
Title: Introduction

Series: Ordinary Differential Equations

YouTubeTitle: Ordinary Differential Equations  Part 1

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Quiz: Test your knowledge

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Timestamps

Subtitle in English
1 00:00:00,457 –> 00:00:06,276 Hello and welcome to the new video series about ordinary differential equations.
2 00:00:07,114 –> 00:00:14,859 This will be a video series for everyone who is interested in the theory of differential equations and how to solve them.
3 00:00:15,059 –> 00:00:17,729 So essentially it’s a mathematics course,
4 00:00:17,757 –> 00:00:23,161 but it’s also important for a lot of other science subjects, where differential equations occur.
5 00:00:23,657 –> 00:00:31,101 Therefore you might have already seen a differential equation. For example f'=f is a common one.
6 00:00:31,301 –> 00:00:38,697 Roughly speaking this equation means that we search for a function f, that is differentiable and fulfills this equation.
7 00:00:38,897 –> 00:00:45,098 More precisely here it means that the derivative of the function f is equal to the function itself
8 00:00:45,298 –> 00:00:50,414 and then you might already find, that the exponential function does the job.
9 00:00:50,671 –> 00:00:55,386 So f(x) = e^x solves this differential equation.
10 00:00:55,929 –> 00:01:00,733 Ok, at this point I would say a lot of questions immediately occur.
11 00:01:01,300 –> 00:01:06,651 First, how can we solve such an equation if we don’t have any idea, what the solution could be?
12 00:01:06,971 –> 00:01:12,707 Second, in the case that find a solution, what can we say about the uniqueness of this solution?
13 00:01:13,200 –> 00:01:19,571 Moreover, besides the existence and uniqueness of solutions, you could also ask smart questions, like
14 00:01:19,586 –> 00:01:22,220 what is the domain of definition for a solution here
15 00:01:22,257 –> 00:01:24,597 and can it be different for different solutions?
16 00:01:24,900 –> 00:01:30,385 Indeed all these questions and many more, we will answer in this video course here
17 00:01:30,743 –> 00:01:37,975 and a good starting point would be to talk about the prerequisite you need to understand all the videos here.
18 00:01:38,175 –> 00:01:45,010 However before we do that, I really want to thank all the nice people who support me on Steady, via Paypal or by other means.
19 00:01:45,514 –> 00:01:51,976 This freely available video course only exists, because nice people support the production of it
20 00:01:52,176 –> 00:01:58,323 and indeed as a supporter you get rewards like quizzes and PDF versions for all the videos.
21 00:01:58,857 –> 00:02:01,963 To find them, just click the link in the description.
22 00:02:02,514 –> 00:02:09,138 Ok, now let’s talk about the requirements. The knowledge you need to understand ordinary differential equations.
23 00:02:09,800 –> 00:02:15,086 In fact there are 2 main ingredients here. On the one side you need to know what derivatives are.
24 00:02:15,214 –> 00:02:17,087 So you need the real analysis part
25 00:02:17,287 –> 00:02:21,549 and then you need to calculate with vectors. So you need the linear algebra part.
26 00:02:22,143 –> 00:02:26,942 For both topics I have video courses, where you can watch the relevant parts.
27 00:02:27,471 –> 00:02:35,090 However, if you are very new to mathematics, I would like to suggest that you first watch my “start learning mathematics” course.
28 00:02:35,686 –> 00:02:43,769 There I tell you about typical notations, what numbers are, what sets are. So all the foundations you need to understand the rest here.
29 00:02:44,371 –> 00:02:49,748 Ok, so now you know what we need and you see, we don’t need a lot of multivariable calculus.
30 00:02:49,948 –> 00:02:53,384 Simply because we will not talk about partial differential equations.
31 00:02:53,886 –> 00:02:59,559 So we will not consider partial derivatives in the equations just ordinary derivatives.
32 00:03:00,271 –> 00:03:04,594 Indeed this makes the whole topic much easier to deal with.
33 00:03:05,043 –> 00:03:12,029 However in order to motivate you why ordinary differential equations are still interesting and very important
34 00:03:12,114 –> 00:03:14,457 let’s look at some other examples.
35 00:03:15,057 –> 00:03:21,886 So for example you might know that in physics one uses dots for denoting the time derivative.
36 00:03:22,571 –> 00:03:27,071 Hence this here is the second derivative of the function x(t)
37 00:03:27,314 –> 00:03:30,928 and now this should be equal to omega squared x.
38 00:03:31,714 –> 00:03:37,529 Indeed, in physics this equation here describes a so called harmonic oscillator
39 00:03:37,829 –> 00:03:43,343 and depending on how much you want to calculate with complex numbers, we have a minus sign here or not
40 00:03:43,543 –> 00:03:49,972 and there I should tell you, if you don’t know complex numbers, you should check out my “start learning mathematics” series.
41 00:03:50,671 –> 00:03:55,693 However in the end here complex numbers will only be important for some calculations.
42 00:03:56,157 –> 00:04:01,036 Ok, so now we can consider another example, also given by physics.
43 00:04:01,643 –> 00:04:07,881 Indeed, this one is easy to explain. You just have 3 planets here and they will gravity.
44 00:04:08,357 –> 00:04:11,412 So simply said they will attract each other
45 00:04:11,843 –> 00:04:20,600 and now if you describe the one planet in the 3 dimensions with a vector x and the one with a vector y and the 3rd one with a vector z,
46 00:04:20,671 –> 00:04:23,682 then we can use newton’s gravity.
47 00:04:24,057 –> 00:04:30,191 So the mass m times x, second derivative is equal to the gravity force.
48 00:04:30,757 –> 00:04:36,393 However, this force F now is a function that depends on all the positions here.
49 00:04:36,657 –> 00:04:42,086 Hence the equations for the different planets here are connected by this force.
50 00:04:42,571 –> 00:04:48,381 So you see, we have 9 differential equations that are completely cross linked here.
51 00:04:49,086 –> 00:04:53,168 Hence we would say, we have a whole system of differential equations
52 00:04:53,368 –> 00:04:55,571 and we want to solve the whole system.
53 00:04:55,971 –> 00:05:01,919 Moreover, you see here in contrast to the first example, we have second order derivatives here.
54 00:05:02,543 –> 00:05:10,266 However, we will see that for the theory of ordinary differential equations the order of the derivatives is not so important.
55 00:05:10,914 –> 00:05:16,033 Ok and this brings me to a short overview what we will do in this course.
56 00:05:16,233 –> 00:05:21,821 So the first I already told you. We will talk about systems of differential equations.
57 00:05:22,021 –> 00:05:29,189 Moreover in the future we will abbreviate ordinary differential equations by ODE.
58 00:05:29,529 –> 00:05:35,514 Ok, then after this abstract theory we will talk about some practical solution methods.
59 00:05:36,100 –> 00:05:41,542 So we will look at the procedure, how to solve such a system of ODE
60 00:05:42,000 –> 00:05:48,784 and then we will go back to the theory again and prove the existence and uniqueness of solutions.
61 00:05:48,984 –> 00:05:54,631 In particular we will see, what are the correct assumptions we need to have uniqueness
62 00:05:54,831 –> 00:06:00,076 and then in the end we will also talk about linear ODE.
63 00:06:00,529 –> 00:06:05,312 There the so called matrix exponential function will play a crucial role.
64 00:06:05,971 –> 00:06:12,342 So this is the plan for this course and I would say, let’s start with the important definitions in the next video.
65 00:06:12,800 –> 00:06:16,236 Therefore let’s meet there and have a nice day. Bye!