Ordinary differential equations
Course number: MATH-UA 262-003
Semester: Fall 2019
Time & location: Mon & Wed, 9:30am - 10:45am in CIWW 312
Instructor: Mike O'Neil (oneil@cims.nyu.edu)
Office hours: Thu, 11:00am - 12:00pm in CIWW 1119
(or by appointment)
   
Recitation time & location: Fri, 3:30pm - 4:45pm in CIWW 201
Instructor: Vismayie Vandanapu (vv846@nyu.edu)
Office hours: Fri, 4:45pm - 5:45pm in CIWW 230
Announcements
  • The first class will meet on Sep 4, 2019.
  • Recitations start on Friday, Sep 13, 2019.
  • The course syllabus is available here.
Course description

This is a first course in ordinary differential equations which will cover analytical solution methods, elementary numerical methods, and modeling. Topics to be covered include: first-order equations including integrating factors; second-order equations including variation of parameters; series solutions; elementary numerical methods including Euler's methods, Runge-Kutta methods, and error analysis; Laplace transforms; systems of linear equations; boundary-value problems. Some optional topics to be chosen at the instructor's discretion include: nonlinear dynamics including phase-plane description, elementary partial differential equations, and Fourier series.

Materials

The textbook for the course is Martin Braun, Differential Equations and Their Applications, 4th Edition, 1993.

The textbook is available for free (electronically) to NYU students on SpringerLink at:
http://proxy.library.nyu.edu/login?url=https://link.springer.com/book/10.1007/978-1-4612-4360-1.

Grading

Overall numerical grades will be computed from homework (10%), two midterm exams (25% each), and one final exam (40%). The final letter grade will be determined from the overall numerical grade.

Assignments

Homework will be assigned weekly on Monday (usually posted here after class) and due the following Monday at the beginning of class. No late homework is accepted without prior approval from the instructor, and in those cases, generally exemptions will only be made for medical reasons with documentation. Students are encouraged to work together on their homework, but each student must write-up and submit the assignments independently.

Item Due date Materials Mean Stdev Median
HW 1 Sep 16 Braun 1.2: 6, 12, 18
Braun 1.4: 6, 20
19.81 5.12 21.25
HW 2 Sep 23 Braun 1.8: 14, 16
Braun 1.9: 4, 10, 12, 16
Braun 1.10: 2
21.34 6.66 24
HW 3 Sep 30 Braun 1.10: 6, 10, 18
Braun 1.11.1 (page 91): 2
Braun 1.13: 2, 4
20.99 7.28 24
Exam 1 Oct 2 37.4 8.1 39
HW 4 Oct 15 Braun 2.1: 6, 10, 12, 14
Braun 2.2: 4, 6, 10
Braun 2.2.1: 6, 8, 10
23.84 2.35 25
HW 5 Oct 21 Braun 2.2.2: 2, 6, 14, 18
Braun 2.3: 2, 4
Braun 2.4: 4, 6, 10
22.95 5.47 25
HW 6 Oct 28 Braun 2.8: 4, 8, 10, 12
Braun 2.8.1: 2, 6, 8
20.01 5.2 21.5
HW 7 Nov 4 Braun 2.8.2: 4, 8, 12, 24
Braun 2.9: 6, 8, 16, 20
Braun 2.10: 4, 12, 22
Exam 2 Nov 6 35.89 9.12 37
HW 8 Nov 18 Braun 3.1: 2, 4
Braun 3.2: 2, 6, 10
Braun 3.3: 2, 4, 10
Braun 3.4: 2, 6
24.31 1.63 25
HW 9 Nov 25 Braun 3.8: 2, 10, 18
Braun 3.9: 2, 6
Braun 3.10: 8, 10, 16
20.98 8.12 25
HW 10 Dec 9 Braun 4.1: 4, 6, 8
Braun 4.2: 4, 8
Braun 4.3: 2, 4, 14, 16
HW 11 Not collected Braun 4.4: 2, 8, 11, 14
Braun 4.7: 2, 6, 8, 10
Braun 5.1: 2, 4, 7, 8,
Braun 5.3: 4, 8, 10
Braun 5.4: 2, 8, 12, 16
Braun 5.5: 2, 10
Schedule

Below is an updated list of discussion topics along with any documents that were distributed, notes, or relevant code.

Date Topics Materials
Sep 4 Intro to the course, 1st order equations Braun 1.1-1.2
Lecture notes
Sep 9 Integrating factors, separable equations Braun 1.2-1.4
Lecture notes
Sep 11 Separable equations, orthogonal trajectories,
exact equations
Braun 1.4, 1.8, 1.9
Lecture notes
Sep 16 Exact equations Braun 1.9
Lecture notes
Sep 18 Existence and uniqueness Braun 1.10
Lecture notes
Sep 23 Euler's method Braun 1.13, 1.13.1
Lecture notes
Sep 25 Newton's method, 2nd order equations Braun 1.11.1, 2.1
Lecture notes
Sep 30 2nd order equations, review Braun 2.1
Lecture notes
Oct 2 Prelim exam 1
Oct 7 2nd order equations Braun 2.1, 2.2
Lecture notes
Oct 9 Complex and repeated solutions Braun 2.2, 2.2.1, 2.2.2
Lecture notes
Oct 14 NO CLASS
Oct 15 CLASS!!! Variation of parameters Braun 2.3, 2.4
Lecture notes
Oct 16 Series solutions Braun 2.8
Lecture notes
Oct 21 Singular ODEs Braun 2.8, 2.8.1, 2.8.2
Lecture notes
Oct 23 Singular ODEs Braun 2.8.2, 2.8.3
Lecture notes
Oct 28 Laplace transforms Braun 2.9, 2.10
Lecture notes
Oct 30 Class cancelled
Nov 4 Review
Nov 6 Prelim exam 2
Nov 11 Systems of DEs Braun 3.1-3.4
Lecture notes
Nov 13 Eigenvector solutions Braun 3.8
Lecture notes
Nov 18 Complex roots Braun 3.9
Lecture notes
Nov 20 Repeated roots, matrix exponential Braun 3.10
Lecture notes
Nov 25 Qualitative theory Braun 4.1-4.3
Lecture notes
Nov 27 THANKSGIVING - NO CLASS
Dec 2 Equilibria, stability Braun 4.1-4.3
Lecture notes
Dec 4 Phase portraits Braun 4.4, 4.7
Lecture notes
Dec 9 Two-point BVPs,
separation of variables
Braun 5.1-5.3
Lecture notes
Dec 11 Fourier series Braun 5.4-5.5
Lecture notes
Dec 18 FINAL EXAM
8am-9:50am, CIWW 312