# 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.

• ##### The Geometrical View of y'=f(x,y): Direction Fields, Integral Curves
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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)
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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
Arthur 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.