Simulation Methods

Definition: ODE/PDE

Examples:

Spring with moving mounting

Cooling of a beer bottle

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Simulation Methods

Definition: ODE/PDE

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Simulation Methods

Definition: ODE/PDE

Examples:

ordinary differential equation (ODE) of second order

ordinary differential equation (ODE) of third order

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Simulation Methods

Definition: ODE/PDE

Examples:

partial differential equation (ODE) of second order (space derivative!)

partial differential equation (ODE) of first order

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Simulation Methods

Outlook on PDEs…

We will discuss/repeat later…

first partial derivatives

second partial derivative

(temperature) gradient

divergence (related to heat flux)

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Simulation Methods

Initial value problems

We have to define the starting values…

Example: growth of bacteria population N(t)

How can we determine the constant?

(initial value)

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Initial value problems

Illustration…

We compare the situation with finding the antiderivative:

Here C is the constant of integration.

Meaning:

We know the shape of F, but the position is unknown.

Variing C moves the curve up and down.

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Simulation Methods

Direction Field

We consider a first order ODE…

Geometrically this equation prescribes

By defining a (t,y)-grid, we obtain

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Definition: Initial Value Problem

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Definition: Initial Value Problem

Example:

Initial values:

In order to determine the constants, we have to solve the following system:

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Simulation Methods

Outlook: Boundary Value Problems

Example:

Loaded horizontal beam

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Simulation Methods

Reformulation as first order system

Observation:

We can transform any ODE into a system of first order ODES.

Example:

resolve with respect to the highest derivative…

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Simulation Methods

Reformulation as first order system

Observation:

We can transform any ODE into a system of first order ODES.

Example:

2nd order, thus introduce two new functions as follows

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Simulation Methods

Reformulation as first order system

Observation:

We can transform any ODE into a system of first order ODES.

Example: We can rewrite this in matrix-vector form…

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Reformulation as first order system

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Simulation Methods

Systems of first order ODEs

General form…

Introducing the following vectors yields…

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Systems of first order ODEs

Remarks…

… if all right hand sides 𝑏𝑖 (𝑡) are zero, we have a homogeneous system

… if there is a vector 𝑏 𝑡 ≠ 0 the vector is called the inhomogeneity

… in order to obtain a unique solution, we need n initial values:

… solution of the initial value problem:

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Simulation Methods

Systems of first order ODEs

Solution form for inhomogeneous systems od ODES

If 𝑏 is nonzero, the system is called inhomogeneous.

Then the solution has the following general form:

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Simulation Methods

Systems of first order ODEs

Solving systems with constant coefficients…

We now restrict our self to homogeneous systems with

There exists a solution algorithm for this type of problems…

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Systems of first order ODEs

Solving systems with constant coefficients…

© FH AACHEN UNIVERSITY OF APPLIED SCIENCES | FACHBEREICH Energietechnik | Prof. Dr. M. Pieper | WWW.FH-AACHEN.DE
Simulation Methods

Systems of first order ODEs

Solving systems with constant coefficients…

Example:

Eigenvalues:

Eigenvectors:

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Simulation Methods

Systems of first order ODEs

Solving systems with constant coefficients…

Example:

Solution:

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