Introduction to Ordinary Differential Equations

2024-fall, Master of Science in Artificial Intelligence and Computational Science, Lecture, Elective, 1st and 2nd year. Università della Svizzera italiana, Faculty of Informatics, 2024

This course provides a comprehensive foundation in ordinary differential equations (ODEs), emphasizing their importance in modeling real-world systems. Students will gain both theoretical insights and practical skills through analytical methods, numerical techniques, and real-world applications.

Course Resources

Course Content

  1. Introduction to Differential Equations
    • Definitions and classifications of differential equations
    • Real-world applications in science, engineering, and biology
    • Fundamental theorem of calculus
  2. First-Order Differential Equations
    • Separable and linear equations
    • Growth and decay models
    • Slope fields and geometric solutions
  3. Second-Order Differential Equations
    • Homogeneous equations and the characteristic equation
    • Nonhomogeneous equations: methods of undetermined coefficients and variation of parameters
    • Applications in mechanical vibrations and electrical circuits
  4. Linear Systems of Differential Equations
    • Eigenvalue and eigenvector methods
    • Phase plane analysis
    • Compartmental models and practical systems
  5. Numerical Methods for Differential Equations
    • Picard iteration and Euler’s method
    • Improved Euler’s and Runge-Kutta methods
    • Numerical applications to practical problems
  6. Introduction to Nonlinear Systems
    • Equilibrium points, stability, and bifurcations
    • Linearization techniques
    • Nonlinear applications: Lotka-Volterra and SIR epidemic models
  7. Advanced Topics in ODEs
    • Higher-order differential equations
    • Neural ordinary differential equations
    • Interdisciplinary applications in game theory and ecology