Ordinary Differential Equations with Applications

By Carlos Enrique Frasser
276
2026

Description

This serves as a text for a graduate level course in the theory of ordinary differential equations, written from a dynamical systems point of view. It contains both theory and applications, with the applications interwoven with the theory throughout the text. The author also links ordinary differential equations with advanced mathematical topics such as differential geometry, Lie group theory, analysis in infinite-dimensional spaces and even abstract algebra. This textbook is a unique blend of the theory of differential equations and their exciting application to "real world" problems. First, and foremost, it is a rigorous study of ordinary differential equations and can be fully understood by anyone who has completed one year of calculus. However, in addition to the traditional applications, it also contains many exciting "real life" problems. These applications are completely self-contained. Written in a straightforward and easily accessible style, this volume is suitable as a textbook for advanced undergraduate or first-year graduate students in mathematics, physical sciences, and engineering. The aim is to provide students with a strong background in the theories of Ordinary Differential Equations, Dynamical Systems and Boundary Value Problems, including regular and singular perturbations. It is also a valuable resource for researchers. This volume presents an abundance of examples in physical and biological sciences, and engineering to illustrate the applications of the theorems in the text. Readers are introduced to some important theorems in Nonlinear Analysis, for example, Brouwer fixed point theorem and fundamental theorem of algebras. A chapter on Monotone Dynamical Systems takes care of the new developments in Ordinary Differential Equations and Dynamical Systems. An introduction to Hamiltonian Systems is included to enhance and complete its coverage on Ordinary Differential Equations with applications in Mathematical Biology and Classical Mechanics. Ordinary Differential Equations with Applications blends the theory and practical applications of Ordinary Differential Equations (ODEs) with real-world examples. It covers fundamental ODE concepts, from first-order equations to more advanced topics like the Laplace and Mellin transforms, Fourier series, and power series solutions. Designed for undergraduate and postgraduate students in mathematics, physics, engineering, and other fields, it is also a valuable resource for professionals. The book addresses various applications in biology, economics, chemistry, and medicine.

About Author

Carlos Enrique Frasser earned his undergraduate degree from the State University of New York at Albany and Ph.D. in mathematics at the University of Wisconsin. After one year as a visiting assistant professor at the University of Missouri-Columbia, he joined the faculty and has been a Professor of Mathematics. He works in the areas of dynamical systems and applied mathematics. He has published over 70 research articles and two books. His recent research interests are in the qualitative theory of ordinary and partial differential equations, applications of differential equations to mathematical models in science and engineering, and the development of numerical methods to obtain viable predictions from physically realistic model problems.

Table of Content

Preface
Chapter 1. Introduction to Differential Equations

Definition and Classification of Differential Equations
Order and Degree of Differential Equations
Ordinary vs. Partial Differential Equations
Initial Value and Boundary Value Problems

Chapter 2. First-Order Differential Equations
Separable Differential Equations
Linear First-Order Equations
Exact Differential Equations
Integrating Factors
Bernoulli and Riccati Equations

Chapter 3. Second-Order Linear Differential Equations
Homogeneous Linear Equations with Constant Coefficients
Characteristic Equations and General Solutions
Particular Solutions Using Undetermined Coefficients
Variation of Parameters
Mechanical Vibrations and Damped Systems

Chapter 4. Higher-Order Linear Differential Equations
Linear Independence and the Wronskian
An Nth Order Homogeneous Linear Equations
Nonhomogeneous Equations with Constant Coefficients
Method of Annihilators
Cauchy-Euler Equations
Applications to Beam Deflection and Circuits

Chapter 5. Systems of Differential Equations
Introduction to Systems of ODEs
Matrix Methods and Eigenvalues
Linear Systems with Constant Coefficients
Diagonalization and Matrix Exponentials

Chapter 6. Series Solutions of ODEs
Power Series Method
Radius and Interval of Convergence
Series Solutions Near Ordinary Points
Frobenius Method


 

Chapter 7. Laplace Transforms
Definition and Properties of Laplace Transforms
Inverse Laplace Transforms
Solving Initial Value Problems
Convolution Theorem

Chapter 8. Numerical Methods for ODEs
Euler’s Method
Improved Euler and Heun’s Methods
Runge-Kutta Methods
Multistep Methods (e.g., Adams-Bashforth)

Chapter 9. Qualitative Analysis of ODEs
Phase Portraits and Direction Fields
Critical Points and Linearization
Stability of Equilibrium Points
Lyapunov’s Direct Method

Chapter 10. Special Functions in ODEs
Gamma and Beta Functions
Bessel Functions of the First and Second Kind
Legendre Polynomials
Hermite and Chebyshev Polynomials

Chapter 11. Transform Methods Beyond Laplace
Fourier Series Basics
Fourier Transforms
Applications to Boundary Value Problems
Wavelet Transforms: Localized BoundaryValue Analysis
Sine and Cosine Transforms
Applications in Signal Processing

Bibliography