- #1
jorgdv
- 29
- 0
Hello all,
I would like to know how to impose a normalization condition to numerically solving an ODE. For simplicity let's consider the example
[tex] \frac{dy}{dx}=y [/tex]
You could use different methods using an initial value, but if you consider the interval [tex][x_0,x_1][/tex] and [tex] \int_{x_0}^{x_1} y(x)dx=1 [/tex] How would you impose that condition in a numerical scheme (instead of the initial value condition)?
This arises in the context of PDEs over PDFs, such as Fokker-Planck equations. I consider the ODE case for simplicity.
Thank you very much
I would like to know how to impose a normalization condition to numerically solving an ODE. For simplicity let's consider the example
[tex] \frac{dy}{dx}=y [/tex]
You could use different methods using an initial value, but if you consider the interval [tex][x_0,x_1][/tex] and [tex] \int_{x_0}^{x_1} y(x)dx=1 [/tex] How would you impose that condition in a numerical scheme (instead of the initial value condition)?
This arises in the context of PDEs over PDFs, such as Fokker-Planck equations. I consider the ODE case for simplicity.
Thank you very much