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2024 | Book

Ordinary Differential Equations with Applications

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About this book

This book, developed during 20 years of the author teaching differential equations courses at his home university, is designed to serve as a text for a graduate level course focused on the central theory of the subject with attention paid to applications and connections to other advanced topics in mathematics. Core theory includes local existence and uniqueness, the phase plane, Poincaré-Bendixson theory, Lyapunov and linearized stability, linear systems, Floquet theory, the Grobman–Hartman theorem, persistence of rest points and periodic orbits, the stable and center manifold theorems, and bifurcation theory. This edition includes expanded treatment of deterministic chaos, perturbation theory for periodic solutions, boundary value problems, optimization, and a wide range of their applications. In addition, it contains a formulation and new proof of a theorem on instability of rest points in the presence of an eigenvalue with positive real part, and new proofs of differential inequalities and Lyapunov’s center theorem. New sections present discussions of global bifurcation, the Crandall–Rabinowitz theorem, and Alekseev’s formula. Of particular note is a new chapter on basic control theory, a discussion of optimal control, and a proof of a useful special case of the maximum principle. A key feature of earlier editions, a wide selection of original exercises, is respected in this edition with the inclusion of a wealth of new exercises.
Reviews of the first edition:
“As an applied mathematics text on linear and nonlinear equations, the book by Chicone is written with stimulating enthusiasm. It will certainly appeal to many students and researchers.”—F. Verhulst, SIAM Review
“The author writes lucidly and in an engaging conversational style. His book is wide-ranging in its subject matter, thorough in its presentation, and written at a generally high level of generality, detail, and rigor.”—D. S. Shafer, Mathematical Reviews

Table of Contents

Frontmatter
Chapter 1. Introduction to Ordinary Differential Equations
Abstract
This chapter is about the most basic concepts of the theory of differential equations. We will answer some fundamental questions: What is a differential equation? Do differential equations always have solutions? Are solutions of differential equations unique? But, the most important goal of this chapter is to introduce a geometric interpretation for the space of solutions of a differential equation.
Carmen Chicone
Chapter 2. Homogeneous Linear Systems
Abstract
In the important special case where \(t\mapsto A(t) \) is a constant function, the solution of \(\dot{x} =Ax\) is reduced to a problem in linear algebra. Also, by defining the matrix exponential, the flow of this autonomous system is associated with a one-parameter linear group with generator A.
Carmen Chicone
Chapter 3. Stability of Linear Systems
Abstract
The main objectives of this chapter are formulations and proofs of basic results related to the principle of linearized stability. Recall that a linear homogeneous differential equation has a rest point at the origin. For the special case of constant coefficient homogeneous linear differential equations, the stability of this rest point is directly related to the eigenvalues of the system matrix.
Carmen Chicone
Chapter 4. Stability of Nonlinear Systems
Abstract
Theorem 3.1 states that the zero solution of a constant coefficient homogeneous linear system is asymptotically stable if the spectrum of the coefficient matrix lies in the left half of the complex plane.
Carmen Chicone
Chapter 5. Floquet Theory
Abstract
The subject of this chapter is linear systems of the form
Carmen Chicone
Chapter 6. Applications
Abstract
Is the subject of ordinary differential equations important? The ultimate answer to this question is certainly beyond the scope of this book.
Carmen Chicone
Chapter 7. Hyperbolic Theory
Abstract
This chapter is an introduction to the theory of hyperbolic structures in differential equations. The basic idea that is discussed might be called the  principle of hyperbolic linearization: If the system matrix of the linearized flow of a differential equation has no eigenvalue with zero real part, then the nonlinear flow behaves locally like the linear flow.
Carmen Chicone
Chapter 8. Continuation of Periodic Solutions
Abstract
A fundamental engineering problem is to determine the response of a physical system to an applied force. In this chapter some mathematical ideas are introduced that can be used to address a classic case of this problem where the physical system is an oscillator that is modeled by a differential equation with periodic orbits and the applied force is modeled as a small periodic perturbation. Partial answers to several important questions will be given.
Carmen Chicone
Chapter 9. Homoclinic Orbits, Melnikov’s Method, and Chaos
Abstract
In the last chapter, we discussed the near resonance continuation theory for periodic orbits of periodically perturbed oscillators. For the case where the unperturbed oscillator has a regular period annulus, we found that there is generally an infinite number of resonances at which a first-order perturbation theory can be used to prove the existence of perturbed periodic orbits. But, as mentioned previously, we cannot conclude from the results of our analysis that the perturbed oscillator has infinitely many periodic orbits. To do so would seem to require a condition that might be impossible to satisfy. Indeed, the nonzero amplitude of the perturbation would have to be made sufficiently small for each of an infinite sequence of continuations corresponding to an infinite sequence of resonant unperturbed periodic orbits that approaches the boundary of a period annulus.
Carmen Chicone
Chapter 10. Averaging
Abstract
This chapter is an introduction to the method of averaging—a far-reaching and rich mathematical subject that has many important applications. Our approach to the subject is through perturbation theory; for example, we will discuss the existence of periodic orbits for periodically forced oscillators.
Carmen Chicone
Chapter 11. Bifurcation
Abstract
Consider the family of differential equations \( \dot{u} = f(u, \lambda ), \;\; u\in {{\mathbb {R}}}^n,\;\; \lambda \in {{\mathbb {R}}}.\) In case \(f(u_0, \lambda _0) = 0\), the differential equation with parameter value \(\lambda =\lambda _0\) has a rest point at \(u_0\) and the linearized system at this point is given by \( \dot{W} = f_u(u_0, \lambda _0) W.\) If the eigenvalues of the linear transformation \(f_u(u_0, \lambda _0):{\mathbb {R}}^n\mapsto {\mathbb {R}}^n\) are all nonzero, then the transformation is invertible, and by an application of the implicit function theorem there is a curve \(\lambda \mapsto \beta (\lambda )\) in \({\mathbb {R}}^n\) such that \(\beta (\lambda _0) = u_0\) and \(f(\beta (\lambda ), \lambda ) \equiv 0\). In other words, for each \(\lambda \) in the domain of \(\beta \), the point \(\beta (\lambda )\in {\mathbb {R}}^n\) corresponds to a rest point for the member of the family (11.1) at the parameter value \(\lambda \).
Carmen Chicone
Backmatter
Metadata
Title
Ordinary Differential Equations with Applications
Author
Carmen Chicone
Copyright Year
2024
Electronic ISBN
978-3-031-51652-8
Print ISBN
978-3-031-51651-1
DOI
https://doi.org/10.1007/978-3-031-51652-8

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