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Ordinary differential equations occur in many scientific disciplines, including physics, chemistry, biology, and economics. [1] In addition, some methods in numerical partial differential equations convert the partial differential equation into an ordinary differential equation, which must then be solved.
Consider a linear non-homogeneous ordinary differential equation of the form = + (+) = where () denotes the i-th derivative of , and denotes a function of .. The method of undetermined coefficients provides a straightforward method of obtaining the solution to this ODE when two criteria are met: [2]
In mathematics, the method of characteristics is a technique for solving partial differential equations.Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation.
The method is named after Nathan M. Newmark, [1] former Professor of Civil Engineering at the University of Illinois at Urbana–Champaign, who developed it in 1959 for use in structural dynamics. The semi-discretized structural equation is a second order ordinary differential equation system,
For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).
The coefficients found by Fehlberg for Formula 1 (derivation with his parameter α 2 =1/3) are given in the table below, using array indexing of base 1 instead of base 0 to be compatible with most computer languages:
To solve the Stefan problem we not only have to solve the heat equation in each region, but we must also track the free boundary . The one-phase Stefan problem corresponds to taking either α 1 {\displaystyle \alpha _{1}} or α 2 {\displaystyle \alpha _{2}} to be zero; it is a special case of the two-phase problem.
Class of differential equation which may be solved exactly [2] Binomial differential equation (′) = (,) Class of differential equation which may sometimes be solved exactly [3] Briot-Bouquet Equation: 1 ′ = (,) Class of differential equation which may sometimes be solved exactly [4]