I am trying to implement the finite difference method in matlab. I did some calculations and I got that y(i) is a function of y(i-1) and y(i+1), when I know y(1) and y(n+1). However, I don't know how I can implement this so the values of y are updated the right way. I tried using 2 fors, but it's not going to work that way.
EDIT
This is the script and the result isn't right
n = 10;
m = n+1;
h = 1/m;
x = 0:h:1;
y = zeros(m+1,1);
y(1) = 4;
y(m+1) = 6;
s = y;
for i=2:m
y(i) = y(i-1)*(-1+(-2)*h)+h*h*x(i)*exp(2*x(i));
end
for i=m:-1:2
y(i) = (y(i) + (y(i+1)*(2*h-1)))/(3*h*h-2);
end
The equation is:
y''(x) - 4y'(x) + 3y(x) = x * e ^ (2x),
y(0) = 4,
y(1) = 6
Thanks.
Consider the following code. The central differential quotient is discretized.
% Second order diff. equ.
% y'' - 4*y' + 3*y = x*exp(2*x)
% (y(i+1)-2*y(i)+y(i-1))/h^2-4*(y(i+1)-y(i-1))/(2*h) + 3*y(i) = x(i)*exp(2*x(i));
The solution region is specified.
x = (0:0.01:1)'; % Solution region
h = min(diff(x)); % distance
As said in my comment, using this method, all points have to be solved simultaneously. Therefore, above numerical approximation of the equation is transformed in a linear system of euqations.
% System of equations
% Matrix of coefficients
A = zeros(length(x));
A(1,1) = 1; % known solu for first point
A(end,end) = 1; % known solu for last point
% y(i) y'' y
A(2:end-1,2:end-1) = A(2:end-1,2:end-1)+diag(repmat(-2/h^2+3,[length(x)-2 1]));
% y(i-1) y'' -4*y'
A(1:end-1,1:end-1) = A(1:end-1,1:end-1)+diag(repmat(1/h^2+4/(2*h),[length(x)-2 1]),-1);
% y(i+1) y'' -4*y'
A(2:end,2:end) = A(2:end,2:end)+diag(repmat(1/h^2-4/(2*h),[length(x)-2 1]),+1);
With the rhs of the differential equation. Note that the known values are calculated by 1 in the matrix and the actual value in the solution vector.
Y = x.*exp(2*x);
Y(1) = 4; % known solu for first point
Y(end) = 6; % known solu for last point
y = A\Y;
Having an equation to approximate the first order derivative (see above) you can verify the solution. (note, ddx2 is an own function)
f1 = ddx2(x,y); % first derivative (own function)
f2 = ddx2(x,f1); % second derivative (own function)
figure;
plot(x,y);
saveas(gcf,'solu1','png');
figure;
plot(x,f2-4*f1+3*y,x,x.*exp(2*x),'ko');
ylim([0 10]);
legend('lhs','rhs','Location','nw');
saveas(gcf,'solu2','png');
I hope the solution shown below is correct.
Related
I am trying to solve the 1D ADE
This is my code so far:
clc; clear; close all
%Input parameters
Ao = 1; %Initial value
L = 0.08; %Column length [m]
nx = 40; %spatial gridpoints
dx = L/nx; %Length step size [m]
T = 20/24; %End time [days]
nt = 100; %temporal gridpoints
dt = T/nt; %Time step size [days]
Vel = dx/dt; %Velocity in each cell [m/day]
alpha = 0.002; %Dispersivity [m]
De = alpha*Vel; % Dispersion coeff. [m2/day]
%Gridblocks
x = 0:dx:L;
t = 0:dt:T;
%Initial and boundary conditions
f = #(x) x; % initial cond.
% boundary conditions
g1 = #(t) Ao;
g2 = #(t) 0;
%Initialization
A = zeros(nx+1, nt+1);
A(:,1) = f(x);
A(1,:) = g1(t);
gamma = dt/(dx^2);
beta = dt/dx;
% Implementation of the explicit method
for j= 1:nt-1 % Time Loop
for i= 2:nx-1 % Space Loop
A(i,j+1) = (A(i-1,j))*(Vel*beta + De*gamma)...
+ A(i,j)*(1-2*De*gamma-Vel*beta) + A(i+1,j)*(De*gamma);
end
% Insert boundary conditions for i = 1 and i = N
A(2,j+1) = A(1,j)*(Vel*beta + De*gamma) + A(2,j)*(1-2*De*gamma-Vel*beta) + A(3,j)*(De*gamma);
A(nx,j+1) = A(nx-1,j)*(Vel*beta + 2*De*gamma) + A(nx,j)*(1-2*De*gamma-Vel*beta)+ (2*De*gamma*dx*g2(t));
end
figure
plot(t, A(end,:), 'r*', 'MarkerSize', 2)
title('A Vs time profile (Using FDM)')
xlabel('t'),ylabel('A')
Now, I have been able to solve the problem using MATLAB’s pdepe function (see plot), but I am trying to compare the result with the finite difference method (implemented in the code above). I am however getting negative values of the dependent variable, but I am not sure what exactly I could be doing wrong. I therefore will really appreciate if anyone can help me out here. Many thanks in anticipation.
PS: I can post the code I used for the pdepe if anyone would like to see it.
Question: Find the minimum of f(x,y)=x^2+y^2-2*x-6*y+14 in the window [0,2]×[2,4] with increment 0.01 for x and y.
My approach: Find the first partial derivatives fx and fy. The critical points satisfy the equations fx(x,y) = 0 and fy(x,y) = 0 simultaneously. find the second order partial derivatives fxx(x,y), fyy(x,y) and fxy(x,y) in order to find D.
clc
clear all
syms x y
fun=x^2+y^2-2*x-6*y+14;
fx=diff(fun,x);
fy=diff(fun,y);
pt=solve(fx==0,fy==0);
sol = struct2array(pt)
fxx=diff(fx,x);
fyy=diff(fy,y);
fxy=diff(fx,y);
D=subs(fxx,[x y],[1 3])*subs(fyy,[x y],[1 3])-(subs(fxy,[x y],[1 3]))^2
fxx_val=subs(fxx,[x y],[1 3])
minimum_value=subs(fun,[x y],[1 3])
Am I doing the right thing about what the question asked? Besides what about the window and increment mentioned that question. Any hints or solution will be appreciated .
Thanks in advance .
Use function evaluation optimization method instead of gradient
Please read through the code
f = #(x,y)x.^2+y.^2-2.*x-6.*y+14;
% x range
x_lb = 0;
x_ub = 2;
% y range
y_lb = 2;
y_ub = 4;
step = 0.01;
% lower bound of x, initial guess as xmin
xmin = x_lb;
% lower bound of y, initial guess as ymin
ymin = y_lb;
% f at the lower bounds, initial fmin
fmin = f(xmin, ymin);
for x = x_lb:step:x_ub
for y = y_lb:step:y_ub
% function evaluation
fval = f(x, y);
%replace fmin if the newly evaluated f is less than the actual fmin
if fval < fmin
fmin = fval;
% save current x and y where f is minimum
xmin = x;
ymin = y;
end
end
end
Solution
xmin = 1;
ymin = 3;
fmin = 4;
I would suggest to make use of Matlab's capabilities to compute with matrices. Then, no loop is required.
% your function, look up anonymous functions
func = #(x,y) x.^2 + y.^2 - 2.*x - 6.*y + 14;
% get matrices for you x- and y-window
[xg, yg] = meshgrid(0:.01:2, 2:0.01:4);
% compute all in one call
result = func(xg,yg);
% find total minimum
minimum = min(result(:));
% find the index of the (first) minimum, for other equations, there might
% be more than one
ind = find(result==minimum, 1);
% Output the result
fprintf('The minimum (%d) is located at x: %d, y: %d.\n', minimum, xg(ind), yg(ind));
Could you please help me with the following question:
I want to solve a second order equation with two unknowns and use the results to plot an ellipse.
Here is my function:
fun = #(x) [x(1) x(2)]*V*[x(1) x(2)]'-c
V is 2x2 symmetric matrix, c is a positive constant and there are two unknowns, x1 and x2.
If I solve the equation using fsolve, I notice that the solution is very sensitive to the initial values
fsolve(fun, [1 1])
Is it possible to get the solution to this equation without providing an exact starting value, but rather a range? For example, I would like to see the possible combinations for x1, x2 \in (-4,4)
Using ezplot I obtain the desired graphical output, but not the solution of the equation.
fh= #(x1,x2) [x1 x2]*V*[x1 x2]'-c;
ezplot(fh)
axis equal
Is there a way to have both?
Thanks a lot!
you can take the XData and YData from ezplot:
c = rand;
V = rand(2);
V = V + V';
fh= #(x1,x2) [x1 x2]*V*[x1 x2]'-c;
h = ezplot(fh,[-4,4,-4,4]); % plot in range
axis equal
fun = #(x) [x(1) x(2)]*V*[x(1) x(2)]'-c;
X = fsolve(fun, [1 1]); % specific solution
hold on;
plot(x(1),x(2),'or');
% possible solutions in range
x1 = h.XData;
x2 = h.YData;
or you can use vector input to fsolve:
c = rand;
V = rand(2);
V = V + V';
x1 = linspace(-4,4,100)';
fun2 = #(x2) sum(([x1 x2]*V).*[x1 x2],2)-c;
x2 = fsolve(fun2, ones(size(x1)));
% remove invalid values
tol = 1e-2;
x2(abs(fun2(x2)) > tol) = nan;
plot(x1,x2,'.b')
However, the easiest and most straight forward approach is to rearrange the ellipse matrix form in a quadratic equation form:
k = rand;
V = rand(2);
V = V + V';
a = V(1,1);
b = V(1,2);
c = V(2,2);
% rearange terms in the form of quadratic equation:
% a*x1^2 + (2*b*x2)*x1 + (c*x2^2) = k;
% a*x1^2 + (2*b*x2)*x1 + (c*x2^2 - k) = 0;
x2 = linspace(-4,4,1000);
A = a;
B = (2*b*x2);
C = (c*x2.^2 - k);
% solve regular quadratic equation
dicriminant = B.^2 - 4*A.*C;
x1_1 = (-B - sqrt(dicriminant))./(2*A);
x1_2 = (-B + sqrt(dicriminant))./(2*A);
x1_1(dicriminant < 0) = nan;
x1_2(dicriminant < 0) = nan;
% plot
plot(x1_1,x2,'.b')
hold on
plot(x1_2,x2,'.g')
hold off
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.
I updated the question to clarify it more. Here is a graph:
For the curve in the attached photo, I hope to draw the curve. I have its equation and it is after simplification will be like this one
% Eq-2
(b*Y* cos(v) + c - k*X*sin(v))^2 + ...
sqrt(k*X*(cos(v) + 1.0) + b*Y*sin(v))^2) - d = 0.0
Where:
v = atan((2.0*Y)/X) + c
and b, c, d and k are constants.
from the attached graph,
The curve is identified in two points:
p1 # (x=0)
p2 # (y=0)
I a new on coding so accept my apologize if my question is not clear.
Thanks
So, after your edit, it is a bit more clear what you want.
I insist that your equation needs work -- the original equation (before your edit) simplified to what I have below. The curve for that looks like your plot, except the X and Y intercepts are at different locations, and funky stuff happens near X = 0 because you have numerical problems with the tangent (you might want to reformulate the problem).
But, after checking your equation, the following code should be helpful:
function solve_for_F()
% graininess of alpha
N = 100;
% Find solutions for all alphae
X = zeros(1,N);
options = optimset('Display', 'off');
alpha = linspace(0, pi/2, N);
x0 = linspace(6, 0, N);
for ii = 1:numel(alpha)
X(ii) = fzero(#(x)F(x, alpha(ii)), x0(ii), options);
end
% Convert and make an X-Y plot
Y = X .* tan(alpha);
plot(X, Y,...
'linewidth', 2,...
'color', [1 0.65 0]);
end
function fval = F(X, alpha)
Y = X*tan(alpha);
% Please, SIMPLIFY in the future
A = 1247745517111813/562949953421312;
B = 4243112111277797/4503599627370496;
V = atan2(2*Y,X) + A;
eq2 = sqrt( (5/33*( Y*sin(V) + X/2*(cos(V) + 1) ))^2 + ...
(5/33*( Y*cos(V) - X/2* sin(V) ))^2 ) - B;
fval = eq2;
end
Results:
So, I was having fun with this (thanks for that)!
Different question, different answer.
The solution below first searches for the constants causing the X and Y intercepts you were looking for (p1 and p2). For those constants that best fit the problem, it makes a plot, taking into account numerical issues.
In fact, you don't need eq. 1, because that's true always for any curve -- it's just there to confuse you, and problematic to use.
So, here it is:
function C = solve_for_F()
% Points of interest
px = 6;
py = 4.2;
% Wrapper function; search for those constants
% causing the correct X,Y intercepts (at px, py)
G = #(C) abs(F( 0, px, C)) + ... % X intercept at px
abs(F(py, 0, C)); % Y intercept at py
% Initial estimate, based on your original equation
C0 = [5/33
1247745517111813/562949953421312
4243112111277797/4503599627370496
5/66];
% Minimize the error in G by optimizing those constants
C = fminsearch(G, C0);
% Plot the solutions
plot_XY(px, py, C);
end
function plot_XY(xmax,ymax, C)
% graininess of X
N = 100;
% Find solutions for all alphae
Y = zeros(1,N);
X = linspace(0, xmax, N);
y0 = linspace(ymax, 0, N);
options = optimset('Display', 'off',...,...
'TolX' , 1e-10);
% Solve the nonlinear equation for each X
for ii = 1:numel(X)
% Wrapper function for fzero()
fcn1 = #(y)F(y, X(ii), C);
% fzero() is probably the fastest and most intuitive
% solver for this problem
[Y(ii),~,flag] = fzero(fcn1, y0(ii), options);
% However, it uses an algorithm that easily diverges
% when the function slope is large. For those cases,
% solve with fminsearch()
if flag ~= 1
% In this case, the minimum of the absolute value
% is searched for (which should be zero)
fcn2 = #(y) abs(fcn1(y));
Y(ii) = fminsearch(fcn2, y0(ii), options);
end
end
% Now plot the X,Y solutions
plot(X, Y,...
'linewidth', 2,...
'color', [1 0.65 0]);
xlabel('X'), ylabel('Y')
axis([0 xmax+.1 0 ymax+.1])
end
function fval = F(Y, X, C)
% Unpack constants
b = C(1); d = C(3);
c = C(2); k = C(4);
% pre-work
V = atan2(2*Y, X) + c;
% Eq. 2
fval = sqrt( (b*Y*sin(V) + k*X*(cos(V) + 1))^2 + ...
(b*Y*cos(V) - k*X* sin(V) )^2 ) - d;
end