Introduction (Aug.

23, 2021)
22 August 2021 22:46

Course No. : MATH F312

Course Title : Ordinary Differential Equations
Instructor-In-Charge : Anil Kumar

COURSE DESCRIPTION:

Existence and uniqueness theorems; properties of linear systems; behavior of solutions of nth order
equations; asymptotic behavior of linear systems; stability of linear and weakly nonlinear systems;
conditions for boundedness and the number of zeros of the nontrivial solutions of second-order
equations; stability by Liapunov's direct method; autonomous and nonautonomous systems.

SCOPE & OBJECTIVE:

Ordinary Differential Equations occur frequently as mathematical models in many branches of

science, engineering, and economy. For a mathematician confronted with such a model, there are
several issues to address and various approaches to choose from:

• Is the problem well-posed? Do you expect the differential equation to have a solution? If so,
is there a unique solution satisfying the given initial or boundary conditions?

• Can you find an explicit, analytical solution? This is only possible in rare circumstances.

• Geometric or qualitative methods: These methods give insights into general, qualitative
features of solutions and do not require solving the differential equation.

• Stability and dependence on parameters: Having obtained a solution by a method, we

would like to know how the solution changes if we change the initial data by a small amount
(stability analysis) and if we change parameters in the differential equation (parameter
dependence).

The course helps a deeper understanding of the complicated models that are there in real life.

Lab component: Computational experiments using MATLAB/MATHEMATICA.

TEXTBOOK:

Ahmad, S. and Rao, M. R. M., Theory of Ordinary Differential Equations with Applications in
Biology and Engineering, East West Press, 1999.

REFERENCE BOOKS:

R1. Nandakumaran, A.K., Datti, P.S., George, R.K., Ordinary Differential Equations: Principles
and Applications, Cambridge, 2017.
R2. Coddington, E. A. and Levinson, N., Theory of Ordinary Differential Equations, Tata
McGraw-Hill, 1972.

R3. Perko, L., Differential Equations and Dynamical Systems, Springer-Verlag, 3rd Edn., 1991.

R4. Walter G. Kelley and Allan C. Peterson, The Theory of Differential Equations: Classical and
Qualitative, 2nd Edn., Springer, 2010.

R5. Tyn Myint-U, Ordinary Differential Equations, Elsevier North-Holland, 1978.

R6. S.L. Ross, Differential Equations, Wiley, 3rd Edn., 2014.

EVALUATION SCHEME:

Component Weightage (%) Date & Time Remarks

Mid-Term Examination 30 October 16, 2021 Online
(04.00 PM – 05.30 PM)
Quiz/Surprise Quiz/SLC/Assignments/ 30 * Online
Attendance
Comprehensive Examination 40 December 11, 2021 (AN) Online/offline*

* to be announced later.

Chamber Consultation Hours: To be announced by the instructor.

Problems: Strongly advised to work out the problems in the textbook and do similar problems from
the reference books, also you should implement the algorithms in MATLAB/ MATHEMATICA
which will be studied during the course.

Make-up: The makeup examination will be granted only in genuine cases. Permission must be taken
in advance from IC except in extreme cases. No MAKE-MAKE-UP will be entertained.

Notices: All notices regarding MATH F312 will be displayed on the QUANTA/GOOGLE
CLASSROOM course page.
Self study: Revised Chapter-2: Section no. 7, 8, 9, 10, 11 and Chapter 3: Section no. 14, 15, 16, 17, 18,
19, 22, 23

from the following text book

G. F. Simmons, Differential Equations with Applications and Historical Notes, TMH, 2nd Ed., 1991.

Introduction:

• The most interesting natural phenomena involve change and are described by equations that
relate changing quantities.

• The derivative dy/dt = f ʹ(t) of the function f is the rate at which the quantity y = f(t) is changing
with respect to the independent variable t.

• Natural that equation involving derivatives are frequently used to describe the changing
universe.

• An equation relating an unknown function and one or more of its derivatives is called a
differential equation.

• Most of the dynamical systems (physical, social, biological, engineering) are expressed in the
form of differential equations.

Some examples of physical phenomena involving rates of change:

○ Motion of fluids
 ○ Flow of current in electrical circuits
○ Dissipation of heat in solid objects
○ Population dynamics
○ Newton’s law of gravitation
○ Wave equation for the vibrating string
○ Hamilton’s principle
○ Abel’s mechanical problem

• Primary purpose of differential equations is to serve a tool for the study of change in the physical
world.

What is a differential equation?

Equations that involve dependent variables and their derivatives with respect to the independent
variables (one or more) are called differential equations.

Classifications:
Ordinary Differential Equation (ODE):

Differential equations that involve only ONE independent variable are called ordinary
differential equations.

Partial Differential Equation (PDE):

Differential equations that involve two or more independent variables are called partial
differential equations.

Systems of Differential Equations:

If there are two or more unknown functions, then a system of equations is required.
Order of a differential equation:

The order of a differential equation is the order of highest derivative that appears in
the differential equation.

Degree of a differential equation:

The degree of a differential equation is the power of the highest derivative which occurs in the
differential equation, after the differential equation has been made free from the radicals and
fractions as far as the derivatives are concerned.
Linear Differential Equation:

A differential equation is called linear if there are no multiplications among

the dependent variables and their derivatives.

In other words, all coefficients are functions of independent variables.

Non-linear Differential Equation:

Differential equations that do not satisfy the definition of linear are nonlinear.

Homogeneous differential equations:

Involve only derivatives of y and the terms involving y, and they're set to 0.

Non-homogeneous differential equation:

Same as homogeneous differential equations, except they can have terms involving
only x (and constants) on the right side.
Some Mathematical Models

Example 1: Falling Body

• Suppose a body of mass m falls freely under the influence of gravity alone.
• Variables: time t, velocity v.

• According to Newton's second law of motion

acceleration a of a body of mass m is proportional to the total force F acting on it.
F = ma
• Only force acting on it is due to gravity i.e. mg
• Therefore,
ma = mg

If y is the distance down to the body from some fixed height and v is the velocity, then we
get
Example 2: Falling Body

• Suppose we change the situation by assuming that air exerts a resisting force
proportional to the velocity.
• Variables: time t, velocity v

• Newton’s 2nd Law: F = ma = m (dv/dt) ¬ net force

• Force of gravity: F = mg ¬ downward force
• Force of air resistance: F = g v ¬ upward force
• Then

• Taking g = 9.8 m/sec2, m = 10 kg, g = 2 kg/sec, we obtain

Example 3: Swinging of a pendulum

Newton’s 2nd law for a rotating object:

moment of inertia × angular acceleration = Net external torque
Example-4: Population growth model

Begin with a linear model

Let y = y (t) represents the population size of a given species at time t

Then the rate of change of a population

If there is no other species to influence it and there is no net

migration.

where r denotes the difference between birth rate and death

rate.

if y(t0) = yo is the initial population at time to.

Question : Find the population for all t > t0.

If r is a constant. Then solution is given by

If r > 0, then as

Remark:

This linear model is found to be accurate when the population is small and for small
time.

It can not be a good model as no population, in reality, can grow indefinitely.

When the population becomes so large, there will be competition among the population
entities for the limited resources like food, space etc.

This suggests to look into more realistic model.

Therefore, consider the following logistic model:

The statistical average of the number of encounters of two members per unit time is
proportional to y .

Better model will be

where a and b are positive constant and -ve sign represents the competition and reduces
the growth rate.

known as the logistic law of population growth.

practically b << a.

• If y is not too large, then by2 will be negligible compared to ay. (similar to linear
model).
• If y is large, then the term by2 will have a considerable influence on the growth of y.

Hence if the initial population y0 satisfies 0 < y0 < a/b, then the solution remain in the
same interval for all t (follow from Existence and uniqueness theory)