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Differential equation in fortran

  1. Jul 7, 2011 #1
    I need to do numerical computation by fourth order Runge Kutta Algorithm
    in fortran. But I stuck in programming because the differential
    equation contains imaginary part.

    Take for e.g. the set of diff.equation are
    x'=(i)y *exp(iwt) ;where i is imaginary no. and w is constant!

    I tried to define complex function f and g as
    f=(0,y *exp(iwt))
    g=(0,x *exp(iwt))

    and i defined x and y as real (because the argument of the complex
    no.has to be real,right?/otherwise it doesn't accept)
    But after every iteration,the x and y becomes real as
    x=x0+some linear combination of the function f(which is complex)//and
    real +complex gives complex no. and hence shows error!!!
    So i unable to proceed further! So how should I proceed?
  2. jcsd
  3. Jul 10, 2011 #2


    User Avatar
    Science Advisor
    Homework Helper

    That is wrong, because your definitions of f and g are not the same as your differential equation.

    Try something like this:
    define ZI as a complex constant = (0.0, 1.0)
    Make X, Y, F and G all complex
    and then do
    F = ZI * X * exp(ZI * W * T)

    Alternatively, you could convert this to a set of equations in 4 real variables, the real and imaginary parts of x and y. Since exp(iwt) = cos wt + i sin wt

    If you write x = xr + i xi and y = yr + i yi, where xr, xi, yr, yi are real, then

    i * y *exp(iwt) = (i yr - yi) (cos wt + i sin wt)
    = -yi cos wt + yr sin wt + i (yr cos wt - yi sin wt)

    So you would have

    xr' = -yi cos wt + yr sin wt
    xi' = yr cos wt - yi sin wt
    and similar equations for yr' and yi'
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