Introduction
- Preliminary examples, notations and terminologies.
- Elememtary calculus of variation.
Linear Equations of First Order
- Existence and uniqueness of solution, comparison principle, Bernoulli equations.
- Seperable equations, homogeneous equations
- Exact equations, sufficient and necessary condition for exactness, integrating factor -- making an exact
equation.
- Autonomous equations, equilibrium solution, stability, criteria for stability.
- Non-linear equations of first order, fundamental theorem of existence and uniqueness of local solution,
Gronwall's inequality.
- Elementary difference equation, equilibrium point, criteria for stability.
Linear equations of Second Order
- Equivalent linear system of first order.
- Existence and uniqueness of a global solution.
- Principle of superposition, Wronskian determinant, fundamental set of solutions, linear independence. Equivalent
conditions for fundamental set of solutions.
- General solutions for homogeneous equations with constant coefficients, and their geometric properties. Method
of reduction of order.
- General solutions for non-homogeneous equations with constant coefficients. Method of undetermined coefficients and
variation of paramenters.
- Vibration and equilibrium, free motion and forced motion, resonance.
- Non-linear equations: existence and uniqueness. Examples including pursuit curve, suspension curve, etc.
Higher order linear equations
- General solutions, Wronskian determinant.
- Method of undetermined coefficient and variation of parameters.
Laplace transform
- Improper integrals, definition of Laplace transform. Some basic theorems.
- Inverse Laplace transform, one-to-one correspondence between function and its Laplace transform.
- Partial fraction expansion, solving initial value problem by Laplace transform method.
- Faltung theorem, convolution.
- Elementary Volterra integral equation, asymptotic analysis.