What you will study
This module is presented as three books.
Book 1: Fundamental concepts of dynamics
The first book considers ordinary differential equations, Newton's second law, conservation of energy, and the concepts of fixed point, limit cycles and constants of motion. It will also introduce a framework for discussing random processes, such as random walks.
Book 2: Deterministic dynamics
The second book will develop some more advanced concepts. In the case of conservative systems, it introduces the calculus of variations and develops Lagrangian dynamics from Hamilton's principle. In the case of dissipative systems, it will consider the use of maps to model dynamical processes. `Chaos' will be defined and explored using the strange attractor. The book will introduce the notions of Lyapunov exponents, fractal dimensions of attractors, and their connection via the `Lyapunov dimension' formula.
Book 3: Stochastic processes and diffusion
Finally, the third book will investigate the random walk as the archetypical random dynamical process, and explain its connection to the diffusion equation. Fourier methods (both series and transforms) will be treated by illustrating their role in treatment of the diffusion equation and probability theory. The module will conclude with a look at some further applications of random dynamical systems, including the models used for option pricing in mathematical finance.
The module will use the Maxima computer algebra system to illustrate how computers are used to explore properties of dynamical systems. You will be required to use Maxima in some of the assignments, but it will be possible to complete the module without very extensive use of this package. However, there will be plenty of optional exercises which illustrate the power of computers for exploring the properties of dynamical systems.
Understanding how to analyse dynamical processes is a central competence for using mathematics in science, engineering, and economics. Mastering the material in this module will give you powerful tools used by practising applied mathematicians.