Ordinary Differential Equations

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7. Differential Operators and Types of Solutions

The general form of a linear differential operator. The conjunct and the formal adjoint. Green's formula and Lagrange's identity. Classical and weak solutions to differential equations.

  • Given an ordinary differential operator, explain what the formal adjoint, the conjunct, Green’s formula and Lagrange’s identity are.
  • Explain what classical solutions, weak solutions and distributional solutions to a differential equation are. Give examples.
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8. Causal Fundamental Solutions and Initial Value Problems

Fundamental solution to  ODEs. Causal fundamental solutions  and how to find them. A review of initial value problems, including existence and uniqueness of solutions and independence of solutions via the Wronskian. A general solution formula.

  • Stakgold / Holst: Section 1 in Chapter 3: One-Dimensional Boundary Value Problems
  • What is a fundamental solution to a differential equation? Are fundamental solutions unique?
  • What is a causal fundamental solution to a differential equation that involves a time variable? How is a causal fundamental solution found?
  • What is a system of independent solutions to an ODE?
  • How is the Wronksian defined?
  • What is the relationship between the Wronskian and linear dependence/independence of arbitrary functions? Of solutions to an ODE?
  • What is the solution formula for the initial value problem for an inhomogeneous ODE?
  • Download Assignment 6 and try to solve the exercises.
  • Do some of the Exercises in Stakgold /Holst for this section.




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9. Second-Order Boundary Value Problems for ODEs

Some basic methods for solving boundary value problems for second-order equations with different types of boundary conditions.

  • Stakgold / Holst: Section 2 in Chapter 3: One-Dimensional Boundary Value Problems
  • What is a fully homogeneous BVP?
  • What are mixed and unmixed boundary conditions?
  • How is the Green function for a BVP for a second-order ODE defined?
  • How is a solution to an unmixed BVP constructed?
  • Explain how to find the functions u1 and u2 used to construct a solution for the general (mixed) BVP.
  • Derive the solution formula for the general BVP. Explain how the function v is constructed to satisfy the boundary conditions.
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10. Adjoint Boundary Value Problems

Adjoint boundary value problems and Green functions. A new perspective on the solution formula. Higher-order equations.

  • Stakgold / Holst: Sections 2 and 3 in Chapter 3: One-Dimensional Boundary Value Problems
  • How are adjoint boundary conditions defined?
  • What is the adjoint boundary value problem to a given BVP?
  • What is the adjoint Green function?
  • Explain the role of the conjunct in constructing the adjoint BVP.
  • Compare the solution formula using the conjunct with the solution formula obtained previously.
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11. Solvability Conditions and Modified Green's Functions

Not every boundary value problem is solvable. A condition for the existence and uniqueness of solutions. Problems that do not always have a solution may not have a Green function. So-called modified Green functions can then be constructed and used in solution formulas instead.

  • Stakgold / Holst: Section 5 in Chapter 3: One-Dimensional Boundary Value Problems
  • State the Fredholm Alternative.
  • State a solvability condition for a second-order inhomogeneous BVP for an ODE. What is the relationship to the adjoint problem?
  • Explain what a modified Green Function is and what it is used for.
  • Give the solution formula for a BVP using a modified Green function.