Exploring the World of Differential Equations

Feb 28, 2025

Notes on Differential Equations Lecture

Introduction

  • Quote by Steven Strogatz: "Since Newton, mankind has come to realize that the laws of physics are always expressed in the language of differential equations."
  • Differential equations are used to describe change rather than absolute amounts.
  • The purpose of the lecture series is to provide a big picture view of differential equations and delve into specific examples.

Prerequisites

  • Assumes knowledge of basic calculus (derivatives and integrals).
  • Basic linear algebra may be needed later but not much beyond that.

Types of Differential Equations

  • Ordinary Differential Equations (ODEs): Involve functions with a single input (often time).
  • Partial Differential Equations (PDEs): Involves functions with multiple inputs.
  • Example given: temperature at every point in a solid body or velocity of a fluid.

Application in Physics

  • Motion described in terms of force, which determines acceleration (change).
  • Example: Throwing an object in the air affected by gravity.
  • Acceleration due to gravity: 9.8 m/s² (denoted as g).
    • Equation: y'' = -g (where y is the vertical position).
    • Solve by integrating to find velocity and position using initial conditions.

Complex Forces and Motion

  • More complex scenarios arise when forces depend on position (e.g., planetary motion).
  • The interplay of two variables leads to intricate differential equations.
  • Most common in physics: Second-order Differential Equations (highest derivative is second).

Example: The Pendulum

  • The angle θ changes as a function of time, demonstrating harmonic motion.
    • Period: 2π√(l/g) (l = length of pendulum).
    • Differential equation: θ'' = -g/l * sin(θ).
  • In real life, as the angle increases, the period deviates from simple harmonic motion.
  • Damping Term: To account for air resistance, modeled as -μθ'.

Solving Differential Equations

  • Difficult to find exact solutions for many equations (especially with damping).
  • Often, solutions require complex functions not easily interpreted.
  • Rather than finding analytic solutions, focus is on understanding behavior and making computations.

Phase Space and Visualization

  • Phase Space: Represents all possible states of a system (e.g., angle and angular velocity of a pendulum).
  • Vector Fields: Visual representation of how a system evolves.
  • Each point in phase space represents the state of the system.
  • Stability analysis involves examining fixed points in phase space (e.g., pendulum at rest).

Example of Phase Space in Personal Relationships

  • Strogatz’s quote applied to modeling dynamics of affection.
  • Affection dynamics can be modeled similarly to a pendulum's motion, reflecting attraction and repulsion.

Numerical Solutions

  • When exact solutions are infeasible, numerical simulations can approximate solutions using finite time steps.
  • Basic numerical method involves updating the state with small incremental steps based on the differential equation.

Challenges of Predicting Dynamics

  • Chaos theory reveals limits on predictability in systems (small changes lead to vastly different outcomes).
  • Example: Three-body problem is chaotic and sensitive to initial conditions.

Conclusion

  • While differential equations can be complex or chaotic, they provide a language to study dynamics in both physics and other areas.
  • Understanding these equations can help uncover patterns in complex systems.