MATLAB: Solving Integro-differential equation with limited integral

integro_differential_limited_integral

Hi,
 How can I solve this equation numerically using matlab
w''''=w''*int(w'^2,0,1)
I tried using the standard form of ODE function, the only problem I faced is how to represent that limited integral Thanks

Best Answer

Write your integro-differential equation as
w1'=w2
w2'=w3
w3'=w4
w4'=w3*integral_{t=0}^{t=1}w2^2(t') dt'
Then discretize the interval [0:1] in n subintervals 0=t(1)<t(2)<...<t(n)=1.
Compute the derivatives as
wj'(t(i))=(wj(t(i+1))-wj(t(i)))/dt (j=1,2,3,4)
and compute the integral using the trapezoidal rule.
You'll arrive at a polynomial system (order 3) of equations for the unknowns
wj(t(2)),wj(t(3)),...,wj(t(n)) (j=1,2,3,4)
which can be solved by fsolve, e.g.
No chance to use ODE45 in this case.
Another way might be to use ODE45 and iteratively adjust the value of the integral, but I'm not sure whether this method will converge.
Good luck !
Best wishes
Torsten.
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