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Course11110500320 lectures

Ordinary Differential Equations : Power series, eigenvalues and Green functions

Prof. Somnath Bhattacharyya · IIT Kharagpur

Start with lecture 1 At NPTEL

About

Ordinary Differential equations (ODE) are useful to analyze any physical phenomena. Solution techniques for differential equations are thus, very important aspects in mathematics and engineering. In this course the series solution of several typical ODEs in the form of Legendre polynomials, Bessel functions, Hermit polynomials etc. will be illustrated. The Eigen function solution and Greens function for the non-homogeneous boundary value problems will be introduced. This course provides techniques for solving ODEs, which will not only serve as UG/PG core course on Mathematical Methods/ Engineering Mathematics, it also be useful for preparing GATE examination in Mathematics. There is no such online course which provides in a short form on analytical tools to solve homogeneous as well as non-homogeneous ODEs starting from the basics.

Intended audience: Any interested students can take this course

Prerequisites: Basic calculus

Lectures

Week 1

  1. Lecture 01: Introduction to ODE, IVP, BVP and conversion of IVP to first order ODE YouTube
  2. Lecture 02: Existance and uniqueness of solution, Lipschitz Function YouTube
  3. Lecture 03: Picard Method of Successive Approximations YouTube
  4. Lecture 04: Systems of first-order ODEs, Eigenvalues and eigenvectors YouTube
  5. Lecture 05: Introduction to Linear Stability Analysis YouTube

Week 2

  1. Lecture 06: Series solution of ODE, ordinary point YouTube
  2. Lecture 07: Legendre Polynomial YouTube
  3. Lecture 08: Recursion relation of Legendre polynomials YouTube
  4. Lecture 09: Rodrigues Formula and Orthogonality of Legendre Polynomial YouTube
  5. Lecture 10: Properties of Legendre Polynomial YouTube

Week 3

  1. Lecture 11: Generating Function YouTube
  2. Lecture 12: Singular Point and Frobenius Series YouTube
  3. Lecture 13: Bessel function and Recurrence Relation YouTube
  4. Lecture 14: Properties of Bessel Functions and Reduciable to Bessel Equation YouTube
  5. Lecture 15: Boundary Value Problems, Self-adjoint Differential Operator YouTube

Week 4

  1. Lecture 16: Eigenfunction and eigenvalues of self adjoint operator YouTube
  2. Lecture 17: Orthogonality of Eigenfunctions YouTube
  3. Lecture 18: Sturm-Liouville Problem and Eigenfunction Expansion Technique YouTube
  4. Lecture 19: Derac Delta Function and Green's Function YouTube
  5. Lecture 20: Green's Function for ODE YouTube

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Mathematics
Teacher
Prof. Somnath Bhattacharyya
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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