Math 246, Ordinary Differential Equations
Textbooks
C. David Levermore, Ordinary Differential Equations
https://courses.math.umd.edu/math246/NODE/2021F/main.html
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B.Hunt et. al., Differential Equations with
MATLAB, 3d edition, revised version.
Contact
Room: Math 3317. Phone: (301)405-5152. email: mvy@math.umd.edu and jakobson@umd.edu
Office hours: Tu, Th 11-11:30 and by appointment.
Tutoring
Look at: www.math.umd.edu. Go to undergraduate/resourses.
Grading
There will be a total of 700 points available in the course,
allocated as follows.
Three exams, each worth 100 points, see tentative dates on Canvas.
Several quizzes, each worth 25 points, 4 best count toward the total of 100 points.
Six MATLAB assignments, each worth 20 points. 5 best count toward
the total of 100 points.
Cumulative final exam worth 200 points.
If 1/2 of your final exam score is better than your worst exam score,
then it substitutes the worst exam score.
Missed exams, quizzes
Please note that for a missed exam/quiz a written explanation from a doctor
will need to be
provided. With the proper explanation a make up is given within a week.
You may appeal the score you receive on an exam/quiz
by submitting your exam/quiz
and a note stating which problems you wish to have regraded.
You can do it within a week.
Tentative exam dates, see below and in Canvas.
ATTENTION. FINAL EXAM.May 13, 1:30-3:30.
Please arrive at 1:20. Bring photo ID.
Exam 1. Tentative date February 28
Material: Lvrmr, Ch. 1: Sections 1-6,9, and topics from Section 7 covered
in lectures, except Improved Euler method.
See Training
Exam 2. Tentative date March 30.
Material: Lvrmr, Ch. 2 Sections 1-8 except "non-covered" sections.
Recommended to review for exam 2.
(a) Linear 1-st order equations (see Chapter I; (b) Wronskian (Section 2); Constant coefficients (Section 6), typical problems 10-13,25 ; Also look at internal link to Section 6 for summary of methods; c)Section 7 variable coefficients (d)Applications (Section 8), typical problems 2,11,20,22. Review types of motion: harmonic, underdamped, overdamped, critically damped, resonance, steady state.
(a) Integration technique. (b) The method of integrating factor for 1-st order linear ODE. (c) Wronskian (Section 2).
(d) Constant coefficients (Section 6).
Review internal link in Section 6 "summary of methods".
(e) Variable
coefficients (Section 7). Problems recommended for review: 2,9,20. (f) Applications (Section 8).
Problems recommended for review: 2,5-10,14,26,28-30. Review types of motion: harmonic,
underdamped, overdamped, critically damped, resonance, steady state.
Exam 3.Tentative date May 2.
Material: Lvrmr, Ch.3 Sections 1-5 and Sections 7,9.
To prepare for exam 3 use problems from Section 4 Ex. 10-18, Section 5 Ex.13-28, Section 7 Ex.9-26. In each problem you should not only answer
the questions of that problem, but answer all set of questions similar to questions of Quiz 7 : eigenvalues, eigenvectors, matrix exponential,
solution of IVP, phase portrait, sketch solution of IVP in the phase plane. Choose yourself initial conditions, for example (1,0) or (0,1) or (1,1) or (1,-1) etc.
Section 9 Ex. 1-18. Sections 8,10 are on the final but not on exam 3.
Matlab. Problem Set A. Problems 5,8,9,10.
Due Feb 2.
Study Chapters 1-4 of DE with
Matlab. See sample solution in Section 4.4.
You work in groups of 3 on all Matlab assignments.
Matlab HW are accepted only in printed form signed by all members of the team.
Not accepted on the web.
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Quiz 1. Feb. 7 . Linear, Separable equations.Chapter 1,
Sections 2 and 3.Training: Problems 4,10,15,19 - Section2, Problems 7,10,15,19
Section 3.
Recommended HW problems Chapter 1.
Section 2 Recommended HW problems:1-15.
Section 3 Recommended HW problems:1-20.
Section 4 Recommended HW problems:1-12.
Section 5 Recommended HW problems:1-23.
Section 6 Recommended HW problems:1-17.
Section 7 Recommended HW problems:1-10.
PROBLEM SET B. Due Feb. 9. Problems 3,12,18,20.
Study Section "Graphical methods" of Lectures.
Study Chapters 5,7 of DE with
Matlab. It is recommended to look at sample solutions at the end of
the Matlab Book.
Answer all questions. Detailed explanations are recommended.
In problems 12 and 18 in addition to the book's questions do also
the following. Use "solve" and/or "fzero" commands to
find equilibrium (stationary) solutions. Then use "plot" command to
plot the graph of f(y)
and check that zeros of the graph coincide with equilibria you found.
Then plot (by hand) the phase-line portraits,
and determine type (repelling, attracting etc) of equilibrium solutions
based on the phase-line portraits. Use that information when you
analyze the vector fields.
Quiz 2. Feb. 16. Sections 5,6. Applications as discussed in lectures.
Exam 1. Feb. 23. Topics see above in exams.
PROBLEM SET C. Due March 7. Problems 1,10,14. Study Section 7 of Chapter 1:
Numerical methods. Also
study Chapters 3-8 of DE with
Matlab. See sample solution of one of the problems at the end of
the Matlab Book.
Also see an example
example. This example will work if you include
in the same directory the function M-file myeuler
myeuler. See Section 8.2.1 of Matlab book.
Quiz 3. Numerical methods and first sections of high order ODE.
March 7 .
For numerical methods study Section 7 of Chapter 1 and examples from
lectures. Also
study Chapters 3-8 of DE with
Matlab. For high order ODE study Chapter II Sections 1-4.
Recommended HW problems, Chapter II.
Section 1. 1-10.
Section 2. 1-20.
Section 3. 1-10.
Section 4. 1-22.
Section 5. 13-19.
Section 6. 1-27.
Section 7. 1-14.
Section 8. 1-23.
Section 9. 1-20.
Problem set D. Due March 28. Problems 3,4,5.
COMMENTS to Problem set D.
In problem 3 plot the graphs of the linear
approximation and of the actual pendulum .
One can estimate the period T of
nonlinear oscillations based on the
graphs . Notice that the period equals twice the distance between two
consecutive moments x1 such that y1(x1) = 0 .
In order to find such moments you can plot graphs
using the option ``axis''.
For example
plot(x1,y1(:,1))
axis([1.56 \ 1.58 \ -0.001 \ 0.001])
Next in order to find a root more accurately you can use the ``zoom''
feature on the ``Figure'' window of Matlab.
Remark. We use plot(x,y(:,1)) not plot(x,y), because
when we use plot(x,y), matlab plots not only y(t), but also
an extra graph of velocity dy/dt, which is not needed here.
If you want ode45 to do more precise calculations
you can use ``Options'' described in Section 7.3 of the Matlab book.
In problem 4 you can try
to increase accuracy when the initial speed equals 2.
In that case when time is large Matlab produces wrong graphs.
First do your computations with the
defaut accuracy, then increase it consecutively. Explain
the difference between graphs and why eventually the graphs become wrong.
Solve problem 5 using the following values of damping coefficient :
b = .5, 1, 2 .
In this problem you can use Simulink or you can use function m-files.
For example can use the following function m-file for the linear model:
function ode = F(t,y,unused,b)
ode = [y(2); -b*y(2)-y(1)];
and call it for example Flinear.m
After that file is saved in the same directory as the main m-file
you can use in the main m-file :
for b = [.5 ,1 ,2 ]
[t,y]= ode45('Flinear.m', [0 20], [0 4],[ ],b);
plot(t;y(:,1))
end
Overall there are several possibilities for bonus in that Project.
Quiz 4. March 28. Material:
Chapter 2. Sections 1-6,8.
Exam 2. March 30 . Topics see above in exams.
Problem Set E. Due April 13. Problems 10,12,13(a-c).
Answer all questions.
Quiz 5. April 18 . Material:
Chapter 2. Section 9. Ex. 1-20. Table of Laplace transforms, see "Internal links".
Systems. Chapter 3. Recommended HW problems.
Section 1. Recommended HW problems:1-10.
Section 2. Recommended HW problems:1-13.
Section 3. Recommended HW problems:1-7, 14-17, 20-22.
Section 4. Recommended HW problems:2-15,18.
Section 5. Recommended HW problems:1-22.
Section 7. Recommended HW problems:1-23. In all problems determine type
and stability.
Section 8. Recommended HW problems:1-23.
Section 9. Recommended HW problems:1-18.
Section 10. Recommended HW problems:1-14.
Quiz 6. April 27 . Chapter 3. Sections 4,5,7
To prepare for quiz 6 use problems from Section 4 Ex. 2-15,
Section 5 Ex.7-26, Section 7 Ex.9-23. In each problem you should not only
answer the questions of that problem, but answer all set of questions :
eigenvalues, eigenvectors,
matrix exponential, solution of IVP, phase portrait, sketch solution of IVP
in the phase plane. Choose yourself initial conditions,
for example (1,0) or (0,1) or (1,1) or (1,-1) etc.
Problem set F. Due May 4 . Problems 1, 5.
When answering question 5(f)
classify the type and stability
of the critical points (0,0) and (pi,0).
COMMENTS to Problem set F.
Problem 1.
You can write general solutions by hand. When writing use
constants c1 and c2.
When answering question (b) for the first equation
answer an additional question. Let matlab solve initial value problem
with initial conditions x(0)=a, y(0) = b . Then matlab expresses solution
using constants a and b.
Note that you did the same using constants c1 and c2. Find relation between
constants (a,b) and constants (c1,c2).
Problem 5.
Question (c) is theoretical, just differentiate by hand.
You can express E either as a function of theta(t)( which is a
solution of the second order equation), or as a function of x(t),
y(t) , which are solutions of the respective system. When evaluating
dE/dt use the Chain Rule and after that use that theta (or x,y)
satisfy given differential equation.
Do the same when evaluating dE/dt in question (g).
In order to find b0 in question (f) do several approximations.
First you define inline function, corresponding to our system, call it
for example g. Then you can try something like
for b = 3:0.1:3.5
[t, xd] = ode45(g, [0 15], [0 b]);
plot (xd(:,1), xd(:,2))
and the graph shows where different trajectories go. You see
where
they diverge and based on that narrow the range of b. After you repeat
that procedure several times you can find the required b0 with good precision.
Test 3. May 2. Topics see above in exams.
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