22M:142
Nonlinear Dynamics with Numerical Methods
Fall 2013
Contact/class information
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http://www.math.uiowa.edu/~dstewart/classes/
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You can see me outside the office hours provided it is mutually convenient.
Description
This is a first course on dynamical systems, concentrating on differential equations. This course emphasizes
phenomena that are observed in the behavior of differential equations. Of course we need to establish a foundation (existence, uniqueness, continuous dependence, stability), but the idea is to look at typical behavior of solutions of differential equations. This will lead us into looking at bifurcations, and how equilibria and solutions change as parameters are changed. As the situations become more complex, we will go from looking at equilibria to periodic orbits and connecting orbits. Near the end we may look at some more advanced topics, such as chaos, fractals, dimensions, Lyapunov exponents, and ergodic theory. Along the way, we will look at numerical methods, since we rarely have exact solutions that capture the important characteristics of the dynamics we study.
Textbook
Differential Equations and Dynamical Systems by Lawrence Perko (Publ. Springer, 3rd edition, 2006). ISBN: 978-0387951164
This book is available via Amazon for about $65. It is a good, although advanced book. Unfortunately, it does not consider applications at all.
Another book at about the same level is Carmen Chicone's
Ordinary Differential Equations with Applications (Springer, 2nd edition, 2006), which is available online via Infohawk. A book that is light on the mathematics, but with lots of applications is Steven Strogatz'
Nonlinear Dynamics and Chaos (Addison–Wesley, 1994).
Syllabus
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Basics of differential equations
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Existence, uniqueness and continuous dependence of solutions on parameters/initial values
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The smooth flow idea
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Linear differential equations: stability & eigenvalues
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Comparison with discrete-time systems
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Numerical methods
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Euler's method
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Higher accuracy: Runge–Kutta and multistep methods
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Implicit methods and stiff differential equations
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Local analysis of nonlinear differential equations
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Stability and equilibria
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Stable and unstable manifolds
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Hartman–Grobman theorem
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Bifurcations
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saddle–node bifurcations
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Hopf bifurcations
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flips and other bifurcations
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Global behavior
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periodic orbits
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PoincarĂ©–Bendixson theorem in two-dimensions
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Lorenz equations and chaos in three and higher dimensions
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Advanced topics
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fractals and dimensions
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Lyapunov exponents
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“mixing” and ergodic theory
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shadowing and numerical methods
Preparation
The listed prerequisites for this course are 22M:55 (Fundamental Properties of Spaces & Functions I) and 22M:100 (Ordinary Differential Equations). In practice, linear algebra and multivariate calculus are the bedrock on which this course is built.
Goals & expectations
Students taking this course, should at the end of this course
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be able to identify equilibria, their stability, and behavior of solutions nearby;
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be able to identify different types of bifurcations and their effect on stability of solutions;
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be able to identify circumstances in which limit cycles and other periodic behavior are likely to occur;
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be able to apply numerical methods for studying differential equations, but understand their limitations.
Students are naturally expected to attend class and be diligent in completing homework assignments in a timely manner. Submitted student work will be original except as noted and original source(s) cited clearly in an appropriate way. Students will also make all reasonable efforts to understand and master the material of the course, seeking help when appropriate, and participating in classroom discussions.
The instructor will also seek to communicate the material of this course in a manner that is clear and understandable, and seek to bring all students to a mastery of the material.
Assessment
There will be one midterm exam (25%), a final exam (30%), and plenty of homework (45%).
The midterm exam will be held on Friday, October 11th at the usual class time in the usual classroom. The final exam will be announced when the information becomes available, around the tenth day of semester.
All exams must be your own work. Some consultation between students regarding homework is permitted, but every homework must present each student's solutions
in their own words. Copying materials without understanding or copying anything verbatim other than direct quotes is a waste of time and will be graded as such.
Notes
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Course plan:
The course plan may be modified during the semester. Such modifications will be announced in advance during class periods; the student has responsibility for keeping up with such changes. You should also make a habit of reviewing the ICON web page for this course, which is accessible via: ICON
http://icon.uiowa.edu/ This page will have homework details and other information posted to it as the class progresses.
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Administrative Home:
The Department of Mathematics in the College of Liberal Arts and Sciences is the administrative home of this course and governs matters such as the add/drop deadlines, the second-grade-only option, and other related issues. Different colleges may have different policies. Questions may be addressed to 120 Schaeffer Hall or your academic advisor, or see the CLAS Academic Policies Handbook at
http://www.clas.uiowa.edu/students/handbook/. The Department of Mathematics offices are in 14 McLean Hall (MLH). You can contact the chair of the department through the Departmental Secretary at 14 MLH or by calling 335-0714.
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Electronic Communication:
University policy specifies that students are responsible for all official correspondences sent to their University of Iowa e-mail address (@uiowa.edu). Faculty and students should use this account for correspondences (Operations Manual, III.15.2, k.11).
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Accommodations for Disabilities:
A student seeking academic accommodations should first register with Student Disability Services and then meet privately with the course instructor to make particular arrangements. See
www.uiowa.edu/~sds/ for more information.
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Academic Honesty:
All CLAS students or students taking classes offered by CLAS have, in essence, agreed to the College's
Code of Academic Honesty: “I pledge to do my own academic work and to excel to the best of my abilities, upholding the
IOWA Challenge. I promise not to lie about my academic work, to cheat, or to steal the words or ideas of others; nor will I help fellow students to violate the Code of Academic Honesty.” Any student committing academic misconduct is reported to the College and placed on disciplinary probation or may be suspended or expelled (CLAS Academic Policies Handbook).
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CLAS Final Examination Policies:
The final examination schedule for each class is announced by the Registrar generally by the tenth day of classes. Final exams are offered only during the official final examination period. No exams of any kind are allowed during the last week of classes. All students should plan on being at the UI through the final examination period. Once the Registrar has announced the date, time, and location of each final exam, the complete schedule will be published on the Registrar's web site and will be shared with instructors and students. It is the student's responsibility to know the date, time, and place of a final exam.
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Making a Suggestion or a Complaint:
Students with a suggestion or complaint should first visit with the instructor (and the course supervisor), and then with the departmental DEO. Complaints must be made within six months of the incident (CLAS Academic Policies Handbook).
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Understanding Sexual Harassment:
Sexual harassment subverts the mission of the University and threatens the well-being of students, faculty, and staff. All members of the UI community have a responsibility to uphold this mission and to contribute to a safe environment that enhances learning. Incidents of sexual harassment should be reported immediately. See the UI Comprehensive Guide on Sexual Harassment
http://www.uiowa.edu/~eod/policies/sexual-harassment-guide/index.html for assistance, definitions, and the full University policy.
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Reacting Safely to Severe Weather:
In severe weather, class members should seek appropriate shelter immediately, leaving the classroom if necessary. The class will continue if possible when the event is over. For more information on Hawk Alert and the siren warning system, visit the Department of Public Safety website
http://www.uiowa.edu/~pubsfty/intlinks.htm.
*These CLAS policy and procedural statements have been summarized from the web pages of the College of Liberal Arts and Sciences and The University of Iowa Operations Manual.