I have an equation like this:
dy/dx = a(x)*y + b
where a(x) is a non-constant (a=1/x) and b is a vector (10000 rows).
How can I solve this equation?
Let me assume you would like to write a generic numerical solver for dy/dx = a(x)*y + b. Then you can pass the function a(x) as an argument to the right-hand side function of one of the ODE solvers. e.g.
a = #(x) 1/x;
xdomain = [1 10];
b = rand(10000,1);
y0 = ones(10000,1);
[x,y] = ode45(#(x,y,a,b)a(x)*y + b,xdomain,y0,[],a,b);
plot(x,y)
Here, I've specified the domain of x as xdomain, and the value of y at the bottom limit of x as y0.
From my comments, you can solve this without MATLAB. Assuming non-zero x, you can use an integrating factor to get a 10000-by-1 solution y(x)
y_i(x) = b_i*x*ln(x) + c_i*x
with 10000-by-1 vector of constants c, where y_i(x), b_i and c_i are the i-th entries of y(x), b and c respectively. The constant vector c can be determined at some point x0 as
c_i = y_i(x0)/x_0 - b_i*ln(x0)
Related
I'm trying to numerically find the solution to A*cos x +B*sin x = C where A and B are two known square matrices of the same size (for example 100x100), and C is a known vector (100x1).
Without the second term (i.e. with a single matrix), I will use Jacobi or Gauss-Seidel to solve this problem and get x but here, I don't see how to proceed to solve this problem in Matlab.
May be, it would be useful to solve the problem as : A*X + B*sqrt(1-X^2) = C.
I would greatly appreciate any help, ideas or advices
Thanks in advance
If I understood you correctly, you could use fsolve like this (c and X are vectors):
A = ones(2,2);
B = ones(2,2);
c = ones(2,1);
% initial point
x0 = ones(length(A), 1);
% call to fsolve
sol = fsolve(#(x) A * cos(x) + B*sin(x) - c, x0);
Here, we solve the nonlinear equation system F(x) = 0 with F: R^N -> R^N and F(x) = A * cos(x) + B*sin(x) - c.
Only for the sake of completeness, here's my previous answer, i.e. how one could do it in case C and X are matrices instead of vectors:
A = ones(2,2);
B = ones(2,2);
C = ones(2,2);
% initial point
x0 = ones(numel(A), 1);
% call to fsolve
fsolve(#(x) fun(x, A, B, C), x0)
function [y] = fun(x, A, B, C)
% Transform the input vector x into a matrix
X = reshape(x, size(A));
% Evaluate the matrix equation
Y = A * cos(X) + B*sin(X) - C;
% flatten the matrix Y to a row vector y
y = reshape(Y, [], 1);
end
Here, the idea is to transform the matrix equation system F: R^(N x N) -> R^(N x N) into a equivalent nonlinear system F: R^(N*N) -> R^(N*N).
The GMRES algorithm and its matlab implementation are supposed to solve linear equations system, such as
%Ax = b
A = rand(4);
b = rand(4,1);
x = gmres(A,b);
One can also use a function handle
foo = #(x) A*x + conj(A)*5*x;
y = gmres(foo,b);
What I want is to solve the following
B = rand(4);
H = rand(4);
foo2 = H*B + B*H;
X = gmres(foo2, B) %Will not run!
--Error using gmres (line 94)
--Right hand side must be a column vector of length 30 to match the coefficient matrix.
Mathematically speaking I don't see why gmres couldn't apply to this problem as well.
Note: What I'm really trying to solve is an implicit euler method for a PDE dB/dt = B_xx + B_yy, so H is in fact a second derivative matrix using finite difference.
Thank you
Amir
If I've understood right you want to use GMRES to solve an a sylvester equation
A*X + X*A = C
for n-by-n matrices A, X and C.
(I asked a related question yesterday over at SciComp and got this great answer.)
To use GMRES you can express this matrix-matrix equation as a size n^2 matrix-vector equation. For convenience we can use the Kronecker product, implemented in MATLAB with kron:
A = randn(5);
X = randi(3,[5 5]);
C = A*X + X*A;
% Use the Kronecker product to form an n^2-by-n^2 matrix
% A*X + X*A
bigA = (kron(eye(5),A) + kron(A.',eye(5)));
% Quick check that we're getting the same answer
norm(bigA*X(:) - C(:))
% Use GMRES to calculate X from A and C.
vec_X_gmres = gmres(bigA,C(:));
X_gmres = reshape(vec_X_gmres,5,5);
We were asked to define our own differential operators on MATLAB, and I did it following a series of steps, and then we should use the differential operators to solve a boundary value problem:
-y'' + 2y' - y = x, y(0) = y(1) =0
my code was as follows, it was used to compute this (first and second derivative)
h = 2;
x = 2:h:50;
y = x.^2 ;
n=length(x);
uppershift = 1;
U = diag(ones(n-abs(uppershift),1),uppershift);
lowershift = -1;
L= diag(ones(n-abs(lowershift),1),lowershift);
% the code above creates the upper and lower shift matrix
D = ((U-L))/(2*h); %first differential operator
D2 = (full (gallery('tridiag',n)))/ -(h^2); %second differential operator
d1= D*y.'
d2= ((D2)*y.')
then I changed it to this after posting it here and getting one response that encouraged the usage of Identity Matrix, however I still seem to be getting no where.
h = 2;
n=10;
uppershift = 1;
U = diag(ones(n-abs(uppershift),1),uppershift);
lowershift = -1;
L= diag(ones(n-abs(lowershift),1),lowershift);
D = ((U-L))/(2*h); %first differential operator
D2 = (full (gallery('tridiag',n)))/ -(h^2); %second differential operator
I= eye(n);
eqn=(-D2 + 2*D - I)*y == x
solve(eqn,y)
I am not sure how to proceed with this, like should I define y and x, or what exactly? I am clueless!
Because this is a numerical approximation to the solution of the ODE, you are seeking to find a numerical vector that is representative of the solution to this ODE from time x=0 to x=1. This means that your boundary conditions make it so that the solution is only valid between 0 and 1.
Also this is now the reverse problem. In the previous post we did together, you know what the input vector was, and doing a matrix-vector multiplication produced the output derivative operation on that input vector. Now, you are given the output of the derivative and you are now seeking what the original input was. This now involves solving a linear system of equations.
Essentially, your problem is now this:
YX = F
Y are the coefficients from the matrix derivative operators that you derived, which is a n x n matrix, X would be the solution to the ODE, which is a n x 1 vector and F would be the function you are associating the ODE with, also a n x 1 vector. In our case, that would be x. To find Y, you've pretty much done that already in your code. You simply take each matrix operator (first and second derivative) and you add them together with the proper signs and scales to respect the left-hand side of the ODE. BTW, your first derivative and second derivative matrices are correct. What's left is adding the -y term to the mix, and that is accomplished by -eye(n) as you have found out in your code.
Once you formulate your Y and F, you can use the mldivide or \ operator and solve for X and get the solution to this linear system via:
X = Y \ F;
The above essentially solves the linear system of equations formed by Y and F and will be stored in X.
The first thing you need to do is define a vector of points going from x=0 to x=1. linspace is probably the most suitable where you can specify how many points we want. Let's assume 100 points for now:
x = linspace(0,1,100);
Therefore, h in our case is just 1/100. In general, if you want to solve from the starting point x = a up to the end point x = b, the step size h is defined as h = (b - a)/n where n is the total number of points you want to solve for in the ODE.
Now, we have to include the boundary conditions. This simply means that we know the beginning and ending of the solution of the ODE. This means that y(0) = y(1) = 0. As such, we make sure that the first row of Y has only the first column set to 1 and the last row of Y has only the last column set to 1, and we'll set the output position in F to both be 0. This symbolizes that we already know the solution at these points.
Therefore, your final code to solve is just:
%// Setup
a = 0; b = 1; n = 100;
x = linspace(a,b,n);
h = (b-a)/n;
%// Your code
uppershift = 1;
U = diag(ones(n-abs(uppershift),1),uppershift);
lowershift = -1;
L= diag(ones(n-abs(lowershift),1),lowershift);
D = ((U-L))/(2*h); %first differential operator
D2 = (full (gallery('tridiag',n)))/ -(h^2);
%// New code - Create differential equation matrix
Y = (-D2 + 2*D - eye(n));
%// Set boundary conditions on system
Y(1,:) = 0; Y(1,1) = 1;
Y(end,:) = 0; Y(end,end) = 1;
%// New code - Create F vector and set boundary conditions
F = x.';
F(1) = 0; F(end) = 0;
%// Solve system
X = Y \ F;
X should now contain your numerical approximation to the ODE in steps of h = 1/100 starting from x=0 up to x=1.
Now let's see what this looks like:
figure;
plot(x, X);
title('Solution to ODE');
xlabel('x'); ylabel('y');
You can see that y(0) = y(1) = 0 as per the boundary conditions.
Hope this helps, and good luck!
In order to obtain a graphical representation of the behaviour of a fluid it is common practice to plot its streamlines.
For a given two-dimensional fluid with speed components u = Kx and v = -Ky (where K is a constant, for example: K = 5), the streamline equation can be obtained integrating the flow velocity field components as follows:
Streamline equation: ∫dx/u = ∫dy/v
The solved equation looks like this: A = B + C (where A is the solution of the first integral, B is the solution of the second integral and C is an integration constant).
Once we have achieved this, we can start plotting a streamline by simply assigning a value to C, for example: C = 1, and plotting the resulting equation. That would generate a single streamline, so in order to get more of them you need to iterate this last step assigning a different value of C each time.
I have successfully plotted the streamlines of this particular flow by letting matlab integrate the equation symbolically and using ezplot to produce a graphic as follows:
syms x y
K = 5; %Constant.
u = K*x; %Velocity component in x direction.
v = -K*y; %Velocity component in y direction.
A = int(1/u,x); %First integral.
B = int(1/v,y); %Second integral.
for C = -10:0.1:10; %Loop. C is assigned a different value in each iteration.
eqn = A == B + C; %Solved streamline equation.
ezplot(eqn,[-1,1]); %Plot streamline.
hold on;
end
axis equal;
axis([-1 1 -1 1]);
This is the result:
The problem is that for some particular regions of the flow ezplot is not accurate enough and doesn't handle singularities very well (asymptotes, etc.). That's why a standard "numeric" plot seems desirable, in order to obtain a better visual output.
The challenge here is to convert the symbolic streamline solution into an explicit expression that would be compatible with the standard plot function.
I have tried to do it like this, using subs and solve with no success at all (Matlab throws an error).
syms x y
K = 5; %Constant.
u = K*x; %Velocity component in x direction.
v = -K*y; %Velocity component in y direction.
A = int(1/u,x); %First integral.
B = int(1/v,y); %Second integral.
X = -1:0.1:1; %Array of x values for plotting.
for C = -10:0.1:10; %Loop. C is assigned a different value in each iteration.
eqn = A == B + C; %Solved streamline equation.
Y = subs(solve(eqn,y),x,X); %Explicit streamline expression for Y.
plot(X,Y); %Standard plot call.
hold on;
end
This is the error that is displayed on the command window:
Error using mupadmex
Error in MuPAD command: Division by zero.
[_power]
Evaluating: symobj::trysubs
Error in sym/subs>mupadsubs (line 139)
G =
mupadmex('symobj::fullsubs',F.s,X2,Y2);
Error in sym/subs (line 124)
G = mupadsubs(F,X,Y);
Error in Flow_Streamlines (line 18)
Y = subs(solve(eqn,y),x,X); %Explicit
streamline expression for Y.
So, how should this be done?
Since you are using subs many times, matlabFunction is more efficient. You can use C as a parameter, and solve for y in terms of both x and C. Then the for loop is very much faster:
syms x y
K = 5; %Constant.
u = K*x; %Velocity component in x direction.
v = -K*y; %Velocity component in y direction.
A = int(1/u,x); %First integral.
B = int(1/v,y); %Second integral.
X = -1:0.1:1; %Array of x values for plotting.
syms C % C is treated as a parameter
eqn = A == B + C; %Solved streamline equation.
% Now solve the eqn for y, and make it into a function of `x` and `C`
Y=matlabFunction(solve(eqn,y),'vars',{'x','C'})
for C = -10:0.1:10; %Loop. C is assigned a different value in each iteration.
plot(X,Y(X,C)); %Standard plot call, but using the function for `Y`
hold on;
end
I have a Matlab function that returns a polynomial of the form:
poly = ax^2 + bx*y + cy^2
where a, b, and c are constants, and x and y are symbolic (class sym).
I want to get the coefficients of the polynomial in the form [a b c], but I'm running into the following problem. If the function returns poly = y^2, then coeffs(poly) = 1. I don't want this – I want it to return [0 0 1].
How can I create a function that will give me the coefficients of a symbolic polynomial in the form that I want?
You can use sym2poly if your polynomial is a function of a single variable like your example y^2:
syms y
p = 2*y^2+3*y+4;
c = sym2poly(p)
which returns
c =
2 3 4
Use fliplr(c) if you really want the coefficients in the other order. If you're going to be working with polynomials it would probably also be a good idea not to create a variable called poly, which is the name of a function you might want to use.
If you actually need to handle polynomials in multiple variables, you can use MuPAD functions from within Matlab. Here is how you can use MuPAD's coeff to get the coefficients in terms of the order of variable they precede (x or y):
syms x y
p = 2*x^2+3*x*y+4*y;
v = symvar(p);
c = eval(feval(symengine,'coeff',p,v))
If you want to extract all of the information from the polynomial, the poly2list function is quite helpful:
syms x y
p = 2*x^2+3*x*y+4*y;
v = symvar(p);
m = eval(feval(symengine,'poly2list',p,v));
c = m(:,1); % Coefficients
degs = m(:,2:end); % Degree of each variable in each term
The polynomial can then be reconstructed via:
sum(c.*prod(repmat(v,[size(m,1) 1]).^degs,2))
By the way, good choice on where you go to school. :-)
There is also an alternative to this problem. For a given degree, this function returns a polynomial of that degree and its coefficients altogether.
function [polynomial, coefficeint] = makePoly(degree)
syms x y
previous = 0 ;
for i=0:degree
current = expand((x+y)^i);
previous= current + previous ;
end
[~,poly] = coeffs(previous);
for j= 1:length(poly)
coefficeint(j) = sym(strcat('a', int2str(j)) );
end
polynomial = fliplr(coefficeint)* poly.' ;
end
Hope this helps.