## Solution to ordinary differential equations posed as definite integral

This blog is an example to show the use of second fundamental theorem of calculus in posing a definite integral as an ordinary differential equation.  This plays a prominent role in showing how we can use numerical methods of ordinary differential equations to conduct numerical integration.

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## Reducing ordinary differential equations to state variable matrix form

To be able to solve differential equations numerically, one has to reduce them to a set of first order ordinary differential equations – also called the state variable form.  By writing them in a matrix form, the equations become conducive for programming in languages such as MATLAB.  Here is an example of this reduction to state variable matrix form.

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• the Massive Open Online Course (MOOCs) available at

## An FE Exam Math Problem in Ordinary Differential Equations

“The Fundamentals of Engineering (FE) exam is generally the first step in the process of becoming a professional licensed engineer (P.E.). It is designed for recent graduates and students who are close to finishing an undergraduate engineering degree from an EAC/ABET-accredited program” – FE Exam NCEES

For most engineering majors, mathematics is a required part of the examination. Here is a question from ordinary differential equations.

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## Euler’s Method Example for FE Exam

“The Fundamentals of Engineering (FE) exam is generally the first step in the process of becoming a professional licensed engineer (P.E.). It is designed for recent graduates and students who are close to finishing an undergraduate engineering degree from an EAC/ABET-accredited program” – FE Exam NCEES

For most engineering majors, numerical methods is a required portion of the math part of the examination. Here is an example of using Euler’s method to numerically solve an ordinary differential equation.

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• Holistic Numerical Methods Open Course Ware:
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• the Massive Open Online Course (MOOCs) available at

## Global truncation error in Euler’s method

Illustrate through an example that the global truncation error in Euler’s method is proportional to the step size.

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## Local truncation error is approximately proportional to square of step size in Euler’s method

Question: Show that the local truncation error in Euler’s method is proportional to the square of the step size.

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## Repeated roots in ordinary differential equation – next independent solution – where does that come from?

When solving a fixed-constant linear ordinary differential equation where the characteristic equation has repeated roots, why do we get the next independent solution in the form of x^n*e^(m*x)?  Show this through an example.

See this pdf file for the answer.

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## Example: Solving a first order ODE by Laplace transforms

I have a audiovisual digital lecture on YouTube that shows the use of Euler’s method to solve a first order ordinary differential equation (ODE).  To show the accuracy of Euler’s method,  I compare the approximate answer to the exact answer.  A YouTube viewer asked me: How did I get the exact answer?

In this blog, I use the Laplace transform technique to find the exact answer to the ODE.  In a previous blog, I showed how to find the exact answer to the ODE by the classicial solution technique.

The pdf file of the solution is also available.

## Classical Solution Technique to Solve a First Order ODE

I have a audiovisual digital lecture on YouTube that shows the use of Euler’s method to solve a first order ordinary differential equation (ODE).  To show the accuracy of Euler’s method,  I compare the approximate answer to the exact answer.  A YouTube viewer asked me: How did I get the exact answer?

In this blog, I use the classical solution technique to find the exact answer to the ODE.  In a previous blog, I showed how to find the exact answer to the ODE by the integrating factor method.

The pdf file of the solution is also available.