- •Basic concepts and definitions of differential equations.
- •Equations with separated variables.
- •Linear equations of the first order.
- •Equations of the first order unsolved by derivatives.
- •6) Method of introducing a parameter. Lagrange and Clairaut equations.
- •7) Theorem about existence and uniqueness of Cauchy problem.
- •8) General properties of solutions. Continuity, differentiation of solutions of parameter axis and initial data.
- •9) Linear equations of the n-th order. Basic properties.
- •11) Linear inhomogeneous equations
- •12) Method of variation of arbitrary constants.
- •13) Integration of linear equations with permanent coefficients.
- •14) Euler method.
- •16) Fundamental system of solutions.
- •18) Integration of linear inhomogeneous system with quasi-polynomial right side.
- •20.Boundary problem for system of the second order. Green function.
- •Local properties of solutions.
- •Global properties of solutions.
- •26) Transformation of solutions and system.
- •27. Basic concepts. Stability by Lyapunov. Geometric means.
- •28. The main Lyapunov theorems.
- •30) Studying stability by Lyapunov function.
- •31.Differential equations in full differentials .Integral multiplier.
- •32.Integration methods. Homogeneous and linear differential equations of the first order.
- •33.Incomplete equations . Equations assuming reduction of order.
- •34) Local and global theorems.
- •35) Analyticity and differentiation of solutions.
- •36) Solution continuity of parameters and initial data.
- •37. Fundamental system of solutions
- •38. Wronskian determinant. Liouville formula.
- •39. Homogeneous and inhomogeneous linear equations. Liouville formula.
- •40 Integration of linear inhomogeneous equation with quasipolinomial right side.
- •41) Cauchy function. Fundamental solutions.
- •42. Systems of linear differential equations with constant coefficients
- •43. Linear systems of differential equations. Basic systems
- •44. Some methods of the system integration (leading to one equation etc)
- •45.Method of variation of constants
Local properties of solutions.
1) If ф(t) is a solution, then ф (t+c) is a solution for any c€R.
2) Existence: For any t0€R , x0 €G, a solution x(t, t0, x0) exists in a certain interval
3) Smoothness: If f € Cp(G), p≥1 , then ф(t) € Cp+1 .
4)
Dependence on parameters: Let f
=f(x,α),α€Ga, ,
where Ga
is a domain, then x(t,
t0,
x0,α)€
Cp(
x Ga)
5) Let x0 be a non-equilibrium point; then there exist neighbourhoods V,W of the points , x0 ,f(x0) respectively, and a diffeomorphism y=h(x):V W such that the autonomous system has the form y=const
Global properties of solutions.
Any solution x= ф(t) of the autonomous system (1) may be extended to an interval
(t
–t+).
If
=R
the solution is said to be unboundedly extendable;The extension is unique in the sense that any two solutions with common initial data are identical through out their range of definition
Any solution of an autonomous system belongs to one of the following three types: a) a periodic, with ф(t 1) ≠ ф(t 2) for all t 1≠ t2
b) periodic, non-constant;
25) Phase pattern of trajectory of system of the second order in the neighborhood rest point.
The second-order differential equation of general type
¨x = f (x, ˙x , t)
with initial conditions, say x(t0) and ˙x(t0), is an example of a dynamical system. The evolution or future states of the system are then given by x(t) and ˙ x(t). Generally, dynamical systems are initial-value problems governed by ordinary or partial differential equations, or by difference equations.
The equation above can be interpreted as an equation of motion for a mechanical system,in which x represents displacement of a particle of unit mass, ˙x its velocity, ¨x its acceleration,and f the applied force, so that this general equation expresses Newton’s law of motion for
the particle:
acceleration = force per unit mass
A mechanical system is in equilibrium if its state does not change with time. This implies that an equilibrium state corresponds to a constant solution of the differential equation, and conversely. A constant solution implies in particular that ˙x and ¨x must be simultaneously zero.
Note that ˙x = 0 is not alone sufficient for equilibrium: a swinging pendulum is instantaneously at rest at its maximum angular displacement, but this is obviously not a state of equilibrium.
Such constant solutions are therefore the constant solutions (if any) of the equation
f (x, 0, t) = 0.
We distinguish between two types of differential equation:
(i) the autonomous type in which f does not depend explicitly on t ;
(ii) the non-autonomous or forced equation where t appears explicitly in the function f .
A typical non-autonomous equation models the damped linear oscillator with a harmonic
forcing term
¨x+k˙x + ω20x = F cos ωt,
in which f (x, ˙x, t) = −k˙x −ω20x +F cos ωt.
There are no equilibrium states. Equilibrium states
are not usually associated with non-autonomous equations although they can occur as, for
example, in the equation
x + (α + β cos t)x = 0.
which has an equilibrium state at x = 0, ˙x = 0.
We shall consider only autonomous systems, given by the differential
equation
¨x = f (x, ˙ x), (1)
in which t is absent on the right-hand side. To obtain the representation on the phase plane, put
˙x= y, (2.1)
so that
˙y= f (x, y). (2.2)
This is a pair of simultaneous first-order equations, equivalent to ¨x = f (x, ˙ x),.
The state of the system at a time t0 consists of the pair of numbers (x(t0), ˙ x(t0)), which can
be regarded as a pair of initial conditions for the original differential equation. The initial
state therefore determines all the subsequent (and preceding) states in a particular free motion.
In the phase plane with axes x and y, the state at time t0 consists of the pair of values
(x(t0), y(t0)). These values of x and y, represented by a point P in the phase plane, serve
as initial conditions for the simultaneous first-order differential equations (2.1) & (2.2), and
therefore determine all the states through which the system passes in a particular motion. The
succession of states given parametrically by x = x(t), y = y(t),
traces out a curve through the initial point P: (x(t0), y(t0)), called a phase path, a trajectory or
an orbit.
The direction to be assigned to a phase path is obtained from the relation ˙x = y (eqn 1.7a).
When y > 0, then ˙x > 0, so that x is increasing with time, and when y < 0, x is decreasing
with time. Therefore the directions are from left to right in the upper half-plane, and from right
to left in the lower half-plane.
To obtain a relation between x and y that defines the phase paths, eliminate the parameter t
between (2.1) and (2.2) by using the identity
˙y/˙x= dy/dx.
Then the differential equation for the phase paths becomes
dy/dx= f (x, y)/y
