practice problem:

Session Activities

Read the course notes:

Watch a lecture video clip:

Learn from the Mathlet materials:

Read the course notes:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Session Overview

This session consists of an imaginary dialog written by Prof. Haynes Miller and performed in his 18.03 class in spring 2010. It takes the form of a debate between Linn E. R. representing linear first order ODE’s and Chao S. doing the same for first order nonlinear ODE’s.

Session Activities

Read the course notes:

Check Yourself

Complete the problem set:

 (Note: There is no Problem Set Part I in this session).

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Session Overview

Many differential equations cannot be solved exactly. For these DE’s we can use numerical methods to get approximate solutions. In the previous session the computer used numerical methods to draw the integral curves.

We will start with Euler’s method. This is the simplest numerical method, akin to approximating integrals using rectangles, but it contains the basic idea common to all the numerical methods we will look at. We will also discuss more sophisticated methods that give better approximations.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Complete the practice problem:

Session Activities

Learn from the Mathlet materials:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Take the quiz:

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Session Overview

Euler’s formula describes how sinusoidal functions go hand in hand with complex numbers. In addition, we will often use sinusoidal functions as input to our systems. This session lays out the terms and formulas we will need when working with these functions.

Session Activities

Read the course notes:

Watch the lecture video clip:

Check Yourself

Take the quiz:

Session Activities

Read the course notes:

Learn from the Mathlet materials:

Check Yourself

Take the quiz:

Session Activities

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem set:

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Session Overview

In this session we will learn how to solve first order linear equations. We will apply the technique to solve the DE’s for several different models.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Check Yourself

Take the quizzes:

Session Activities

Read the course notes:

Check Yourself

Take the quiz:

Session Activities

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

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Course Info

Learning Resource Types
Lecture Videos
Recitation Videos
Exams with Solutions
Simulations
Lecture Notes
Problem Sets with Solutions