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    Lecture 10

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    kkyu01

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    Lecture 10

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    kkyu01
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    Lecture10

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    5 views7 pages

    Lecture 10

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    kkyu01

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    ENE 2017

    Engineering Programming
    Prof. Keonwook Kim
    Division of Electronics and Electrical Engineering
    Dongguk University, Seoul, Korea

    Ch.15 Ordinary Differential


    Equations
    Mathematical models in many different fields.
    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • Differential equations are relations between unknown
    functions and their derivatives.
    • Computing numerical solutions to differential equations is
    one of the most important tasks in technical computing, and
    one of the strengths of MATLAB.
    • We are interested in situations where the functions are not
    known and cannot be represented by simple formulas.
    • We will compute numerical approximations to the values of a
    function at enough points to print a table or plot a graph.

    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • Imagine you are traveling on a mountain road.
    • Your altitude varies as you travel. The altitude can be regarded as a
    function of the distance you have traveled.
    • Let x denote the distance traveled and y = y(x) denote the altitude.
    • Carrying an altimeter with you to plot a graph of altitude versus
    distance.
    • A sign saying that you are on a 6% uphill grade.
    • Value of x near the sign, and for h = 100

    • You could plot a graph of dy/dx, even


    though you do not have closed-form formulas
    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • Orbit around a central star.
    • Program needed to compute circular and elliptical orbits.
    • Floating-point arithmetic was so slow. 1
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    -1
    -1 -0.5 0 0.5 1

    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • The orbit is actually an ellipse that deviates from an exact
    circle by about 7%.
    • The output produced with h = 1/32 and n = 201 is shown. The
    green orbit is another ellipse that deviates from an exact circle by
    less than 1%.
    1

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    -1
    -1 -0.5 0 0.5 1
    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • Looking for two functions with the property.
    • The derivative of the first function is equal to the second and
    • The derivative of the second function is equal to the negative of the
    first.

    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • Mathematical models involving systems of ordinary
    differential equations have one independent variable and one
    or more dependent variables.
    • All the dependent variables into a single vector y as the state of the
    system.
    • MATLAB a system of odes takes the form.
    • Scalar independent variable, t, and the vector of dependent variables,
    y.
    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • The MATLAB suite of ode solvers includes
    • ode23, ode45, ode113, ode23s, ode15s, ode23t, and ode23tb.
    • The digits in the names refer to the order of the underlying
    algorithms.
    • All of the functions automatically determine the step size required to
    obtain a prescribed accuracy.
    • For example ode23 compares a second order method with a third order
    method to estimate the step size.

    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • All of the functions in the ode suite take at least three input
    arguments.
    • F, the function defining the differential equations,
    • tspan, the vector specifying the integration interval,
    • y0, the vector of initial conditions. 1

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    0 1 2 3 4 5 6 7
    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    1

    0.8

    0.6

    0.4

    0.2

    -0.2

    -0.4

    -0.6

    -0.8

    -1

    -1 -0.5 0 0.5 1

    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • “@” symbol is known as an anonymous function because it
    does not have a name until it is assigned to acircle.
    Experiments with MATALB – Cleve Moler

    Ordinary differential equations


    • One elementary first order algorithm
    function [t,y] = ode1(F,tspan,y0)
    t0 = tspan(1);
    tfinal = tspan(end);
    h = (tfinal ‐ t0)/200;
    y = y0;
    figure, plot(y(2),y(1),'o'), axis equal,hold on;
    for t = t0:h:tfinal
    ydot = F(t,y);
    y = y + h*ydot
    plot(y(2),y(1),'o');
    end
    hold off

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