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Solving ODE Symbolically in MATLAB

This document discusses using MATLAB's dsolve command to solve ordinary differential equations (ODEs) symbolically. It provides examples of solving first order ODEs, second and higher order ODEs, systems of first order ODEs, and plotting the solutions. The document also includes assignments for using dsolve to solve additional ODEs and systems of ODEs.

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36 views

Solving ODE Symbolically in MATLAB

This document discusses using MATLAB's dsolve command to solve ordinary differential equations (ODEs) symbolically. It provides examples of solving first order ODEs, second and higher order ODEs, systems of first order ODEs, and plotting the solutions. The document also includes assignments for using dsolve to solve additional ODEs and systems of ODEs.

Uploaded by

jojon
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Solving ODE Symbolically in MATLAB

First Order Equations


We can solve ordinary differential equations symbolically in MATLAB with the built-in
M-file dsolve.
Example 1. Find a general solution for the first order differential equation

y ′(x) = xy. (1)

We can accomplish this in MATLAB with the following single command, given along with
MATLAB’s output.

>>y = dsolve(’Dy = y*x’,’x’)


y = C1*exp(1/2*xˆ2)

Notice in particular that MATLAB uses capital D to indicate the derivative and requires that
the entire equation appear in single quotes. MATLAB takes t to be the independent variable
by default, so here x must be explicitly specified as the independent variable. Alternatively,
if you are going to use the same equation a number of times, you might choose to define it
as a variable, say, eqn1.

>>eqn1 = ’Dy = y*x’


eqn1 =
Dy = y*x
>>y = dsolve(eqn1,’x’)
y = C1*exp(1/2*xˆ2)

△
Example 2. Solve the initial value problem

y ′ (x) = xy; y(1) = 1. (2)

Again, we use the dsolve command.

>>y = dsolve(eqn1,’y(1)=1’,’x’)
y=
1/exp(1/2)*exp(1/2*xˆ2)

or

>>inits = ’y(1)=1’;
>>y = dsolve(eqn1,inits,’x’)
y=
1/exp(1/2)*exp(1/2*xˆ2)

1
△
Now that we’ve solved the ODE, suppose we want to plot the solution to get a rough
idea of its behavior. We run immediately into two minor difficulties: (1) our expression
for y(x) isn’t suited for array operations (.*, ./, .ˆ), and (2) y, as MATLAB returns it, is
actually a symbol (a symbolic object). The first of these obstacles is straightforward to fix,
using vectorize(). For the second, we employ the useful command eval(), which evaluates
or executes text strings that constitute valid MATLAB commands. Hence, we can use the
following MATLAB code to create Figure 1.

>>x = linspace(0,1,20);
>>y = eval(vectorize(y));
>>plot(x,y)

0.95

0.9

0.85

0.8

0.75

0.7

0.65

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

1 2
Figure 1: Plot of y(x) = e−1/2 e 2 x for x ∈ [1, 20].

Second and Higher Order Equations


Example 3. Solve the second order differential equation

y ′′ (x) + 8y ′ (x) + 2y(x) = cos(x); y(0) = 0, y ′ (0) = 1, (3)

and plot its solution for x ∈ [0, 5].


The following MATLAB code suffices to create Figure 2.

>>eqn2 = ’D2y + 8*Dy + 2*y = cos(x)’;


>>inits2 = ’y(0)=0, Dy(0)=1’;
>>y=dsolve(eqn2,inits2,’x’)

2
y=
exp((-4+14ˆ(1/2))*x)*(53/1820*14ˆ(1/2)-1/130)
+exp(-(4+14ˆ(1/2))*x)*(-53/1820*14ˆ(1/2)-1/130)+1/65*cos(x)+8/65*sin(x)
>>x=linspace(0,5,100);
>>y=eval(vectorize(y));
>>plot(x,y)

0.25

0.2

0.15

0.1

0.05

−0.05

−0.1
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

Figure 2: Plot of y(x) for Example 3.

First Order Systems


Suppose we want to solve and plot solutions to the system of three ordinary differential
equations
x′ (t) = x(t) + 2y(t) − z(t)
y ′(t) = x(t) + z(t)
z ′ (t) = 4x(t) − 4y(t) + 5z(t). (4)
First, to find a general solution, we proceed similarly as in the case of single equations,
except with each equation now braced in its own pair of (single) quotation marks:
>>[x,y,z]=dsolve(’Dx=x+2*y-z’,’Dy=x+z’,’Dz=4*x-4*y+5*z’)
x=
-C1*exp(3*t)-C2*exp(t)-2*C3*exp(2*t)
y=
C1*exp(3*t)+C2*exp(t)+C3*exp(2*t)
z=
4*C1*exp(3*t)+2*C2*exp(t)+4*C3*exp(2*t)

3
Notice that since no independent variable was specified, MATLAB used its default, t. To
solve an initial value problem, we simply define a set of initial values and add them at the
end of our dsolve() command. Suppose we have x(0) = 1, y(0) = 2, and z(0) = 3, and we
want to solve the equation for t ∈ [0, .5]. We have, then,

inits=’x(0)=1,y(0)=2,z(0)=3’;
[x,y,z]=dsolve(’Dx=x+2*y-z’,’Dy=x+z’,’Dz=4*x-4*y+5*z’,inits)
x=
-5/2*exp(3*t)-5/2*exp(t)+6*exp(2*t)
y=
5/2*exp(3*t)+5/2*exp(t)-3*exp(2*t)
z=
10*exp(3*t)+5*exp(t)-12*exp(2*t)

Finally, we can create Figure 3 with the following MATLAB commands.

>>t=linspace(0,.5,25);
>>x=eval(vectorize(x));
>>y=eval(vectorize(y));
>>z=eval(vectorize(z));
>>plot(t, x, t, y, ’–’,t, z,’:’)

The figure resulting from these commands is included as Figure 3.

25

20

15

10

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7

Figure 3: Solutions to equation (4).

4
Assignments
1. Find a general solution for the differential equation
dy
= ey sin x.
dx
2. Solve the initial value problem
dp p
= rp(1 − ); p(0) = p0 .
dt K
3. Solve the initial value problem

7y ′′ + 2y ′ + y = x; y(0) = 1, y ′(0) = 2,

and plot your solution for x ∈ [0, 1].


4. Solve the system of differential equations

x′ (t) = 2x(t) + y(t) − z(t)


y ′ (t) = x(t) + 5z(t)
z ′ (t) = x(t) − y(t) + z(t),

with x(0) = 1, y(0) = 2, and z(0) = 3 and plot your solution for t ∈ [0, 1].

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