First Order Initial Value Problem

Routine Name: double foiv(double alpha, double sigma, double t)

Author: Tanner Wheeler

Language: C++. The code can be compiled using the cMake compiler.

Description/Purpose: This method will solve the differential equation du/dt = sigma * u given an initial value, alpha, at the point t.

Input: The user needs to enter the values for alpha, sigma, and t.

Output: This will output the solution of the initial value problem.

Usage/Example: Suppose our equation was du/dt = 2 * u with alpha = 5 and at t = 2.

int main()
{
  double val = foiv(5, 2, 2);
  return 0;
}

The solution will be

val = 22026.5

Implementation/Code: The following is the code for foiv(double alpha, double sigma, double t)

double foiv(double alpha, double sigma, double t)
{
	return std::exp(t * alpha);
}

Last Modified: February/2018

math5620