Math 1280:      Ordinary Differential Equations II        Spring 2007

Instructor: David Swigon

Office: Thackeray 519, 412-624-4689, swigon@pitt.edu

Lectures:  MWF 10:00-10:50am, Thackeray 627

Office Hours: MW 1-3pm, Thackeray 519, or by appointment.

Course Web Page: (check frequently for changes and updates) http://www.math.pitt.edu/~swigon/math1280.html

Course Description

This course is continuation of the Fall semester course in ordinary differential equations, Math 1270.  The focus will be on the mathematics of nonlinear dynamical systems.  By using concrete problems from physics, biology, chemistry, and engineering, the course will illustrate such concepts as equilibrium and stability, bifurcation, limit cycles, and chaos.  You will also learn important analytical techniques such as linearization, phase plane analysis, and dimensional analysis.  Advanced topics, treated in an elementary way, will be hysteresis, coupled oscillators, Hopf bifurcations, and strange attractors. Applications will include mechanical vibrations, dynamics of interacting populations, biological rythms, and lasers. 

Prerequisites

Single-variable calculus (Math 0220, 0230, or equivalent) including Taylor series, multivariable calculus (Math 0240 or equivalent), linear algebra, , separable ordinary differential equations and systems of linear differential equations (Math 1270)

Textbook

S.H. Strogatz, Nonlinear Dynamics and Chaos, Perseus Books, 2000. ISBN 0738204536

(Available at The Book Center on Fifth Ave.)

Grading Scheme

Homework & Computer Lab Assignments: 25%

Project: 15%

Midterm exam: 25%

Final Exam: 35%

Schedule

Each week we will cover approximately one chapter of the book.  Homework is due at the beginning of a class one week after it was assigned. You may work with other students on homework but do not submit solutions that are identical copies of each other, as such will be discarded.  You may use a computer program (e.g., MATLAB, Maple, Mathematica) in solving the homework unless I specifically say otherwise. Each such use should be explicitly documented (e.g., “eigenvalues computed with MATLAB”).

Projects

Term projects will be assigned about one month into the semester and will be one week before the final exam. The students will form teams of 2-4 members and work on a problem of their choice (within the guidelines to be given later with the consent of the instructor).  The final report is due before the last lecture, where the results will be presented by one or more of team members.

Computer Assignments

Computer assignments will require you to use a computing equipment.  You can use your own computer or any of the campus computing labs in Alumni Hall (on Linux machines) and Benedum Hall (on UNIX workstations). You can also remotely login to the UNIX timesharing server unixs.cis.pitt.edu.

Instructions for the exercises will use MATLAB, a programming environment that is widely used both in academia and in industry.  Its advantage is in that it requires only a little programming overhead because it contains built in subroutines for matrix manipulation, eigenvalue analysis, phase plane analysis, and numerical solution of differential equations. I will provide you with handouts outlining the goals and instructions for each lab.

You are free to use any other software, such as XPP/XPPAUT, Mathematica, or Maple.

Matlab tutorial

Matlab documentation

Syllabus

Week

Reading

Topics

Homework

Notes

Jan 3 – Jan 5

1.1-3

2.0-4

Introduction, Overview

Geometric viewpoint, Fixed points and stability Linear stability analysis

2.2.2, 2.2.4, 2.2.8, 2.4.4, 2.4.5, 2.4.8

 

Jan 8 – Jan 12

2.5-8      

3.0-2

Existence and uniqueness, Oscillations, Potentials

Saddle-node bifurcation

Computer Lab I

flow.m

Fri, Jan 12, 10-11am

Benedum 1077

Make sure you know your login & password to pitt account

M.L. King holiday

Jan 17 – Jan 19

3.2-5

Transcritical bifurcation, pitchfork bifurcations

3.1.4, 3.1.4, 3.2.4, 3.2.6

 

Jan 22 – Jan 26

3.6-7

Imperfect bifurcations; catastrophes

3.4.2, 3.4.6, 3.4.11, 3.4.14, 3.5.7

 

Jan 29 – Feb 2

4.0-3

Flows on a circle, Oscillators

Computer Lab II

bifur.m

Fri, Feb 2, 10-11am

Benedum 1077

Feb 5 – Feb 9

4.4-6

Synchronization

3.6.2, 3.6.3, 3.7.4, 4.3.3, 4.3.4

 

Feb 12 – Feb 16

5.0-3

Two-dimensional flows, linear systems, stability

5.1.10 a,c,d
5.2.3, 5.2.5, 5.2.12, 5.3.2

 

Feb 19 – Feb 23

6.1-3

Phase plane, Existence, Uniqueness, Topological consequences, Fixed Points and Linearization

 

 

Feb 26 – Feb 28

 

Review

 

 

Mar 2

 

Midterm Exam

 

 

Mar 5 – Mar 9

 

Spring Break

 

 

Mar 12 – Mar 16

6.4-5

Competitive-cooperative systems, Conservative systems,

6.1.4, 6.1.6, 6.3.6, 6.3.10, 6.4.2, 6.5.2

 

Mar 19 – Mar 23

6.6-8

Reversible systems, Index theory

6.5.14, 6.5.19, 6.6.1, 6.6.7

Computer Lab III

pplane6.m

(use for Matlab version R12)

pplane6R14.m

(use for Matlab version R14, save as pplane6.m)

Fri, Mar 23, 10-11am

Benedum 1077

Mar 26 – Mar 30

7.0-2

Limit cycles; Gradient systems; Liapunov function

6.7.3, 7.1.8, 7.2.3, 7.2.9ab

Fri, Mar 30, 10-11am

Benedum 1077

Apr 2 – Apr 6

7.3-6

Poincare-Bendixson theorem; Relaxation oscillators; Weakly nonlinear oscillations

7.3.1, 6.8.7, 7.3.3, 7.3.7, 7.5.4, 7.6.5

 

Apr 9 – Apr 13

8.1-3

Bifurcations in 2D; Hopf bifurcation

 

 

Apr 16 – Apr 20

8.4

Global bifurcations

 

 

Apr 20

 

Project presentations

 

 

Wednesday

Apr 25

2pm – 4pm

 

Final Exam