MAT 2384 C - Winter 2019

Ordinary Differential Equations and Numerical Methods

Schedule

This schedule and the list of topics covered may be modified slightly as the course progresses.

References are to the following texts:
"DV": Ordinary Differential Equations, Laplace Transforms and Numerical Methods for Engineers: Notes for the course MAT 2384, by S.J. Desjardins and R. Vaillancourt (version 2012.04.23).
"K": Advanced Engineering Mathematics, 10th ed., by E. Kreyszig

Date Topics References Assignments
Mon, Jan 7 Introduction to differential equations; separable equations. DV: 1.1, 1.2.
K: 1.1, 1.3.
Mon, Jan 7 (Num. Meth.) Introduction to numerical methods. Fixed point iteration DV: 7.4.
K: 19.2
Wed, Jan 9 Homogeneous coefficients. DV: 1.3.
K: not covered
Mon, Jan 14 Exact equations DV: 1.4.
K: 1.4
Mon, Jan 14 (Num. Meth.) Newton's method DV: 7.5.
K: 19.2
Wed, Jan 16 Integrating factors DV: 1.5.
K: 1.4
Mon, Jan 21 First-order linear ODEs; Bernoulli equation DV: 1.6.
K: 1.5
Mon, Jan 21 (Num. Meth.) Newton's method, global Newton bisection method DV: 7.5;
Wed, Jan 23 Second-order linear homogeneous ODEs; constant coefficients DV: 2.1,2.2.
K: 2.1, 2.2, 2.3
Assignment 1 (Solutions)
Mon, Jan 28 Second-order linear ODEs, including Euler-Cauchy DV: 2.3-2.6.
K: 2.4-2.6
Mon, Jan 28 (Num. Meth.) Lagrangian interpolation DV: 8.1.
K: 19.3
Wed, Jan 30 (More 2nd order); Linear ODEs of arbitrary order DV: 3.1.
K: 3.1, 3.2
Mon, Feb 4 Linear ODEs of arbitrary order DV: 3.2-3.3.
K: 3.2, 3.3
Mon, Feb 4 (Num. Meth.) Newton's Divided Difference interpolation DV: 8.2.
K: 19.3
Wed, Feb 6 Method of undetermined coefficients, forced oscillations DV: 3.4, 3.6.
K: 2.7, 2.8, 2.9
Assignment 2 (Solutions)
Mon, Feb 11 Variation of parameters DV: 3.5.
K: 2.10
Mon, Feb 11 (Num. Meth.) Cubic Splines DV: 8.6;
K: 19.3
Wed, Feb 13 [no lecture due to snow]
Feb 17–23
--- Reading break ---
Mon, Feb 25 Variation of parameters (cont.) DV: 3.5.
K: 2.10
Mon, Feb 25 (Num. Meth.) Numerical integration: Midpoint, trapezoidal, Simpson DV: 9.4-9.7;
K: 19.5
Wed, Feb 27 Systems of ODEs DV: 4.1, 4.2.
K:4.1, 4.2, 4.4
Assignment 3 (Solutions)
Mon, Mar 4 MIDTERM (first and last pages here) Solutions
Mon, Mar 4 (Num. Meth.) More numerical integration, including Gaussian quadrature DV: 9.10;
K: 19.5;
Gaussian integration handout
Wed, Mar 6 Fundamental systems; Homogeneous linear systems with constant coefficients DV: 4.3, 4.4.
K: 4.2, 4.3
Mon, Mar 11 Nonhomogeneous Linear Systems DV: 4.5.
K: 4.6
Mon, Mar 11 (Num. Meth.) Numerical solution of ODEs. Euler's method DV: 10.1, 10.2;
K: 21.1
Wed, Mar 13 Laplace transforms: introduction DV: 5.1, 5.2
Mon, Mar 18 Laplace transforms: first shifting DV: 5.3 Assignment 4 (Solutions)
Mon, Mar 18 (Num. Meth.) Improved Euler's method DV: 10.2
Wed, Mar 20 Laplace transforms: second shifting; Dirac delta function DV: 5.3, 5.4
Mon, Mar 25 Laplace transforms: derivatives DV: 5.5, 5.6
Mon, Mar 25 (Num. Meth.) Runge-Kutta methods DV: 10.3
Wed, Mar 27 Laplace transforms: convolution DV: 5.7
Mon, Apr 1 Power series solutions DV: 6.1, 6.2
Mon, Apr 1 (Num. Meth.) TBD
Wed, Apr 3 (last lecture) Power series solutions DV: 6.2, 6.3 Assignment 5 (Solutions)
Mon, April 24 FINAL EXAM (first and last pages here)