Course detail
Differential equations in electrical engineering
FEKT-MDREAcad. year: 2012/2013
This course is devoted to some important parts of differential equations - ordinary differential equations and partial differential equations which were not explained in the previous bachelor course. From the area of ordinary differential equations we mean e.g. so called exact equation which is a general type of equations representing large family of equations. Attention will be paid to extension of knowledge concerning linear systems including autonomous systems. From the point of utilization, a series of differential equations is important. Let us mention e.g. so called Bessel's or Laplace equations. One of the main notions in applications of differential equations is the notion of stability, which is included in the course. Several methods for detection of stability are discussed, e.g., the method of Lyapunov functions, being the main methid in stability theory. In the course is frequently used the matrix method and many results are given in terms of matrices. Partial equations serve very often as models of technical phenomena. Except other basic methods of solutions of so called wave equation, heat equation and Laplace equation will be presented. Computer exercises focuse attention to master modern mathematical software for solving various classes of differential equations.
Language of instruction
Number of ECTS credits
Mode of study
Guarantor
Department
Learning outcomes of the course unit
of differential equations.
Solving problems in the areas cited in the annotation above
by use of these methods. Solving these problems by use of
modern mathematical software.
Prerequisites
Co-requisites
Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
Course curriculum
II. Existence and unicity of solutions of systems differential equations of the first order. Linear systems of ordinary differential equations. General properties of solutions and the structure of family of all solutions. The transient matrix. Solving of initial problem with transient matrix. Linears systems with constant coefficients (homogeneous systems – eliminative method, method of characteristic values, application of the matrix exponential, Putzer’s algorithm, nonhomogeneous systems – method of undetermined coefficients, method of variation of constants). Characterization of circuits by linear systems.
III. Stability of solutions of systems of differential equations. Autonomous systems. Lyapunov direct method for autonomous systems. Lyapunov‘ functions. Lyapunov direct method for nonautonomous systems. Stability of linear systems. Hurwitz‘s criterion. Michailov‘s criterion. Stability by linear approximation. Phase analysis of linear two-dimensional autonomous system with constant coefficients, cases of stability.
IV. Limit cycles and periodic solutions. Poincaré-Bendixson’s theorem. Liénard-Levinson-Smith’s theorem. Aplication to nonlinear equations describing periodic state of electrical processes.
IV. Partial differential equations of the first-order. Initial problem. Simplest classes of equations. Characteristic system. Existence of solutions. General solution. First integrals. Pfaff’s equation.
V. Partial differential equations of the second-order. Classification of equations. Transformatin of variables. Wave equation, D’Alembert’s formula. Heat equation, Dirichlet’s problem. Laplace‘s equation. Fourier’s method of separated variables.
Work placements
Aims
Specification of controlled education, way of implementation and compensation for absences
Recommended optional programme components
Prerequisites and corequisites
Basic literature
Recommended reading
Classification of course in study plans
- Programme EEKR-M Master's
branch M-MEL , 1 year of study, winter semester, theoretical subject
branch M-SVE , 1 year of study, winter semester, theoretical subject
branch M-EVM , 1 year of study, winter semester, theoretical subject
branch M-EEN , 1 year of study, winter semester, theoretical subject
branch M-TIT , 1 year of study, winter semester, theoretical subject
branch M-KAM , 1 year of study, winter semester, theoretical subject
branch M-EST , 1 year of study, winter semester, theoretical subject - Programme EEKR-M Master's
branch M-EVM , 1 year of study, winter semester, theoretical subject
branch M-EEN , 1 year of study, winter semester, theoretical subject
branch M-TIT , 1 year of study, winter semester, theoretical subject
branch M-MEL , 1 year of study, winter semester, theoretical subject
branch M-SVE , 1 year of study, winter semester, theoretical subject
branch M-EST , 1 year of study, winter semester, theoretical subject
branch M-KAM , 1 year of study, winter semester, theoretical subject - Programme EEKR-CZV lifelong learning
branch EE-FLE , 1 year of study, winter semester, theoretical subject
Type of course unit
Lecture
Teacher / Lecturer
Syllabus
2. A summary of basic classes of analytically solvable differential equations of the first order.
3. Higher-order equations. Solution of linear equations of the second-order with power series. Bessel’s equation and Bessel‘s functions.
4. Systems of ordinary differential equations. Linear systems of ordinary differential equations. The transient matrix.
5. Linears systems with constant coefficients (homogeneous systems – eliminative method, method of characteristic values, application of the matrix exponential, Putzer’s algorithm, nonhomogeneous systems – method of undetermined coefficients, method of variation of constants). Characterization of circuits by linear systems.
6. Stability. Autonomous systems. Lyapunov‘ functions. Lyapunov direct method.
7. Stability of linear systems. Criteria of stability. Stability by linear approximation.
8. Phase analysis of linear two-dimensional autonomous system with constant coefficients.
9. Limit cycles and periodic solutions. Criteria of periodicity. Aplications.
10. Partial differential equations of the first-order.
11. Initial problem. Characteristic system. Existence of solutions. General solution. First integrals. Pfaff’s equation.
12. Partial differential equations of the second-order. Classification of equations. Transformatin of variables. Wave equation, D’Alembert’s formula. Heat equation, Dirichlet’s problem.
13. Laplace‘s equation. Fourier’s method of separated variables.
Demonstrating of notions and methods with modern mathematical software.
Exercise in computer lab
Teacher / Lecturer
Syllabus
Directional fields of differential equations. Approximative solution of differential equations of the first and higher order. Characterization of circuits by differential equations.
Van der Pool's equation. Solution in the form of infinite series. Bessel's equation, Bessel's functions. Discussion of advantages and disadvantages of mathematical software. Phase trajectories of two dimensional dynamical system. Algorithms of solutions of linear systems with constant coefficients. Criteria of stability, software determination of stability. Partial differential equation of the first order. Using mathematical software for solution of basic classes of partial equations of the second-order.