Math 106A
Ordinary Differential Equations
Fall 2007
Updated 12/9/07
FINAL EXAM AND PRESENTATIONS:
The final exam will be take home, handed out (sealed) at the end of the
last lecture and
due not later than 1:00 PM Wednesday,
December 12, in my office (359B JBE) or mailbox.
You are to complete the exam in a single four hour block. You can use a
two page (two sheets of 8.5 X 11 paper) crib sheet; other than that, the
exam is closed book. No calculators, computers, etc. can be used.
The final project presentations
will be given 12-3 PM,
Monday, December 10. Please let me know no later than this Tuesday
if you intend to do a final project, and if the project will include a
presentation.
Presentations should last at least 10-15 minutes; once
I know how many presentations there will be, I can give you an upper bound
on the available time for each presentation.
I expect everyone to attend
the presentations; refreshments will be provided.
Presenters: please let me
know if you'll be using the data projector, the overhead projector, the
board, or some combination of these; if you need to set up a demo, or will
be part of a multi-presentation team, let me
know so I can schedule your presentation accordingly.
Practice problems
for the final; the
contour plots for problem 3 (with beta = 0).
There will be a review session Wednesday 6-8 PM, December 5. Room: 302 Baskin.
INSTRUCTOR
Instructor: Debra Lewis
Office: 359B Baskin Engineering
Phone: 459-2718
E-mail: lewis at ucsc dot edu
(checked more often than voicemail or gmail)
and/or DebraKLewis at gmail dot com
TIMES AND PLACES
Lecture: TTh 12:00-1:45, 165 Baskin Engineering
Study hall/group work sessions: Tuesday, 6-8 PM, 302 Baskin Engineering
and Wednesday 2:00-3:30 PM, 359B Baskin Engineering
Office hours: by appointment
Course web page: http://people.ucsc.edu/~lewis/Math106A/syllabus106a.html
(here)
TEXT
Differential Equations, third edition,
by Paul Blanchard, Robert Devaney, and Glen Hall.
Additional materials will be made available on line.
Those of you who have taken 105A and 117 or their equivalents
and would like a more rigorous treatment of some of the key
results and constructions may want to use the classic
Differential Equations, Dynamical Systems, and Linear Algebra,
by Morris Hirsch and Stephen Smale, as a supplemental text.
ONLINE MATERIALS
Some free online Java linear algebra and matrix manipulation packages:
-
Simple linear algebra
package with "friendly" user interface.
-
Super-basic matrix
arithmetic package (matrix multiplication, squaring of matrices, addition).
- Linear algebra routines
from NIST (National Institute of Standards and Technology). Java versions of
a classic collection of algorithms for a variety of linear algebra tasks,
but no user interface. Any Java programmers in the class want to tackle this?
Oil production forecasting (HTML); let me know if you'd
like the actual Mathematica notebook. Link to New York Times
article
on oil reserves, particularly an Artic natural gas field. (Link probably won't work indefinitely).
Some material on the phase flow and matrix exponential:
-
My lecture
notes on the phase flow and matrix exponential
(current version: 10/20/07)
-
Notes
relating Chapter 3 techniques to the matrix exponential
(current version: 10/28/07)
-
Mathematica notebook
with sample plots of flows of the unit square. Available as actual
notebook
or
PDF
firmcopy.
(current version: 10/24/07)
-
Scholarpedia
Article on Dynamical Systems by James Meiss (dynamical systems big fish) of
the University of Colorado. The section on Flows is the relevant part, but
the whole article is nice. Maybe thinking about the relationship between
discrete time dynamical systems and flows will be useful/interesting.
-
Wikipedia
This actually looks like a reasonably good concise overview of the
matrix exponential.
-
Nineteen Dubious Ways to Compute the Exponential of a Matrix,
Twenty-Five Years Later, by Cleve Moler and Charles Van Loan
(SIAM Review, 48, 1). Cleve Moler is one of the designers of MatLab and
Charles Van Loan is one of the authors of the classic Matrix Computations. This paper is more than we need, but fun/interesting reading, with a very
clear, accessible review of the key material and lots of cute little examples
that make the standard algorithms look bad. The dubiousness involves
issues with floating point calculations and amplification of round-off errors.
Some material on the Jordan Normal Form of a matrix:
-
My lecture
notes on the Jordan normal form
(current version: 10/17/07)
-
Mathematica notebook
with sample 4x4 Jordan normal form and matrix exponention calculations.
Available as actual
notebook
or
PDF
firmcopy.
(current version: 10/24/07)
-
MIT OpenCourseWare This looks like a
good, fairly sophisticated treatment.
-
Some course notes
These are from a course taught by
G. Donald Allen, of Texas A&M. They're clear, but not too high level.
-
Some other
course notes
These are from a course taught by
Wolf Holzmann, of the University of Lethbridge.
-
Kahan's course notes
William Kahan, of UC Berkeley, is one of the superstars of numerical analysis
and King of Rigor. Lots of good information, beautifully presented, but some
of the material is probably a bit advanced for our purposes.
-
Wikipedia The first few sections are relevant, but possibly too cryptic
to be very useful.
Some FYI/E material on beating and resonance:
-
My Mathematica notebook from the November 1 lecture on beating
and resonance. (Available as actual
notebook
or as a PDF
firmcopy. (current version: 11/1/07)
-
The Physics Classroom
Some nice descriptions of the role of beating and resonance in music. If
you've taken a physics series, you may have seen some of the experiments
described here. Lessons 3-5 are most relevant, but you may want to look at
the earlier ones to fill in some terminology and concepts used later.
-
Nondestructive testing
A brief overview of the use of resonance in detecting defects in structures.
(Regularly scheduled nondestructive testing had been proposed/recommended for
the Minneapolis bridge that recently collapsed, to monitor possible flaws,
but was not implemented due to budget concerns.) Note the distinction between
linear and nonlinear behavior. See also the New York Times
article
on bridge testing (not much detail, but topical).
-
Is it live or is it Memorex? ad campaign:
storyboard
for the original commercial of opera singer Enrico Di Giuseppe breaking a wine glass (in the most
famous version, the singer is Ella Fitzgerald, the jazz/pop vocalist),
print ad,
and
technical report
by the engineering consulting firm that developed the actual glassbreaking
demo shown in the commercials. The Memorex ads involved amplification of the
vocalists; an episode of the TV show Mythbusters featured an eventually
successful attempt to shatter a glass without amplification.
Rigid body level set plots (PDF)
Some material relevant to the midterm:
VERY TENTATIVE SCHEDULE
| Tuesday |
Thursday |
|
|
September 27: Overview, and review of 1-D ODEs (1.1-3, 1.6)
|
| October 2: Review of 2-D systems of ODEs, visualization
(2.1-3)
|
October 4: Existence and uniqueness: partial proof and apps. (1.5)
|
| October 9: Linear systems and the matrix exponential
(3.1-2, handout)
|
October 11: Eigenvalues and Jordan Normal Form
(3.3-5, handout)
|
| October 16: Linear systems of arbitrary dimensions (handout)
|
October 18: Linear systems cont. |
| October 23: Yet more on linear systems |
October 25: Forcing and resonance (4.1-2) |
| October 30: MIDTERM |
November 1: Beating and resonance-induced instabilities (4.3-4) |
| November 6: Equilibria and stability (5.1) |
November 8: Phase portraits and qualitative analysis (5.2) |
| November 13: Conservative systems (5.3) |
November 15: Conservative systems cont. (5.3) |
| November 20: Central force fields, dissipative systems (5.4) |
November 22: HOLIDAY |
| November 27: Dissipative systems cont. (5.4) |
November 29: Periodic forcing of nonlinear systems (5.6) |
| December 4: Introduction to chaos (5.6) |
December 6: Numerical methods (7.1-2) |
COURSE WORK
- Weekly
homework assignments. Most exercises will be from the
text, but some will be taken from other sources (these will be provided as
hard copies and online). There will be computer-based exercises: you can
use the provided software (CD in back of text) or other software (e.g. MatLab
or Mathematica) with comparable capabilities. Printouts must be clearly
labeled and coherently integrated with your written work. Writing qualitative
descriptions of numerical/graphical results is difficult, but essential;
this course will hopefully help you refine your scientific expository skills.
- Weekly in-class group problem solving sessions. Students will work
in (hopefully self-selected) teams on extensions and applications of results
derived in lecture. The goal is not to completely solve the problem in class
(great if you can, of course), but to identify the crucial features of the
problem, find a good match to some of those features among results or
applications we've already studied, and propose a strategy for handling the
novel aspects of the problem at hand.
- In-class midterm. Given the time limitations, the midterm will
emphasize concepts, classifications, and strategies, rather than detailed
number-crunching.
Being an active participant in in-class discussions and informal problem-solving
sessions will be great preparation for the midterm (and for research!).
- Final exam. Format TBD: might be given during the official exam time
Monday, December 10, 12:00-3:00 PM, or as a take-home exam.
- Optional final project.
GRADING
Your overall score in the course will be the best of three
weighted averages of your homework, midterm, and final exam scores.
Your lowest homework score will be dropped. Your participation in
the problem-solving sessions will influence your evaluation/grade,
but there won't be a numerical score assigned to that component of
your performance, or to your final project if you choose to do one.
HOMEWORK POLICIES
There will be weekly homework assignments, given in class on Thursdays and due
at the beginning of class the following Thursday.
Homework assignments will be posted online, but
assignments are not 'locked in' until they've been given in lecture.
Please let me know ASAP if you notice a discrepancy between an
online assignment and the one given in class.
Check your work! Whenever possible, verify that your analytically
derived solution really is a solution.
Late homework will be discounted and, at the discretion of the grader
and/or the instructor, may not be accepted.
Your homework should be neatly written and well-organized, with the pages
securely fastened together and your name on every page. Many of the exercises
involve several nontrivial steps; make it clear to your readers (and yourself!)
what it is you're doing at each step.
Clearly number the exercises and try to submit them in numerical order;
if any problems are out of sequence, indicate that at the beginning of
the assignment. (You don't need to solve them in order, just submit them
in order.)
The grader should not have to hunt through several pages to find a particular
problem.
Computer difficulties do not justify late or incomplete assignments.