last modified 23/02/2006

Course code: wi2051wb
Course name: Differential equations

ECTS creditpoints: 3

Faculty of Information Technology and Systems

Lecturer(s): Koekoek, dr.ir. R.

Tel.: 015-27 83503

Catalog data:
(Systems of) first order equations, Laplace transforms, series solution, Sturm-Liouville and partial differential equations.

Course year: BSc 2nd year
Semester: 2A
Hours p/w: 4
Other hours:
Assessment: Written
Assessm.period(s): 2A, 2B
(see academic
calendar)

Prerequisites: wi135wb

Follow up:

Detailed description of topics:

  • First order differential equations, linear equations, separable equations, exact equations and integrating factors, homogeneous equations. Higher order linear equations, fundamental solution and the Wronskian, the method of undetermined coefficients, the method of variation of parameters. Systems of first order linear equations, homogeneous linear systems with constant coefficients, complex and repeated eigenvalues, fundamental matrices, nonhomogeneous linear systems.

  • The Laplace transform, solution of initial value problems, impulse functions, the convolution integral. Series solution of second order linear equations, regular singular points, Bessel's equation.

  • Partial differential equations and Fourier series. Solution of heat conduction problems, the wave equation, Laplace's equation. Sturm-Liouville boundary value problems, eigenvalue and eigenfunctions. Series of orthogonal functions.

Course material:
Elementary differential equations and boundary value problems 5th/6th edition, William E.\ Boyce, Richard C.\ DiPrima, John Wiley & Sons, Inc. ISBN 0-471-57019-2

References from literature:
Elementary differential equations and boundary value problems 5th/6th edition , William E.\ Boyce, Richard C.\ DiPrima, John Wiley \& Sons, Inc. ISBN 0-471-57019-2

Remarks (specific information about assesment, entry requirements, etc.):

Goals:

The student must be able to:

  1. Distinguish ordinary & partial differential equations

  2. Distinguish linear & nonlinear ordinary differential equations

  3. Solve linear first-order differential equations

  4. Solve separable, exact and homogeneous first-order differential equations

  5. Find simple integrating factors

  6. Solve homogeneous linear differential equations with constant coefficients

  7. Determine particular solutions for inhomogeneous linear differential equations by means of the method of indeterminate coefficients

  8. Determine of particular solutions of inhomogeneous linear differential equations by means of the method of variation of constants

  9. Solve simple differential equations by means of the Laplace transform

  10. Solve simple integral equations by means of convolution integrals

  11. Solve homogeneous systems of linear differential equations with constant coefficients

  12. Determine particular solutions of inhomogeneous systems of linear differential equations by means of the method of indeterminate coefficients

  13. Determine particular solutions of inhomogeneous systems of linear differential equations by means of the method of variation of constants

  14. Determine stability properties of solutions of simple nonlinear autonomous systems of differential equations

  15. Find the Fourier (cosine and/or sine) series of a function

  16. Solve a simple heat or diffusion equation by means of the method of separation of variables

  17. Solve a simple wave equation by means of the method of separation of variables

  18. Solve a simple Laplace or potential equation by means of the method of separation of variables

Computer use:

Laboratory project(s):
Maple and Matlab.

Design content:

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