Course Code: MATH-305

Ordinary Differential Equations

Prerequisite(s): Calculus-III

Credit Hours: 3+0

Objectives of the course:

To introduce students to the formulation, classification of differential equations and existence and uniqueness of solutions. To provide skill in solving initial value and boundary value problems. To develop understanding and skill in solving first and second order linear homogeneous and nonhomogeneous differential equations and solving differential equations

using power series methods.

 

Course Contents:

Preliminaries: Introduction and formulation, classification of differential equations, existence and uniqueness of solutions, introduction of initial value and boundary value problems

First order ordinary differential equations: Basic concepts, formation and solution of differential equations. Separable variables, Exact Equations, Homogeneous Equations, Linear equations, integrating factors. Some nonlinear first order equations with known solution, differential equations of Bernoulli and Ricaati type, Clairaut equation, modeling with first-order ODEs, Basic theory of systems of first order linear equations, Homogeneous linear system with constant coefficients, Non homogeneous linear system Second and higher order linear differential equations: Initial value and boundary value problems, Homogeneous and non-homogeneous equations, Superposition principle, homogeneous equations with constant coefficients, Linear independence and Wronskian, Nonhomogeneous equations, undetermined coefficients method, variation of parameters, Cauchy-Euler equation, Modeling. Sturm-Liouville problems: Introduction to eigen value problem, adjoint and self adjoint operators, self adjoint differential equations, eigen values and eigen functions, Sturm-Liouville (S-L) boundary value problems, regular and singular S-L problems, properties of

regular S-L problems Series Solutions: Power series, ordinary and singular points, Existence of power series solutions, power series solutions, types of singular points, Frobenius theorem, Existence of Frobenius series solutions, solutions about singular points, The Bessel, modified Bessel Legendre and Hermite equations and their solutions.

 

Recommended Books:

1. Dennis G. Zill and Michael R., Differential equations with boundary-value problems by

    Cullin 5th Edition Brooks/Cole, 1997.

2. William E. Boyce and Richard C. Diprima, Elementary differential equations and boundary value problems, Seventh Edition John Wiley & Sons, Inc

3. Arnold V. I., Ordinary Differential Equations, Springer, 1991.

4. Apostol T., Multi Variable Calculus and Linear Algebra, 2nd ed., John Wiley and sons, 1997.

Course Material