NETMaths

Ordinary Differential Equations

1. Existence–uniqueness, Picard, Lipschitz

Exam focus: Peano gives existence from continuity alone; uniqueness needs a Lipschitz condition in y. Global existence needs the right side to grow at most linearly. y′ = y^{1/3} and y′ = y² are the two spoilers.

Lec-16 Gronwall's Lemma

NPTEL · Ordinary Differential Equations and Applications

Grönwall is the tool behind uniqueness and continuous dependence.

Lec-18 Picard's Existence and Uniqueness Theorem

NPTEL · Ordinary Differential Equations and Applications

Where the Lipschitz condition is used — and what breaks without it.

Lec-20 Cauchy Peano Existence Theorem

NPTEL · Ordinary Differential Equations and Applications

Existence from continuity alone, with no uniqueness.

2. Linear ODE, Wronskian, variation of parameters, systems

Exam focus: Wronskian non-zero ⇒ independent, but the converse needs the functions to solve a common linear ODE. For systems, the eigenvalues of A decide the growth rate of e^{At}.

Lec-12 Second Order Linear Equations

NPTEL · Ordinary Differential Equations and Applications

Lec-24 General System and Diagonalizability

NPTEL · Ordinary Differential Equations and Applications

Systems ẋ = Ax solved through the eigenstructure of A.

Lec-27 General Systems

NPTEL · Ordinary Differential Equations and Applications

3. Sturm–Liouville problems and Green's functions

Exam focus: Eigenvalues of a regular Sturm–Liouville problem are real, simple and unbounded above; eigenfunctions for distinct eigenvalues are orthogonal with respect to the weight. Green's function is built from the two boundary solutions.

Lec-38 Linear Second Order Equations

NPTEL · Ordinary Differential Equations and Applications

Lec-39 General Second Order Equations

NPTEL · Ordinary Differential Equations and Applications

Boundary value problems and eigenvalue structure.

4. Stability and phase portraits

Exam focus: Classify a 2×2 linear system from trace and determinant alone; for nonlinear systems linearise and use Hartman–Grobman — but remember the centre case is the one linearisation cannot decide.

Lec-25 2 by 2 systems and Phase Plane Analysis

NPTEL · Ordinary Differential Equations and Applications

The trace–determinant classification, drawn out in full.

Lec-30 Stability Equilibrium Points

NPTEL · Ordinary Differential Equations and Applications

Lec-34 Lyapunov Function

NPTEL · Ordinary Differential Equations and Applications

What to do when linearisation is inconclusive (the centre case).