Differential Equations with Linear Algebra, Lecture notes of Algebra

Information about the course Math 427J, which covers topics from first-order differential equations to the classical partial differential equations of physics. The course also includes linear algebra for pedestrians, Laplace transform, Fourier transform, series solutions, non-linear equations and dynamical systems, and partial differential equations and Fourier series. The document also provides information about the recommended text, reference for linear algebra, suggested reading, prerequisites, course work, and grading system.

Typology: Lecture notes

2017/2018

Uploaded on 05/11/2023

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Fa18%-%DIFF%EQNS%WITH%LINEAR%ALGEBRA%(53990)%%
!
"There%are%so%many%things%that%I%want%you%to%know.%And%that%is%why%I%am%telling%
you%so."!--Dr.%Seuss%%
%
Richard%Feynman%in%his%Caltech%lectures%on%Physics:%"Perhaps!you!will!not!only!
have!some!appreciation!of!this!culture;!it!is!even!possible!that!you!may!want!
to!join!in!the!greatest!adventure!that!the!human!mind!has!ever!begun."!!
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Differential%Equations%Math%427J%{%#%53990%}%Fall%2018%%
%
Differential%equations%describe%dynamical%change%--%from%physical%phenomena%such%
as%fluid%flow%and%heat%variation%to%the%structural%analysis%of%data%and%information.%
Linear%algebra%provides%mathematical%tools%to%enable%understanding%for%multi-
dimensional%perspective.%Isaac%Newton%said%it%best:%"the%laws%of%nature%are%
expressed%by%differential%equations".%Our%objective%is%to%teach%students%to%use%
mathematics%to%break%problems%apart%in%pieces%and%use%analytical%techniques%to%find%
innovative%solutions.%What%is%the%goal%of%Science%--%to%ask%questions%that%decipher%the%
fundamental%structure%of%matter.%%
%
This%is%a%complete%course%covering%topics%from%first-order%differential%equations%to%
the%classical%partial%differential%equations%of%physics.%While%there%is%natural%
emphasis%on%calculation%and%technique,%the%main%focus%is%on%ideas%and%the%
development%of%quantitative%skill%that%will%be%useful%in%future%work.%%
%
The%principal%topics%are:%%
1)%First-order%differential%equations%%
2)%Second-order%linear%equations%and%linear%systems%%
3)%Linear%algebra%for%pedestrians%%
4)%Laplace%transform,%Fourier%transform%%
5)%Series%solutions,%role%of%Taylor%series,%regular%singular%points%%
6)%Non-linear%equations%and%dynamical%systems%%
7)%Partial%differential%equations%and%Fourier%series,%heat%equation%%
%
Topics%from%Linear%Algebra:%%
Vector%Spaces,%Linear%Independence,%Basis,%Dimension%%
Geometric%Representation,%Scalar%Product,%Orthogonality%Matrices,%%
Solving%Linear%Equations,%Gaussian%Elimination,%Row%Reduced%Echelon%Form,%
Rank%%
Square%Matrices,%Determinant,%Trace,%Non-Singular%&%Inverse,%Exponential%%
Eigenvalues%and%Eigenvectors%%
Diagonalization%of%Symmetric%Matrices%%
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Lecture:%T-Th%9:30%-%10:45am%RLP%0.130%::%Problem%Session:%M-W%4-4:50pm%RLP%
0.130%Math%Computer%Lab%:%7th%Floor%RLM%%
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Fa18 - DIFF EQNS WITH LINEAR ALGEBRA (53990) " There are so many things that I want you to know. And that is why I am telling you so ." -- Dr. Seuss Richard Feynman in his Caltech lectures on Physics: " Perhaps you will not only have some appreciation of this culture; it is even possible that you may want to join in the greatest adventure that the human mind has ever begun." Differential Equations Math 427J { # 53990 } Fall 2018 Differential equations describe dynamical change -- from physical phenomena such as fluid flow and heat variation to the structural analysis of data and information. Linear algebra provides mathematical tools to enable understanding for multi- dimensional perspective. Isaac Newton said it best: "the laws of nature are expressed by differential equations". Our objective is to teach students to use mathematics to break problems apart in pieces and use analytical techniques to find innovative solutions. What is the goal of Science -- to ask questions that decipher the fundamental structure of matter. This is a complete course covering topics from first-order differential equations to the classical partial differential equations of physics. While there is natural emphasis on calculation and technique, the main focus is on ideas and the development of quantitative skill that will be useful in future work. The principal topics are:

  1. First-order differential equations
  2. Second-order linear equations and linear systems
  3. Linear algebra for pedestrians
  4. Laplace transform, Fourier transform
  5. Series solutions, role of Taylor series, regular singular points
  6. Non-linear equations and dynamical systems
  7. Partial differential equations and Fourier series, heat equation Topics from Linear Algebra:
  • Vector Spaces, Linear Independence, Basis, Dimension
  • Geometric Representation, Scalar Product, Orthogonality Matrices,
  • Solving Linear Equations, Gaussian Elimination, Row Reduced Echelon Form, Rank
  • Square Matrices, Determinant, Trace, Non-Singular & Inverse, Exponential
  • Eigenvalues and Eigenvectors
  • Diagonalization of Symmetric Matrices Lecture: T-Th 9:30 - 10:45am RLP 0.130 :: Problem Session: M-W 4-4:50pm RLP 0.130 Math Computer Lab : 7th Floor RLM

Some lectures may be given during the M-W time slot; exams on Mondays- Wednesdays 4 - 4:50 pm; Room for Scheduled Exams: WCH 1. Current Recommended Text: Braun, Differential Equations and Their Applications (4th edition; 3rd edition also works) Reference for Linear Algebra: Bretscher, Linear Algebra with Applications. Strongly Recommended (though not used in this course): develop "programming skills", either with Matlab or Python. Access to Mathematica is useful (the University has an unlimited site license available to students); Wolfram Alpha can be used online for "quick & dirty" numerical calculations. Standard Text used by many universities (any edition): Boyce & DiPrima, Elementary Differential Equations and Boundary Value Problems. Suggested Reading: Gleick, Chaos; Feynman, The Character of Physical Law. References for Partial Differential Equations: Arnold: Lectures on Partial Differential Equations; John: Partial Differential Equations. Prerequisite: one-year calculus course Course work: 3 in-class exams on Monday-Wednesday afternoons (55 minutes), weekly problem sets which will not be graded. Grades will be assigned on the basis of a class distribution curve. Plus/minus grades will be used. Attendance is encouraged but not required. Tentative hour exam schedule: Sept 26, Oct 29, Nov 28. Office hours: M 9-10am, W 9-11am RLM 8.136, and by appointment. William Beckner Email: [email protected] [best way to contact instructor] The TA will be announced. This course carries the QR flag. Quantitative Reasoning courses are designed to equip students with skills that are necessary for developing and broadly understanding the quantitative arguments they will need both for their professional work and as contributing members of our society -- that is, they learn the quantitative skills that are necessary to successfully solve real-world problems. Honor System -- the UT Honor Code is very important because it reflects not only fairness in our community but signals our own sense of self-worth. While I encourage collaboration in study, I expect that each individual will submit their own work for the graded assessment.