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Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation. An alternative method is to use techniques from calculus to obtain a series expansion of the ...
In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common in mathematical models and scientific laws ; therefore, differential equations play a prominent role in many disciplines ...
where the expression on the left denotes the second partial derivatives of f in x and y, respectively. This is the Poisson equation, and can be physically interpreted as some sort of heat conduction problem, or a problem in potential theory, among other possibilities. If we write f and g in Fourier series:
A particular solution is derived from the general solution by setting the constants to particular values, often chosen to fulfill set 'initial conditions or boundary conditions'. [22] A singular solution is a solution that cannot be obtained by assigning definite values to the arbitrary constants in the general solution.
This states that differentiation is the reverse process to integration. Differentiation has applications in nearly all quantitative disciplines. In physics, the derivative of the displacement of a moving body with respect to time is the velocity of the body, and the derivative of the velocity with respect to time is acceleration.
The method is based on finite differences where the differentiation operators exhibit summation-by-parts properties. Typically, these operators consist of differentiation matrices with central difference stencils in the interior with carefully chosen one-sided boundary stencils designed to mimic integration-by-parts in the discrete setting.
To find consistent initial values it is often necessary to consider the derivatives of some of the component functions of the DAE. The highest order of a derivative that is necessary for this process is called the differentiation index. The equations derived in computing the index and consistent initial values may also be of use in the ...
A numeric solution of the problem shows that the function is smooth and always decreasing to the left of =, and zero to the right. At η = 1 {\displaystyle \eta =1} , a slope discontinuity exists, a feature which the power series is incapable of rendering, for this reason the series solution continues decreasing to the right of η = 1 ...