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    Lecture 5 - Part 2 - Solving ODEs in GNU Octave

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    This document discusses solving ordinary differential equations (ODEs) numerically in GNU Octave. It covers: 1) Examples of first and second order ODEs including Newton's law of cooling and coupled ODEs. 2) Methods for solving first order ODEs like separable equations. 3) Using the lsode command to solve ODEs by specifying the derivative function, initial conditions, and time span. 4) Examples scripts for solving a simple first order and coupled second order ODEs numerically and comparing to exact solutions.

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    Lecture 5 - Part 2 - Solving ODEs in GNU Octave

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    Meet Jain
    87 views12 pages
    This document discusses solving ordinary differential equations (ODEs) numerically in GNU Octave. It covers: 1) Examples of first and second order ODEs including Newton's law of cooling and coupled ODEs. 2) Methods for solving first order ODEs like separable equations. 3) Using the lsode command to solve ODEs by specifying the derivative function, initial conditions, and time span. 4) Examples scripts for solving a simple first order and coupled second order ODEs numerically and comparing to exact solutions.

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    This document discusses solving ordinary differential equations (ODEs) numerically in GNU Octave. It covers: 1) Examples of first and second order ODEs including Newton's law of cooling and coupled ODEs. 2) Methods for solving first order ODEs like separable equations. 3) Using the lsode command to solve ODEs by specifying the derivative function, initial conditions, and time span. 4) Examples scripts for solving a simple first order and coupled second order ODEs numerically and comparing to exact solutions.

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    © All Rights Reserved
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    Download as pdf or txt
    87 views12 pages

    Lecture 5 - Part 2 - Solving ODEs in GNU Octave

    Uploaded by

    Meet Jain
    This document discusses solving ordinary differential equations (ODEs) numerically in GNU Octave. It covers: 1) Examples of first and second order ODEs including Newton's law of cooling and coupled ODEs. 2) Methods for solving first order ODEs like separable equations. 3) Using the lsode command to solve ODEs by specifying the derivative function, initial conditions, and time span. 4) Examples scripts for solving a simple first order and coupled second order ODEs numerically and comparing to exact solutions.

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    Solving ODEs in GNU Octave

    MM 305: Kinetics of Materials

    Ajay Singh Panwar and N. Venkataramani

    Fall 2020

    MEMS, IIT Bombay


    Ordinary differential equations: Examples
    Newton’s equation of motion for an first order
    object of mass m falling under the
    influence of gravity
    second order
    Modified equation assuming that a
    drag/ resisting force is acting on the
    falling object first order

    second order

    • Only one independent variable, t or x


    • All derivatives are ordinary derivatives second order
    • The order of the equation is the order of the
    highest derivative

    second order
    Methods for solving first order ODEs: Separable equations

    Subject to an initial condition


    y(0) = const

    Intial Value Problem


    Separable equations: Initial Value Problem
    Solving ODEs in GNU Octave: lsode

    [x] = lsode(fcn, x0, tspan)


    for a differential equation

    𝑑𝑥
    = 𝑓 𝑥, 𝑡
    𝑑𝑡

    This command uses Hindmarsh’s ODE solver LSODE

    𝑑𝑥
    • fcn: a function handle that returns the value of the derivative, , for a given t and x
    𝑑𝑡

    • x0: the initial condition for x, 𝑥 𝑡0 = 𝑥0

    • tspan: the range of t for which the ODE has to be solved


    Using lsode
    𝑑𝑥
    Solve = 𝑡𝑥, subject to the initial condition x 0 = 1
    𝑑𝑡

    • First define the derivative, 𝑓 = 𝑡𝑥

    function xdot = f(x,t) NOTE: The function must have the form
    xdot = f(x,t)
    xdot = t*x;

    endfunction

    • Solve the differential equation using lsode

    x = lsode(“f”, x0, linspace(0,1,10)’);

    plot(t,x,’b-x’);
    GNU Octave script for solving the ODE: simple_ode.m

    %Function to solve dxdt = tx

    x0=1.0; Run the code for x0 = 1


    t=linspace(0,1,10)’;

    function xdot = f(x,t)


    xdot = t*x;
    endfunction

    x = lsode(“f”, x0, t);

    plot(t, x, ’b-x’);
    Comparison with the exact analytical solution

    2 Τ2
    • The exact solution for the equation is 𝑦 = 𝑒𝑥

    • Generate a plot to compare the numerically calculated and the exact solution
    Solving coupled ODEs
    𝑑𝑥1
    = −𝑥2 Initial conditions: 𝑥1 0 = 1 and 𝑥2 0 = 0
    𝑑𝑡
    𝑑𝑥2 Solve over the interval [0,5]
    = 𝑥1
    𝑑𝑡

    Here x and dxdt are now vectors

    • First define the function that returns the derivative Both dx/dt and x are
    2 × 1 column vectors
    function xdot = f(x,t)
    xdot(1) = -x(2); 𝑑𝑥1 Τ𝑑𝑡 −𝑥2
    xdot(2) = x(1); = 𝑥
    endfunction
    𝑑𝑥2 Τ𝑑𝑡 1
    Solving coupled ODEs

    Solve the system of coupled equations using lsode

    x10 = 1; x20 = 0;

    x = lsode(“f”, [x10;x20], linspace(0,5,50)’);

    plot(t, x(:,1), ‘b’, t, x(:,2), ‘r’);

    legend(‘x_1’, ‘x_2’);
    MATLAB script for solving coupled ODEs: coupled_ode.m

    Solve the system of coupled equations using ode45

    %Solving a system of coupled ODEs


    x10 = 1; x20 = 0;

    function xdot = f(x,t)


    xdot(1) = -x(2);
    xdot(2) = x(1);
    endfunction

    x = lsode(“f”, [x10;x20], linspace(0,5,50)’);

    plot(t, x(:,1), ‘b’, t, x(:,2), ‘r’);


    xlabel(“x”, “fontsize”, 14);
    ylabel(“y”, “fontsize”, 14);
    legend(‘x_1’, ‘x_2’);
    Comparison with the exact analytical solution
    • The exact solution for the equation is 𝑥1 = cos 𝑡 𝑥2 = sin 𝑡

    • Generate a plot to compare the numerically calculated and the exact solution

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