Anda di halaman 1dari 38

Course Information

Introduction

MA3220 Lecture 01

August 14, 2012

MA3220 Lecture 01

Historical Problems

Course Information

Introduction

Historical Problems

MA3220 Ordinary Differential Equations


Instructor: Wong Yan Loi, S17-06-04, matwyl@nus.edu.sg

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

MA3220 Ordinary Differential Equations


Instructor: Wong Yan Loi, S17-06-04, matwyl@nus.edu.sg
Lecture: Tue, Fri, 2-3:30PM

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

MA3220 Ordinary Differential Equations


Instructor: Wong Yan Loi, S17-06-04, matwyl@nus.edu.sg
Lecture: Tue, Fri, 2-3:30PM
Venue: LT33

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

MA3220 Ordinary Differential Equations


Instructor: Wong Yan Loi, S17-06-04, matwyl@nus.edu.sg
Lecture: Tue, Fri, 2-3:30PM
Venue: LT33

Tutorial: 1 hour per week

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

MA3220 Ordinary Differential Equations


Instructor: Wong Yan Loi, S17-06-04, matwyl@nus.edu.sg
Lecture: Tue, Fri, 2-3:30PM
Venue: LT33

Tutorial: 1 hour per week

Brief lecture notes and tutorial questions are on IVLE

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Prerequisites and Preclusion

Prerequisites: (MA1104 or MA1104S or MA1506) and


(MA2108 or MA2108S) and (MA1101)
Preclusion: MA2312, PC2174, FASS students from 2003 cohort
onwards who major in Mathematics (for breadth requirement).

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Tutorial

There are 8 tutorial sessions available.


Please register one tutorial group on CORS. Tutorial classes
will commence on the 3rd week of the semester.

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Assessment

Assessment
Final Exam: Friday, 30-Nov-2012, Afternoon session

MA3220 Lecture 01

70%

Course Information

Introduction

Historical Problems

Assessment

Assessment
Final Exam: Friday, 30-Nov-2012, Afternoon session

70%

Mid term test: Tuesday, 9 Oct 2012, 2:00-3:30PM, Venue:

MPSH1-Section B, Tutorial 1-5

MA3220 Lecture 01

25%

Course Information

Introduction

Historical Problems

Assessment

Assessment
Final Exam: Friday, 30-Nov-2012, Afternoon session

70%

Mid term test: Tuesday, 9 Oct 2012, 2:00-3:30PM, Venue:

MPSH1-Section B, Tutorial 1-5

Tutorial:

25%
5%

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Assessment

1. Students are allowed to bring along 2 sheets (4 sides) of A-4


sized hand-written notes for the nal exam and mid-term test.
2. The 5% of tutorial marks will be awarded if a student attains
EITHER at least 80% of attendance OR manages to work out
correctly 2 problems in class + at least 60% of attendance.
3. Make-up test for those missing the mid-term test with valid
reason will be held on the 13rd week. (Tutorial 1 to 10).

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

References

Main reference: Differential Equations with Applications

and Historical Notes by G.F.Simmons, 2nd edition,


McGraw Hill.

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

References

Main reference: Differential Equations with Applications

and Historical Notes by G.F.Simmons, 2nd edition,


McGraw Hill.

An Introduction to Ordinary Differential Equations by

E.A.Coddington, Dover 1961.

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

References

Main reference: Differential Equations with Applications

and Historical Notes by G.F.Simmons, 2nd edition,


McGraw Hill.

An Introduction to Ordinary Differential Equations by

E.A.Coddington, Dover 1961.

Essentials of Ordinary Differential Equations by R.P.

Agarwal and C. Gupta, McGraw Hill 1991.

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

References

Main reference: Differential Equations with Applications

and Historical Notes by G.F.Simmons, 2nd edition,


McGraw Hill.

An Introduction to Ordinary Differential Equations by

E.A.Coddington, Dover 1961.

Essentials of Ordinary Differential Equations by R.P.

Agarwal and C. Gupta, McGraw Hill 1991.

Differential Equations, by J. Polking, A. Boggess and D.

Arnold, 2nd edition, Pearson Prentice Hall 2006.

MA3220 Lecture 01

Course Information

Introduction

Course Contents

First Order ODE

MA3220 Lecture 01

Historical Problems

Course Information

Introduction

Course Contents

First Order ODE

The theory of Linear ODE

MA3220 Lecture 01

Historical Problems

Course Information

Introduction

Course Contents

First Order ODE

The theory of Linear ODE


System of ODEs

MA3220 Lecture 01

Historical Problems

Course Information

Introduction

Course Contents

First Order ODE

The theory of Linear ODE


System of ODEs

Series Solutions of 2nd order ODE

MA3220 Lecture 01

Historical Problems

Course Information

Introduction

Course Contents

First Order ODE

The theory of Linear ODE


System of ODEs

Series Solutions of 2nd order ODE

Existence and Uniqueness Theorems

MA3220 Lecture 01

Historical Problems

Course Information

Introduction

Historical Problems

ODE

An ordinary differential equation (ODE) is a relation connecting


the function y of an independent variable x and its derivatives
y , y , y , , y (n) .
Examples:
y = y 2 + cos(xy)
y = 4x(y )2 + sin x
y + 2y + y = ex

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Newton

Newton (1671): The method of uxions and innite series


y = f (x) or y = f (y)

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Newton

Newton (1671): The method of uxions and innite series


y = f (x) or y = f (y)
y = f (x, y)

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Newton

Newton (1671): The method of uxions and innite series


y = f (x) or y = f (y)
y = f (x, y)

First order partial differential equations

xzx + yzy = 2z

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Isochrone
James Bernoulli (1690 in Acta Eruditorum) solved the problem
of determining the isochrone:
To nd a curve in a vertical plane with the property that a heavy
point sliding without friction along this curve has constant
vertical component of its velocity.
O

y
1+

dx
dy

2
2
= V 2 (2gy + v0 ),

where v0 is the initial speed, V is the constant vertical speed.


MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Isochrone
By the Energy Conservation Law, the speed v(y) satises
2
v 2 = 2gy + v0 . Let be the angle between the tangent to the
curve and the vertical direction. Then the vertical component of
the speed is v cos = V . Eliminating v, we get
2
V 2 cos2 = 2gy + v0 .

Also tan =

dx
dy .

Using cos2 = (1 + tan2 ), we get


1+

dx
dy

2
2
= V 2 (2gy + v0 ).

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Isochrone
Solution:
V2
x(y) =
3g

v2
2gy
+ 02 1
V2
V

3
2

+C

is a semi-cubical parabola.
O

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Brachistochrone
Johann Bernoulli (1696) posed and solved the problem of
Brachistochrone (quickest descent)
To nd the curve connecting 2 points A and B that do not lie on
a vertical line and possessing the property that a moving
particle slides down the curve from A to B in the shortest time.
A

B
y

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Brachistochrone
Snells Law
For light travel through 2 mediums in least possible time, we
must have
sin 2
sin 1
=
.
v1
v2

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Brachistochrone

a2 +x 2
v1

= 0

v1

T =

b 2 +(cx)2
.
v2

1
x

dT
dx

cx

sin 1
v1

a2 +x 2

sin 2
v2 .

MA3220 Lecture 01

v2

cx
.
b 2 +(cx)2

Course Information

Introduction

Historical Problems

Brachistochrone
For a continuous medium of decreasing density, we should also
have
sin
= constant.
v

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Brachistochrone
As
sin =

1
1 + y 2

and v =

we have y(1 + (y )2 ) = c.
Using the substitution tan(/2) =
c
2 (

2gy,

Brachistochrone
y
cy

1
2

, the solution is

c
2 (1

x=
sin ), y =
cos ), a cycloid - the locus of a
point on the circumference of a circle as it rolls along a straight
c
line. O
x

c
2

y
MA3220 Lecture 01

Course Information

Introduction

Historical Problems

The Motion of a Pendulum

d 2
= g sin ,
dt 2
d 2
For small , a 2 = g.
dt

a
m

Solution. Simple Harmonic Motion:


= cos

g
t
a

MA3220 Lecture 01

Course Information

Using
have

Introduction

Historical Problems

d 2
d
= , and integrating the original equation, we
d
dt 2
dt
=
d

Hence, Period T = 2

a
g

a
1

.
2g cos cos

which is an elliptic integral!

d
k 2 sin2 (/2)

MA3220 Lecture 01

, k = sin(/2),

Course Information

Introduction

Historical Problems

dy
(1695) The Bernoulli Equation:
+ P(x)y = Q(x)y n ,
dx
n = 0, 1, 2,
(Solved by the change of variable z = y 1n .)
(1712) The Riccati Equation: An extension of y = p(x) + q(x)y
is y = p(x) + q(x)y + r (x)y 2 .
(1829) The Abel Equation: An extension of Riccatis Equation is
y = p(x) + q(x)y + r (x)y 2 + s(x)y 3 .
(1728) L. Euler solved the Riccati equation by the substitution
y = y1 + 1/z, where y1 is a particular solution of the Riccati
equation.
Euler invented the method of variation of parameters which was
elevated by a general procedure by Lagrange in 1774.
MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Legendres Equation (1 x 2 )y 2xy + p(p + 1)y = 0.


Hermites Equation y 2xy + 2py = 0.
Laguerres Equation xy + (1 x)y + y = 0.
Chebyshevs Equation (1 x 2 )y xy + p 2 y = 0.
Bessels Equation x 2 y + xy + (x 2 p 2 )y = 0.
Gausss Hypergeometric Equation
x(1 x)y + (c (a + b + 1)x)y aby = 0.
Airys equation y + xy = 0.

MA3220 Lecture 01

Course Information

Introduction

Historical Problems

Applications

Applications: Chemical kinetics, population growth, economics,


mathematical nance, radioactive decay, isoperimetric
problems, dynamical systems, chao etc.
Mathematicians: DAlembert, Clairaut, Cauchy, Bernoulli,
Picard, Lipschitz, Laplace, Legendre, Euler, Poisson, Peano,
Poincare etc.

MA3220 Lecture 01