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1st order ODE with sampled function

  1. Apr 11, 2010 #1

    My question seems to be simple. I would like to numerically solve the following first order ODE to obtain v(x):

    v'(x) = b.[v(x) - f(x)] , given boundary condition v(+infinity) = 0 [b is a known constant]

    The problem is that f(x) is not known explicitly (f(x) is sampled at a dense x grid).

    Can you please help me? any hints will be appreciated...
  2. jcsd
  3. Apr 11, 2010 #2


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    Welcome to Physics Forums :smile:

    What is your application? Is this a homework or self-study problem?

    The standard 4th order Runge-Kutta method should work here. For details see practically any text on numerical solutions, or try google.
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