Elementary differential equations

Math 356, Fall 2024

Instructor: Min Jun Jo Email: minjun.jo@duke.edu

Office: Math-Physics 114
Class: 4:40pm–5:55pm, MW at Math-Physics 259

Office hours. Tuesday 3pm–4pm, Wednesday 2pm–3pm & by appointments.

Class webpage, Canvas. Course information, homework assignments and other resources will
be posted on Canvas, hosted at Duke: https://canvas.duke.edu/. Log in with your NetID, and
look for documents under the “Files” tab for our class. Make sure you check the site regularly for
updates.

Course content. This is an introductory course on differential equations. Most of the time will be
devoted to ordinary differential equations (ODEs); the last few weeks of the course will be devoted
to some very important partial differential equations (PDEs) and related concepts (such as Fourier
series). Since its beginning in the 17th century, the study of differential equations has been and still
is a large vibrant area of mathematical research. Differential equations are ubiquitous in current
applications in the sciences and engineering. It is hard to think of areas of engineering and the
natural sciences which do not rely on differential equations in a fundamental way. In this class,
you will learn certain fundamental mathematical concepts that are used to analyze differential
equations. A few mathematical theorems will be introduced, and your mathematical reasoning
skills will be tested, but formal mathematical proofs are not a major component of this course.
Throughout the course you will learn about various applications of differential equations in the
sciences. Nevertheless, the course will focus more on the purely mathematical sides.

Required textbook. Polking, Boggess and Arnold, Elementary Differential Equations with Bound-
ary Value Problems, 2nd edition, 2006. Publisher: Pearson. ISBN-13: 978-0134689500. It is avail-
able in the Duke bookstore. If you buy it somewhere else, be sure to get the correct edition. Beware:
there is another edition with slightly different ISBN and without the phrase “with boundary value
problems” in the title, which is missing some chapters.

Prerequisites. A solid understanding of fundamental concepts from linear algebra is essential.

This includes the concepts of linearity, span, basis, eigenvalues and eigenvectors as well as the
ability to use them in argument and calculation. We will also make frequent use of single-variable
and multi-variable calculus as covered in Math 212. It will be beneficial to review these materials
on your own; some key concepts will be briefly reviewed in class/homework.

Homework. Homework assignments will consist of readings and problem sets. The assignments
will be posted on the Gradescope site. You are expected to complete reading assignments before
the corresponding class. Homework will consist of problems from the book and some additional
problems, and is due every Sunday at 11:59pm EDT. We use Gradescope for submitting and grading
weekly assignements, please remember to turn in your homework to Gradescope before the deadline.
If you choose to scan your handwritten homework for submission, please make sure that your
writing and scanning are both clear for reading.
We are adopting NO LATE SUBMISSION policy. Under any circumstances, late submission
would never be accepted. Instead, one can drop the lowest three grades among homework
assignments; the lowest three scores will be automatically dropped when calculating your homework
grade at the end of the course.
Homework collaboration. Working together on homework problems is permitted and encour-
aged. If the interaction is structured well, you can learn a lot from working together with your
classmates. Even though you may collaborate, the homework papers you turn in must be your own
work, commensurate with your own effort. You may discuss ideas, perspectives, or approaches to
the homework problems, but copying is not allowed. Moreover, you should not rely too much
on the help of others. Homework assignments are primarily a learning tool, and they count for a
relatively low percentage of your grade. If you do not put forth sufficient individual effort in your
assignments, you could end up with a low course grade even though your homework average is high.

Exams. There will be two midterms and a final exam. The dates of the exams are not flexible,
therefore make sure you don’t have specific commitments for those days. The midterms will be
during class time.
• First midterm: October 2nd . In-class.
• Second midterm: November 6th . In-class.
• Final exam: December 13th . 7pm-10pm at Math-Physics 259. Check the Dukehub for more
precise information.
You will have approximately 75 minutes to complete the midterms and 180 minutes to complete
the final.

Grading policies. 20% homework, 20% first midterm, 20% second midterm, 35% final exam, and
5% participation. The lowest three homework scores will be dropped.

Special accommodation. Duke University is committed to providing equal access to students

with documented disabilities. Students with disabilities should contact the Student Disability
Access Office (SDAO) to ensure your access to this course and to the program. There you can
engage in a confidential conversation about the process for requesting reasonable accommodations
both in the classroom and in clinical settings. Students are encouraged to register with the SDAO
as soon as they begin the program. Please note that accommodations are not provided retroactively.
More information can be found online at access.duke.edu or by contacting SDAO at 919-668-1267,
SDAO@duke.edu.

Academic integrity statement. No cheating of any form nor plagiarism is tolerated in the
course, and I will make sure to report any anomalous behavior in the various exams and assignments.
Each student must pursue his or her academic goals honestly and be personally accountable for all
submitted work. Representing another person’s work as your own is always wrong. Students are
expected to follow the Duke Community Standard. If a student is found responsible for academic
dishonesty through the Office of Student Conduct, the student will receive a score of zero for that
assignment. If a student admitted academic dishonesty is resolved directly through a faculty-student
resolution agreement approved by the Office of Student Conduct, the terms of that agreement will
dictate the grading response to the assignment at issue.

Further readings and materials. Sometimes I may post additional materials that help you learn
more about differential equations. Overall, ordinary/partial differential equations are considered as
a large field of research. If you are curious about doing research in this direction, do not hesitate
to ask me.

Important dates. See the following website for relevant dates such as the deadline to drop the
course: https://registrar.duke.edu/2024-2025-academic-calendar/#fall2024.
Tentative schedule.
• First order ODEs
(1) (2.1) Introduction, solutions, classification
(2) (2.2, 2.4) Separable equations, linear equations, integrating factors.
(3) (2.3, 2.5) Modeling with ODEs
(4) (2.6, 2.9) Exact equations, autonomous equations, equilibria and stability.
(5) (2.7, 2.8) Existence, uniqueness, dependence on data.
(6) (parts of chapter 3) More modeling and applications.
• Second Order Linear ODEs
(7) (4.1, 4.2, 4.3) General second order linear eqns. Homogeneous constant coeff equations,
complex exponentials.
(8) (4.4, 4.5) Mass-spring, Reduction of order, undetermined coefficients.
(9) (4.6, 4.7) Variation of parameters.
(10) (6.1, 6.2) Numerical methods for ODE.
(11) Midterm 1
• Systems of ODEs
(12) (overview of chapter 8) Introduction to systems.
(13) (9.1, 9.2, 9.3, 9.4) Linear autonomous systems. Eigenvalues/vectors. Planar case.
(14) (9.5, 9.6) Matrix exponentials, stability.
(15) (9.7, 9.8, 9.9) Higher order linear systems, inhomogeneous linear systems.
(16) (10.1, 10.2, 10.3) Nonlinear systems, equilibria, linearization, nullclines.
(17) (10.4, 10.5) Conserved quantities, long-term behavior of solutions.
(18) (10.6, 10.7) Mechanics problems, Lyapunov functions Fourier Series
(19) (12.1, 12.2) Fourier series, orthogonality, L2, basis.
(20) (12.3, 12.4) Finish Fourier, sine series, cosine series, convergence theorem, complex
form
(21) Midterm 2
• Second order linear PDEs
(22) (13.1, 13.2) Heat equation, Separation of variables
(23) (13.3) Wave equation
(24) (13.4, 13.5) Laplace’s equation
(25) (13.6, 13.7) General Sturm-Liouville eigenvalue problems,
(26) (13.8, 13.9, 13.10) Heat and wave equation in higher dimensions, disc.
(27) Summary and Review.