Being a weblog devoted to a variety of topics. Including Mathematics. And Mathematical Finance. Sometimes with homework.

Monday, September 24, 2012

21-260: Exam Odds and Ends

As announced in class today, our first midterm is this Wednesday from 7:30-8:20 in UC McConomy. There will be no class on Wednesday. I will hold a review session tonight from 6:30-8:00 in PH 100.

I've added "Systems of Differential Equations (Section 7.1)" to the list of topics covered. That is what I've been telling people all along, but I inadvertently left it off the list. I also added 7.1.23 to the practice problems from the text.

Friday, September 21, 2012

21-260: Week #3 Homework Solutions

... are now available in the Solutions section of the Blackboard site.

Monday, September 17, 2012

21-260: Week #4 WileyPLUS Assignment

I've had to remove two problems from the WileyPLUS assignment for this week. Problems 2.7.1a and 2.7.18b were left over from a previous version of the course. We are not covering Euler's method this semester. I thought I removed all those problems before posting the assignment, but these two slipped through. Sorry to anyone who has been working on these problems, and sorry to anyone whose access to the site was interrupted while I edited the assignment.

Sunday, September 16, 2012

21-260: Correction to HW#4

Thanks, everyone who pointed out the repeated problem on this week's assignment. I've corrected the assignment page. The correct problems are 2.5.20, 2.5.25 and 7.1.22. I also corrected the quotation marks so they would come out correctly.

Friday, September 14, 2012

21-260: Week #4

The reading and homework assignments for Week #4 have been posted. Follow the link from the Schedule page.

Tuesday, September 11, 2012

21-260: Homework Solutions

The solutions to HW#1 will be made available in the section of the Blackboard site tomorrow at noon. Solutions to HW#2 will appear on the site Thursday at 5:00. Normally, in weeks unaffected by exam schedules, solutions will appear at 5:00 on the Thursday following the due date.

Monday, September 10, 2012

21-260: Existence and Uniqueness

I recently received an email asking for some clarification about today's lecture. I thought many of you might get something from my reply, so I'm posting it here:

You asked "Why do we need a rectangle for the second theorem?" The short answer is: "because nonlinear equations are not as nice as linear equations." But let me turn the question around: Why doesn't the first theorem require a rectangle?

If we start with the equation y' + p(t)*y = g(t), we rearrange things to get y' = g(t)-p(t)*y. We can apply the second theorem to this equation with f(t,y) = g(t)-p(t)*y.

If p and g are continuous on the interval (a,b), then f is continuous on the rectangle (a,b)x(-infty,+infty).

The partial derivative of f with respect to y is df/dy=-p(t). Since p is continuous on the interval (a,b), when we think of df/dy as a function of t and y, it is continuous on the rectangle (a,b)x(-infty,+infty).

So for linear equations, we can always choose a rectangle that is infinitely tall. There is one other issue, though. The theorem for linear equations says the domain of the solution is all of (a,b). An implication of this is that the solution cannot have a vertical asymptote before t=b. Why is this?

Well, a complete explanation is beyond the scope of this course, but it is basically because the growth of the slope y' only depends linearly on y, it can't grow quickly enough to get to +infty unless p(t) or g(t) has a discontinuity.

Here's a related problem: Consider the differential equation y'=y^p, where p is a constant greater than zero. This is a separable equation, and if you solve it, you will find that if p<=1, then the the solution is defined for all values of t, but if p>1, then the solutions have a vertical asymptote.

Saturday, September 8, 2012

21-260: Week #3

The reading and homework assignments for Week #3 have been posted. You can follow the link from the Schedule page.

Wednesday, September 5, 2012

21-260: Office Hours

I neglected to mention my office hours in class this morning. Like last week, I'll be holding office hours tomorrow from 2:00-4:00. These will be my regular office hours for the semester. If you need to meet with me outside this time, let me know, and we make arrangements to do that.

Saturday, September 1, 2012

21-260: Week #2

The reading and homework assignments for Week #2 have been posted. You can follow the link from the Schedule page.