MIT Concourse 18.03 - Ordinary Differential Equations - Supplementary Materials
18.03 Notes (Arthur Mattuck) | Exercises and Solutions | |
D. Definite Integral Solutions G. Graphical and Numerical Methods O. Linear Differential Operators S. Stability |
LS.1. Linear Systems: Review of Linear Algebra LS.2. Homogeneous Linear Systems with Constant Coefficients LS.3. Complex and Repeated Eigenvalues LS.4. Decoupling Systems LS.5. Theory of Linear Systems LS.6. Solution Matrices GS.1-6. Graphing ODE Systems GS.7-8. Structural stability LC. Limit Cycles |
1. First Order ODE's Solutions 2. Higher Order ODE's Solutions |
Supplementary Notes (Haynes Miller - Spring 2012 versions) #0. Preface #2. Modeling by first order linear ODEs #3. Solutions of first order linear ODEs #5. The algebra of complex numbers #7. Beats #8. RLC circuits #9. Normalization of solutions #10. Operators and the exponential response formula #11. Undetermined coefficients #12. Resonance #13. Time invariance #14. The exponential shift law #15. Natural frequency and damping ratio #16. Frequency response #17 Resonance, not: the Tacomah Narrows Bridge #18 Linearization: the phugoid equation as example #19 The Wronskian #21 Steps, impulses and generalized functions #22 Generalized functions and differential equations #23 Impulse and step responses #24 Convolution #25 Laplace Transform technique: coverup #26 The Laplace Transform and generalized functions #27 The pole diagram and the Laplace Transform #28 Amplitude response and the pole diagram #29 The Laplace Transform and more general systems |
Concourse 18.03 Linear Algebra Supplements (Robert Winters, Spring 2014) Systems of Linear Equations and Row Reduction Matrices and Vectors – Meaning of Columns of a Matrix Matrix Algebra and Inverse Matrices Subspaces, Span, Linear Independence, Basis of a Subspace; Images and Kernel of a Matrix Coordinates Relative to a Basis; Matrix of a Linear Transformation Relative to Bases General Linear Spaces (Vector Spaces) and Solutions of ODEs A Worked Example of a 2nd Order Linear System with Sinusoidal Input Signal Laplace Transform Facts Worked Examples of Laplace Transform and Convolution Notes on Convolution Sampler of Phase Plane diagrams Supplement on Evolution Matrices Supplement on Linear Coordinates, Alternate Bases, and Evolution Matrices Matrix Methods for Solving Systems of 1st Order Linear Differential Equations Nonlinear Systems and Linearization Concourse 18.03 Lecture Notes (Robert Winters) Lecture #1 Notes (revised Feb 2, 2020) Lecture #2 Notes (revised Feb 5, 2020) Lecture #3 Notes (may be revised) Lecture #4 Notes (may be revised) Lecture #5 Notes (revised Feb 19, 2020) Lecture #6-7 Notes (may be revised) Lecture #8 Notes (revised Feb 26, 2020) Lecture #9 Notes (may be revised) Lecture #10 Notes (revised Mar 17, 2020) Lecture #11 Notes (may be revised) Lecture #12 Notes (revised Mar 27, 2020) Lecture #13 Notes (may be revised) Lecture #14 Notes (revised Mar 27, 2020) Lecture #15 Notes (new, Apr 7, 2019) Lecture #16 Notes (new, Apr 21, 2019) Lecture #17-18 Notes (revised, May 27, 2019) |
18.03 Supplementary Notes (Haynes Miller, Spring 2010) These notes (Spring 2010 version) were written by Prof. Haynes Miller and were designed to supplement the Edwards & Penney textbook. They are available as individual chapters below or compiled into a complete set. (PDF - 1.5MB) |
|
Preface (PDF) | Chapter 1: Notation and Language (PDF) 1.1. Dependent and Independent Variables 1.2. Equations and Parametrizations 1.4. Parametrizing the Set of Solutions of a Differential Equation 1.5. Solutions of ODEs |
Chapter 2: Modeling by First Order Linear ODEs (PDF) 2.1. The Savings Account Model 2.2. Linear Insulation 2.3. System, Signal, System Response |
Chapter 3: Solutions of First Order Linear ODEs (PDF) 3.1. Homogeneous and Inhomogeneous; Superposition 3.2. Variation of Parameters 3.3. Continuation of Solutions 3.4. Final Comments on the Bank Account Model |
Chapter 4: Sinusoidal Solutions (PDF) 4.1. Periodic and Sinusoidal Functions 4.2. Periodic Solutions and Transients 4.3. Amplitude and Phase Response |
Chapter 5: The Algebra of Complex Numbers (PDF) 5.1. Complex Algebra 5.2. Conjugation and Modulus 5.3. The Fundamental Theorem of Algebra |
Chapter 6: The Complex Exponential (PDF) 6.1. Exponential Solutions 6.2. The Complex Exponential 6.3. Polar Coordinates 6.4. Multiplication 6.5. Roots of Unity and Other Numbers |
Chapter 7: Beats (PDF) 7.1. What Beats Are 7.2. What Beats Are Not |
Chapter 8: RLC Circuits (PDF) 8.1. Series RLC Circuits 8.2. A Word About Units 8.3. Implications |
Chapter 9: Normalization of Solutions (PDF) 9.1. Initial Conditions 9.2. Normalized Solutions 9.3. ZSR/ZIR |
Chapter 10: Operators and the Exponential Response Formula (PDF) 10.1. Operators 10.2. LTI Operators and Exponential Signals 10.3. Sinusoidal Signals 10.4. Damped Sinusoidal Signals 10.5. Time Invariance |
Chapter 11: Undetermined Coefficients (PDF) |
Chapter 12: Resonance and the Exponential Shift Law (PDF) 12.1. Exponential Shift 12.2. Product Signals 12.3. Resonance 12.4. Higher Order Resonance 12.5. Summary |
Chapter 13: Natural Frequency and Damping Ratio (PDF) |
Chapter 14: Frequency Response (PDF) 14.1. Driving Through the Spring 14.2. Driving Through the Dashpot 14.3. Second Order Frequency Response Using Damping Ratio |
Chapter 15: The Wronskian (PDF) |
Chapter 16: More on Fourier Series (PDF) 16.1. Symmetry and Fourier Series 16.2. Symmetry about Other Points 16.3 The Gibbs Effect 16.4. Fourier Distance 16.5. Complex Fourier Series 16.6 Harmonic Response |
Chapter 17: Impulses and Generalized Functions (PDF) 17.1. From Bank Accounts to the Delta Function 17.2. The Delta Function 17.3. Integrating Generalized Functions 17.4. The Generalized Derivative |
Chapter 18: Impulse and Step Responses (PDF) 18.1. Impulse Response 18.2. Impulses in Second Order Equations 18.3. Singularity Matching 81.4. Step Response |
Chapter 19: Convolution (PDF) 19.1. Superposition of Infinitesimals: The Convolution Integral 19.2. Example: The Build Up of a Pollutant in a Lake 19.3. Convolution as a Product |
Chapter 20: Laplace Transform Technique: Cover-up (PDF) 20.1. Simple Case 20.2. Repeated Roots 20.3. Completing The Square. Suppose 20.4. Complex Coverup 20.5. Complete Partial Fractions |
Chapter 21: The Laplace Transform and Generalized Functions (PDF) 21.1. Laplace Transform of Impulse and Step Responses 21.2. What the Laplace Transform Doesn't Tell Us 21.3. Worrying about t = 0 21.4. The t-derivative Rule 21.5. The Initial Singularity Formula 21.7. The Initial Value Formula 21.8. Initial Conditions |
Chapter 22: The Pole Diagram and the Laplace Transform (PDF) 22.1. Poles and the Pole Diagram 22.2. The Pole Diagram of the Laplace Transform 22.3. The Laplace Transform Integral 22.4. TranLaplace Transform |
Chapter 23: Amplitude Response and the Pole Diagram (PDF) |
Chapter 24: The Laplace Transform and more General Systems (PDF) 22.1. Zeros of the Laplace Transform: Stillness in Motion 22.2. General LTI Systems |
Chapter 25: First Order Systems and Second Order Equations (PDF) 25.1. The Companion System 25.2. Initial Value Problems |
Chapter 26: Phase Portraits in Two Dimensions (PDF) 26.1. Phase Portraits and Eigenvectors 26.2. The (tr, det) Plane and Structural Stability 26.3. The Portrait Gallery |
Appendices Appendix A. The Kermack-McKendrick Equation (PDF) Appendix B. The Tacoma Narrows Bridge: Resonance vs Flutter (PDF) Appendix C. Linearization: The Phugoid Equation as Example (PDF) |
Notes ©Arthur Mattuck and M.I.T. 1988, 1992, 1996, 2003, 2007.
Suppementary Notes
©Haynes Miller and M.I.T. 2004, 2006, 2008, and 2010.
Concourse 18.03 Lecture Notes
©Robert Winters 2013-2019.