Using the Runge-Kutta integration method in a system - matlab

h=0.005;
x = 0:h:40;
y = zeros(1,length(x));
y(1) = 0;
F_xy = ;
for i=1:(length(x)-1)
k_1 = F_xy(x(i),y(i));
k_2 = F_xy(x(i)+0.5*h,y(i)+0.5*h*k_1);
k_3 = F_xy((x(i)+0.5*h),(y(i)+0.5*h*k_2));
k_4 = F_xy((x(i)+h),(y(i)+k_3*h));
y(i+1) = y(i) + (1/6)*(k_1+2*k_2+2*k_3+k_4)*h;
end
I have the following code, I think it's right. I know there's parts missing on the F_xy because this is my follow up question.
I have dx/dt = = −x(2 − y) with t_0 = 0, x(t_0) = 1
and dy/dt = y(1 − 2x) with t_0 = 0, y(t_0) = 2.
My question is that I don't know how to get these equations in to the code. All help appreciated

You are using both t and x as independent variable in an inconsistent manner. Going from the actual differential equations, the independent variable is t, while the dependent variables of the 2-dimensional system are x and y. They can be combined into a state vector u=[x,y] Then one way to encode the system close to what you wrote is
h=0.005;
t = 0:h:40;
u0 = [1, 2]
u = [ u0 ]
function udot = F(t,u)
x = u(1); y = u(2);
udot = [ -x*(2 - y), y*(1 - 2*x) ]
end
for i=1:(length(t)-1)
k_1 = F(t(i) , u(i,:) );
k_2 = F(t(i)+0.5*h, u(i,:)+0.5*h*k_1);
k_3 = F(t(i)+0.5*h, u(i,:)+0.5*h*k_2);
k_4 = F(t(i)+ h, u(i,:)+ h*k_3);
u(i+1,:) = u(i,:) + (h/6)*(k_1+2*k_2+2*k_3+k_4);
end
with a solution output

Is F_xy your derivative function?
If so, simply write it as a helper function or function handle. For example,
F_xy=#(x,y)[-x*(2-y);y*(1-2*x)];
Also note that your k_1, k_2, k_3, k_4, y(i) are all two-dimensional. You need to re-size your y and rewrite the indices in your iterating steps accordingly.

Related

Using interpolation outside function definition in solution using Runge-Kutta 4th order

I have written MATLAB code to solve the following systems of differential equations.
with
where
and z2 = x2 + (1+a)x1
a = 2;
k = 1+a;
b = 3;
ca = 5;
cb = 2;
theta1t = 0:.1:10;
theta1 = ca*normpdf(theta1t-5);
theta2t = 0:.1:10;
theta2 = cb*ones(1,101);
h = 0.05;
t = 1:h:10;
y = zeros(2,length(t));
y(1,1) = 1; % <-- The initial value of y at time 1
y(2,1) = 0; % <-- The initial value of y' at time 1
f = #(t,y) [y(2)+interp1(theta1t,theta1,t,'spline')*y(1)*sin(y(2));
interp1(theta2t,theta2,t,'spline')*(y(2)^2)+y(1)-y(1)-y(1)-(1+a)*y(2)-k*(y(2)+(1+a)*y(1))];
for i=1:(length(t)-1) % At each step in the loop below, changed y(i) to y(:,i) to accommodate multi results
k1 = f( t(i) , y(:,i) );
k2 = f( t(i)+0.5*h, y(:,i)+0.5*h*k1);
k3 = f( t(i)+0.5*h, y(:,i)+0.5*h*k2);
k4 = f( t(i)+ h, y(:,i)+ h*k3);
y(:,i+1) = y(:,i) + (1/6)*(k1 + 2*k2 + 2*k3 + k4)*h;
end
plot(t,y(:,:),'r','LineWidth',2);
legend('RK4');
xlabel('Time')
ylabel('y')
Now what is want to do is define the interpolations/extrapolations outside the function definition like
theta1_interp = interp1(theta1t,theta1,t,'spline');
theta2_interp = interp1(theta2t,theta2,t,'spline');
f = #(t,y) [y(2)+theta1_interp*y(1)*sin(y(2));
theta2_interp*(y(2)^2)+y(1)-y(1)-y(1)-(1+a)*y(2)-k*(y(2)+(1+a)*y(1))];
But this gives the error
Please suggest a solution to this issue.
Note that in your original code:
f = #(t,y) [y(2)+interp1(theta1t,theta1,t,'spline')*y(1)*sin(y(2));
interp1(theta2t,theta2,t,'spline')*(y(2)^2)+y(1)-y(1)-y(1)-(1+a)*y(2)-k*(y(2)+(1+a)*y(1))];
the call to interp1 uses the input variable t. t inside this anonymous function is not the same as the t outside of it, where it is defined as a vector.
This means that, when you do
theta1_interp = interp1(theta1t,theta1,t,'spline');
then theta1_interp is a vector containing interpolated values for all your ts, not just one. One way around this is to create more anonymous functions:
theta1_interp = #(t) interp1(theta1t,theta1,t,'spline');
theta2_interp = #(t) interp1(theta2t,theta2,t,'spline');
f = #(t,y) [y(2)+theta1_interp(t)*y(1)*sin(y(2));
theta2_interp(t)*(y(2)^2)+y(1)-y(1)-y(1)-(1+a)*y(2)-k*(y(2)+(1+a)*y(1))];
Though this doesn't really improve your code in any way over the original.

system of equation Runge-Kutta 4th order for system of equation using matlab [duplicate]

This question already has answers here:
Solve a system of equations with Runge Kutta 4: Matlab
(2 answers)
Closed 4 years ago.
I need to do matlab code to solve the system of equation by using Runge-Kutta method 4th order but in every try i got problem and can't solve
the derivative is
(d^2 y)/dx^(2) +dy/dx-2y=0
, h=0.1 Y(0)=1 , dy/dx (0)=-2
{clear all, close all, clc
%{
____________________TASK:______________________
Solve the system of differential equations below
in the interval 0<x<1, with stepsize h = 0.1.
y= y1 y(0)=0
y3= 2y1-y2 y2(0)=-2
_______________________________________________
%}
h = 0.1;
x = 0:h:1
N = length(x);
y = zeros(N,1);
y3 = zeros(N,1);
g = #(x, y, y1, y2) y1;
f = #(x, y, y1, y2) 2*y1-y2;
y1(1) = 0;
y2(1) =-2;
for i = 1:(N-1)
k_1 = x(i)+y(i)
k_11=g(x(i),y,y(i))
k_2 = (x(i)+h/2)+(y(i)+0.5*h*k_1)
k_22=g((x(i)+0.5*h),y,(y(i)+0.5*h*k_11))
k_3 = (x(i)+h/2)+(y(i)+0.5*h*k_2)
k_33=g((X(i)+0.5*h),y,(y(i)+0.5*h*k_22));
k_4 = (x(i)+h)+(y(i)+h*k_33)
k_44=g((x(i)+h),y,(y(i)+k_33*h));
y3(i+1) = y(i) + (1/6)*(k_1+2*k_2+2*k_3+k_4)*h
y3(:,i)=y;
end
Answer_Matrix = [x' y3 ];}
You used functions, that's not really necessary, but it might be easier that way to see the formula more clearly. In your functions however, you list arguments that used present in the function. That's not needed, and creates unwanted overhead.
In your initial conditions you should use y and y3, since that are the ones you use in the loop. Also in the first condition you've made a typo.
In the loop you forget to call the function f, and to update the y vector.
Making these changes in your code results in the following:
h = 0.1;
x = 0:h:1;
N = length(x);
y = zeros(N,1);
y3 = zeros(N,1);
g = #(y2) y2;
f = #(y1, y2) 2*y1-y2;
y(1) = 1;
y3(1) = -2;
for i = 1:(N-1)
k_1 = f(y(i), y3(i));
k_11 = g(y3(i));
k_2 = f(y(i)+0.5*h*k_1, y3(i) +0.5*h*k_11);
k_22 = g((y3(i)+0.5*h*k_11));
k_3 = f(y(i)+0.5*h*k_2, y3(i) +0.5*h*k_22);
k_33 = g((y3(i)+0.5*h*k_22));
k_4 = f(y(i)+h*k_3, y3(i) +h*k_33);
k_44 = g((y3(i)+h*k_33));
y3(i+1) = y3(i) + (1/6)*(k_1+2*k_2+2*k_3+k_4)*h ;
y(i+1) = y(i) + (1/6)*(k_11+2*k_22+2*k_33+k_44)*h ;
end
Answer_Matrix = [x' y];
% solution of DE is exp(-2x) and is plotted as reference
plot(x,y,x,exp(-2*x))
As mentioned before, you can also solve this without the use of functions:
h = .1;
x = 0:h:1;
N = length(x);
% allocate memory
y = zeros(N,1);
z = zeros(N,1);
% starting values
y(1) = 1;
z(1) = -2;
for i=1:N-1
ky1 = z(i);
kz1 = -z(i) + 2*y(i);
ky2 = z(i) + h/2*kz1;
kz2 = -z(i) - h/2*kz1 + 2*y(i) + 2*h/2*ky1;
ky3 = z(i) + h/2*kz2;
kz3 = -z(i) - h/2*kz2 + 2*y(i) + 2*h/2*ky2;
ky4 = z(i) + h*kz3;
kz4 = -z(i) - h*kz3 + 2*y(i) + 2*h*ky3;
y(i+1) = y(i) + h/6*(ky1 + 2*ky2 + 2*ky3 + ky4);
z(i+1) = z(i) + h/6*(kz1 + 2*kz2 + 2*kz3 + kz4);
end
% exp(-2*x) is solution of DE and is plotted as reference
plot(x,y,x,exp(-2*x))

Change the grid points of parametric splines in Matlab

My Code right now
% Create some example points x and y
t = pi*[0:.05:1,1.1,1.2:.02:2]; a = 3/2*sqrt(2);
for i=1:size(t,2)
x(i) = a*sqrt(2)*cos(t(i))/(sin(t(i)).^2+1);
y(i) = a*sqrt(2)*cos(t(i))*sin(t(i))/(sin(t(i))^2+1);
end
Please note: The points (x_i|y_i) are not necessarily equidistant, that's why t is created like this. Also t should not be used in further code as for my real problems it is not known, I just get a bunch of x, y and z values in the end. For this example I reduced it to 2D.
Now I'm creating ParametricSplines for the x and y values
% Spline
n=100; [x_t, y_t, tt] = ParametricSpline(x, y, n);
xref = ppval(x_t, tt); yref = ppval(y_t, tt);
with the function
function [ x_t, y_t, t_t ] = ParametricSpline(x,y,n)
m = length(x);
t = zeros(m, 1);
for i=2:m
arc_length = sqrt((x(i)-x(i-1))^2 + (y(i)-y(i-1))^2);
t(i) = t(i-1) + arc_length;
end
t=t./t(length(t));
x_t = spline(t, x);
y_t = spline(t, y);
t_t = linspace(0,1,n);
end
The plot generated by
plot(x,y,'ob',...
xref,yref,'xk',...
xref,yref,'-r'),...
axis equal;
looks like the follows: Plot Spline
The Question:
How do I change the code so I always have one of the resulting points (xref_i|yref_i) (shown as Black X in the plot) directly on the originally given points (x_j|y_j) (shown as Blue O) with additionally n points between (x_j|y_j) and (x_j+1|y_j+1)?
E.g. with n=2 I would like to get the following:
(xref_1|yref_1) = (x_1|y_1)
(xref_2|yref_2)
(xref_3|yref_3)
(xref_4|yref_4) = (x_2|y_2)
(xref_5|yref_5)
[...]
I guess the only thing I need is to change the definition of tt but I just can't figure out how... Thanks for your help!
Use this as your function:
function [ x_t, y_t, tt ] = ParametricSpline(x,y,nt)
arc_length = 0;
n = length(x);
t = zeros(n, 1);
mul_p = linspace(0,1,nt+2)';
mul_p = mul_p(2:end);
tt = t(1);
for i=2:n
arc_length = sqrt((x(i)-x(i-1))^2 + (y(i)-y(i-1))^2);
t(i) = t(i-1) + arc_length;
add_points = mul_p * arc_length + t(i-1);
tt = [tt ; add_points];
end
t=t./t(end);
tt = tt./tt(end);
x_t = spline(t, x);
y_t = spline(t, y);
end
The essence:
You have to construct tt in the same way as your distance vector t plus add additional nt points in between.

Solving System of Second Order Ordinary Differential Equation in Matlab

Introduction
I am using Matlab to simulate some dynamic systems through numerically solving systems of Second Order Ordinary Differential Equations using ODE45. I found a great tutorial from Mathworks (link for tutorial at end) on how to do this.
In the tutorial the system of equations is explicit in x and y as shown below:
x''=-D(y) * x' * sqrt(x'^2 + y'^2)
y''=-D(y) * y' * sqrt(x'^2 + y'^2) + g(y)
Both equations above have form y'' = f(x, x', y, y')
Question
However, I am coming across systems of equations where the variables can not be solved for explicitly as shown in the example. For example one of the systems has the following set of 3 second order ordinary differential equations:
y double prime equation
y'' - .5*L*(x''*sin(x) + x'^2*cos(x) + (k/m)*y - g = 0
x double prime equation
.33*L^2*x'' - .5*L*y''sin(x) - .33*L^2*C*cos(x) + .5*g*L*sin(x) = 0
A single prime is first derivative
A double prime is second derivative
L, g, m, k, and C are given parameters.
How can Matlab be used to numerically solve a set of second order ordinary differential equations where second order can not be explicitly solved for?
Thanks!
Your second system has the form
a11*x'' + a12*y'' = f1(x,y,x',y')
a21*x'' + a22*y'' = f2(x,y,x',y')
which you can solve as a linear system
[x'', y''] = A\f
or in this case explicitly using Cramer's rule
x'' = ( a22*f1 - a12*f2 ) / (a11*a22 - a12*a21)
y'' accordingly.
I would strongly recommend leaving the intermediate variables in the code to reduce chances for typing errors and avoid multiple computation of the same expressions.
Code could look like this (untested)
function dz = odefunc(t,z)
x=z(1); dx=z(2); y=z(3); dy=z(4);
A = [ [-.5*L*sin(x), 1] ; [.33*L^2, -0.5*L*sin(x)] ]
b = [ [dx^2*cos(x) + (k/m)*y-g]; [-.33*L^2*C*cos(x) + .5*g*L*sin(x)] ]
d2 = A\b
dz = [ dx, d2(1), dy, d2(2) ]
end
Yes your method is correct!
I post the following code below:
%Rotating Pendulum Sym Main
clc
clear all;
%Define parameters
global M K L g C;
M = 1;
K = 25.6;
L = 1;
C = 1;
g = 9.8;
% define initial values for theta, thetad, del, deld
e_0 = 1;
ed_0 = 0;
theta_0 = 0;
thetad_0 = .5;
initialValues = [e_0, ed_0, theta_0, thetad_0];
% Set a timespan
t_initial = 0;
t_final = 36;
dt = .01;
N = (t_final - t_initial)/dt;
timeSpan = linspace(t_final, t_initial, N);
% Run ode45 to get z (theta, thetad, del, deld)
[t, z] = ode45(#RotSpngHndl, timeSpan, initialValues);
%initialize variables
e = zeros(N,1);
ed = zeros(N,1);
theta = zeros(N,1);
thetad = zeros(N,1);
T = zeros(N,1);
V = zeros(N,1);
x = zeros(N,1);
y = zeros(N,1);
for i = 1:N
e(i) = z(i, 1);
ed(i) = z(i, 2);
theta(i) = z(i, 3);
thetad(i) = z(i, 4);
T(i) = .5*M*(ed(i)^2 + (1/3)*L^2*C*sin(theta(i)) + (1/3)*L^2*thetad(i)^2 - L*ed(i)*thetad(i)*sin(theta(i)));
V(i) = -M*g*(e(i) + .5*L*cos(theta(i)));
E(i) = T(i) + V(i);
end
figure(1)
plot(t, T,'r');
hold on;
plot(t, V,'b');
plot(t,E,'y');
title('Energy');
xlabel('time(sec)');
legend('Kinetic Energy', 'Potential Energy', 'Total Energy');
Here is function handle file for ode45:
function dz = RotSpngHndl(~, z)
% Define Global Parameters
global M K L g C
A = [1, -.5*L*sin(z(3));
-.5*L*sin(z(3)), (1/3)*L^2];
b = [.5*L*z(4)^2*cos(z(3)) - (K/M)*z(1) + g;
(1/3)*L^2*C*cos(z(3)) + .5*g*L*sin(z(3))];
X = A\b;
% return column vector [ed; edd; ed; edd]
dz = [z(2);
X(1);
z(4);
X(2)];

Matlab. Create a loop to change variable size with each iteration

I am currently trying to run a script that calls a particular function, but want to call the function inside a loop that halfs one of the input variables for roughly 4 iterations.
in the code below the function has been replaced for another for loop and the inputs stated above.
the for loop is running an Euler method on the function, and works fine, its just trying to run it with the repeated smaller step size im having trouble with.
any help is welcomed.
f = '3*exp(-x)-0.4*y';
xa = 0;
xb = 3;
ya = 5;
n = 2;
h=(xb-xa)/n;
x = xa:h:xb;
% h = zeros(1,4);
y = zeros(1,length(x));
F = inline(f);
y(1) = ya;
for j = 1:4
hOld = h;
hNew = hOld*0.5;
hOld = subs(y(1),'h',hNew);
for i = 1:(length(x)-1)
k1 = F(x(i),y(i));
y(i+1,j+1) = y(i) + h*k1;
end
end
disp(h)
after your comment, something like this
for j = 1:4
h=h/2;
x = xa:h:xb;
y = zeros(1,length(x));
y(1) = ya;
for i = 1:(length(x)-1)
k1 = F(x(i),y(i));
y(i+1,j+1) = y(i) + h*k1;
end
end