Scribd
Upload
86 views1 page

Review - Solutions of Ordinary Differential Equations: Example

This document provides an overview of methods for solving various types of ordinary differential equations (ODEs). It discusses solving first-order separable and linear ODEs by separating variables or multiplying by an integrating factor. For higher-order linear ODEs with constant coefficients, it shows rewriting the equation in terms of a linear operator and finding the roots. For nonlinear non-homogeneous ODEs, it outlines defining unknowns for each derivative and splitting the equation into a system of first-order equations solvable by Runge-Kutta methods.

Uploaded by

aly_wael71
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
86 views1 page

Review - Solutions of Ordinary Differential Equations: Example

This document provides an overview of methods for solving various types of ordinary differential equations (ODEs). It discusses solving first-order separable and linear ODEs by separating variables or multiplying by an integrating factor. For higher-order linear ODEs with constant coefficients, it shows rewriting the equation in terms of a linear operator and finding the roots. For nonlinear non-homogeneous ODEs, it outlines defining unknowns for each derivative and splitting the equation into a system of first-order equations solvable by Runge-Kutta methods.

Uploaded by

aly_wael71
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

Review - Solutions of Ordinary Differential Equations

Author: John M. Cimbala, Penn State University


Latest revision: 06 September 2007

First-Order, Separable, Ordinary Differential Equations


Example:
y = y(t)

dy
=C
dt

Example:
y = y(t)

ty

dy
=C
dt

Separate variables: ydy = Cdt


Solve: y 2 / 2 = Ct + C1

Separate variables: ydy =

2
Solve: y / 2 = C ln ( t ) + C1

C
dt
t

First-Order, Linear, Non-Homogeneous, Ordinary Differential Equations


Example:
y = y(x)

dy
+ P ( x) y = Q ( x)
dx

( Pdx )

Multiply each term by an integrating factor, v = exp

Solve: This leads to an exact differential on the LHS, which can be solved
easily.

Higher-Order, Linear, Homogeneous, Ordinary Differential Equations with Constant Coefficients


Example:
y = y(x)

d3y
dx 3

d2y
dx 2

dy
+ 6y = 0
dx

Rewrite in terms of a linear operator, D n y

(D3 - 4D2 + D + 6) y = 0
Factor the LHS: Here, (D + 1) (D - 2) (D - 3) y = 0
Find the roots of the LHS: Here the roots are -1, 2, and 3
Solve: y = C1e x + C2 e 2 x + C3e3 x

Example:
y = y(x)

d y

Example:
y = y(x)

dx 2

a2 y = 0

d y
+ a2y = 0
dx 2

dn y

dx n

: Here,

Rewrite in terms of the linear operator: Here, (D2 - a) y = 0


Factor the LHS: Here, (D - a) (D + a) y = 0
Find the roots of the LHS: Here the roots are a and -a
Solve: y = C1e ax + C2 e ax or y = C3 cosh(ax) + C4 sinh(ax)
Rewrite in terms of the linear operator: Here, (D2 + a) y = 0
Factor the LHS: Here, (D - ia) (D + ia) y = 0
Find the roots of the LHS: Here the roots are ia and -ia
Solve: y = C1eiax + C2 e iax or y = C3 cos(ax) + C4 sin(ax)

Higher-Order, Nonlinear, Non-Homogeneous, Ordinary Differential Equations


Example:
y = y(x)

d3y
dx

+ P ( x)

d2y

dy
+ = Q ( x)
2
dx
dx

Define N unknowns, where N is the highest order derivative of the


original equation: Here, N = 3, and define

d2y

dy
, F3 y
dx
dx
Split equation into N first-order equations, one for each F:
F1

, F2

dF3 dy
dF1 d 3 y
dF2 d 2 y
d 2 y dy
= 3 = Q( x) P ( x) 2 ,
=
= 2 ,
dx dx
dx dx
dx
dx
dx
dx
Define derivative array in standard Runge-Kutta form, in terms of the
N unknowns, F1, F2, ..., FN:
dF
dF
dF
D1 1 = Q( x) P( x) F1 F2 2 , D2 2 = F1 , D3 3 = F2
dx
dx
dx
Solve simultaneously for F1, F2, ..., FN using the Runge-Kutta
numerical technique and the boundary conditions.

You might also like