How do I solve a PDE which included composition of functions?
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I have a PDE which has to be solved iteratively. The equation is,
with initial condition 
Here y represents the iteration number and not a power of second derivative. Each y will have its own set of parameters. That is the vectors, matrices and probability generating functions F(s,t)
So I start with y=1 and solve
Next I want to extract the value for 𝐹1(𝑠,𝑡) 𝑠=[0,...,0].
Then I got to iteration y=2 and solve
In the second iteration,s has been replaced with the probability generating function of the previous iteration, so it takes up the pgf which
started in the first iteration with initial condition that was specified then. So the pgf has evolved. Now I want to find at y=2 for t∈[0,1] the value of
when 𝑠=[0,...,0]. How do I solve this numerically on matlab?
Point to remember is that all methods I have tried including ODE45 solver is taking the solution of the previous iteration which is the value when 𝑠=[0,...,0] and using it in the second iteration. This is not what I need actually. I need to use the previous function in the second iteration and solve it as an independent system of matrix differential equation. Would be great if I could get some help on this?
1 Comment
Thisaakhya
on 25 Feb 2025
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