Systems of ODEs

Level UniversityDifficulty ★★★★★Concept⌖ Open in the map

What is it?

Several coupled unknowns, 𝐱′=F(𝐱)\mathbf x' = F(\mathbf x). For linear systems 𝐱′=A𝐱\mathbf x' = A\mathbf x the solution is eAt𝐱0e^{At}\mathbf x_0 and the eigenvalues of AA decide growth, decay and oscillation.

Formulas

𝐱′=A𝐱  ⟹  𝐱(t)=eAt𝐱0,eAt=∑k≥0(At)kk!\mathbf x' = A\mathbf x \implies \mathbf x(t) = e^{At}\mathbf x_0, \qquad e^{At} = \sum_{k\ge0}\frac{(At)^k}{k!}
S˙=−βSI,I˙=βSI−γI,R˙=γI\dot S = -\beta SI, \quad \dot I = \beta SI - \gamma I, \quad \dot R = \gamma I
SIR epidemic model

Where it shows up in computing

  • Population and epidemic models★★★★★fundamentalPhysics and simulation

    SIR/SEIR epidemics and Lotka–Volterra predator–prey models are nonlinear ODE systems.

  • N-body gravitational simulation★★★★★fundamentalPhysics and simulation

    NN gravitating bodies give 6N6N coupled first-order equations.

  • Robot dynamics★★★★★frequentRobotics and control

    A robot's equations of motion M(q)q¨+C(q,q˙)q˙+g(q)=τM(q)\ddot q + C(q,\dot q)\dot q + g(q) = \tau form a coupled system.

Where is it used?

Computing topics reachable from here, through the chain of ideas that leads to them:

What depends on it

This page has the essentials. A fuller treatment (intuition, formal definition, worked example) is on the way.

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