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Question: Solving differential equations backward in time

Question:Solving differential equations backward in time

Dmitry 30
February 03 2014
0

Hi,

I have a system of differential equations with boundary conditions:

diff(S(t), t) = -K(t)*S(t)/N, diff(K(t), t) = K(t)*S(t)/N, where S(T)=10, K(T)=20; If I would like to solve this system backward in time, is it right to re-write the system of original diff. equations in the following way:

diff(S(t), t) = K(t)*S(t)/N, diff(K(t), t) = -K(t)*S(t)/N and S(0)=10, K(0)=20 ( I simply changed the sign of the right hand of the equations and changed the boundary conditions to the inotoal ones).

Thanks,

Dmitry

 

 
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