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ODEs in Engineering: Mech300 Guide

This document provides an overview of ordinary differential equations (ODEs) and their importance in modeling physical phenomena where the rate of change is important. It defines key concepts like the order of an ODE, reduction of order, and analytical and numerical methods for solving ODEs. Examples are given of first and second order ODEs modeling motion. Non-computer methods like analytical integration techniques are discussed. The document also distinguishes between initial and boundary value problems in solving ODEs.

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106 views7 pages

ODEs in Engineering: Mech300 Guide

This document provides an overview of ordinary differential equations (ODEs) and their importance in modeling physical phenomena where the rate of change is important. It defines key concepts like the order of an ODE, reduction of order, and analytical and numerical methods for solving ODEs. Examples are given of first and second order ODEs modeling motion. Non-computer methods like analytical integration techniques are discussed. The document also distinguishes between initial and boundary value problems in solving ODEs.

Uploaded by

rodi10
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Part Seven

Ordinary Differential Equations

1
Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Basics
Differential equation: an equation composed of an unknown function and its derivatives
Example: the falling parachutist

dv c v: dependent variable (function)


=g− v
dt m t: independent variable

Ordinary differential equation: if there is only one independent variable


Partial differential equation: if there are two or more independent variables

Order of ODE: the order of the highest derivative in the equation


d 2x dx
Example: second order ODE m 2
+ c + kx = 0
dt dt

Reduction of order: higher-order ODE can be reduced to a system of 1st-order ODE


dx  dx
2 y= y =
d x dx dt  dt
m + c + kx = 0  dy
dt 2 dt m + cy + kx = 0
 dt 2
Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Why Study Differential Equations?


Many physical phenomena are best formulated mathematically in terms of their rate of
change (which is derivative)!

Example: motion of a swinging pendulum

d 2θ g
2
+ sinθ = 0
dt l

dθ
: rate of change of θ
dt
d 2θ dθ
: rate of change of ( rate of change of rate of change of θ )
dt 2 dt

3
Mech300 Numerical Methods, Hong Kong University of Science and Technology.

ODE and Engineering Practice


Analytical/numerical
Fundamental laws methods
Empirical observations ODE Solutions

Sequence of the application of ODEs for Independent variable: spatial and temporal
engineering problems
4
Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Noncomputer Methods for Solving ODEs


Analytical integration
conversion techniques
Differential equation Integration Solution

dv
dt
c
=g− v
m
 c 
v = ∫  g − v  dt
 m 
v( t ) =
gm
c
(
1 − e −( c/m ) t )

One particular useful analytical integration technique: linearization


an(x)y(n) + an-1(x)y(n-1) + … +a1(x)y’+ a0(x)y = f(x)

This can be solved analytically!

d 2θ g Sinθ ≈ θ if θ is small d 2θ g
+ sinθ = 0 + θ =0
dt 2 l dt 2 l

(non-linear) (linear) 5
Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Solution by Integration
y = −0.5 x 4 + 4 x 3 − 10 x 2 + 8.5 x + 1

differentiation

dy
= −2 x 3 + 12 x 2 − 20 x + 8.5 x
dx

integration (
y = ∫ − 2 x 3 + 12 x 2 − 20 x + 8.5 dx )

y = −0.5 x 4 + 4 x 3 − 10 x 2 + 8.5 x + C

Multiple solutions

For an nth-order ODE, n conditions are required to obtain a unique solution


All n conditions are specified at a same value of x n conditions occur at different x

Initial-value problem Boundary-value problem 6


Mech300 Numerical Methods, Hong Kong University of Science and Technology.

Overall Structure

Initial-value
problem

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