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Going back in time in and initial value problem
solving coupled ODEs with initial-value and final-value constraintsOptimal ODE method for fixed number of RHS evaluations4th-order Runge-Kutta method for coupled harmonic oscillatorHow can I call the Boost C++ odeint Runge-Kutta integrator for a system of ODEs?Numerical solution of IVP for linear ODE with variable coefficient blows upObject falling with air resistance using Runge-KuttaODE System doesn't work when step size (h) is bigger than 1Prescribing variables as an excitation in Runge-Kutta methodAdam Bashforth 4 method: how to determine starting values and stil keep the the order of accuracyIs there any explicit symplectic Runge-Kutta method?
.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty margin-bottom:0;
$begingroup$
Consider an initial value problem (IVP) $y'=f(t,y)$ with the initial value given by $y(t=0) = 0$.
If I need to find $y(t^*)$, hence finding the path for $y$ in $t in [0,t^*]$ and $t^*<0$; is the problem then still an initial value problem? In other words can you go back in time in IVP.
The reason I ask is that I have an algorithm where in each step I need to solve for different $t^*$. I intend to use solve_ivp
in Python which is based on Runge-Kutta 45 method and I want to know if there are any theoretical contradictions when I apply RK45.
I know that if I will use Eulers method then there is no problem. But what about RK45. Will I get the desired result.
ode numerics
$endgroup$
add a comment |
$begingroup$
Consider an initial value problem (IVP) $y'=f(t,y)$ with the initial value given by $y(t=0) = 0$.
If I need to find $y(t^*)$, hence finding the path for $y$ in $t in [0,t^*]$ and $t^*<0$; is the problem then still an initial value problem? In other words can you go back in time in IVP.
The reason I ask is that I have an algorithm where in each step I need to solve for different $t^*$. I intend to use solve_ivp
in Python which is based on Runge-Kutta 45 method and I want to know if there are any theoretical contradictions when I apply RK45.
I know that if I will use Eulers method then there is no problem. But what about RK45. Will I get the desired result.
ode numerics
$endgroup$
add a comment |
$begingroup$
Consider an initial value problem (IVP) $y'=f(t,y)$ with the initial value given by $y(t=0) = 0$.
If I need to find $y(t^*)$, hence finding the path for $y$ in $t in [0,t^*]$ and $t^*<0$; is the problem then still an initial value problem? In other words can you go back in time in IVP.
The reason I ask is that I have an algorithm where in each step I need to solve for different $t^*$. I intend to use solve_ivp
in Python which is based on Runge-Kutta 45 method and I want to know if there are any theoretical contradictions when I apply RK45.
I know that if I will use Eulers method then there is no problem. But what about RK45. Will I get the desired result.
ode numerics
$endgroup$
Consider an initial value problem (IVP) $y'=f(t,y)$ with the initial value given by $y(t=0) = 0$.
If I need to find $y(t^*)$, hence finding the path for $y$ in $t in [0,t^*]$ and $t^*<0$; is the problem then still an initial value problem? In other words can you go back in time in IVP.
The reason I ask is that I have an algorithm where in each step I need to solve for different $t^*$. I intend to use solve_ivp
in Python which is based on Runge-Kutta 45 method and I want to know if there are any theoretical contradictions when I apply RK45.
I know that if I will use Eulers method then there is no problem. But what about RK45. Will I get the desired result.
ode numerics
ode numerics
edited 7 hours ago
GertVdE
5,4301535
5,4301535
asked 8 hours ago
k.dkhkk.dkhk
1495
1495
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1 Answer
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$begingroup$
This is technically still an IVP if you do an appropriate change of variables. Given your time is between $t in [t^*, 0]$, make a new time variable $tau = -t$ so that $tau in [0, -t^*]$ and you can modify the time derivatives accordingly. This means that you should have the differential equation $fracdydtau = -f(-tau, y)$ with $y(tau = 0) = 0$ as your new IVP. This implies that you should be able to use Runge-Kutta approaches just fine.
$endgroup$
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$begingroup$
This is technically still an IVP if you do an appropriate change of variables. Given your time is between $t in [t^*, 0]$, make a new time variable $tau = -t$ so that $tau in [0, -t^*]$ and you can modify the time derivatives accordingly. This means that you should have the differential equation $fracdydtau = -f(-tau, y)$ with $y(tau = 0) = 0$ as your new IVP. This implies that you should be able to use Runge-Kutta approaches just fine.
$endgroup$
add a comment |
$begingroup$
This is technically still an IVP if you do an appropriate change of variables. Given your time is between $t in [t^*, 0]$, make a new time variable $tau = -t$ so that $tau in [0, -t^*]$ and you can modify the time derivatives accordingly. This means that you should have the differential equation $fracdydtau = -f(-tau, y)$ with $y(tau = 0) = 0$ as your new IVP. This implies that you should be able to use Runge-Kutta approaches just fine.
$endgroup$
add a comment |
$begingroup$
This is technically still an IVP if you do an appropriate change of variables. Given your time is between $t in [t^*, 0]$, make a new time variable $tau = -t$ so that $tau in [0, -t^*]$ and you can modify the time derivatives accordingly. This means that you should have the differential equation $fracdydtau = -f(-tau, y)$ with $y(tau = 0) = 0$ as your new IVP. This implies that you should be able to use Runge-Kutta approaches just fine.
$endgroup$
This is technically still an IVP if you do an appropriate change of variables. Given your time is between $t in [t^*, 0]$, make a new time variable $tau = -t$ so that $tau in [0, -t^*]$ and you can modify the time derivatives accordingly. This means that you should have the differential equation $fracdydtau = -f(-tau, y)$ with $y(tau = 0) = 0$ as your new IVP. This implies that you should be able to use Runge-Kutta approaches just fine.
answered 6 hours ago
spektrspektr
2,4761913
2,4761913
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