error solving two coupled second order differential equations in matlab - matlab

I am trying to solve the following differential equations on matlab. (They are the equations obtained from the yang-mills-higgs lagrangian for the hoofy polyakov monopole ansatz). This is my function file. I have two variables h and k and their derivatives w.r.t to a variable t. My x(1)=h, x(2)=k, x(3)=dh\dt, x(4)=dk\dt. All the functions have initial value 0.
function xprime = monopole( t,x )
%UNTITLED Summary of this function goes here
% Detailed explanation goes here
xprime(1)=x(3);
xprime(2)=x(4);
xprime(4)=(1/(t.^2)).*((x(2).^2)-1).*x(2) + 4.*(x(1).^2).*x(2);
xprime(3)=(2/(t.^2)).*(x(2).^2).*x(1)-(1-(x(1)).^2).*x(1)-(2/t).*x(3);
xprime=xprime(:);
end
Now when I run the following code
>
> t0=0;
>> tf=10;
>> x0=[0 0 0 0];
>> [t,s]=ode45(#monopole,[t0,tf],x0);
>> plot(t,s(:,1));
I am not getting anything. The graph window appears but it doesnt contain anything. This equations are supposed to have solutions. The dotted curves is what one should get with the curve starting from 1 is k, and from 0 is h.
What is my mistake?

When this happens the first thing you should do is look at the values in the t and s vectors. In this case s(1,1) contains 0, and s(:,2:end) are all NaN. Hence nothing on the plot.
As to why this is happening, a few thoughts
Are you sure that your definition of monopole is correct?
Why are you showing a plot where k(0) = 1, but passing it an initial condition of k=0?
Why are you using h^prime(0) = 0 initial conditions, but in the plot it looks like h^prime(0) has a non-zero slope?
The term with the 1./t^2 sure looks suspicious; just think about it, at the very first step you are going to divide 0 by 0, hence NaN. Perhaps the ode solver is having a hard time with this, and another solver would work better (note: I have very little experience with ODE solvers, so take this with a big grain of salt).
Finally, to make sure you really understand how to use the ODE solver, why not start with a very simple ODE where you know the exact answer (i.e. harmonic oscillator).

Related

How to use interp1 properly in matlab to find multiple solutions as in parabola?

I have solved a set of ordinary differential equations to achieve a solution as follows:
f = #(t,x) [(-B/m)*x(1);-g-(B/m)*x(2);x(1);x(2)];
[t,x_sol] = ode45(f,[0 5],[V_0*cos(alpha) V_0*sin(alpha) 0 0]);
and plotted one of the solutions as follows:
plot(t,x_sol(:,4));
All I need to do is to find the time where Y(t) becomes zero. But when I use t_f = interp1(x_sol(:,4),t,0) I get the first solution of 0. This might have a simple solution but I cant seem to get the other solution where Y becomes zero (which seems to be something around 4 seconds from the graph). This is actually a trajectory problem and all I simply need to do is to find the trajectory time.

Matlab ode15s: postive dx/dt, decreasing x(t)

In my script, I call the ODE solver ode15s which solves a system of 9 ODE's. A simplified structure of the code:
[t, x] = ode15s(#odefun,tini:tend,options)
...
function dx = odefun(t,x)
r1=... %rate equation 1, dependent on x(1) and x(3) for example
r2=... %rate equation 2
...
dx(1) = r1+r2-...
dx(2) = ...
...
dx(9) = ...
end
When reviewing the results I was curious why the profile of one state variable was increasing at a certain range. In order to investigate this, I used conditional debugging within the ode function so I could check all the rates and all the dx(i)/dt equations.
To my big surprise, I found out that the differential equation of the decreasing state variable was positive. So, I simulated multiple rounds with the F5-debug function, and noticed that indeed the state variable consistently decreased, while the dx(i)/dt would always remain positive.
Can anyone explain me how this is possible?
It is not advisable to pause the integration in the middle like that and examine the states and derivatives. ode15s does not simply step through the solution like a naive ODE solver. It makes a bunch of calls to the ODE function with semi-random states in order to compute higher-order derivatives. These states are not solutions to system but are used internally by ode15s to get a more accurate solution later.
If you want to get the derivative of your system at particular times, first compute the entire solution and then call your ODE function with slices of that solution at the times you are interested in.

Simple script that computes a solution of linear ODEs giving wrong result

this a question that envolves both programming and mathematics. So, I'm trying to write a code that computes the general solution of a system of linear ODEs described by . The mathematical formula it's shown above:
where the greek symbol \PHI that appers in the equation is the expm(A*t)
clear all
A=[-2]; %system matrix
t0=1; %initial time of simulation
tf=2; %final time of simulation
syms t x_0
x0=x_0;
hom=expm(A*t); %hom means "homogeneous solution"
hom_initialcond=hom*x0;%this is the homogeneous solution multiplied by the initial conditon
invhom=inv(hom); %this is the inverse of the greek letter at which, multiplied by the input of the system, composes the integrand of the integral
g=5*cos(2*t); %system input
integrand=invhom*g; %computation of the integrand
integral=int(integrand,t0,t); %computation of the definite integral from t0 to t, as shown by the math formula
partsol=hom*integral; %this is the particular solution
gen_sol=partsol+hom_initialcond %this is the general solution
x_0=1; %this is the initial condition
t=linspace(t0,tf); %vector of time from t0 to tf
y=double(subs(gen_sol)); %here I am evaluating my symbolic expression
plot(t,y)
The problem is that my plot of the ODE's solution it's not looking well, as you can see:
The solution it's wrong because the curve shown in the graph doesnt start at the initial value equals 1. But the shape it's very similar from the plot gave by the MATLAB ODE solver:
However, if I set t0=0 then the plot gave by my code and by MATLAB solver it's exacly equal to each other. So, my code it's fine for t0=0 but with any other values my code goes wrong.
The general solution in terms of fundamental matrices is
or more often seen as
But since the initial time is often taken to be zero, the inverse of the fundamental matrix is often omitted since it is the identity for linear, constant coefficient problems at zero (i.e., expm(zeros(n)) == eye(n)) and the c vector is equivalent to the initial condition vector.
Swapping some of the lines around near your symbolic declaration to this
syms t x_0 c_0
hom = expm(A*t) ;
invhom = inv(hom) ;
invhom_0 = subs(invhom,t,sym(t0)) ;
c_0 = invhom_0 * x_0 ;
hom_initialcond = hom * c_0 ;
should provide the correct solution for non-zero initial time.

How to solve equations with complex coefficients using ode45 in MATLAB?

I am trying to solve two equations with complex coefficients using ode45.
But iam getting an error message as "Inputs must be floats, namely single or
double."
X = sym(['[',sprintf('X(%d) ',1:2),']']);
Eqns=[-(X(1)*23788605396486326904946699391889*1i)/38685626227668133590597632 + (X(2)*23788605396486326904946699391889*1i)/38685626227668133590597632; (X(2)*23788605396486326904946699391889*1i)/38685626227668133590597632 + X(1)*(- 2500000 + (5223289665997855453060886952725538686654593059791*1i)/324518553658426726783156020576256)] ;
f=#(t,X)[Eqns];
[t,Xabc]=ode45(f,[0 300*10^-6],[0 1])
How can i fix this ? Can somebody can help me ?
Per the MathWorks Support Team, the "ODE solvers in MATLAB 5 (R12) and later releases properly handle complex valued systems." So the complex numbers are the not the issue.
The error "Inputs must be floats, namely single or double." stems from your definition of f using Symbolic Variables that are, unlike complex numbers, not floats. The easiest way to get around this is to not use the Symbolic Toolbox at all; just makes Eqns an anonymous function:
Eqns= #(t,X) [-(X(1)*23788605396486326904946699391889*1i)/38685626227668133590597632 + (X(2)*23788605396486326904946699391889*1i)/38685626227668133590597632; (X(2)*23788605396486326904946699391889*1i)/38685626227668133590597632 + X(1)*(- 2500000 + (5223289665997855453060886952725538686654593059791*1i)/324518553658426726783156020576256)] ;
[t,Xabc]=ode45(Eqns,[0 300*10^-6],[0 1]);
That being said, I'd like to point out that numerically time integrating this system over 300 microseconds (I assume without units given) will take a long time since your coefficient matrix has imaginary eigenvalues on the order of 10E+10. The extremely short wavelength of those oscillations will more than likely be resolved by Matlab's adaptive methods, and that will take a while to solve for a time span just a few orders greater than the wavelength.
I'd, therefore, suggest an analytical approach to this problem; unless it is a stepping stone another problem that is non-analytically solvable.
Systems of ordinary differential equations of the form
,
which is a linear, homogenous system with a constant coefficient matrix, has the general solution
,
where the m-subscripted exponential function is the matrix exponential.
Therefore, the analytical solution to the system can be calculated exactly assuming the matrix exponential can be calculated.
In Matlab, the matrix exponential is calculate via the expm function.
The following code computes the analytical solution and compares it to the numerical one for a short time span:
% Set-up
A = [-23788605396486326904946699391889i/38685626227668133590597632,23788605396486326904946699391889i/38685626227668133590597632;...
-2500000+5223289665997855453060886952725538686654593059791i/324518553658426726783156020576256,23788605396486326904946699391889i/38685626227668133590597632];
Eqns = #(t,X) A*X;
X0 = [0;1];
% Numerical
options = odeset('RelTol',1E-8,'AbsTol',1E-8);
[t,Xabc]=ode45(Eqns,[0 1E-9],X0,options);
% Analytical
Xana = cell2mat(arrayfun(#(tk) expm(A*tk)*X0,t,'UniformOutput',false)')';
k = 1;
% Plots
figure(1);
subplot(3,1,1)
plot(t,abs(Xana(:,k)),t,abs(Xabc(:,k)),'--');
title('Magnitude');
subplot(3,1,2)
plot(t,real(Xana(:,k)),t,real(Xabc(:,k)),'--');
title('Real');
ylabel('Values');
subplot(3,1,3)
plot(t,imag(Xana(:,k)),t,imag(Xabc(:,k)),'--');
title('Imaginary');
xlabel('Time');
The comparison plot is:
The output of ode45 matches the magnitude and real parts of the solution very well, but the imaginary portion is out-of-phase by exactly π.
However, since ode45's error estimator only looks at norms, the phase difference is not noticed which may lead to problems depending on the application.
It will be noted that while the matrix exponential solution is far more costly than ode45 for the same number of time vector elements, the analytical solution will produce the exact solution for any time vector of any density given to it. So for long time solutions, the matrix exponential can be viewed as an improvement in some sense.

How to have square wave in Matlab symbolic equation

My project require me to use Matlab to create a symbolic equation with square wave inside.
I tried to write it like this but to no avail:
syms t;
a=square(t);
Input arguments must be 'double'.
What can i do to solve this problem? Thanks in advance for the helps offered.
here are a couple of general options using floor and sign functions:
f=#(A,T,x0,x) A*sign(sin((2*pi*(x-x0))/T));
f=#(A,T,x0,x) A*(-1).^(floor(2*(x-x0)/T));
So for example using the floor function:
syms x
sqr=2*floor(x)-floor(2*x)+1;
ezplot(sqr, [-2, 2])
Here is something to get you started. Recall that we can express a square wave as a Fourier Series expansion. I won't bother you with the details, but you can represent any periodic function as a summation of cosines and sines (à la #RTL). Without going into the derivation, this is the closed-form equation for a square wave of frequency f, with a peak-to-peak amplitude of 2 (i.e. it goes from -1 to 1). Recall that the frequency is the amount of cycles per seconds. Therefore, f = 1 means that we repeat our square wave every second.
Basically, what you have to do is code up the first line of the equation... but how in the world would you do that? Welcome to the world of the Symbolic Math Toolbox. What we will need to do before hand is declare what our frequency is. Let's assume f = 1 for now. With the Symbolic Math Toolbox, you can define what are considered as mathematics variables within MATLAB. After, MATLAB has a whole suite of tools that you can use to evaluate functions that rely on these variables. A good example would be if you want to use this to define a closed-form solution of a function f(x). You can then use diff to differentiate and see what the derivative is. Try it yourself:
syms x;
f = x^4;
df = diff(f);
syms denotes that you are declaring anything coming after the statement to be a mathematical variable. In this case, x is just that. df should now give you 4x^3. Cool eh? In any case, let's get back to our problem at hand. We see that there are in fact two variables in the periodic square function that need to be defined: t and k. Once we do this, we need to create our function that is inside the summation first. We can do this by:
syms t k;
f = 1; %//Define frequency here
funcSum = (sin(2*pi*(2*k - 1)*f*t) / (2*k - 1));
That settles that problem... now how do we encapsulate this into an infinite sum!? The sum command in MATLAB assumes that we have a finite array to sum over. If you want to symbolically sum over a function, we must use the symsum function. We usually call it like this:
funcOut = symsum(func, v, start, finish);
func is the function we wish to sum over. v is the summation variable that we wish to use to index in the sum. In our case, that's k. start is the beginning of the sum, which is 1 in our case, and finish is where we wish to finish up our summation. In our case, that's infinity, and so MATLAB has a special keyword called Inf to denote that. Therefore:
xsquare = (4/pi) * symsum(funcSum, k, 1, Inf);
xquare now contains your representation of a square wave defined in terms of the Symbolic Math Toolbox. Now, if you want to plot your square wave and see if we have this right. We can do the following. Let's go between -3 <= t <= 3. As such, you would do something like this:
tVector = -3 : 0.01 : 3; %// Choose a step size of 0.01
yout = subs(xsquare, t, tVector);
You will notice though that there will be some values that are NaN. The reason why is because right at a multiple of the period (T = 1, 2, 3, ...), the behaviour is undefined as the derivative right at these points is undefined. As such, we can fill this in using either 1 or -1. Let's just choose 1 for now. Also, because the Fourier Series is generally a complex-valued function, and the square-wave is purely real, the output of this function will actually give you a complex-valued vector. As such, simply chop off the complex parts to get the real parts only:
yout = real(double(yout)); %// To cast back to double.
yout(isnan(yout)) = 1;
plot(tVector, yout);
You'll get something like:
You could also do this the ezplot way by doing: ezplot(xsquare). However, you'll see that at the points where the wave repeats itself, we get NaN values and so there is a disconnect between the high peak and low peak.
Note:
Natan's solution is much more elegant. I was still writing this post by the time he put something up. Either way, I wanted to give a more signal processing perspective to how to do this. Go Fourier!
A Fourier series for the square wave of unit amplitude is:
alpha + 2/Pi*sum(sin( n * Pi*alpha)/n*cos(n*theta),n=1..infinity)
Here is a handy trick:
cos(n*theta) = Re( exp( I * n * theta))
and
1/n*exp(I*n*theta) = I*anti-derivative(exp(I*n*theta),theta)
Put it all together: pull the anti-derivative ( or integral ) operator out of the sum, and you get a geometric series. Then integrate and finally take the real part.
Result:
squarewave=
alpha+ 1/Pi*Re(I*ln((1-exp(I*(theta+Pi*alpha)))/(1-exp(I*(theta-Pi*alpha)))))
I tried it in MAPLE and it works great! (probably not very practical though)