18.03SC | Fall 2011 | Undergraduate

Differential Equations

Unit IV: First-order Systems

« Previous | Next »

Nonlinear phase portrait. Modeled on the MIT mathlet Vector Fields.

In this unit we study systems of differential equations. A system of ODE’s means a DE with one independent variable but more than one dependent variable, for example:

x’ = x + y, y’ = _x_2 - y - t

is a 2x2 system of DE’s for the two functions x = x(t) and y = y(t).

As usual, we start with the linear case. Even for linear systems, though, it turns out that efficient solution methods require some new techniques, namely the machinery of matrix-vector algebra. A small investment in this background material yields an excellent return, giving both the linear theory in the general case and also the explicit computational methods for the solutions in the constant-coefficient case.

We finish this unit by showing some of the qualitative theory of DE’s for systems, linear and non-linear. Qualitative theory means finding out information about the solutions directly from the DE without actually having to solve it. We start with the linear case, and then show how we can use the results for linear constant-coefficient systems to gain information about certain non-linear systems using a technique called linearization.

« Previous | Next »

« Previous | Next »

In this session we give a brief summary of further topics connected to differential equations. We start with the question of when nonlinear systems have closed trajectories. This is a hard question to answer and not much is known about it. We end with a brief (and very incomplete) description of some “chaotic” systems.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

« Previous | Next »

« Previous | Next »

Session Overview

This session begins our study of systems of differential equations. Systems of DE’s have more than one unknown variable. This can happen if you have two or more variables that interact with each other and each influences the other’s growth rate.

The first thing we’ll do is to solve a system of linear DE’s using elimination. We do this first, because this method is already available to us right now. Starting in the next session we will learn about matrix methods and these will be our preferred approach to solving and understanding systems of DE’s.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Complete the practice problem:

Watch the lecture video clip:

Read the course notes:

Complete the practice problem:

Read the course notes:

Complete the practice problem:

Learn from the Mathlet materials:

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 sets:

« Previous | Next »

« Previous | Next »

In this session we learn how to use a technique called linearization. This technique allows us to apply the qualitative methods we developed for linear systems (in the session on Phase Portraits) to the qualitative sketching of the phase portraits of autonomous nonlinear systems.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the problem solving video:

Check Yourself

Complete the problem sets:

« Previous | Next »

« Previous | Next »

In this session we will learn the basic linear theory for systems. We will also see how we can write the solutions to both homogeneous and inhomogeneous systems efficiently by using a matrix form, called the fundamental matrix, and then matrix-vector algebra.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Watch the problem solving video:

Complete the practice problems:

Check Yourself

Complete the problem sets:

Session Activities

Watch the lecture video clip:

« Previous | Next »

« Previous | Next »

In this session we learn matrix methods for solving constant coefficient linear systems of DE’s. This method will supersede the method of elimination used in the last session. In order to use matrix methods we will need to learn about eigenvalues and eigenvectors of matrices.

Session Activities

Read the course notes:

Complete the practice problem:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Learn from the Mathlet materials:

Watch the lecture video clip:

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Watch the problem solving videos:

Check Yourself

Complete the problem sets:

« Previous | Next »

« Previous | Next »

In this session we will introduce a special type of 2x2 nonlinear systems, called autonomous systems. We will then develop some basic terminology and ideas for these systems.

Session Activities

Read the course notes:

Watch the lecture video clip:

Read the course notes:

Check Yourself

Complete the problem set:

« Previous | Next »

« Previous | Next »

In this session we will leave off looking for exact solutions to constant coefficient systems of DE’s and focus on the qualitative features of the solutions. The main tool will be phase portraits, which are sketches of the trajectories of solutions in the xy-plane (now called the phase plane).

We will see that the qualitative nature of the solutions is determined by the eigenvalues of the coefficient matrix.

Session Activities

Read the course notes:

Watch the lecture video clips:

Read the course notes:

Learn from the Mathlet materials:

Watch the problem solving videos:

Complete the practice problems:

Check Yourself

Complete the problem sets:

« Previous | Next »

Course Info

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