Course abstract

This course is a basic course offered to UG/PG students of Engineering/Science background. It contains existence and uniqueness of solutions of an ODE, homogeneous and non-homogeneous linear systems of differential equations, power series solution of second order homogeneous differential equations. Frobenius method, boundary value problems for second order ODE, Green’s function, autonomous systems, phase plane, critical points and stability for linear and non-linear systems, eigen value problems, Sturm-Liouville problem. Classification of first order PDE, existence and uniqueness of solutions, Nonlinear PDE of first order, Cauchy method of characteristics, Charpit’s method, PDE with variable coefficients, canonical forms, characteristic curves, Laplace equation, Poisson equation, wave equation, homogeneous and nonhomogeneous diffusion equation, Duhamel’s principle. This course has tremendous applications in diverse fields of Engineering and Sciences such as control theory, numerical analysis and dynamical systems etc.