Summer Semester 2024

Summary

The class Differential Equation will focus this semester on dynamical systems techniques in the theory of differential equations. We will cover local existence and uniqueness, systems of linear equations, stability of equilibrium points of nonlinear equations, bifurcations, the Poincaré-Bendixon theorem, chaos, and, if time allows, a selection of perturbation techniques and data-driven methods.

Textbooks

There are several very good modern textbooks on the topic. I will base the general structure of the course roughly on parts of the book by Verhulst, but link to chapters in Teschl’s book as much as possible, as this is the only book that appears to be legally and freely available.

  • F. Verhulst, Nonlinear differential equations and dynamical systems, 2nd edition, Springer, 1996
  • G. Teschl, Ordinary Differential Equations and Dynamical Systems, AMS, 2012
  • L. Perko, Differential Equations and Dynamical Systems, 3rd edition, Springer, 2001
  • M.W. Hirsch, S. Smale, and R.L. Devaney, _Differential Equations, Dynamical Systems, and an Introduction to Chaos, Academic Press, 2004
  • J.D. Meiss, Differential Dynamical Systems, SIAM, 2007
  • S.H. Strogatz, Nonlinear Dynamics and Chaos, Perseus Books, 1994

Grading

  • Weekly exercise assignments
  • The grade for this class is determined by one final exam
  • There will be a “mock exam” 3-4 weeks before the final exam.
  • Successful submission of exercises as well as the the mock exam will each add a grade bonus of 1/3 of a grade step to your final grade. Note that the pass/fail decision is not affected by the bonus, and the top grade can be achieved without the bonus.

Topics

Apr 15, 2024

Introduction, contraction mapping theorem (see, e.g., Teschl, Section 2.1)

Apr 17, 2024

Fundamental existence and uniqueness theorem (e.g. Teschl, Section 2.2), basic examples of the type \(\dot x = x^\alpha\) for different values of \(\alpha\)

Apr 22, 2024

Solutions for scalar first-order equations via an integrating factor, separable equations (e.g. Teschl, Section 1.3 and start of Section 1.4, but with different examples); energy estimate to prove continuous dependence on the initial data

Apr 24, 2024

Autonomous equations: equilibrium points and linearization; Solution of linear constant-coefficient equations via the matrix exponential (e.g. Teschl, Section 3.1)

Apr 29, 2024

Discussion of Exercise Sheet 1