Plotting 2D equation with infinite sum - matlab

I'm trying to plot the following equation (let's call it "Equation 1"):
This is the code I'm testing:
clear all;
xl=0; xr=1; % x domain [xl,xr]
J = 10; % J: number of division for x
dx = (xr-xl) / J; % dx: mesh size
tf = 0.1; % final simulation time
Nt = 60; % Nt: number of time steps
dt = tf/Nt/4;
x = xl : dx : xr; % generate the grid point
u_ex = zeros(J+1,Nt);
for n = 1:Nt
t = n*dt; % current time
for j=1:J+1
xj = xl + (j-1)*dx;
suma = zeros(100 , 1);
for k= 1:100
suma(k) = 4/(((2*k-1)^2) *pi*pi);
suma(k) = suma(k) * exp(-((2*k-1)^2) *pi*pi*t) * cos(2*k-1)*pi*xj;
end
m = sum(suma);
u_ex(j, n)= 0.5 - m;
end
end
tt = dt : dt : Nt*dt;
figure(1)
surf(x,tt, u_ex'); % 3-D surface plot
xlabel('x')
ylabel('t')
zlabel('u')
The problem is that all I get is a flat surface:
Equation 1 is suppossed to be the solution of the following parabolic partial differential equation with boundary values:
And after getting the numerical solution, it should look like this:
This plot gets the right values at the boundaries x = 0 and x = 1. The plot of Equation 1 doesn't have those values at the boundaries.
My complete .m code (that plots both the numerical solution and Equation 1) is:
clear all; % clear all variables in memory
xl=0; xr=1; % x domain [xl,xr]
J = 10; % J: number of division for x
dx = (xr-xl) / J; % dx: mesh size
tf = 0.1; % final simulation time
Nt = 60; % Nt: number of time steps
dt = tf/Nt/4;
mu = dt/(dx)^2;
if mu > 0.5 % make sure dt satisy stability condition
error('mu should < 0.5!')
end
% Evaluate the initial conditions
x = xl : dx : xr; % generate the grid point
% store the solution at all grid points for all time steps
u = zeros(J+1,Nt);
u_ex = zeros(J+1,Nt);
% Find the approximate solution at each time step
for n = 1:Nt
t = n*dt; % current time
% boundary condition at left side
gl = 0;
% boundary condition at right side
gr = 0;
for j=2:J
if n==1 % first time step
u(j,n) = j;
else % interior nodes
u(j,n)=u(j,n-1) + mu*(u(j+1,n-1) - 2*u(j,n-1) + u(j-1,n-1));
end
end
u(1,n) = gl; % the left-end point
u(J+1,n) = gr; % the right-end point
% calculate the analytic solution
for j=1:J+1
xj = xl + (j-1)*dx;
suma = zeros(100 , 1);
for k= 1:100
suma(k) = 4/(((2*k-1)^2) *pi*pi);
suma(k) = suma(k) * exp(-((2*k-1)^2) *pi*pi*t) * cos(2*k-1)*pi*xj;
end
m = sum(suma);
u_ex(j, n)= 0.5 - m;
end
end
% Plot the results
tt = dt : dt : Nt*dt;
figure(1)
colormap(gray); % draw gray figure
surf(x,tt, u'); % 3-D surface plot
xlabel('x')
ylabel('t')
zlabel('u')
title('Numerical solution of 1-D parabolic equation')
figure(2)
surf(x,tt, u_ex'); % 3-D surface plot
xlabel('x')
ylabel('t')
zlabel('u')
title('Analytic solution of 1-D parabolic equation')
maxerr=max(max(abs(u-u_ex))),
The code is taken from the book "Computational Partial Differential Equations Using MATLAB" by Yi-Tung Chen, Jichun Li, chapter 2, exercise 3.
In short: I'm not asking about the differential equation or the boundary problem, I want to know is: Why am I getting a flat surface when plotting Equation 1? Am I missing a parenthesis?
I do not want to use the symsum function because it never stop the script execution and I want to learn how to plot Equation 1 with no using symsum.
I've tested this code with Matlab R2008b and Octave 4.2.1. I got the same results (even with sums of 1000, 10000 and 50000 terms in the for loop with the k variable).
Edit!
Thanks, Steve!
I was missing a couple of parenthesis near the cosine, the right code is:
clear all; % clear all variables in memory
xl=0; xr=1; % x domain [xl,xr]
J = 10; % J: number of division for x
dx = (xr-xl) / J; % dx: mesh size
tf = 0.1; % final simulation time
Nt = 60; % Nt: number of time steps
dt = tf/Nt/4;
mu = dt/(dx)^2;
if mu > 0.5 % make sure dt satisy stability condition
error('mu should < 0.5!')
end
% Evaluate the initial conditions
x = xl : dx : xr; % generate the grid point
% store the solution at all grid points for all time steps
u = zeros(J+1,Nt);
u_ex = zeros(J+1,Nt);
% Find the approximate solution at each time step
for n = 1:Nt
t = n*dt; % current time
% boundary condition at left side
gl = 0;
% boundary condition at right side
gr = 0;
for j=2:J
if n==1 % first time step
u(j,n) = j;
else % interior nodes
u(j,n)=u(j,n-1) + mu*(u(j+1,n-1) - 2*u(j,n-1) + u(j-1,n-1));
end
end
u(1,n) = gl; % the left-end point
u(J+1,n) = gr; % the right-end point
% calculate the analytic solution
for j=1:J+1
xj = xl + (j-1)*dx;
suma = zeros(1000 , 1);
for k= 1:1000
suma(k) = 4/(((2*k-1)^2) *pi*pi);
suma(k) *= exp(-((2*k-1)^2) *pi*pi*t) * cos((2*k-1)*pi*xj);
end
m = sum(suma);
u_ex(j, n)= 0.5 - m;
end
end
% Plot the results
tt = dt : dt : Nt*dt;
figure(1)
colormap(gray); % draw gray figure
surf(x,tt, u'); % 3-D surface plot
xlabel('x')
ylabel('t')
zlabel('u')
title('Numerical solution of 1-D parabolic equation')
figure(2)
surf(x,tt, u_ex'); % 3-D surface plot
xlabel('x')
ylabel('t')
zlabel('u')
title('Analytic solution of 1-D parabolic equation')
Now my Equation 1 looks much better:
Also Steve was right when pointing out that my numerical solution may be wrong. I didn't notice that the boundary values are for the derivatives of my function, not the actual values of the function. I'll ask my teacher about this.
Edit2!
Ok, I got it. To calculate the derivatives at the boundaries you have to use hint 2.21 in the same book:
% hint 2.21 given by the book
% it is better to calculate the boundary values after calculating the inner points inside the for j = 1:m loop because you will need them:
u(1, n) = u(2, n) - dx * gl; % the left-end point
u(J+1,n) = u(J, n) + dx * gr; % the right-end point
Now my numerical solution looks like my analytic solution :D
Matlab R2008b can't recognize the *= operator that Octave does. I'm not tested this operator in other versions of Matlab because I'm too poor.
Yvon: I think the analytical solution formula comes from the real part of a Fourier expansion, but authors don't tell how they got it.

Related

Matlab - plot speed vector of a satellite in Keplerian orbit

I have to plot the speed vector of an object orbiting around a central body. This is a Keplerian context. The trajectory of object is deduced from the classical formula ( r = p/(1+e*cos(theta)) with e=eccentricity.
I manage into plotting the elliptical orbit but now, I would like to plot for each point of this orbit the velocity speed of object.
To compute the velocity vector, I start from classical formulas (into polar coordinates), below the 2 components :
v_r = dr/dt and v_theta = r d(theta)/dt
To take a time step dt, I extract the mean anomaly which is proportional to time.
And Finally, I compute the normalization of this speed vector.
clear % clear variables
e = 0.8; % eccentricity
a = 5; % semi-major axis
b = a*sqrt(1-e^2); % semi-minor axis
P = 10 % Orbital period
N = 200; % number of points defining orbit
nTerms = 10; % number of terms to keep in infinite series defining
% eccentric anomaly
M = linspace(0,2*pi,N); % mean anomaly parameterizes time
% M varies from 0 to 2*pi over one orbit
alpha = zeros(1,N); % preallocate space for eccentric anomaly array
%%%%%%%%%%
%%%%%%%%%% Calculations & Plotting
%%%%%%%%%%
% Calculate eccentric anomaly at each point in orbit
for j = 1:N
% initialize eccentric anomaly to mean anomaly
alpha(j) = M(j);
% include first nTerms in infinite series
for n = 1:nTerms
alpha(j) = alpha(j) + 2 / n * besselj(n,n*e) .* sin(n*M(j));
end
end
% calcualte polar coordiantes (theta, r) from eccentric anomaly
theta = 2 * atan(sqrt((1+e)/(1-e)) * tan(alpha/2));
r = a * (1-e^2) ./ (1 + e*cos(theta));
% Compute cartesian coordinates with x shifted since focus
x = a*e + r.*cos(theta);
y = r.*sin(theta);
figure(1);
plot(x,y,'b-','LineWidth',2)
xlim([-1.2*a,1.2*a]);
ylim([-1.2*a,1.2*a]);
hold on;
% Plot 2 focus = foci
plot(a*e,0,'ro','MarkerSize',10,'MarkerFaceColor','r');
hold on;
plot(-a*e,0,'ro','MarkerSize',10,'MarkerFaceColor','r');
% compute velocity vectors
for i = 1:N-1
vr(i) = (r(i+1)-r(i))/(P*(M(i+1)-M(i))/(2*pi));
vtheta(i) = r(i)*(theta(i+1)-theta(i))/(P*(M(i+1)-M(i))/(2*pi));
vrNorm(i) = vr(i)/norm([vr(i),vtheta(i)],1);
vthetaNorm(i) = vtheta(i)/norm([vr(i),vtheta(i)],1);
end
% Plot velocity vector
quiver(x(30),y(30),vrNorm(30),vthetaNorm(30),'LineWidth',2,'MaxHeadSize',1);
% Label plot with eccentricity
title(['Elliptical Orbit with e = ' sprintf('%.2f',e)]);
Unfortunately, once plot performed, it seems that I get a bad vector for speed. Here for example the 30th element of vrNorm and vthetaNorm arrays :
As you can see, the vector has the wrong direction (If I assume to take 0 for theta from the right axis and positive variation like into trigonometrics).
If someone could see where is my error, this would nice.
UPDATE 1: Has this vector representing the speed on elliptical orbit to be tangent permanently to the elliptical curve ?
I would like to represent it by taking the right focus as origin.
UPDATE 2:
With the solution of #MadPhysicist, I have modified :
% compute velocity vectors
vr(1:N-1) = (2*pi).*diff(r)./(P.*diff(M));
vtheta(1:N-1) = (2*pi).*r(1:N-1).*diff(theta)./(P.*diff(M));
% Plot velocity vector
for l = 1:9 quiver(x(20*l),y(20*l),vr(20*l)*cos(vtheta(20*l)),vr(20*l)*sin(vtheta(20*l)),'LineWidth',2,'MaxHeadSize',1);
end
% Label plot with eccentricity
title(['Elliptical Orbit with e = ' sprintf('%.2f',e)]);
I get the following result :
On some parts of the orbit, I get wrong directions and I don't understand why ...
There are two issues with your code:
The normalization is done incorrectly. norm computes the generalized p-norm for a vector, which defaults to the Euclidean norm. It expects Cartesian inputs. Setting p to 1 means that it will just return the largest element of your vector. In your case, the normalization is meaningless. Just set vrNorm as
vrNorm = vr ./ max(vr)
It appears that you are passing in the polar coordinates vrNorm and vthetaNorm to quiver, which expects Cartesian coordinates. It's easy to make the conversion in a vectorized manner:
vxNorm = vrNorm * cos(vtheta);
vyNorm = vrNorm * sin(vtheta);
This assumes that I understand where your angle is coming from correctly and that vtheta is in radians.
Note
The entire loop
for i = 1:N-1
vr(i) = (r(i+1)-r(i))/(P*(M(i+1)-M(i))/(2*pi));
vtheta(i) = r(i)*(theta(i+1)-theta(i))/(P*(M(i+1)-M(i))/(2*pi));
vrNorm(i) = vr(i)/norm([vr(i),vtheta(i)],1);
vthetaNorm(i) = vtheta(i)/norm([vr(i),vtheta(i)],1);
end
can be rewritten in a fully vectorized manner:
vr = (2 * pi) .* diff(r) ./ (P .* diff(M))
vtheta = (2 * pi) .* r .* diff(theta) ./ (P .* diff(M))
vrNorm = vr ./ max(vr)
vxNorm = vrNorm * cos(vtheta);
vyNorm = vrNorm * sin(vtheta);
Note 2
You can call quiver in a vectorized manner, on the entire dataset, or on a subset:
quiver(x(20:199:20), y(20:199:20), vxNorm(20:199:20), vyNorm(20:199:20), ...)

Looping my algorithm to plot for a different parameter value on the same graph(MATLAB)

I've implemented an algorithm for my physics project which does exactly what I want. The problem that I'm stuck which is not the Physics content itself hence I think it might be somewhat trivial to explain what my code does. I'm mainly stuck with the way MATLAB's plotting works if I was to loop over the same algorithm to produce similar graphs with a slight change of a value of my parameter. Here's my code below:
clear; clc; close all;
% Parameters:
z_nn = 4; % Number of nearest-neighbour in lattice (square = 4).
z_nnn = 4; % Number of next-nearest-neighbours in lattice (square = 4).
Lx = 40; % Number of sites along x-axis.
Ly = 40; % Number of sites along y-axis.
sigma = 1; % Size of a site (defines our units of length).
beta = 1.2; % Inverse temperature beta*epsilon.
mu = -2.53; % Chemical potential mu/epsilon.
mu_2 = -2.67; % Chemical potential mu/epsilon for 2nd line.
J = linspace(1, 11, 11);%J points for the line graph plot
potential = zeros(Ly);
attract = 1.6; %wall attraction constant
k = 1; %wall depth
rho_0 = 0.4; % Initial density.
tol = 1e-12; % Convergence tolerance.
count = 30000; % Upper limit for iterations.
alpha = 0.01; % Mixing parameter.
conv = 1; cnt = 1; % Convergence value and counter.
rho = rho_0*ones(Ly); % Initialise rho to the starting guess(i-th rho_old) in Eq(47)
rho_rhs = zeros(Ly); % Initialise rho_new to zeros.
% Solve equations iteratively:
while conv>=tol && cnt<count
cnt = cnt + 1; % Increment counter.
% Loop over all lattice sites:
for j=1:Ly
%Defining the Lennard-Jones potential
if j<k
potential(j) = 1000000000;
else
potential(j) = -attract*(j-k)^(-3);
end
% Handle the periodic boundaries for x and y:
%left = mod((i-1)-1,Lx) + 1; % i-1, maps 0 to Lx.
%right = mod((i+1)-1,Lx) + 1; % i+1, maps Lx+1 to 1.
if j<k+1 %depth of wall
rho_rhs(j) = 0;
rho(j) = 0;
elseif j<(20+k)
rho_rhs(j) = (1 - rho(j))*exp((beta*((3/2)*rho(j-1) + (3/2)*rho(j+1) + 2*rho(j) + mu) - potential(j)));
else
rho_rhs(j) = rho_rhs(j-1);
end
end
conv = sum(sum((rho - rho_rhs).^2)); % Convergence value is the sum of the differences between new and current solution.
rho = alpha*rho_rhs + (1 - alpha)*rho; % Mix the new and current solutions for next iteration.
end
% disp(['conv = ' num2str(conv_2) ' cnt = ' num2str(cnt)]); % Display final answer.
% figure(2);
% pcolor(rho_2);
figure(1);
plot(J, rho(1:11));
hold on;
% plot(J, rho_2(1,1:11));
hold off;
disp(['conv = ' num2str(conv) ' cnt = ' num2str(cnt)]); % Display final answer.
figure(3);
pcolor(rho);
Running this code should give you a graph like this
Now I want to produce a similar graph but with one of the variable's value changed and plotted on the same graph. My approach that I've tried is below:
clear; clc; close all;
% Parameters:
z_nn = 4; % Number of nearest-neighbour in lattice (square = 4).
z_nnn = 4; % Number of next-nearest-neighbours in lattice (square = 4).
Lx = 40; % Number of sites along x-axis.
Ly = 40; % Number of sites along y-axis.
sigma = 1; % Size of a site (defines our units of length).
beta = 1.2; % Inverse temperature beta*epsilon.
mu = [-2.53,-2.67]; % Chemical potential mu/epsilon.
mu_2 = -2.67; % Chemical potential mu/epsilon for 2nd line.
J = linspace(1, 10, 10);%J points for the line graph plot
potential = zeros(Ly, length(mu));
gamma = zeros(Ly, length(mu));
attract = 1.6; %wall attraction constant
k = 1; %wall depth
rho_0 = 0.4; % Initial density.
tol = 1e-12; % Convergence tolerance.
count = 30000; % Upper limit for iterations.
alpha = 0.01; % Mixing parameter.
conv = 1; cnt = 1; % Convergence value and counter.
rho = rho_0*[Ly,length(mu)]; % Initialise rho to the starting guess(i-th rho_old) in Eq(47)
rho_rhs = zeros(Ly,length(mu)); % Initialise rho_new to zeros.
figure(3);
hold on;
% Solve equations iteratively:
while conv>=tol && cnt<count
cnt = cnt + 1; % Increment counter.
% Loop over all lattice sites:
for j=1:Ly
for i=1:length(mu)
y = 1:Ly;
MU = mu(i).*ones(Ly)
%Defining the Lennard-Jones potential
if j<k
potential(j) = 1000000000;
else
potential(j) = -attract*(j-k).^(-3);
end
% Handle the periodic boundaries for x and y:
%left = mod((i-1)-1,Lx) + 1; % i-1, maps 0 to Lx.
%right = mod((i+1)-1,Lx) + 1; % i+1, maps Lx+1 to 1.
if j<k+1 %depth of wall
rho_rhs(j) = 0;
rho(j) = 0;
elseif j<(20+k)
rho_rhs(j) = (1 - rho(j))*exp((beta*((3/2)*rho(j-1) + (3/2)*rho(j+1) + 2*rho(j) + MU - potential(j)));
else
rho_rhs(j) = rho_rhs(j-1);
end
end
end
conv = sum(sum((rho - rho_rhs).^2)); % Convergence value is the sum of the differences between new and current solution.
rho = alpha*rho_rhs + (1 - alpha)*rho; % Mix the new and current solutions for next iteration.
disp(['conv = ' num2str(conv) ' cnt = ' num2str(cnt)]); % Display final answer.
figure(1);
pcolor(rho);
plot(J, rho(1:10));
end
hold off;
The only variable that I'm changing here is mu. I would like to loop my first code so that I can enter an arbitrary amount of different values of mu and plot them on the same graph. Naturally I had to change all of the lists dimension from (1 to size of Ly) to (#of mu(s) to size of Ly), such that when the first code is being looped, the i-th mu value in that loop is being turned into lists with dimension as long as Ly. So I thought I would do the plotting within the loop and use "hold on" encapsulating the whole loop so that every plot that was generated in each loop won't be erased. But I've been spending hours on trying to figure out the semantics of MATLAB but ultimately I can't figure out what to do. So hopefully I can get some help on this!
hold on only applies to the active figure, it is not a generic property shared among all figures. What is does is changing the value of the current figure NextPlot property, which governs the behavior when adding plots to a figure.
hold on is equivalent to set(gcf,'NextPlot','add');
hold off is equivalent to set(gcf,'NextPlot','replace');
In your code you have:
figure(3); % Makes figure 3 the active figure
hold on; % Sets figure 3 'NextPlot' property to 'add'
% Do some things %
while conv>=tol && cnt<count
% Do many things %
figure(1); % Makes figure 1 the active figure; 'hold on' was not applied to that figure
plot(J, rho(1:10)); % plots rho while erasing the previous plot
end
You should try to add another hold on statement after figure(1)
figure(1);
hold on
plot(J, rho(1:10));

Plot step response without using step function

I want to plot the step response. I know that I can use step function with state space equations, but I try to get same results using plot function. Here is my sample of code:
for i=1:201
u(i) = 1;
x1(i+1) = (-(b/J)*x1(i) + (K/J)*x2(i));
x2(i+1) = (-(K/L)*x1(i) - (R/L)*x2(i) + (1/L)*u(i));
y(i) = x1(i);
end
and this is the state space equations:
A = [-b/J K/J
-K/L -R/L];
B = [0
1/L];
C = [1 0];
D = 0;
If i do:
t = 0:1:200;
plot(t, y)
it is not working and I want to have the same results like the step function below:
sys = ss(A,B,C,D);
step(sys)
You can find my state space equation here.
The reason for the mismatch is that sys is a continuous time model, whereas the computation of y treats it as a discrete-time system.
The following is a way of estimating the step-response of a continuous-time system in the discrete-time domain:
% Given from the problem statement
A = [-b/J K/J
-K/L -R/L];
B = [0
1/L];
C = [1 0];
D = 0;
% this is your continuous-time model
sys = ss(A,B,C,D);
% define the sample rate of the equivalent discrete-time model
Ts = 1/10;
% this needs to be something smaller than the time-constants in your model,
% so that you have enough resolution to represent the continuous-time
% signal.
% convert the system to the equivalent discrete-time model
sysd = c2d(sys,Ts);
% define how long a step response you'd like to compute
T = 7;
% this should be long enough to cover the length of the step response
t = 0:Ts:T; % time-grid for the plot
nSmp = length(t); % total number of samples to be computed
% initializations
y = NaN(1, nSmp); % output vector
u = ones(1, nSmp); % unit step input
X = [0; 0]; % state vector, initialized to 0
% compute the samples of the step-response
% (i prefer to use vectorized form to keep the code concise)
for i=1:nSmp
y(i) = sysd.C * X + sysd.D * u(i);
X = sysd.A * X + sysd.B * u(i);
end
% plot continous-time step response
figure;
step(sys);
% plot simulated discrete-time step response
figure;
plot(t, y, 'r')
xlabel('Time (s)');
ylabel('Amplitude');
title('Simulated Step Response');

Gaussian Process Regression

I am coding a Gaussian Process regression algorithm. Here is the code:
% Data generating function
fh = #(x)(2*cos(2*pi*x/10).*x);
% range
x = -5:0.01:5;
N = length(x);
% Sampled data points from the generating function
M = 50;
selection = boolean(zeros(N,1));
j = randsample(N, M);
% mark them
selection(j) = 1;
Xa = x(j);
% compute the function and extract mean
f = fh(Xa) - mean(fh(Xa));
sigma2 = 1;
% computing the interpolation using all x's
% It is expected that for points used to build the GP cov. matrix, the
% uncertainty is reduced...
K = squareform(pdist(x'));
K = exp(-(0.5*K.^2)/sigma2);
% upper left corner of K
Kaa = K(selection,selection);
% lower right corner of K
Kbb = K(~selection,~selection);
% upper right corner of K
Kab = K(selection,~selection);
% mean of posterior
m = Kab'*inv(Kaa+0.001*eye(M))*f';
% cov. matrix of posterior
D = Kbb - Kab'*inv(Kaa + 0.001*eye(M))*Kab;
% sampling M functions from from GP
[A,B,C] = svd(Kaa);
F0 = A*sqrt(B)*randn(M,M);
% mean from GP using sampled points
F0m = mean(F0,2);
F0d = std(F0,0,2);
%%
% put together data and estimation
F = zeros(N,1);
S = zeros(N,1);
F(selection) = f' + F0m;
S(selection) = F0d;
% sampling M function from posterior
[A,B,C] = svd(D);
a = A*sqrt(B)*randn(N-M,M);
% mean from posterior GPs
Fm = m + mean(a,2);
Fmd = std(a,0,2);
F(~selection) = Fm;
S(~selection) = Fmd;
%%
figure;
% show what we got...
plot(x, F, ':r', x, F-2*S, ':b', x, F+2*S, ':b'), grid on;
hold on;
% show points we got
plot(Xa, f, 'Ok');
% show the whole curve
plot(x, fh(x)-mean(fh(x)), 'k');
grid on;
I expect to get some nice figure where the uncertainty of unknown data points would be big and around sampled data points small. I got an odd figure and even odder is that the uncertainty around sampled data points is bigger than on the rest. Can someone explain to me what I am doing wrong? Thanks!!
There are a few things wrong with your code. Here are the most important points:
The major mistake that makes everything go wrong is the indexing of f. You are defining Xa = x(j), but you should actually do Xa = x(selection), so that the indexing is consistent with the indexing you use on the kernel matrix K.
Subtracting the sample mean f = fh(Xa) - mean(fh(Xa)) does not serve any purpose, and makes the circles in your plot be off from the actual function. (If you choose to subtract something, it should be a fixed number or function, and not depend on the randomly sampled observations.)
You should compute the posterior mean and variance directly from m and D; no need to sample from the posterior and then obtain sample estimates for those.
Here is a modified version of the script with the above points fixed.
%% Init
% Data generating function
fh = #(x)(2*cos(2*pi*x/10).*x);
% range
x = -5:0.01:5;
N = length(x);
% Sampled data points from the generating function
M = 5;
selection = boolean(zeros(N,1));
j = randsample(N, M);
% mark them
selection(j) = 1;
Xa = x(selection);
%% GP computations
% compute the function and extract mean
f = fh(Xa);
sigma2 = 2;
sigma_noise = 0.01;
var_kernel = 10;
% computing the interpolation using all x's
% It is expected that for points used to build the GP cov. matrix, the
% uncertainty is reduced...
K = squareform(pdist(x'));
K = var_kernel*exp(-(0.5*K.^2)/sigma2);
% upper left corner of K
Kaa = K(selection,selection);
% lower right corner of K
Kbb = K(~selection,~selection);
% upper right corner of K
Kab = K(selection,~selection);
% mean of posterior
m = Kab'/(Kaa + sigma_noise*eye(M))*f';
% cov. matrix of posterior
D = Kbb - Kab'/(Kaa + sigma_noise*eye(M))*Kab;
%% Plot
figure;
grid on;
hold on;
% GP estimates
plot(x(~selection), m);
plot(x(~selection), m + 2*sqrt(diag(D)), 'g-');
plot(x(~selection), m - 2*sqrt(diag(D)), 'g-');
% Observations
plot(Xa, f, 'Ok');
% True function
plot(x, fh(x), 'k');
A resulting plot from this with 5 randomly chosen observations, where the true function is shown in black, the posterior mean in blue, and confidence intervals in green.

Finite difference - wave equation - boundary conditions and setting things up

I am working on a project that has to do with solving the wave equation in 2D (x, y, t) numericaly using the central difference approximation in MATLAB with the following boundary conditions:
The general assembly formula is:
I understand some of the boundary conditions (BC), like
du/dy=0 at j=m,
,
but I am not sure how to implement these boundary conditions in MATLAB.
A friend has given me these equations:
Here is my try with the MATLAB code,
but I am not able to progress any further:
% The wave function
% Explicit
% Universal boundary conditions for all 3 cases:
% u=0 at t=0
% du/dt=0 at t=0
% Case 1 boundary conditions
% At x=0, u=2sin(2*pi*t/5);
% At y=0, du/dy=0;
% At y=2, du/dy=0;
% At x=5, du/dx=0;
% u=0 and du/dt=0 at t=0;
%-------------------------------------------------------------------------%
% Setting up
clc; clear all; close all;
% length, time, height
L = 5; % [m]
h = 2; % [m]
T = 10; % [s]
% Constants
c_x = 1; % arbitrary
c_y = 1; % arbitrary
dx = 0.1; % <x> increment
dy = 0.1; % <y> increment
dt = 0.1; % time increment
nx = L/dx + 1; % number of <x> samples
ny = h/dy + 1; % number of <y> samples
nt = T/dt + 1; % number of time samples
t(:,1) = linspace(0, T, nt);
theta_x = c_x*(dt^2)/(dx^2);
theta_y = c_y*(dt^2)/(dy^2);
% theta_x = theta_y
theta = theta_x;
%-------------------------------------------------------------------------%
% The matrix
U = zeros(nt, nx, ny);
% Setting up the <U> matrix with the boundary conditions - case 1
U(1, :, :) = 0; % U=0 at t=0
for tt=1:nt % U=2sin(2pi/5*t) at x=0
for jj=1:ny
U(tt, 1, jj)=2*sin(2*pi/5.*t(tt));
end
end
for it=2:t
for ix=2:nx-1
for iy=2:ny-1
% Boundary conditions
% General case (internal):
U1 = -U(it-1, ix, iy);
U2 = 2*(1-2*theta)*u(it, ix, iy);
U3 = theta*U(it, ix-1, iy);
U4 = theta*U(it, ix+1, iy);
U5 = theta*U(it, ix, iy-1);
U6 = theta*U(it, ix, iy+1);
end
end
end
The general assembly formula you have kind of applies to the boundaries as well.
The complication is that when you apply the formula when j = 1 and j = m, you have j = 0 and j = m+1 term that are off of your grid.
To ameliorate this problem, boundary conditions give you a relationship between the points off the grid and on the grid.
As you have indicated, the dudy = 0 condition has given you the relation that u(i,m-1) == u(u,m+1) on the boundary. So you use the general assembly formula and replace all of the m+1 terms with m-1 on the boundary. You'll have a similar relation for the lower boundary as well.