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Mastering Differential Equations: The Visual Method

Mastering Differential Equations: The Visual Method

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Mastering Differential Equations: The Visual Method

Mastering Differential Equations: The Visual Method

Course No.  1452
Course No.  1452
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Course Overview

About This Course

24 lectures  |  31 minutes per lecture

For centuries, differential equations have been the key to unlocking nature's deepest secrets. Over 300 years ago, Isaac Newton invented differential equations to understand the problem of motion, and he developed calculus in order to solve differential equations.

Since then, differential equations have been the essential tool for analyzing the process of change, whether in physics, engineering, biology, or any other field where it's important to predict how something behaves over time.

The pinnacle of a mathematics education, differential equations assume a basic knowledge of calculus, and they have traditionally required the rote memorization of a vast "cookbook" of formulas and specialized tricks needed to find explicit solutions. Even then, most problems involving differential equations had to be simplified, often in unrealistic ways; and a huge number of equations defied solution at all using these techniques.

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For centuries, differential equations have been the key to unlocking nature's deepest secrets. Over 300 years ago, Isaac Newton invented differential equations to understand the problem of motion, and he developed calculus in order to solve differential equations.

Since then, differential equations have been the essential tool for analyzing the process of change, whether in physics, engineering, biology, or any other field where it's important to predict how something behaves over time.

The pinnacle of a mathematics education, differential equations assume a basic knowledge of calculus, and they have traditionally required the rote memorization of a vast "cookbook" of formulas and specialized tricks needed to find explicit solutions. Even then, most problems involving differential equations had to be simplified, often in unrealistic ways; and a huge number of equations defied solution at all using these techniques.

But that was before computers revolutionized the field, extending the reach of differential equations into previously unexplored areas and allowing solutions to be approximated and displayed in easy-to-grasp computer graphics. For the first time, a method exists that can start a committed learner on the road to mastering this beautiful application of the ideas and techniques of calculus.

Mastering Differential Equations: The Visual Method takes you on this amazing mathematical journey in 24 intellectually stimulating and visually engaging half-hour lectures taught by a pioneer of the visual approach, Professor Robert L. Devaney of Boston University, coauthor of one of the most widely used textbooks on ordinary differential equations.

Differential Equations without Drudgery

A firm believer that there is no excuse for drudgery in a subject as fascinating as differential equations, Professor Devaney draws on the power of the computer to explore solutions visually. Throughout these graphics-intensive lectures, you investigate the geometric behavior of differential equations, seeing how the computer can calculate approximate solutions with as much precision as needed. And you may be surprised to learn how easily you can calculate and display approximate solutions yourself, even using nothing more than an ordinary spreadsheet. Best of all, the visual method means that unrealistic simplifications need not be applied to a problem.

Among those who will benefit from the exciting approach in Mastering Differential Equations are

  • college students currently enrolled in a differential equations course, who want the enriching perspective of a leader in the visual approach to the subject;
  • anyone who has completed calculus, is ready to take the next step, and is eager to see how the tools of calculus are applied to give startling insights into nature;
  • those who took differential equations in the past and would like a refresher course, especially one that shows today's revolutionary new tools for demystifying and extending the reach of the subject;
  • anyone who finds math exciting, is up for a challenge, and wants a new window into the elegantly simple structure at the heart of nature's most complex phenomena.

Beautiful Ideas plus Amazing Applications

Differential equations involve velocity, acceleration, growth rates, and other quantities that can be interpreted by derivatives, which are a fundamental concept of calculus. Often expressed with utmost simplicity and mathematical elegance, differential equations underlie some of nature's most intriguing phenomena:

  • The first and most famous differential equation is Isaac Newton's second law of motion (F = ma), which relates force, mass, and acceleration, allowing the velocity and position of an accelerating object to be determined at any point in time.
  • The Lorenz differential equation for modeling weather describes the behavior of the atmosphere in terms of a single fluid particle, showing how nature's inherent chaos can be modeled with surprisingly simple mathematics.
  • Differential equations have been used to model the catastrophic behavior of the Tacoma Narrows Bridge, which famously collapsed in 1940, and London's Millennium Bridge, which appeared headed for the same fate before it was quickly closed for modifications in 2000.
  • The precipitous drop in the North Atlantic haddock population can be understood as the bifurcation point in a differential equation, in which a slight change in one parameter—the harvesting rate—produces a drastic effect on population growth.

These and countless other applications illustrate the unrivaled ability of differential equations to stop time and sharpen our view into the past and future—a power that has grown enormously with advances in computer technology, as you explore in depth in this course.

A Taste of 21st-Century Mathematics

Each of the four sections of Mastering Differential Equations begins with a phenomenon that can be modeled with differential equations. As you probe deeper, fundamental ideas (the derivative, integral, and vector field) and other relevant tools from calculus are introduced, along with new mathematics, including four lectures on linear algebra and five lectures on chaos theory.

In the first section, you cover first-order differential equations, which involve only the first derivative of the missing function being sought as a solution. When possible, you solve the equations analytically, while making use of a wide range of visual tools, including slope fields, phase lines, and bifurcation diagrams. You also learn how computers use a simple algorithm to generate approximate solutions—and how these techniques can sometimes fail, often due to chaos.

In the second section, you turn to second-order differential equations—those that involve both the first and second derivatives. Using the mass-spring system from physics as a model, you learn that solutions are relatively straightforward as long as the mass-spring system is not forced. But when periodic forcing occurs, much more complicated behaviors arise.

In the third section, you focus on systems of differential equations, starting with linear systems and the techniques of linear algebra, which are pivotal for solving such problems. Then you shift to nonlinear systems, investigating competing species, oscillating chemical reactions, and the Lorenz system of weather modeling—which led to the famous "butterfly effect," one of the ideas that spawned chaos theory.

The final section goes deeper into chaos theory, introducing you to the cutting-edge field of dynamical systems, whose development has exploded, thanks to the rise of visual methods. Here you focus on iterated functions, also known as difference equations. Using the logistic population model from biology, you learn to analyze and understand the sudden appearance of chaos. Then you move onto the complex plane to graph the visually stunning chaos that emerges in such fractal forms as the Mandelbrot set, taking you into realms of cutting-edge mathematics.

The winner of many teaching honors, including the prestigious Deborah and Franklin Tepper Haimo Award for Distinguished University Teaching from the Mathematical Association of America, Professor Devaney is especially excited about the modern mathematics that he brings to this course. Just a few years ago, he notes, students studying differential equations seldom ventured beyond 18th-century mathematics. But Mastering Differential Equations guides you into the 21st century, showing how this deceptively simple tool—the differential equation—continues to give surprising and spectacular insights into both the world of mathematics and the workings of the universe.

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24 Lectures
  • 1
    What Is a Differential Equation?
    A differential equation involves velocities or rates of change. More precisely, it is an equation for a missing mathematical function (or functions) in terms of the derivatives of that function. Starting with simple examples presented graphically, see why differential equations are one of the most powerful tools in mathematics. x
  • 2
    A Limited-Growth Population Model
    Using a limited-growth population model (also known as a logistic growth model), investigate several ways to visualize solutions to autonomous first-order differential equations—those that involve only the first derivative and that do not depend on time. Plot slope-field and solution graphs, and learn about a pictorial tool called a phase line. x
  • 3
    Classification of Equilibrium Points
    Explore the concepts of source, sink, and node. These are the three types of equilibrium solutions to differential equations, which govern the behavior of nearby solutions on a graph. Then turn to the existence and uniqueness theorem, perhaps the most important theorem regarding first-order differential equations. x
  • 4
    Bifurcations—Drastic Changes in Solutions
    Sometimes tiny differences in the value of a parameter in a differential equation can lead to drastic changes in the behavior of solutions—a phenomenon called bifurcation. Probe an example involving the harvesting rate of fish, finding the bifurcation point at which fish stocks suddenly collapse. x
  • 5
    Methods for Finding Explicit Solutions
    Turning from the qualitative computer-based approach, try your hand at the standard methods of solving differential equations, specifically those for linear and separable first-order equations. Professor Devaney first reviews integration—the technique from calculus used to solve the examples, including one problem illustrating Newton's law of cooling. x
  • 6
    How Computers Solve Differential Equations
    Computers have revolutionized the solution of differential equations. But how do they do it? Learn one simple approach, Euler's method, which allows a very straightforward approximation of solutions. Test it using one of the most surprisingly powerful tools for analyzing differential equations: spreadsheets. x
  • 7
    Systems of Equations—A Predator-Prey System
    Embark on the second part of the course: systems of differential equations. These are collections of two or more differential equations for missing functions. An intriguing example is the fluctuating population of foxes and rabbits in a predator-prey relationship, each represented by a differential equation. x
  • 8
    Second-Order Equations—The Mass-Spring System
    Advancing to second-order differential equations (those involving both the first and second derivatives), examine a mass-spring system, also known as a harmonic oscillator. Taking three different views of the system, watch its actual motion, its solutions in the phase plane, and the graph of its changing position and velocity. x
  • 9
    Damped and Undamped Harmonic Oscillators
    Consider cases of a spring with no or very little friction. In solving these differential equations, encounter one of the most beautiful and important formulas in all of mathematics, Euler's formula, which shows the deep link between complex exponential functions and trigonometric functions. x
  • 10
    Beating Modes and Resonance of Oscillators
    Analyze what happens when force is applied to a spring in a periodic fashion. The resulting motions are very different depending on the relationship of the natural frequency and the forcing frequency. When these are the same, disaster strikes—a phenomenon that may have contributed to the famous collapse of the Tacoma Narrows Bridge. x
  • 11
    Linear Systems of Differential Equations
    Begin a series of lectures on linear systems of differential equations by delving into linear algebra, which provides tools for solving these problems. Review vector notation, matrix arithmetic, the concept of the determinant, and the conditions under which equilibrium solutions arise. x
  • 12
    An Excursion into Linear Algebra
    Explore more ideas from linear algebra, learning about eigenvalues and eigenvectors, which are the key to finding straight-line solutions for linear systems of differential equations. From these special solutions, all possible solutions can be generated for any given initial conditions. x
  • 13
    Visualizing Complex and Zero Eigenvalues
    Professor Devaney summarizes the steps for solving linear systems of differential equations, pointing out that complex eigenvalues are one possibility. Discover that in this case Euler's formula is used, which yields solutions that depend on both exponential and trigonometric functions. x
  • 14
    Summarizing All Possible Linear Solutions
    Turn to the special cases of repeated eigenvalues and zero eigenvalues. Then end this part of the course with a computer visualization of all possible types of phase planes for linear systems, seeing their connection to the bifurcation diagrams from Lecture 4. x
  • 15
    Nonlinear Systems Viewed Globally—Nullclines
    Most applications of differential equations arise in nonlinear systems. Begin your study of these challenging problems with a nonlinear model of a predator-prey relationship. Learn to use an analytical tool called the nullcline to get a global picture of the behavior of solutions in such systems. x
  • 16
    Nonlinear Systems near Equilibria—Linearization
    Experiment with another tool for coping with nonlinear systems: linearization. Given an equilibrium point for a nonlinear system, it's possible to approximate the behavior of nearby solutions by dropping the nonlinear terms and considering the corresponding linearized system, which involves an expression called the Jacobian matrix. x
  • 17
    Bifurcations in a Competing Species Model
    Combine linearization and nullclines to analyze what happens when two species compete. The resulting system of differential equations depends on several different parameters, yielding many possible outcomes—from rapid extinction of one species to a coexistence equilibrium for both. As the parameters change, bifurcations arise. x
  • 18
    Limit Cycles and Oscillations in Chemistry
    Use nullclines and linearization to investigate a startling phenomenon in chemistry. Before the 1950s, it was thought that all chemical reactions tended to equilibrium. But the Russian chemist Boris Belousov discovered a reaction that oscillated for hours. Your analysis shows how differential equations can model this process. x
  • 19
    All Sorts of Nonlinear Pendulums
    Focusing on the nonlinear behavior of a pendulum, learn new ways to deal with nonlinear systems of differential equations. These include Hamiltonian and Lyapunov functions. A Hamiltonian function remains constant along all solutions of special differential equations, while a Lyapunov function decreases along all solutions. x
  • 20
    Periodic Forcing and How Chaos Occurs
    Study the behavior of a periodically forced nonlinear pendulum to see how tiny changes in the initial position lead to radically different outcomes. To understand this chaotic behavior, turn to the Lorenz equation from meteorology, which was the first system of differential equations to exhibit chaos. x
  • 21
    Understanding Chaos with Iterated Functions
    Mathematicians understand chaotic behavior in certain differential equations by reducing them to an iterated function (also known as a difference equation). Try several examples using a spreadsheet. Then delve deeper into the subject by applying difference equations to the discrete logistic population model. x
  • 22
    Periods and Ordering of Iterated Functions
    Continuing with the discrete logistic population model, notice that fixed and periodic points play the role in difference equations that equilibrium points play in differential equations. Also investigate Sharkovsky's theorem from 1964, a result that heralded the first use of the word "chaos" in the science literature. x
  • 23
    Chaotic Itineraries in a Space of All Sequences
    How do mathematicians understand chaotic behavior? Starting with a simple function that is behaving chaotically, move off the real line and onto what at first appears to be a much more complicated space, but one that is an ideal setting for analyzing chaos. x
  • 24
    Conquering Chaos—Mandelbrot and Julia Sets
    What is the big picture of chaos that is now emerging? Center your investigation on the complex plane, where iterated functions produce shapes called fractals, including the Mandelbrot and Julia sets. Close by considering how far you've come—from the dawn of differential equations in the 17th century to fractals and beyond. x

Lecture Titles

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Robert L. Devaney
Ph.D. Robert L. Devaney
Boston University
Dr. Robert L. Devaney is Professor of Mathematics at Boston University. He earned his undergraduate degree from the College of the Holy Cross and his Ph.D. from the University of California, Berkeley. His main area of research is dynamical systems, including chaos. Professor Devaney's teaching has been recognized with many awards, including the Feld Family Professor of Teaching Excellence, the Scholar/Teacher of the Year, and the Metcalf Award for Teaching Excellence, all from Boston University; and the Deborah and Franklin Tepper Haimo Award for Distinguished University Teaching from the Mathematical Association of America. In 2002 he received a National Science Foundation Director's Award for Distinguished Teaching Scholars, as well as the International Conference on Technology in Collegiate Mathematics Award for Excellence and Innovation with the Use of Technology in Collegiate Mathematics. In 2004 he was named the Carnegie/CASE Massachusetts Professor of the Year, and in 2009 he was inducted into the Massachusetts Mathematics Educators Hall of Fame. Since 1989 Professor Devaney has been director of the National Science Foundation's Dynamical Systems and Technology Project, leading to a wide array of computer programs for exploring dynamical systems. He also produced the Mandelbrot Set Explorer, an online, interactive series to introduce students at all levels to the mathematics behind the fractal images known as the Mandelbrot and Julia sets. In addition to writing many professional papers and books, Professor Devaney is the coauthor of Differential Equations, a textbook now in its 4th edition, which takes a fundamentally visual approach to solving ordinary differential equations.
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Reviews

Rated 4.2 out of 5 by 15 reviewers.
Rated 5 out of 5 by Intellectual stimulation at its best! "Mastering Differential Equations: The Visual Method" offers an exciting new approach to differential equations that adds greatly to one's understanding of their solutions and more importantly their meaning. This course is not for the faint of heart and at least one semester of calculus is highly recommended in order to comprehend, but the rewards and intellectual stimulation will be great. I want to commend TTC for beginning to offer in-depth classes for those who want more than a survey course in the math and science disciplines. For example I hope they will soon offer a second-semester Calculus class to go along with "Understanding Calculus: Problems, Solutions, and Tips" and the soon-to-be-released "PreCalculus and Trigonometry." May 19, 2011
Rated 4 out of 5 by calculus on beyond Z got it for son who is finally taking college courses and younger grandkids so they have another option to understand the concepts. More teachers perspective is good for learning!!!! November 6, 2014
Rated 5 out of 5 by Best Teaching Company Course This course does exactly what it says. It will take you from elementary calculus to a genuine understanding of differential equations. You will have to be prepared to put in some effort but if you do the rewards are immense. August 17, 2013
Rated 5 out of 5 by College Level Course... This course requires a good understanding of derivatives in calculus and the ability to manipulate expressions algebraically. That aside, it was really nice to get a conceptual understanding of how to solve these equations. The graphics and simulations greatly reinforced the material. I also enjoyed the part on fractals & Julia sets. Definitely a must if you want a clear & comprehensive view of differentials eqs. January 4, 2013
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