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Third Order ODE Example

This document discusses numerically solving a third order Euler-Cauchy ordinary differential equation using MATLAB. The third order ODE is converted to a system of three first order ODEs by introducing new variables for each derivative. The numerical solution obtained from MATLAB is then plotted and compared to the known exact analytical solution to validate the approach. Code is provided that defines the system of equations and initial conditions, uses ode45 to solve it, and plots the numerical solution alongside the exact solution.

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206 views

Third Order ODE Example

This document discusses numerically solving a third order Euler-Cauchy ordinary differential equation using MATLAB. The third order ODE is converted to a system of three first order ODEs by introducing new variables for each derivative. The numerical solution obtained from MATLAB is then plotted and compared to the known exact analytical solution to validate the approach. Code is provided that defines the system of equations and initial conditions, uses ode45 to solve it, and plots the numerical solution alongside the exact solution.

Uploaded by

BuiThaiChien
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Third Order Euler-Cauchy ODE Example

Consider the third order Euler-Cauchy ordinary differential equation example that was solved
by hand in Example 4, p112 in the text. The problem is stated as
0 6 6 3
2 3
= ' + ' ' ' ' ' y y x y x y x (1)
The problem had the initial conditions 4 ) 1 ( , 1 ) 1 ( , 2 ) 1 ( = ' ' = ' = y y y , which produced the
following analytical solution
3 2
2 x x x y + = (2)
We now wish to use MATLAB (ode45) to find the numerical solution to this problem and
compare with result (2). Following the usual scheme we want to express the single 3
rd
order
ODE (1) as a system of three first order ODEs. The procedures are similar to our previous
second order example. So we first solve for the highest order derivative in the original equation
(1)
( ) y y x y x
x
y 6 6 3
1
2
3
+ ' ' ' = ' ' ' (3)
Next introduce the follow three new system variables
y y y y y y ' ' = ' = =
3 2 1
, , (4)
and thus we can re-write the original 3
rd
order ODE as
( )
1 2 3
2
3
3
3
2
2
1
6 6 3
1
y xy y x
x dx
dy
y
dx
dy
y
dx
dy
+ =
=
=
(5)
or as a matrix system
( )
(
(
(
(
(

+
=
(
(
(

'
'
'
1 2 3
2
3
3
2
3
2
1
6 6 3
1
y xy y x
x
y
y
y
y
y
(6)
This can then be numerically solved using MATLAB following the same procedures and coding
done in our previous examples. The following code handles this particular problem and the
figure illustrates the comparison with the exact analytical solution (2)













1 1.5 2 2.5 3 3.5 4 4.5 5
-90
-80
-70
-60
-50
-40
-30
-20
-10
0
10
x
y
Numerical Solution of x
3
y"'-3x
2
y"+6xy'-6y=0


Numerical Solution
Exact Solution
% MCE 372 Engineering Analysis Example Code - Prof. M. Sadd
% Solution of Third Order Euler-Cauchy ODE
% Example 4, p112 Text
% Comparison with Exact Analytical Solution
function main
clc;clear all;clf
% Enter initial condition matrix
yo=[2,1,-4];
[x,y]=ode45(@DE3,[1:0.1:5],yo);
plot(x,y(:,1),'k-','Linewidth',1.5)
xlabel('x'),ylabel('y'),grid on
title('Numerical Solution of x^3y''''+-3x^2y"+6xy''-6y=0')
hold on
% Plot Exact Solution
X=1:0.5:5;Y=2*X+X.^2-X.^3;
plot(X,Y,'or','markerfacecolor','r')
legend('Numerical Solution','Exact Solution')
function dydx=DE3(x,y)
% Computes Derivatives of Each Equation
dydx=[y(2);y(3);(3*x.^2.*y(3)-6*x.*y(2)+6*y(1))./(x.^3)];

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