Solution of Linear System of Simultaneous Ordinary Differential Equations Using Euler`s and Heun`s Methods Using Excel Spreadsheet

2002 ◽  
Vol 2 (2) ◽  
pp. 262-269
Author(s):  
Fae`q A.A. Radwan .
2011 ◽  
Vol 2011 ◽  
pp. 1-21 ◽  
Author(s):  
Sakka Sookmee ◽  
Sergey V. Meleshko

The necessary form of a linearizable system of two second-order ordinary differential equations y1″=f1(x,y1,y2,y1′,y2′), y2″=f2(x,y1,y2,y1′,y2′) is obtained. Some other necessary conditions were also found. The main problem studied in the paper is to obtain criteria for a system to be equivalent to a linear system with constant coefficients under fiber preserving transformations. A linear system with constant coefficients is chosen because of its simplicity in finding the general solution. Examples demonstrating the procedure of using the linearization theorems are presented.


2017 ◽  
Vol 22 (2) ◽  
pp. 213-227
Author(s):  
Gailė Paukštaitė ◽  
Artūras Štikonas

In this paper, we investigate the linear system of first order ordinary differential equations with nonlocal conditions. Green’s matrices, their explicit representations and properties are considered as well. We present the relation between the Green’s matrix for the system and the Green’s function for the differential equation. Several examples are also given.


2001 ◽  
Vol 8 (4) ◽  
pp. 645-664
Author(s):  
M. Ashordia ◽  
N. Kekelia

Abstract Necessary and sufficient conditions and effective sufficient conditions are established for the so-called ξ-exponentially asymptotic stability of the linear system 𝑑𝑥(𝑡) = 𝑑𝘈(𝑡) · 𝑥(𝑡) + 𝑑𝑓(𝑡), where and are respectively matrix- and vector-functions with bounded variation components, on every closed interval from [0, +∞[ and ξ : [0, +∞[ → [0, +∞[ is a nondecreasing function such that .


1996 ◽  
Vol 10 (1) ◽  
pp. 153-163 ◽  
Author(s):  
Kaisheng Fan

An implementable on-line approach to solve the nonlinear filtering equation for a partially observed system in which both the state and observation processes are jump processes is presented. By making use of the special structure of jump processes, the new method allows us to obtain the solution of the resulting nonlinear filtering equation from solving a linear system of ordinary differential equations and a linear system of algebraic equations recursively and via a simple normalization procedure.


1999 ◽  
Vol 10 (2) ◽  
pp. 223-223
Author(s):  
S. C. ANCO ◽  
G. BLUMAN

Volume 9 (1998), pp. 245–259The last sentence of §3.2 should read as follows:For n=4, the splitting yields six such linear PDEs from the coefficients of the terms involving Y(6), Y(4), Y(5), Y(5), Y(4)3, Y(4)2 and Y(4).In the first paragraph of §6, the penultimate sentence should read as follows:For an nth-order scalar ODE the determining equations are a linear system of PDEs consisting of the adjoint of the determining equation for symmetries of the nth-order ODE and additional equations when n[ges ]2.We apologise for the errors in the above paper and hope that no inconvenience has been caused to readers.


2018 ◽  
Vol 26 (3) ◽  
pp. 395-410 ◽  
Author(s):  
Vyacheslav I. Maksimov

AbstractThe problem of reconstructing an unknown input under measuring a part of phase coordinates of a system of ordinary differential equations is considered. We propose a solving algorithm that is stable to perturbations and is based on the combination of ideas from the theory of dynamical inversion and the theory of guaranteed control. The algorithm consists of two blocks: the block of dynamical reconstruction of unmeasured coordinates and the block of dynamical reconstruction of an input.


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