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Mathematics for Quantum Physics
lectures
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68a41a75
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68a41a75
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4 years ago
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Scarlett Gauthier
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Add phase portrait and existence and uniqueness
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!8
Differential Equations Lecture 1
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@@ -233,6 +233,41 @@ we will develop the general theory for linear equations which will allow us to
tackle such higher order equations. For now, we move on to considering systems
of coupled first order linear DE's.
# Systems of first order differential equations
An intuitive presentation of a system of coupled first order differential
equations can be given by a phase portrait. Before demonstrating such a portrait,
let us introduce notation that is useful for working with systems of DE's. Several
coupled DE's can be written down consicely as a single vector equation
$$
\d
ot{
**x**
}=
**f**
(
**x**
). $$
In such an equation the vector $
\d
ot{
**x**
}$ is the rate of change of a vector
quantity, for example the velocity which is the rate of change of the position
vector. The term $
**f**
(
**x**
)$ describes a vector field, which has one vecter
per point $
**x**
$. This type of equation can also be extended to include a time
varying vector field, $
**f**
(
**x**
,t)$.
In the phase portrait below the velocity of the little cars are determined by
the vector field $
**f**
(
**x**
)$, where the velocity corresponds to the slope of
each arrow. The position of each of the little cars is determined by an initial
condition. Since the field lines do not cross, and the cars begin on different
field lines, they will remain on different field lines.

If $
**f**
(
**x**
)$ is not crazy, for axample if it is continuous and
differentiable, then it is possible to prove the following two properties for
a system of first order linear DE's
1.
*Existence of solution*
: For any specified initial condition, there is a solution
2.
*Uniqueness of solution*
: Any point $
**x**
(t)$ is uniquely determined by the
initial condition and the equation i.e. we know where each point "came from"
$
**x**
(t'<t)$.
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