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Course

# Differential Equations

Massachusetts Institute of Technology

Differential Equations are the language in which the laws of nature are expressed. Understanding properties of solutions of differential equations is fundamental to much of contemporary science and engineering. Ordinary differential equations (ODEs) deal with functions of one variable, which can often be thought of as time. Topics include: Solution of first-order ODE's by analytical, graphical and numerical methods; Linear ODE's, especially second order with constant coefficients; Undetermined coefficients and variation of parameters; Sinusoidal and exponential signals: oscillations, damping, resonance; Complex numbers and exponentials; Fourier series, periodic solutions; Delta functions, convolution, and Laplace transform methods; Matrix and first order linear systems: eigenvalues and eigenvectors; and Non-linear autonomous systems: critical point analysis and phase plane diagrams.

Home > Mathematics > Calculus > Differential Equations Lectures:
• ### The Geometrical View of y'=f(x,y): Direction Fields, Integral Curves

00:48:55Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Euler's Numerical Method for y'=f(x,y) and its Generalizations

00:50:43Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Solving First-order Linear ODE's; Steady-state and Transient Solutions

00:50:22Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### First-order Substitution Methods: Bernouilli and Homogeneous ODE's

00:50:11Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### First-order Autonomous ODE's: Qualitative Methods, Applications

00:45:44Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Complex Numbers and Complex Exponentials

00:45:26Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### First-Order Linear with Constant Coefficients

00:41:10Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Applications to Temperature, Mixing, RC-circuit, Decay, and Growth Models

00:50:35Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Solving Second-Order Linear ODE's with Constant Coefficients

00:49:58Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Complex Characteristic Roots; Undamped and Damped Oscillations

00:46:23Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Second-Order Linear Homogeneous ODE's: Superposition, Uniqueness, Wronskians

00:50:31Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Inhomogeneous ODE's; Stability Criteria for Constant-Coefficient ODE's

00:46:24Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Inhomogeneous ODE's: Operator and Solution Formulas Involving Ixponentials

00:47:54Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Interpretation of the Exceptional Case: Resonance

00:44:25Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Introduction to Fourier Series; Basic Formulas for Period 2(pi)

00:49:31Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### More General Periods; Even and Odd Functions; Periodic Extension

00:49:28Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Finding Particular Solutions via Fourier Series; Resonant Terms

00:45:44Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Derivative Formulas; Using the Laplace Transform to Solve Linear ODE's

00:51:05Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Convolution Formula: Proof, Connection with Laplace Transform, Application

00:44:19Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Using Laplace Transform to Solve ODE's with Discontinuous Inputs

00:44:08Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Impulse Inputs; Dirac Delta Function, Weight and Transfer Functions

00:44:54Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### First-Order Systems of ODE's; Solution by Elimination, Geometric Interpretation

00:47:02Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Homogeneous Linear Systems with Constant Coefficients: Solution via Matrix Eigenvalues

00:49:05Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Continuation: Repeated Real Eigenvalues, Complex Eigenvalues

00:46:36Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Sketching Solutions of 2x2 Homogeneous Linear System with Constant Coefficients

00:50:25Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Matrix Methods for Inhomogeneous Systems

00:46:52Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Matrix Exponentials; Application to Solving Systems

00:48:51Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Decoupling Linear Systems with Constant Coefficients

00:47:05Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Non-linear Autonomous Systems: Finding the Critical Points and Sketching Trajectories

00:47:09Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Limit Cycles: Existence and Non-existence Criteria

00:45:52Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.

• ### Non-Linear Systems and First-Order ODE's

00:50:09Arthur Mattuck

We revisit the shortest paths problem, considering the case where the input is a directed minor-free graph with negative arc lengths (but no negative-length cycles).In Lecture 14, we saw almost-linear-time algorithms for the case of planar and bounded-genus graphs. Currently, comparable bounds for minor-free graphs are not known. We shall discuss Goldberg's algorithm, a shortest-path algorithm for general graphs with integer lengths, whose running time depends logarithmically on the magnitude of the largest negative arc length. By exploiting separators (Lecture 6), it runs faster on minor-free graphs than on general graphs, but it still requires superlinear time.