Stockholm university
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Mathematics III - Ordinary Differential Equations

Differential equations, i.e. equations of one or more functions and their derivatives, are an indispensable tool for understanding the world: they appear in the modeling of numerous processes in physics, biology, technology, social sciences, and economy.

This course provides an introduction into ordinary (i.e. one-variable) differential equations, their analytical and numerical solution techniques and the underlying theory, such as statements on the existence and uniqueness of solutions or their stability. In addition, a few examples of partial differential equations will be treated.

Course contents

Linear differential equations with constant and variable coefficients, existence and uniqueness theorems, boundary value problems, Green's function, plane autonomous systems, stability and classification of critical points, examples of second order partial differential equations, separation of variables, transformation methods for differential equations, numerical solutions.

The contents of the course may be applied in modelling in a number of fields, as for example Physics and Economy.