On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals

32 Pages Posted: 26 Nov 2016 Last revised: 25 Jan 2017

Ahsan Amin

Infiniti Derivatives Technologies

Date Written: November 26, 2016

Abstract

Our goal is to give a very simple, effective and intuitive algorithm for the solution of initial value problem of ODEs of 1st and arbitrary higher order with general i.e. constant, variable or nonlinear coefficients and the systems of these ordinary differential equations. We find an expansion of the differential equation/function to get an infinite series containing iterated integrals evaluated solely at initial values of the dependent variables in the ordinary differential equation. Our series represents the true series expansion of the closed form solution of the ordinary differential equation. The method can also be used easily for general 2nd and higher order ordinary differential equations. We explain with examples the steps to solution of initial value problems of 1st order ordinary differential equations and later follow with more examples for linear and non-linear 2nd order and third order ODEs. We have given mathematica code for the solution of nth order ordinary differential equations and show with examples how to use the general code on 1st, 2nd and third order ordinary differential equations. We also give mathematica code for the solution of systems of a large number of general ordinary differential equations each of arbitrary order. We give an example showing the ease with which our method calculates the solution of system of three non-linear second order ordinary differential equations.

Keywords: Ordinary Differential Equations

Suggested Citation

Amin, Ahsan, On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals (November 26, 2016). Available at SSRN: https://ssrn.com/abstract=2872598 or http://dx.doi.org/10.2139/ssrn.2872598

Ahsan Amin (Contact Author)

Infiniti Derivatives Technologies ( email )

Pakistan

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