Introduction to Differential Equations (2008)

http://tutorial.math.lamar.edu/Classes/DE/Definitions.aspx

388 88 8 years ago

tutorial.math.lamar.edu

Tangental anecdote: Every time I see Diff EQ mentioned the first thing that pops into my head is the number 11. That's the score of my first, last, and only Diff EQ test. 11%.

bluGill• 8 years ago

I think I got 19% which put me well in the top half of the class...

make3• 8 years ago

had you studied at all? most undergrad differential equations classes are fairly mechanical in nature, you just learn to identify the type of problem, then you follow the steps exactly as they are written in the textbook, super little variation or freedom

btrettel2• 8 years ago

This is often more true than many believe. But in my experience few students get so far that they recognize the patterns and can respond in the way you describe. That might be the crux.

I remember my undergraduate mechanical vibrations class. Every exam was basically a test of how well you could do the Laplace transform on some linear ODEs. I memorized the most common transforms, so this became fairly straightforward and fast for me, but it was obvious the other students were struggling.

If I had a problem that wasn't solveable with the Laplace transform, say a linear ODE with variable coefficients, I'd likely take longer to do the exam, but those never appeared in the class.

mehrdadn• 8 years ago

Why is this on top of HN? There are so many websites teaching introductions to differential equations. Is there something interesting about this one in particular?

DavidSJ• 8 years ago

Paul’s Online Notes are a pretty well-known calculus and differential equations reference. IMO they’re pretty decent.

zavi• 8 years ago

Paul's Online Notes is my childhood. There's something nostalgic about seeing this submission.

deepnotderp• 8 years ago

They're pretty much the best calc notes I've seen, was very useful a few years ago

acjohnson554• 8 years ago

DiffEq seemed like black magic to me when I took it as a freshman in college. They basically just taught us the recipe bag for solving equations in different shapes, but very little insight.

When I started a gamified music discovery company, I actually ended up using DiffEq to define a scoring algorithm that would produce continuously varying point values based on time series input data. I had to relearn how to do it, but the concepts made far more sense with a real application.

craig_asp• 8 years ago

Yeah, it's relatively dry material which is hard to grasp without the context of why we need it and how it can be applied in the real world. While the intro is good, it still has the same problem - just shows (in a good way) "some math".

llamaz• 8 years ago

I think the calculus of variations might be a better approach to introducing ODEs in first year.

You can show that by generalizing calculus so the values are functions rather than real numbers, then trying to find a max/min using the functional version of dy/dx = 0, you end up with an ODE (viz. the Euler-Lagrange equation).

This also motivates Lagrange multipliers which are usually taught around the same time as ODEs. They are similar to the Hamiltonian, which is a synonym for energy and is derived from the Euler-Lagrange equations of a system.

Of course you would brush over most of this mechanics stuff in a single lecture (60 min). But now you've motivated ODEs and given the students are reason to solve ODEs with constant coefficients.

cgriswald• 8 years ago

We had a great professor and this was one of the most enjoyable classes I've ever taken. One particular assignment was a group paper where we were supposed to essentially explain and use the SIR model. We extended the model to an SIRZ model and effectively argued that zombie apocalypses in fiction are essentially impossible unless they include some supernatural elements. Under a wide range of assumptions (e.g., zombies rot/zombies don't rot) the infection always stopped before it spread significantly. (We got an A.)

jshowa110• 8 years ago

You need to learn the math before applying it. You don't apply things that you don't understand.

freetime23• 8 years ago

"Ten lessons I wish I had learned before I started teaching differential equations" is relevant here. I feel that DiffEq was the most useless undergraduate course that I took for my comp sci degree. They really didn't spend enough time going into the fundamental concepts so that I am not even sure I could recognize a differential equation if it were staring me in the face at this point... much less any of the tricks that they taught us to solve them.

10. TEACH CONCEPTS, NOT TRICKS

What can we expect students to get out of an elementary course in differential equations? I reject the “bag of tricks” answer to this question. A course taught as a bag of tricks is devoid of educational value. One year later, the students will forget the tricks, most of which are useless anyway. The bag of tricks mentality is, in my opinion, a defeatist mentality, and the justifications I have heard of it, citing poor preparation of the students, their unwillingness to learn, and the possibility of assigning clever problem sets, are lazy ways out.

In an elementary course in differential equations, students should learn a few basic concepts that they will remember for the rest of their lives, such as the universal occurrence of the exponential function, stability, the relationship between trajectories and integrals of systems, phase plane analysis, the manipulation of the Laplace transform, perhaps even the fascinating relationship between partial fraction decompositions and convolutions via Laplace transforms. Who cares whether the students become skilled at working out tricky problems? What matters is their getting a feeling for the importance of the subject, their coming out of the course with the conviction of the inevitability of differential equations, and with enhanced faith in the power of mathematics. These objectives are better achieved by stretching the students’ minds to the utmost limits of cultural breadth of which they are capable, and by pitching the material at a level that is just a little higher than they can reach.

We are kidding ourselves if we believe that the purpose of undergraduate teaching is the transmission of information. Information is an accidental feature of an elementary course in differential equations; such information can nowadays be gotten in much better ways than sitting in a classroom. A teacher of undergraduate courses belongs in a class with P.R. men, with entertainers, with propagandists, with preachers, with magicians, with gurus. Such a teacher will be successful if at the end of the course every one of his or her students feels they have taken “a good course,” even though they may not quite be able to pin down anything specific they have learned in the course.

https://web.williams.edu/Mathematics/lg5/Rota.pdf

posterboy• 8 years ago

Using my own words, I'd say it was necessary though. One thing is the technique abstracted from the application, the other thing is a concept applying the technique. A fully abstract technique is awfully dry, so it's best taught connecting to other techniques. At that point, ODEs are a concept reduced to mathematics.

I found ODEs interesting only later when used in Linear Algebra, which could lead to differential algebra. But there are different approaches and not one is the true one, so what should an instructor do? You need calculus for ODEs, so much is true I guess.

Growth in hunter/food populations is interesting, too, plotting fox pop. over hare pop. Finally graphs can go in circles, not just in one direction along one axis.

dan00• 8 years ago

The "bag of tricks" seems to allow to efficiently test a lot of people by writing tests and scoring them.

Unfortunately it seems to be more about the score than about the learning.

soVeryTired• 8 years ago

I feel like Vladimir Arnold echoed a similar sentiment, but I can't find the quote. He was complaining that a first course in ODE and PDE tends to teach methods for finding exact solutions, even though equations with exact solutions are vanishingly rare in practice.

Or maybe it was Rota again, who knows?

Edit: nope, Rota again. Lesson one in your link :)

akmiller• 8 years ago

I love #10, especially the last part. I would argue that even primary/secondary education is better served in this fashion.

Relevant to a recent Joe Rogan podcast with Neil Degrasse Tyson on how many teachers in your life inspired you. Not as much about the transfer of information, especially today, it's about the excitement and inspiration around the topics you are presenting.

jshowa110• 8 years ago

"Such a teacher will be successful if at the end of the course every one of his or her students feels they have taken “a good course,” even though they may not quite be able to pin down anything specific they have learned in the course."

Basically the equivalent of, if the course makes you feel good, then the course is good. Not something that I'd advocate.

By the way, a differential equation is simply an equation with a derivative in it. If you can't recognize that, then you didn't go far enough in math.

amelius4• 8 years ago

Also, what they usually don't tell you is that the recipe bag only works for toy problems. For real applications you most often need numerical approximations.

hackandtrip• 8 years ago

One of my professor used to say that you can do derivatives of every functions, it's mechanical, but you will only be able to find exact solution of an infinitesimal fraction of diffeq, and thinking about that, the same apply with integrals.

Cobord5• 8 years ago

Or you learn how to make the toy problem that has the same behavior as what you are trying to model. If you don't understand how to simplify problems, you end up just chucking the computation at it and calling it a day. If you have a solution to the basic problem you can give yourself a warm start.

gh02t• 8 years ago

You can do quite a lot simplifying to get equations that are solvable. A lot of engineering techniques do this, using simplifications that capture the essential behavior of a system (in fact I'd argue that knowing when such approximations are appropriate is one of the core skills of an engineer).

That said, even if you need a numerical solution it will still often require a lot of simplifications in order to be tractable. Multiphase fluid flow, for instance, relies on tons of physics simplifications and empirical correlations in order to make numerical techniques viable.

jshowa110• 8 years ago

If you consider analyzing an RL/RC circuit as a "toy problem" then I guess you're right.

Cobord5• 8 years ago

The algorithms you would learn for graphs etc are also just math and equally abstract. What makes the difference in how real you treat the two concepts that are both abstract but generally applicable?

_jal• 8 years ago

Not the OP, but I've had good and bad math teachers. The bad ones tend to teach rote steps, "do this, do this, do this, done," without any attempt to explain why things work the way they do, without drawing parallels to already-learned things, without trying to teach any _why_.

Then you hear students asking, "when am I ever going to use this?"

My good teachers, on the other hand, always tied what we were doing into a larger scheme. If there were similarities or other relations between concepts, they'd be pointed out. If someone wasn't 'getting it', they had other ways of looking at it at hand, would sometimes give alternate methods of doing the same thing, etc.

In short, one tells you to memorize in a vacuum for no good reason. The other helps you learn.

acjohnson554• 8 years ago

Depends on how they're taught, but to be honest, at a certain point in algorithms class, the subject matter also became tedious and abstract beyond recognition.

agumonkey• 8 years ago

I'd like to write a more algebraic understanding of differential equation, e, derivative and integrals. Something like Maxwell equations (pardon the pompous aspect) but for all things differentials. There's a webpage about differentiation that starts that (and is the inspiration behind my quest).

Sharlin• 8 years ago

They basically just taught us the recipe bag for solving equations in different shapes, but very little insight.

This is why I just dropped off my DiffEq class. It was optional anyway, but when I go to a university level math class I expect insight, not rote memorization.

budadre75• 8 years ago

Does anyone know any website similar for advanced linear algebra and probability with practice problems explained with detailed solutions step by step? I know there exists other great textbook like Strang's, but I often find textbook based learning resources lacking because of lack of detailed solutions.

BlackFly• 8 years ago

Not really a website, but I believe you can find ebooks online...

I highly recommend Numerical Linear Algebra by Trefethen. It gives very detailed descriptions of particular interpretations of the singular value decomposition and eigenvalues, it works out detailed algorithms for LU factorization, eigenvalue/eigenvector decomposition, QR factorization etc. If you know basic linear algebra, the book is a pleasure to read through. For this crowd of people it is also very practical.

I don't know a good resource for probability... it is a much more diverse subject than linear algebra (which is a very small, very detailed subset of algebra).

dagw• 8 years ago

Not a web site, but the book One Thousand Exercises in Probability by Grimmet and Stirzaker is just what it sounds like. 1000 practice problems with solutions. It's a companion book to their text book Probability and Random Processes which I think is one of the better introductory textbooks to probability theory

vonseel• 8 years ago

Wow, it's been a while. Does anyone actually use this stuff after college???

nanofortnight• 8 years ago

Yes? Very common in Engineering disciplines, for example.

pbhjpbhj• 8 years ago

IMO that's a well made question, I think it's good to ask to.

https://news.ycombinator.com/item?id=18182657 is an example ITT WRT computer game writing.

ballooney• 8 years ago

This is why people suggest that terms like 'software carpentry' more accurately capture what 99.5% of programmers do than 'software engineering'.

Sean1708• 8 years ago

The course overview is here[0]. I haven't looked at how in-depth the later sections are, but I can't think of a topic related to differential equations that I used in my undergrad physics degree that isn't at least touched upon here.

[0] http://tutorial.math.lamar.edu/Classes/DE/DE.aspx

RivieraKid2• 8 years ago

It doesn't include Green's functions (I don't really know what that is but some other undergrad diff eq books have them).

sideproject• 8 years ago

Does anyone know websites or resources which explains how Diff Eq is used in Computer Science? I know it's used in a variety of areas in CS, but I really like to see or read well-explained tutorials or articles. e.g. what's finding area got to do with the topics in CS? what does 'area' correspond to?

thiagooffm• 8 years ago

Any type of graph you have, you can use it, just like integrals, to calculate areas etc.

For a lot of things in life we plot graphs. Your software might do it transparently to you, but how it works internally is using mathematical concepts. It is good to know it and I really enjoyed learning it at college, as it opens your mind about how things work. But I don't believe it is a must to know.

klrr• 8 years ago

I'm also interested in this, it comes up in a lot of EE courses (DSP, Control theory), but I've yet to see it used in a CS course.

wnkrshm• 8 years ago

It's essential in computer graphics or in computational geometry and in simulation science, where I can speak from experience - these are more intersectional topics than pure CS I think but I'd say it's applied CS.

E.g. in finding faster ways to do Ray/surface intersections (if we're talking about actually industrially useful geometry like all kinds of splines and not just triangle meshes), differential geometry is essential - even with triangle meshes you can apply it in normal and curvature estimation. Differential equations and integrating them enter the picture if you want to find the shortest way from one surface point to another along the arbitrarily shaped surface.

With simulations differential equations are everywhere because any physical system as a function of space (and time) is a collection of differential equations that you need to solve.

Earth-movers distance and the Wasserstein metric have recently got attention again, its original relevance was in the Monge-Ampere problem, how to distribute a continuous distribution of 'heaps' of some kind into a distribution of 'sinks' with the least amount of total distance moved. Which is a nonlinear partial differential equation to solve in two dimensions.

We need to apply numerical methods, nonlinear optimization to solve such problems and CS is a part of doing that quickly. Because there are no general closed form solutions for most of the systems of differential equations or there we need algorithms to solve them approximately.

sannee• 8 years ago

Not really Computer Science per se, but practically every engineering field uses numerical solvers. No one reallistically solves nontrivial differential equations by hand these days.

cultus• 8 years ago

Not so much in engineering, but in science, approximate perturbation techniques are still a big deal.

cubano• 8 years ago

I took DiffEQs (the only 5-credit course offered, which I thought rather odd), of course, on my way to my CP degree at FIT in central Florida, and the one thing I remember was that they turn out to be very useful in biological simulations.

As I remember, population ebb-and-flow based upon available resources is something it was especially good at estimating and tracking over time, so I would imagine that any of the Sims-type games they would be quite useful.

It turns out they are damn good at estimating, over time, many things, so a little bit of research and the right game and it's not hard to see how the two could work well together.

nimish• 8 years ago

Discrete difference equations show up everywhere, and are basically the same stuff. Knuth-Oren-Patashnik's Concrete Mathematics is great

RivieraKid2• 8 years ago

Can anyone compare this vs other resources to learn differential equations? I want to learn math roughly to the level of an undergrad engineering student, so I've looked at some Advanced Engineering Mathematics books (one by Zill, another by Kreyszig), both have mostly good reviews, and to be honest, Paul's Notes seem almost a level above in clarity and understandability. For example, compare the explanation of integrating factor and exact equations. The books typically explain exact equations via a total differential, which I'm kind of confused about... why not just say that the left part of the equation is a total derivative?

I can't decide whether to continue reading the Advanced Engineering Mathematics book or learn the topics it contains via Paul's Notes and other resources. My worry is that the reason Paul's Notes seem clearer is simply because they're more superficial.

What are some other good learning resources for advanced engineering undergrad math?

enriquto2• 8 years ago

compare the explanation of integrating factor and exact equations

those are fringe subjects, completely irrelevant for the modern usage of differential equations. They are useful only in computer algebra when you want to implement differential galois theory. In practice you want to understand the overall behavior of your system (qualitative theory) or compute particular solutions numerically (using numerical methods, which are more precise than evaluating the expression of the exact solution).

You'd do much better with a qualitative book about differential equations (e.g., Arnold), about numerical analysis, or about dynamical systems (e.g. Strogatz).

tanderson92• 8 years ago

Integrating factors are important motivations in the design of some numerical algorithms. Some keywords: matrix exponentials, semigroup theory, exponential integrators.

jstewartmobile5• 8 years ago

I think the schools spend far too much time on symbolic differentiation and integration. This limits the exercises to the kinds of toy problem that yield to those methods. Kids get sidetracked on solving anti-differentiation puzzles, while the fundamentals are relegated to those (largely useless) puzzles.

After 20 years of engineering--in almost every case--numerical methods have been the only way forward. In hindsight, a year-and-a-half long course to convey the fundamentals seems excessive.

crispyambulance4• 8 years ago

While numerical methods are absolutely critical in practice, analytic methods like you learn in what people call calculus and diff-eq are _absolutely_ essential to understanding the physical world.

You can't actually _understand_ numerical methods without a fairly deep grounding in analytical methods.

The real problem is here is a lack of context. Engineering and most science curriculums take a "short-cut" through mathematical education. They try to teach just enough math to get through the major coursework. As a result you end up with students who feel it's all just one big memorization trick .

jstewartmobile5• 8 years ago

analytic methods ... are _absolutely_ essential to understanding the physical world

How so? My experience has been that the "physical world" is where the symbolic approach completely breaks down.

Engineering and most science curriculums take a "short-cut" through mathematical education.

Only people taking more math than scientists and engineers would be mathematicians. A year-and-a-half course to cover the limit, tangent-at-a-point, functions of tangent-at-a-point, area-under-the-curve, and generalizing all of that to higher dimensions doesn't seem like much of a "short-cut" if you ask me.

btrettel2• 8 years ago

Theoretical fluid dynamicist here. I solve a lot of not nice differential equations exactly or approximately.

Whether numerical methods are viewed as the primary way forward is a bit of a self-fulfilling prophecy. If you don't think analytical solutions end up being useful, you probably won't put in the work needed to generate them in the first place, so you never see the value.

Even if you go all in with numerical methods, you need to test your code. This requires an exact solution and knowledge of the convergence rate of the numerical scheme. The exact solution can be for a special case that is easy to solve. You might need multiple exact solutions to cover all the physics. You can also use techniques like the method of manufactured solutions, but if you don't like analytical methods you'd probably hate that.

You need to check if the empirical convergence rate matches the theoretical one. In practice this is rarely done, but it's essential towards eliminating bugs. So you can't entirely avoid exact solutions if you want to do purely numerics right. This was not covered in my first differential equations class, unfortunately, but I think it's an essential topic.

Exact solutions are often impossible, but less so than most people believe. I've produced exact solutions many times to equations people thought required numerics. The exact solutions are very valuable by themselves, as they can be used much faster than numerical solutions in most cases and allow you to see the structure of the solution. I think you should always try hard to make an analytical exact or approximate solution. It might be rare that you can do it, but the value is large and if we stopped teaching these methods it would become much more rare.

As for you mentioning in another post the problem of "pounding the square peg of law into the round hole of analytic methods", you should learn about approximate analytical solutions, which give you a lot more flexibility. You still ultimately have the same problem, though.

bigasscoffee• 8 years ago

used these sites all of the time during engineering. improper integrals, diff eq, etc.

these are the best notes ever if you missed class or a concept.

icedchai• 8 years ago

DiffEqs... the only college class I ever got a C in!

scrooched_moose• 8 years ago

Oh wow, this site was an absolute godsend in college. I was stuck in a DiffEq class with an abysmal professor and barely hanging on. I found this a few weeks in, stopped bothering with useless lectures, and went from low-60s to high-80s over the rest of the semester.

daze42• 8 years ago

I took Cal 1 and 2 directly from Dr. Dawkins back in 2010-2011. He was the best teacher I had in college hands down. Totally changed the way I thought about math and I've been in love with it ever since.

jhallenworld• 8 years ago

First and second order diffeqs with constant coefficients are a big deal, you should at least learn that. You can solve them algebraically via Laplace Transforms, the theory is very beautiful.

Introduction to Differential Equations (2008)

Related Stories