Aren't differential equations annoying? They can be quite confusing and incredibly difficult to solve, even the simple first order ones!
Well here's a simple way to solve simple first order differential equations:
Take the example (I don't know how to use LaTex, so excuse the dodgy-ness)
a x'(t) + b x(t) = c Initial condition: x[T] = Y {some time T}
Rearrange to obtain A x'(t) + x(t) = C (ie coefficient of x(t) = 1)
Differential equations have a particular and homogenous solution which are added together to form a total solution. In this case:
Total solution
Finding the real solution with initial conditions
This will give D = (Y - C) / exp[-T/A]
For T=0, this gives D = Y - C
Thus, a general solution to A x'(t) + x(t) = C Initial condition: x[T] = Y {any T}
is x(t) = C + (Y-C / exp[-T/A]) exp[-t/A]
= C + (Y-C)exp[(T-t)/A] for T=0 x(t) = C + (Y-C)exp(-t/A)
ie 6x'[t]+3x[t]=18; x[0] = 14
–> 2x'[t]+x[t]=6
–> x[t] = 6 + 8exp[-t/2]
This is particularly useful for solving LR and RC circuits in electrical engineering, which is where my inspiration for this came from.
Tricki
Comments
method of undetermined coefficients?
Wed, 22/04/2009 - 07:28 — jaspercrowneIt would be better to give this article a more specific name, and place it into a hierarchy under the Differential equations front page. In particular "simple" is not a well-defined term here. Presumably "linear" is what is meant, and furthermore a better discussion of linearity should be given, in order to motivate the separation into "homogeneous" and "particular" solutions.
Post new comment
(Note: commenting is not possible on this snapshot.)