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Re: Tricky differential equation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg41481] Re: Tricky differential equation
  • From: Alois Steindl <Alois.Steindl at jet2web.cc>
  • Date: Thu, 22 May 2003 06:53:12 -0400 (EDT)
  • Organization: Inst. f. Mechanics II, TU Vienna
  • References: <bafqej$6rq$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Luiz Melo <luiz.melo at polymtl.ca> writes:

> Hello everyone,
> 
> I'm trying to find the numerical solution of the following
> differential equation (r is the independent variable):
> 
> x''[r] + 1/r x'[r] + (p - 1/r^2)*Sin[x[r]]*Cos[x[r]] == 0 ,
> 
> with boundary conditions: x'[1] == 0 , and x[0] -> "has to be finite",
> 
Hello,
what's about the constant solutions x(r) = integer multiple of pi/2 ?

There might of course also be other solutions.

> but I'm having at least two problems:
> 
> 1) I don't know how to submit the BC "finite" to Mathematica;

You are considering a singular differential equation, which could have
bounded and unbounded solutions. If you linearize your equations
around the even multiples of pi/2, you have to replace the nonlinear
expression sin(x)*cos(x) by x and the resulting linear system has one
family of bounded solutions. (You should now really have a closer look
at Bessel functions) All these bounded solutions satisfy x(0)=0;
that gives you the corresponding boundary condition. (This statement
applies only to the linear system; for your equations you should
obtain x(0) = k*pi/2.) 
If you linearize your system at the odd multiples of pi/2, you get
oscillating solutions.
> 2) The coefficient p is about 10^4. For this reason, it seems
> that the Runge-Kutta method usually used for numerical
> integration of ordinary differential equations turns out
> to be unsuccessfull in our case. Do we need a special method
> to solve this?
> 
I would think that p isn't the problem, but the singularity at r=0.
For such problems I would use collocation methods (after some
analytical preparation).

You could also play around by starting at r=1 with some value of x(1)
and shoot backwards to some small value of r.
But I would really suggest to search for articles about singular
differential equations (I know that Eva Weinmueller did some
investigations in that area.)
Alois


-- 
Alois Steindl,                  Tel.: +43 (1) 58801 / 32558      
Inst. for Mechanics II,         Fax.: +43 (1) 58801 / 32598
Vienna University of Technology,
A-1040 Wiedner Hauptstr. 8-10   


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