Register to reply

Numerically Solving ODE with Lagrange Multipliers

by davidkais
Tags: lagrange, multiplier, numerically, ode, solve
Share this thread:
davidkais
#1
Mar1-10, 10:07 AM
P: 1
Hi,

I'm trying to implement some equations from a paper. It comes down to a system of 2 coupled ODEs. In one of the ODEs, there are 3 Lagrange multipliers. The paper says that the three multipliers can be determined by three integral constraints (integrals of some functions of the solutions of the ODEs are equal to some value). I don't get how this can be numerically solved with any degree of efficiency. It appears to solve the ODEs you need to know the value of the Lagrange Multipliers, but to evaluate the Lagrange multipliers you need to know the solution of the ODE. My supervisor isn't too forthcoming with help - it seems he's very busy. The only way I can think of this solving this is to a try thousands of random multipliers and retain the multipliers which return the smallest error against the three defined constraints. Is there some common magical numerical technique for solving equations of this type? I presume there is as the paper from which I got the equations describes this part in little detail.

I can provide the functions and integrals in question, if necessary. I apologise if any parts were unclear. As you probably know, it's sometimes hard to describe maths with words.

Thanks,
David
Phys.Org News Partner Science news on Phys.org
Experts defend operational earthquake forecasting, counter critiques
EU urged to convert TV frequencies to mobile broadband
Sierra Nevada freshwater runoff could drop 26 percent by 2100

Register to reply

Related Discussions
Lagrange Multipliers Calculus & Beyond Homework 3
Lagrange Multipliers Calculus & Beyond Homework 14
LaGrange Multipliers Help! Calculus & Beyond Homework 2
Lagrange multipliers Calculus 2
LaGrange Multipliers Calculus 1