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ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
System of Initial Value
Problems
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Objectives
• The need for a system of ODE’s will be
clarified
• Transforming a higher order linear ODE
into a set of 1st
order ODE’s
• Applying the techniques of solution to a
set of 1st
order ODE’s
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Second Order Initial Value
Problems
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Transformation!
• Most of the numerical methods of solving
initial value problems handle 1st
order
initial value problems
• Most of the realistic problems involve 2nd
order initial value problems!
• A transformation must be performed!!!
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Example
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Current in an LRC circuit
( )tE
C
q
Ri
dt
di
L =++
2
2
dt
qd
dt
di
dt
dq
i =⇒=Where:
Giving: ( )tE
C
q
dt
dq
R
dt
qd
L =++2
2
OR:
( )tE
C
q
qRqL =++ 
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Introducing new variables:
• Let:
• Which gives:
• In matrix form:
qxqx == 21 &
( )tEx
LC
x
L
R
x
xx
+−−=
=
122
21
1


( )





+














−−
=






tEx
x
L
R
LC
x
x 0
1
10
2
1
2
1


ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
In Matrix Form
{ } [ ]{ } { }uxAx +=
( )





+














−−
=






tEx
x
L
R
LC
x
x 0
1
10
2
1
2
1


ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Applying the Numerical
Techniques
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Euler Method (No Excitation)
• The equation is:
• Applying Euler
method:
• Or:
{ } [ ]{ }xAx =
{ } { } [ ]{ }tttt xAtxx ∆+=∆+
ttt
x
x
L
R
LC
t
x
x






















−−
∆+





=






∆+ 2
1
2
1
1
10
10
01
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
R-K 2nd
Order Method
• The equation is:
• Applying R-K 2nd
order method:
• Finally:
{ } [ ]{ }xAx =
{ } [ ]{ }txAk =1
{ } { }( )21
2
1
2
1
2
kk
t
x
x
x
x
ttt
+
∆
+






=






∆+
{ } [ ] { } { }( )12 ktxAk t ∆+=
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Summary
• Revise the numerical solution of initial
value problems
• Rewriting the second order ODE as a set
of two 1st
order ODE’s
• Applying the numerical solution
techniques to a set of 1st
order ODE’s
ENEM602 Spring 2007
Dr. Eng. Mohammad Tawfik
Homework #9
1. Derive the Euler
formula for a system
of initial value
problems of the
form:
2. Use the above
formula to write
down the Euler
solution of excited
circuit in matrix form
{ } [ ]{ } { }uxAx +=
( )tEq
LC
q
L
R
q =++
1


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11 initial value problems system

  • 1. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik System of Initial Value Problems
  • 2. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Objectives • The need for a system of ODE’s will be clarified • Transforming a higher order linear ODE into a set of 1st order ODE’s • Applying the techniques of solution to a set of 1st order ODE’s
  • 3. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Second Order Initial Value Problems
  • 4. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Transformation! • Most of the numerical methods of solving initial value problems handle 1st order initial value problems • Most of the realistic problems involve 2nd order initial value problems! • A transformation must be performed!!!
  • 5. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Example
  • 6. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Current in an LRC circuit ( )tE C q Ri dt di L =++ 2 2 dt qd dt di dt dq i =⇒=Where: Giving: ( )tE C q dt dq R dt qd L =++2 2 OR: ( )tE C q qRqL =++ 
  • 7. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Introducing new variables: • Let: • Which gives: • In matrix form: qxqx == 21 & ( )tEx LC x L R x xx +−−= = 122 21 1   ( )      +               −− =       tEx x L R LC x x 0 1 10 2 1 2 1  
  • 8. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik In Matrix Form { } [ ]{ } { }uxAx += ( )      +               −− =       tEx x L R LC x x 0 1 10 2 1 2 1  
  • 9. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Applying the Numerical Techniques
  • 10. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Euler Method (No Excitation) • The equation is: • Applying Euler method: • Or: { } [ ]{ }xAx = { } { } [ ]{ }tttt xAtxx ∆+=∆+ ttt x x L R LC t x x                       −− ∆+      =       ∆+ 2 1 2 1 1 10 10 01
  • 11. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik R-K 2nd Order Method • The equation is: • Applying R-K 2nd order method: • Finally: { } [ ]{ }xAx = { } [ ]{ }txAk =1 { } { }( )21 2 1 2 1 2 kk t x x x x ttt + ∆ +       =       ∆+ { } [ ] { } { }( )12 ktxAk t ∆+=
  • 12. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Summary • Revise the numerical solution of initial value problems • Rewriting the second order ODE as a set of two 1st order ODE’s • Applying the numerical solution techniques to a set of 1st order ODE’s
  • 13. ENEM602 Spring 2007 Dr. Eng. Mohammad Tawfik Homework #9 1. Derive the Euler formula for a system of initial value problems of the form: 2. Use the above formula to write down the Euler solution of excited circuit in matrix form { } [ ]{ } { }uxAx += ( )tEq LC q L R q =++ 1 