1

METHOD OF ORTHOGONAL
COLLOCATION FOR ODEs

Saleth Causil Durango

Master in chemical engineering

Advanced mathematics
Universidad de Antioquia

May 17, 2019

 Method of Orthogonal Collocation for ODEs
Method of Orthogonal Collocation.
Introduction.
Boundary conditions
The orthogonal
collocation method
Orthogonal polynomials
2
Classification of equations
To transform the partial/ordinary
differential equations into a set of
algebraic equations
Chemical engineering
applications
 Process modelling
 Separation processes
 Process control
 Transport processes
 Method of Orthogonal Collocation 3

Method of Orthogonal Collocation.

Theory.

Classification
of equations

Type Order Linearity

PDE 1st Linear Non-Linear

ODE 2nd Homogeneous

Non-
Homogeneous
 Method of Orthogonal Collocation 4

Method of Orthogonal Collocation.

Theory.

Boundary Dirichlet boundary condition

conditions

𝒚(𝐚𝟏 ) = 𝜶
𝐚𝟏 , 𝐚𝟐 , 𝛂, 𝛃 𝛜 ℝ
𝒚(𝐚𝟐 ) = 𝜷

𝐝𝟐 𝐲 𝐝𝐲
𝟐
+𝐩 𝐱 + 𝐠(𝐱)𝐲 = 𝐟(𝐱, 𝐲, 𝐲 ′ , 𝐲")
𝐝𝐱 𝐝𝐱
Neumann boundary condition

𝒅
𝒚(𝐚𝟏 ) = 𝜶
𝒅𝒙
𝐚𝟏 , 𝐚𝟐 , 𝛂, 𝛃 𝛜 ℝ
𝒅
𝒚(𝐚𝟐 ) = 𝜷
𝒅𝒙
 Method of Orthogonal Collocation 4

Method of Orthogonal Collocation.

Theory.

Boundary Cauchy boundary condition

conditions

𝒚(𝐚𝟏 ) = 𝜶
𝒅 𝐚𝟏 , 𝐚𝟐 , 𝛂, 𝛃 𝛜 ℝ
𝒚(𝐚𝟏 ) = 𝜷
𝒅𝒙
𝐝𝟐 𝐲 𝐝𝐲 ′ , 𝐲")
+ 𝐩 𝐱 + 𝐠(𝐱)𝐲 = 𝐟(𝐱, 𝐲, 𝐲
𝐝𝐱 𝟐 𝐝𝐱

Robbin boundary condition

𝒅
𝐚𝟏 𝒚 𝟎 − 𝐚𝟏 𝒚(𝟎) = 𝒇(𝟎)
𝒅𝒙 𝐚𝟏 , 𝐚𝟐 , 𝛂, 𝛃 𝛜 ℝ
𝒅 𝛀 = [𝟎, 𝟏]
𝐚𝟏 𝒚 𝟏 + 𝐚𝟏 𝒚(𝟏) = 𝒇(𝟏)
𝒅𝒙
 Method of Orthogonal Collocation 5

Method of Orthogonal Collocation.

Theory.

Orthogonal Jacobi Polynomials

polynomials
 Gegenbauer polynomials
 Chebyshev polynomials
𝑏
 Legendre polynomials

න 𝑃𝑛 𝑥 𝑃𝑚 𝑥 𝑤 𝑥 𝑑𝑥 = ℎ𝑛 𝛿𝑛𝑚
Laguerre Polynomials
𝑎

0 𝑖𝑓 𝑛 ≠ 𝑚
𝛿𝑛𝑚 =
1 𝑖𝑓 𝑛 = 𝑚
Hermite Polynomials
 Method of Orthogonal Collocation 6

Method of Orthogonal Collocation.

Introduction.

Orthogonal
Jacobi Polynomials
polynomials
𝛼,𝛽
𝐽𝑛 (x)
Ω = [−1, 1]
Differential equation
𝛼,𝛽
1 − x 2 y ′′ + β − α − 𝛼 + 𝛽 + 2 x y ′ + n n + α + β + 1 y = 0 ∴ 𝑦 = 𝐽𝑛 (x)

Recurrence relation
𝛼,𝛽
𝛼,𝛽 2n + α + β − 1 [ 2n + α + β 2n + α + β − 2 𝑥 + 𝛼 2 − 𝛽 2 ]𝐽𝑛−1 (x)
𝐽𝑛 (x) =
2𝑛 n + α + β 2n + α + β − 2
𝛼,𝛽
2 𝑛 + 𝛼 − 1 𝑛 + 𝛽 − 1 2n + α + β 𝐽𝑛−2 (x)
−
2𝑛 n + α + β 2n + α + β − 2
 Method of Orthogonal Collocation 6

Method of Orthogonal Collocation.

Theory.

Orthogonal
Jacobi Polynomials
polynomials
𝛼,𝛽
𝐽𝑛 (x)
Ω = [−1, 1]

n 𝑱𝟏,𝟐
𝒏 (𝒙) Roots
0 1 -
1 5 1 0.2
𝑥−
2 2
2 21 2 3 3 0.5469, -0.2612
𝑥 − 𝑥−
4 2 4
3 21 3 7 2 7 1 0.7088, -0.5078, 0.1323
𝑥 − 𝑥 − 𝑥+
2 2 2 2
4 165 4 15 3 45 2 5 5 0.7973, -0.6508, 0.3735, -0.1564
𝑥 − 𝑥 − 𝑥 + 𝑥+
8 2 4 2 8
5 1287 5 495 4 495 3 135 2 135 15 -0.7401, 0.8508, 0.5288, -0.3539
𝑥 − 𝑥 − 𝑥 + 𝑥 + 𝑥−
32 32 16 16 32 32 0.0989
 Method of Orthogonal Collocation 7

Method of Orthogonal Collocation.

Theory.

Orthogonal
Legendre Polynomials
polynomials
𝛼,𝛽
𝐽𝑛 (x) = 𝐿0,0
𝑛 (x)

Ω = [−1, 1]
Differential equation
𝑑 𝑑
1−𝑥 2
(𝑦) + 𝑛 𝑛 + 1 𝑦 ∴ 𝑦 = 𝐿0,0
𝑛 x = 𝐿𝑛 (𝑥)
𝑑𝑥 𝑑𝑥

Recurrence relation
2𝑛 − 1 𝑛 −1
𝐿𝑛 (𝑥) = 𝑥𝐿𝑛−1 (𝑥) − 𝐿𝑛−2 (𝑥)
𝑛 𝑛
 Method of Orthogonal Collocation 7

Method of Orthogonal Collocation.

Theory.

Orthogonal
Legendre Polynomials
polynomials
𝛼,𝛽
𝐽𝑛 (x) = 𝐿0,0
𝑛 (x)

Ω = [−1, 1]

n 𝐋𝐧 (𝐱) Roots
0 1 -
1 x 0
2 1 ±0.57735,
3𝑥 2 − 1
2
3 1 ±0.77459, 0
5𝑥 3 − 3𝑥
2
4 1 ±0.861136, ±0.33998
35𝑥 4 − 30𝑥 2 + 3
8
5 1 0, ±0.53846, ±0.906179
63𝑥 5 − 70𝑥 3 + 15𝑥
8
 Method of Orthogonal Collocation 8

Method of Orthogonal Collocation.

Theory.

Orthogonal
Chebyshev Polynomials of first kind
polynomials
1 1
𝛼,𝛽 − ,−
𝐽𝑛 (x) = 𝑇𝑛 2 2 (x)
Ω = (−1, 1)
Differential equation
1 1
−2,−2
1− 𝑥2 y ′′ − 𝑥𝑦 ′ + 𝑛2 𝑦 ∴ 𝑦= 𝑇𝑛 (x) = 𝑇𝑛 (𝑥)

Recurrence relation
𝑇𝑛 𝑥 = 2𝑥𝑇𝑛−1 (𝑥) − 𝑇𝑛−2 (𝑥)
 Method of Orthogonal Collocation 8

Method of Orthogonal Collocation.

Theory.

Orthogonal
Chebyshev Polynomials of first kind
polynomials
1 1
𝛼,𝛽 − ,−
𝐽𝑛 (x) = 𝑇𝑛 2 2 (x)
Ω = (−1, 1)

n 𝐓𝐧 (𝐱) Roots
0 1 -
1 x 0
2 2𝑥 2 − 1 ±0.707106
3 4𝑥 3 − 3𝑥 ±0.86602, 0
4 8𝑥 4 − 8𝑥 2 + 1 ±0.38268, ±0.92387
5 16𝑥 5 − 20𝑥 3 + 5𝑥 0, ±0.58778, ±0.95105
 Method of Orthogonal Collocation 9

Method of Orthogonal Collocation.

1° Case study – Problem definition.

Flow through a circular tube.

The flow of fluid in circular tubes is encountered in physic, chemistry, biology, and
engineering. The laminar flow of fluids in circular tubes may be analyzed by means of
the momentum balance in cylindrical coordinates, which are the natural coordinates for
describing positions in a pipe of circular cross section.

Find an approximate solution by orthogonal collocation method.

Data.
ΔP = 2.08.105 Pa, μ = 0.492 Pa.s, L = 4.88 m, R = 0.025 m.
 Method of Orthogonal Collocation 10

Method of Orthogonal Collocation.

1° Case study – Model formulation.

Flow through a circular tube. Assumptions

 Steady state
 Laminar flow
 Newtonian fluid
 Constant properties (ρ, μ)
 vθ = vr = 0
 Ignore the inlet and end effects of pipe
𝑑𝑣𝑧 (𝑟 = 0)  The liquid flows downward under the
=0 ∧ 𝑣𝑧 r = R = 0
𝑑𝑟 influence of a pressure difference
The governing differential equation is

𝜕𝑣𝑧 𝜕𝑣𝑧 𝑣𝜃 𝜕𝑣𝑧 𝜕𝑣𝑧 𝜕𝑃 1𝜕 𝜕𝑣𝑧 1 𝜕 2 𝑣𝑧 𝜕 2 𝑣𝑧

𝜌 + 𝑣𝑟 + + 𝑣𝑧 =− +𝜇 𝑟 + 2 + + 𝜌𝑔𝑧
𝜕𝑡 𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑧 𝜕𝑧 𝑟 𝜕𝑟 𝜕𝑟 𝑟 𝜕𝜃 2 𝜕𝑧 2

𝜕𝑃 1𝜕 𝜕𝑣𝑧 𝑃0 − 𝑃𝐿 𝑅2 𝑟 2
∴ − +𝜇 𝑟 =0 𝑣𝑧 𝑟 = 1− (1)
𝜕𝑧 𝑟 𝜕𝑟 𝜕𝑟 4𝜇𝐿 𝑅
 Method of Orthogonal Collocation 11

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

1𝑑 𝑑𝑣𝑧 ∆𝑃
Flow through a circular tube. ∴ 𝑟 =− (2)
𝑟 𝑑𝑟 𝑑𝑟 𝜇𝐿
Cylindrical geometry
Symmetry problem 𝑑𝑣𝑧 (𝑟 = 0)
=0 ∧ 𝑣𝑧 r = R = 0 (3)
𝑑𝑟

1. Dimensionless form.

𝑟 𝑣𝑧 𝜇𝐿 1 𝑑 𝑑𝑤
𝑢= ∧ 𝑤= (4) 𝑢 = −1 (5)
𝑅 ∆𝑃𝑅2 𝑢 𝑑𝑢 𝑑𝑢

𝑑𝑤 (𝑢 = 0)
=0 ∧ 𝑤 u=1 =0 (6)
𝑑𝑢
 Method of Orthogonal Collocation 12

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

2. To write the approximate solution in even powers of u
𝑁+2

𝑤 𝑥 = ෍ 𝑒𝑖 𝑥 2𝑖−2 = 𝑒1 + 𝑒2 𝑥 2 +𝑒3 𝑥 4 + ⋯ + 𝑒𝑛+2 𝑥 2𝑁+2 (7)

𝑖=1

N collocation points
N +2
2 boundary conditions

𝑑𝑤 (𝑢 = 0)
=0
𝑑𝑢

𝑁+1

𝑤 𝑢 = ෍ 𝑒𝑖 𝑢2𝑖−2 = 𝑒1 + 𝑒2 𝑢2 +𝑒3 𝑢4 + ⋯ + 𝑒𝑛+1 𝑢2𝑁 (8)

𝑖=1
 Method of Orthogonal Collocation 13

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

3. Selection of appropriately collocation points
4

For the problem → 𝑤6 (𝑢) 𝑤 𝑢 = ෍ 𝑒𝑖 𝑢2𝑖−2 = 𝑒1 + 𝑒2 𝑢2 +𝑒3 𝑢4 + 𝑒4 𝑢6 (9)

𝑖=1

𝛼,𝛽
Shifted Legendre polynomials 𝐽𝑛 (x) = 𝐿0,0
𝑛 (x) = 𝑆𝐿𝑛 ()

Ω = (0, 1)

n 𝐒𝐋𝐧 (𝐱) Roots

2 2𝑥 2 − 3𝑥 − 1 0.21132, 0.78868
3 4𝑥 3 − 2𝑥 2 − 3𝑥 − 1 0.1127, 0.5, 0.8873
4 8𝑥 4 + 4𝑥 3 − 2𝑥 2 − 3𝑥 − 1 0.9305,0.6703, 0.3297, 0.0695
5 16𝑥 5 − 8𝑥 4 + 4𝑥 3 − 2𝑥 2 − 3𝑥 − 1 0.9543, 0.7662, 0.5034, 0.2286, 0.0475
 Method of Orthogonal Collocation 14

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix math
4.1.
4
𝑖 = 1: 4
𝑤𝑗 𝑢𝑗 = ෍ 𝑒𝑖 𝑢2𝑖−2 𝑓𝑜𝑟
𝑗 = 0.1127, 0.5, 0.8873, 1
𝑖=1
𝑢𝑗

𝑤1 𝑢1 0 𝑢1 2 𝑢1 4 𝑢1 6 𝑒1
𝑤2 ⋮ ⋮ 𝑒
𝐰𝐣 = 𝐐 𝐞𝐢 𝑤3 = ∙ 𝑒2
⋮ ⋮ 3
𝑤4 𝑢4 0 … … 𝑢4 6 𝑒4

1 0.01270129 0.00016132 2.04901E-06

Q= 1 0.25 0.0625 0.015625
1 0.78730129 0.61984332 0.488003446
1 1 1 1
 Method of Orthogonal Collocation 15

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix math
4.1.
4
𝑖 = 1: 4
𝑤′𝑗 𝑢𝑗 = ෍ 2𝑖 − 2 𝑒𝑖 𝑢2𝑖−3 𝑓𝑜𝑟
𝑗 = 0.1127, 0.5, 0.8873, 1
𝑖=1
𝑢𝑗

𝑤′1 0 ∙ 𝑢1 −1 2 ∙ 𝑢11 4 ∙ 𝑢1 3 6 ∙ 𝑢1 5 𝑒1
𝐰′𝐣 = 𝐂 𝐞𝐢 𝑤′2 ⋮ ⋮ 𝑒
= ∙ 𝑒2
𝑤′3 ⋮ ⋮ 3
𝑤′4 0 ∙ 𝑢4 −1 … … 6 ∙ 𝑢4 5 𝑒4

0 0.2254 0.00572574 0.000109086

0 1 0.5 0.1875
C=
0 1.7746 2.79428974 3.299921874
0 2 4 6
 Method of Orthogonal Collocation 16

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix math
4.2. Geometry

𝑑2𝑦
𝑎=1
𝑑𝑥 2
𝑑 𝑑𝑦 1 𝑑 𝑑𝑦
𝑥 1−𝑎 𝑥 𝑎−1
= 𝑥 𝑎=2
𝑑𝑥 𝑑𝑥 𝑥 𝑑𝑥 𝑑𝑥
1 𝑑 2
𝑑𝑦
𝑥 𝑎=3
𝑥 2 𝑑𝑥 𝑑𝑥
 Method of Orthogonal Collocation 17

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix math
4.1.
4
𝑖 = 1: 4
𝑤′′𝑗 𝑢𝑗 = ෍ 2𝑖 + 𝑎 − 4 2𝑖 − 2 𝑒𝑖 𝑢2𝑖−4 𝑓𝑜𝑟
𝑗 = 0.1127, 0.5, 0.8873, 1
𝑖=1
𝑢𝑗

𝑤′′1 0 ∙ 𝑢1 −2 4 ∙ 𝑢1 0 16 ∙ 𝑢1 2 36 ∙ 𝑢1 4 𝑒1
𝐰′′𝐣 = 𝐃 𝐞𝐢 𝑤′′2 ⋮ ⋮ 𝑒
= ∙ 𝑒2
𝑤′′3 ⋮ ⋮ 3
𝑤′′4 0 ∙ 𝑢4 −2 … … 36 ∙ 𝑢4 5 𝑒4

0 4 0.20322064 0.00580762
0 4 4 2.25
D=
0 4 12.5968206 22.31435956
0 4 16 36
 Method of Orthogonal Collocation 18

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4
4. Matrix math
4.3. 𝑤′𝑗 𝑢 = ෍ 𝐴𝑖𝑗 𝑤𝑗
𝑖=1
𝐀 = 𝐂𝐐−𝟏 𝐚𝐧𝐝 𝐁 = 𝐃𝐐−𝟏 4

𝑤′′𝑗 𝑢 = ෍ 𝐵𝑖𝑗 𝑤𝑗
1.0846 -0.1046 0.0359 -0.0159 𝑖=1
-6.8005 8.4706 -3.0034 1.3334 = Q−1
11.2262 -18.8234 14.2640 -6.6668
-5.5103 10.4574 -11.2964 6.3493 -1.4691 1.8026 -0.5965 0.2631
-2.2205 1.0196 2.0105 -0.8095
A= 1.1175 -3.0575 -2.7495 4.6894
-1.7581 4.3921 -16.7294 14.0954

-24.9524 30.1176 -9.1807 4.0155

5.3048 -17.8822 19.6252 -7.0478
-8.7468 30.1181 -84.4049 63.0337 =B

-45.9545 109.1754 -190.4604 127.2396

 Method of Orthogonal Collocation 19

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix math
4.4.
4
1 𝑑 𝑑𝑤
𝑢 = −1 ෍ 𝐵𝑖𝑗 𝑤𝑗 = −1
𝑢 𝑑𝑢 𝑑𝑢
𝑖=1

-24.9524 30.1176 -9.1807 4.0155 𝑤1 −1

5.3048 -17.8822 19.6252 -7.0478 𝑤2 −1
-8.7468 30.1181 -84.4049 63.0337 =
𝑤3 −1
𝑤4 −1
-45.9545 109.1754 -190.4604 127.2396

𝑤 u=1 =0
 Method of Orthogonal Collocation 20

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix math 4
4.4. ෍ 𝐵′𝑖𝑗 𝑤𝑗 = −1
𝑖=1

-24.9524 30.1176 -9.1807 𝑤1 −1 𝑤1 0.2468

5.3048 -17.8822 19.6252 𝑤2 = −1 𝑤2 = 0.1875
𝑤3 −1 𝑤3 0.0532
-8.7468 30.1181 -84.4049
𝐰𝐣 = 𝐐 𝐞𝐢

1 0.0127 0.0002 𝑒1 0.2468 𝑒1 0.25

1 0.2500 0.0625 𝑒2 = 0.1875 𝑒2 = −0.25
1 0.7873 0.6198 𝑒3 0.0532 𝑒3 8.3266𝐸 − 17

∴ 𝑤 𝑢 = 0.25 − 0.25 ∗ 𝑢2 + 8.3266 ∙ 10−17 𝑢4

 Method of Orthogonal Collocation 21

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

4. Matrix procedures
4.5. Solution plot

Figure 1. Solution plot analytical and numerical methods

 Method of Orthogonal Collocation 22

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 2).

Flow through a circular tube.

Data collection

Figure 2. Data for cylindrical geometry – Orthogonal collocation method

 Method of Orthogonal Collocation 23

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 2).

Flow through a circular tube.

Data collection 4

෍ 𝐵′𝑖𝑗 𝑤𝑗 = −1
𝑖=1

-15.8825 19.6407 -5.2866 𝑤1 −1 𝑤1 0.2279

11.1504 -34.4957 29.2345 𝑤2 = −1 𝑤2 = 0.1476
𝑤3 −1 𝑤3 0.0531
-3.5397 34.5111 -99.6193
𝐰𝐣 = 𝐐 𝐞𝐢

1.0000 0.0886 0.0078 𝑒1 0.2279 𝑒1 0.25

1.0000 0.4095 0.1677 𝑒2 = 0.1476 𝑒2 = −0.25
1.0000 0.7877 0.6204 𝑒3 0.0531 𝑒3 −1.9428𝐸 − 16

∴ 𝑤 𝑢 = 0.25 − 0.25 ∗ 𝑢2 + 8.3266 ∙ 10−16 𝑢4

 Method of Orthogonal Collocation 24

Method of Orthogonal Collocation.

1° Case study – Orthogonal collocation methodology (Approach 1).

Flow through a circular tube.

Data collection – Solution plot

Figure 3. Solution plot analytical and numerical methods

 Method of Orthogonal Collocation 25

Method of Orthogonal Collocation.

2° Case study – Problem definition.
.
Second Order Differential Equations With Constant Coefficients.

𝑦 ′′ − 2𝑦 ′ + 5𝑦 = 𝑒 𝑋 cos(2𝑥)

y x = −1 = 0 ∧ y x=1 =0

Method based on polynomial interpolation nodes distributed according

to Chebyshev grids
 Method of Orthogonal Collocation 26

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

1. General form
 Method of Orthogonal Collocation 27

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

2. Chebyshev’s matrix

𝐷𝑛 =

𝑘𝜋
𝑥𝑘 = 𝑐𝑜𝑠 0≤𝑘≤𝑛
𝑛
 Method of Orthogonal Collocation 27

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

2. Chebyshev’s matrix

𝐷𝑛 =

𝑘𝜋
𝑥𝑘 = 𝑐𝑜𝑠 0≤𝑘≤𝑛
𝑛
 Method of Orthogonal Collocation 28

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

2. Chebyshev’s matrix

෩𝑛 =
𝐷

𝑘𝜋
𝑥𝑘 = 𝑐𝑜𝑠 0≤𝑘≤𝑛
𝑛
 Method of Orthogonal Collocation 29

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

3. To write the approximate solution

𝑦 𝑥 = 𝑒1 + 𝑒2 𝑥 +𝑒3 𝑢2 + 𝑒4 𝑢3 + 𝑒5 𝑢4

𝑥1 1
𝑘𝜋 𝑥2 0.7071
𝑥𝑘 = 𝑐𝑜𝑠 0≤𝑘≤𝑛 𝑥3 = −3.6732𝐸 − 6
𝑛 𝑥4 −0.7071
𝑥5 −1
 Method of Orthogonal Collocation 30

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

4. Matrix math
5.5000 -6.8284 2.0000 -1.1716 0.5000
1.7071 -0.7071 -1.4142 0.7071 -0.2929
𝐷4 = -0.5000 1.4142 0.0000 -1.4142 0.5000
0.2929 -0.7071 1.4142 0.7071 -1.7071
-0.5000 1.1716 -2.0000 6.8284 -5.5000

17.0000 -28.4853 17.9999 -11.5148 5.0001

9.2426 -13.9999 6.0000 -2.0001 0.7574
𝐷42 =
-1.0000 4.0000 -5.9999 4.0000 -1.0000
0.7574 -2.0001 6.0000 -13.9999 9.2426
5.0001 -11.5148 17.9998 -28.4852 17.0001
 Method of Orthogonal Collocation 31

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

4. Matrix math

-0.7071 -1.4142 0.7071

𝐷′4 = 1.4142 0.0000 -1.4142
-0.7071 1.4142 0.7071

-13.9999 6.0000 -2.0001

𝐷′24 = 4.0000 -5.9999 4.0000
-2.0001 6.0000 -13.9999
 Method of Orthogonal Collocation 32

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

4. Matrix math

𝑦 ′′ − 2𝑦 ′ + 5𝑦 = 𝑒 𝑥 cos(2𝑥)

M = 𝐷′24 − 2𝐷′ 4 + 5𝐼

-13.9999 6.0000 -2.0001 -0.7071 -1.4142 0.7071 1 0 0

4.0000 -5.9999 4.0000 −2 1.4142 0.0000 -1.4142 +5 0 1 0
-2.0001 6.0000 -13.9999 -0.7071 1.4142 0.7071 0 0 1

-7.5857 8.8284 -3.4143

= 1.1716 -0.9999 6.8284
-0.5859 3.1716 -10.4141
 Method of Orthogonal Collocation 33

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

4. Matrix math
M ∙ 𝑦 𝑥𝑘 = 𝑓(𝑥𝑘 )

-7.5857 8.8284 -3.4143 𝑦1 0.31627

1.1716 -0.9999 6.8284 𝑦2 = 0.9999
-0.5859 3.1716 -10.4141 𝑦3 0.07688
𝑦1 0.5573
𝑦2 = 0.5664
𝑦3 0.1337

𝑦 (1) 0
𝑦 (0.7071) 0.5573
∴ 𝑦 (−3. . 6732𝐸 − 6) = 0.5664
𝑦 (−0.7071) 0.1337
𝑦 (−1) 0
 Method of Orthogonal Collocation 34

Method of Orthogonal Collocation.

2° Case study – Orthogonal collocation methodology (Approach 3).

Second Order Differential Equations With Constant Coefficients.

5. Solution plot

Figure 4. Solution plot analytical and numerical methods

Particle Swarm Optimization 35