Back Euler method for 2nd order d.e

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Discussion Overview

The discussion focuses on the application of the backward Euler method for solving second-order differential equations (d.e) and its potential extension to systems of four ordinary differential equations (odes). Participants explore the formulation of the method and its implications for specific equations.

Discussion Character

  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant asks how to apply the backward Euler method to second-order differential equations.
  • Another participant suggests rewriting the second-order equation as two first-order equations involving the variables y and p, where dy/dx = p and d²y/dx² = dp/dx.
  • There is a proposal that the backward Euler method can be extended to a system of four odes by representing the variables as a vector and rewriting the equations accordingly.
  • A participant seeks clarification on how the backward Euler scheme would be structured for a specific system of equations, y⁴ = 1/y², with given initial conditions.
  • Responses indicate that the scheme for the vector form would mirror that of the scalar case, suggesting a similar structure in the application of the method.

Areas of Agreement / Disagreement

Participants generally agree on the approach of rewriting second-order equations as first-order systems and extending the method to multiple equations. However, the specific implementation details and the application to the example provided remain open for further discussion.

Contextual Notes

There are unresolved details regarding the specific formulation of the backward Euler scheme for the proposed system and the implications of the initial conditions on the solution process.

pgioun
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Hi,
How can one use back Euler method for 2nd order d.e?

Is it possible this method to be expanded for a system of 4 odes?

Thanks
 
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pgioun said:
Hi,
How can one use back Euler method for 2nd order d.e?

Write ##dy/dx = p## and ##d^2y/dx^2 = dp/dx##, then solve two first order equations for ##y## and ##p##. (The first equation is your original DE rewritten using ##y##, ##p##, and ##dp/dx##. The second equation is just ##dy/dx = p##).

Is it possible this method to be expanded for a system of 4 odes?
Yes. Just write the 4 variables as a vector, so your equiations become one equation like $$\frac{d}{dx}\begin{pmatrix}y_1 \\ y_2 \\ y_3 \\ y_4\end{pmatrix} = f\begin{pmatrix}y_1 \\ y_2 \\ y_3 \\ y_4\end{pmatrix} + g(x)$$
 
AlephZero said:
Write ##dy/dx = p## and ##d^2y/dx^2 = dp/dx##, then solve two first order equations for ##y## and ##p##. (The first equation is your original DE rewritten using ##y##, ##p##, and ##dp/dx##. The second equation is just ##dy/dx = p##).


Yes. Just write the 4 variables as a vector, so your equiations become one equation like $$\frac{d}{dx}\begin{pmatrix}y_1 \\ y_2 \\ y_3 \\ y_4\end{pmatrix} = f\begin{pmatrix}y_1 \\ y_2 \\ y_3 \\ y_4\end{pmatrix} + g(x)$$

Ok.. and then how the back Euler scheme will be like..?
If it was one ode it would be: [itex]y_{n+1}[/itex]=[itex]y_{n}[/itex]+f( [itex]y_{n+1}[/itex], [itex]t_{n+1}[/itex]).
To be more specific I want to solve the system:[itex]y^{4}[/itex]=1/[itex]y^{2}[/itex], with y(0)=0,y''(0)=0, applying this method..
Thanks.
 
pgioun said:
Ok.. and then how the back Euler scheme will be like..?

It looks exactly the same. Just replace the scalar y with the vector.
 

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