UnitLevel 3Undergraduate

MTH3060 Advanced ordinary differential equations

Faculty of Science

MTH3060 Advanced ordinary differential equations is a level 3, 6-credit-point, undergraduate unit from the Faculty of Science, offered in 2023 in Semester 2 at Clayton. It has no prerequisites.

Credit points
6
Offered in 2023
Semester 2
Clayton
Assessment
Exam 60%
and 1 other task

This is the 2023 handbook entry. See the 2027 entry.

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Requisites

Before MTH3060

No prerequisites or corequisites besides the enrolment rules below.

After MTH3060

No unit lists MTH3060 as a prerequisite in the 2023 handbook.

Enrolment rules

PREREQUISITE: You must be enrolled in the Master of Financial Mathematics or have passed one of the following units: MTH2032 or MTH2040.

Overview

This unit examines two particular classes of ordinary differential equations: dynamical systems and boundary-value problems. The investigation of boundary-value problems considers Sturm-Liouville eigenvalues problems and orthogonal polynomials, shooting and direct matrix methods for the numerical investigation of boundary-value problems and iterative matrix methods. The second topic of dynamical systems considers analytical and numerical methods for planar autonomous systems, classification of critical points using eigenvalues and eigenvectors and perturbation methods for periodic and nearly periodic motion. Programming skills are developed in the context of the analytic and numerical investigation of advanced ordinary differential equations using MATLAB.

Offerings in 2023

Teaching periodCampusMode
Second semesterClaytonOn campus

Assessment

  • Continuous assessmentOther
    40%
  • Examination (3 hours and 10 minutes)ExamThreshold hurdle
    60%

Learning outcomes

When you finish this unit, you should be able to:

  1. 1

    Understand the importance of differential equations in modelling;

  2. 2

    Understand and solve Sturm-Liouville eigenvalue problems and use orthogonal polynomials to find exact solutions of boundary-value problems;

  3. 3

    Solve linear ordinary differential equations using series methods and Green's functions;

  4. 4

    Apply both analytical and numerical methods for the solution of planar autonomous systems;

  5. 5

    Classify critical points using eigenvalues and eigenvectors;

  6. 6

    Use perturbation methods for periodic and nearly periodic motion.

Workload and teaching

  • Seminars36 hours
  • Applied sessions22 hours
  • Teaching approachActive learning
  • Three 1-hour seminars;
  • One 2-hour applied class (in weeks 2-12) and
  • 7 hours of independent study per week.

Active learning will occur in lectures and applied classes.

Learning resources

Required resources

G. Birkhoff & G.‐C. Rota, Ordinary Differential Equations, 4th edition, Wiley, Hargrave-­Andrew Library 514.5 B619.O4 1984.

C.H. Edwards & D.E. Penney, Differential Equations and Boundary Value Problems, 3rd edition, Pearson/Prentice‐Hall, Hargrave‐Andrew Library 514.5 E26D 2004.

E. Kreyszig, Advanced Engineering Mathematics, 10th edition, Wiley, Hargrave-Andrew Library 510.2462 K92A 2011.

Where it fits

MTH3060 is part of 6 areas of study in the 2023 handbook.

Contacts

Chief Examiners
Professor Paul Cally
Unit Coordinators
Dr Theodore Vo

Common questions

What are the prerequisites for MTH3060?

MTH3060 has no prerequisites, but enrolment rules apply.

When is MTH3060 offered?

In 2023, MTH3060 runs in Semester 2 at Clayton.

Does MTH3060 have an exam?

Yes. The exam is worth 60% of the final mark, alongside 1 other task.

Which majors and minors include MTH3060?

MTH3060 is part of Applied mathematics; Financial and insurance mathematics; Mathematical statistics; and Mathematics.

More details

Credit points
6
Level
3
Study level
Undergraduate
Faculty
Faculty of Science
Organisational unit
School of Mathematics
Type
Coursework
EFTSL
0.125
Student contribution
SCA Band 1
Study abroad
Available