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Boundary-Value and Eigenvalue Problems Chapter 27
by Lale Yurttas, Texas AM University Chapter 27 Boundary-Value and Eigenvalue ProblemsChapter 27 An ODE is accompanied by auxiliary conditions. These conditions are used to evaluate the integral that result during the solution of the equation. An nth order equation requires n conditions. If all conditions are specified at the same value of the independent variable, then we have an initial-value problem. If the conditions are specified at different values of the independent variable, usually at extreme points or boundaries of a system, then we have a boundary-value problem. Figure 27.1 General Methods for Boundary-value Problems Figure 27.2 The Shooting Method/ Converts the boundary value problem to initial-value problem. A trial-and-error approach is then implemented to solve the initial value approach. For example, the 2nd order equation can be expressed as two first order ODEs:An initial value is guessed, say z010. The solution is then obtained by integrating the two 1st order ODEs simultaneously. Using a the RK method shown in class.Using Goal seek- one obtains T10200. for z018.11654 Using a 4th order RK method with a step size of 2: T10168.3797. This differs from T10200. Therefore a new guess is made, z020 and the computation is performed again. z020 T10285.8980 Since the two sets of points, z, T1 and z, T2, are linearly related, a linear interpolation formula is used to compute the value of z0 as 12.6907 to determine the correct solution. Figure 27.3 Finite Differences Methods. The most common alternatives to the shooting method. Finite differences are substituted for the derivatives in the original equation.Finite differences equation applies for each of the interior nodes. The first and last interior nodes, Ti-1 and Ti+1, respectively, are specified by the boundary conditions. Thus, a linear equation transformed into a set of simultaneous algebraic equations can be solved efficiently. Tridiagonal Systems A tridiagonal system has a bandwidth
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