Math 519: Ordinary Differential Equations
Prof. Gloria Mari Beffa; Office: Van Vleck 309; e-mail: email@example.com
Monday 10-11; Wednesday 1-2
Math 519, meets Monday-Wednesday-Friday 8:50-9:40am in B 219.
Prerequisite: Math 319 or 320 or 340, & Math 421 or 521; or cons inst.
Differential Equations, Dynamical Systems, and an Introduction to Chaos
by Morris Hirsch and Stephen Smale and Robert Devaney. Third Edition. Academic Press, 2013.
The course will be a rigorous self contained introduction to ordinary differential equations intended for undergraduate math majors and advanced or graduate students from economics, engineering, physics. Topics will include theory of linear systems based on linear algebra, proof of basic existence theorems, stability theory, bifurcations and applications to mechanical and biological systems.
Rough outline of content:
1. Introduction (chapter 1). Review of Linear algebra (chapter 5).
- 2. Complex and real vector spaces. Solution of linear systems with complex distinct eigenvalues. Real normal form of a matrix (chapter 5).
- 3. Multiple eigenvalues. Generalized eigenspaces. Complex and real Jordan normal form (chapter 5).
- 4. Review of topology in $R^n$. Exponentials of matrices (chapter 6).
- 5. Stability for linear systems. Topological classification of hyperbolic systems (chapter 6).
- 6. Linear non-autonomous systems. Fundamental matrix. Periodic systems and Floquet theory (chapter 6).
- 7. Review of uniform convergence and contraction principle. Proof of the local existence theorem (chapter 7).
- 8. Continuity of solutions in initial conditions. Differentiability in initial conditions (chapter 7).
- 9. Maximal solutions of differential equations. The flow of the differential equation. Flow box theorem (chapter 7/10).
- 10. Stability of equilibria. Lyapunov functions. Stability by linearization (chapter 8 and 9).
- 11. Hyperbolic equilibria. Grobman-Hartman theorem (without proof).
Stable and unstable invariant manifolds.
- 12. Periodic orbits. Poincare map. Stability of periodic orbitsi (chapter 10).
- 13. Limit sets and attractors. Poincare-Bendixson theory (chapter 10).
- 14. Bifurcations for equilibria and periodic orbits.
Period doubling and Andronov-Hopf bifurcation (chapter 10).
- 15. Applications to Classical Mechanics (if time allows).
- 16. Applications to Biological Systems (if time allows).
Student's grades will be determined by the performance in homework assignments, three midterm exams and the final examination. The homework is worth 20% of the grade, midterms are 15% each and the final will be 35% of the grade.
Midterms and homework:
There will be three in class midterms, the first midterm will be Feb 15, second will be March 15 and the third midterm will be April 12. Homework will be assigned weekly and will be posted
The final exam will be held 7:45am-9:45am on May 10, place to be announced.