ODE Steps for Systems of ODEs
Overview
Examples
This help page gives a few examples of using the command ODESteps to solve systems of ordinary differential equations.
See Student[ODEs][ODESteps] for a general description of the command ODESteps and its calling sequence.
with⁡Student:-ODEs:
high_order_ode1≔diff⁡y⁡x,x,x,x+3⁢diff⁡y⁡x,x,x+4⁢diff⁡y⁡x,x+2⁢y⁡x=0
high_order_ode1≔ⅆ3ⅆx3y⁡x+3⁢ⅆ2ⅆx2y⁡x+4⁢ⅆⅆxy⁡x+2⁢y⁡x=0
ODESteps⁡high_order_ode1
Let's solveⅆ3ⅆx3y⁡x+3⁢ⅆ2ⅆx2y⁡x+4⁢ⅆⅆxy⁡x+2⁢y⁡x=0•Highest derivative means the order of the ODE is3ⅆ3ⅆx3y⁡x•Characteristic polynomial of ODEr3+3⁢r2+4⁢r+2=0•Roots of the characteristic polynomialr=−1,−1−I,−1+I•Solution fromr=−1y1⁡x=ⅇ−x•Solutions fromr=−1−Iandr=−1+Iy2⁡x=ⅇ−x⁢sin⁡x,y3⁡x=ⅇ−x⁢cos⁡x•General solution of the ODEy⁡x=c__1⁢y1⁡x+c__2⁢y2⁡x+c__3⁢y3⁡x•Substitute in solutions and simplifyy⁡x=ⅇ−x⁢c__1+c__2⁢sin⁡x+c__3⁢cos⁡x
macro⁡Y=y1⁡x,y2⁡x:
sys2≔diff⁡Y,x=%.⁡Matrix⁡7,1,`-`⁡4,3,Y
sys2≔ⅆⅆxy1⁡xⅆⅆxy2⁡x=71−43·y1⁡xy2⁡x
ODESteps⁡sys2
Let's solveⅆⅆxy1⁡xⅆⅆxy2⁡x=71−43·y1⁡xy2⁡x•Define vectory→⁡x=y1⁡xy2⁡x•System to solveⅆⅆxy→⁡x=71−43·y→⁡x•Define the coefficient matrixA=71−43•Rewrite the system asⅆⅆxy→⁡x=A·y→⁡x•To solve the system, find the eigenvalues and eigenvectors ofA•Eigenpairs ofA5,−121,5,00•Consider eigenpair, with eigenvalue of algebraic multiplicity 25,−121•First solution from eigenvalue5y→1⁡x=ⅇ5⁢x⋅−121•Form of the 2nd homogeneous solution wherep→is to be solved for,λ=5is the eigenvalue, andv→is the eigenvectory→2⁡x=ⅇλ⁢x⁢x⁢v→+p→•Note that thexmultiplyingv→makes this solution linearly independent to the 1st solution obtained fromλ=5•Substitutey→2⁡xinto the homogeneous systemλ⁢ⅇλ⁢x⁢x⁢v→+p→+ⅇλ⁢x⁢v→=ⅇλ⁢x⁢A·x⁢v→+p→•Use the fact thatv→is an eigenvector ofAλ⁢ⅇλ⁢x⁢x⁢v→+p→+ⅇλ⁢x⁢v→=ⅇλ⁢x⁢λ⁢x⁢v→+A·p→•Simplify equationλ⁢p→+v→=A·p→•Make use of the identity matrixIλ⋅I·p→+v→=A·p→•Conditionp→must meet fory→2⁡xto be a solution to the homogeneous systemA−λ⋅I·p→=v→•Choosep→to use in the second solution to the homogeneous system from eigenvalue571−43−5⋅1001·p→=−121•Choice ofp→p→=−140•Second solution from eigenvalue5y→2⁡x=ⅇ5⁢x⋅x⋅−121+−140•General solution to the system of ODEsy→=c__1⁢y→1⁡x+c__2⁢y→2⁡x•Substitute solutions into the general solutiony→=c__1⁢ⅇ5⁢x⋅−121+c__2⁢ⅇ5⁢x⋅x⋅−121+−140•Solution to the system of ODEsy1⁡xy2⁡x=−ⅇ5⁢x⁢2⁢c__2⁢x+2⁢c__1+c__24ⅇ5⁢x⁢c__2⁢x+c__1
sys3≔diff⁡Y,x=Matrix⁡1,2,3,2·Y+1,exp⁡x
sys3≔ⅆⅆxy1⁡xⅆⅆxy2⁡x=y1⁡x+2⁢y2⁡x+13⁢y1⁡x+2⁢y2⁡x+ⅇx
ODESteps⁡sys3
Let's solveⅆⅆxy1⁡xⅆⅆxy2⁡x=y1⁡x+2⁢y2⁡x+13⁢y1⁡x+2⁢y2⁡x+ⅇx•Define vectory→⁡x=y1⁡xy2⁡x•System to solveⅆⅆxy→⁡x=1232·y→⁡x+1ⅇx•Define the forcing functionf→⁡x=1ⅇx•Define the coefficient matrixA=1232•Rewrite the system asⅆⅆxy→⁡x=A·y→⁡x+f→•To solve the system, find the eigenvalues and eigenvectors ofA•Eigenpairs ofA−1,−11,4,231•Consider eigenpair−1,−11•Solution to homogeneous system from eigenpairy→1=ⅇ−x⋅−11•Consider eigenpair4,231•Solution to homogeneous system from eigenpairy→2=ⅇ4⁢x⋅231•General solution of the system of ODEs can be written in terms of the particular solutiony→p⁡xy→⁡x=c__1⁢y→1+c__2⁢y→2+y→p⁡x▫Fundamental matrix◦Letφ⁡xbe the matrix whose columns are the independent solutions of the homogeneous system.φ⁡x=−ⅇ−x2⁢ⅇ4⁢x3ⅇ−xⅇ4⁢x◦The fundamental matrix,Φ⁡xis a normalized version ofφ⁡xsatisfyingΦ⁡0=IwhereIis the identity matrixΦ⁡x=φ⁡x·φ⁡0−1◦Substitute the value ofφ⁡xandφ⁡0Φ⁡x=−ⅇ−x2⁢ⅇ4⁢x3ⅇ−xⅇ4⁢x·−12311−1◦Evaluate and simplify to get the fundamental matrixΦ⁡x=3⁢ⅇ−x5+2⁢ⅇ4⁢x5−2⁢ⅇ−x5+2⁢ⅇ4⁢x5−3⁢ⅇ−x5+3⁢ⅇ4⁢x52⁢ⅇ−x5+3⁢ⅇ4⁢x5▫Find a particular solution of the system of ODEs using variation of parameters◦Let the particular solution be the fundamental matrix multiplied byv→⁡xand solve forv→⁡xy→p⁡x=Φ⁡x·v→⁡x◦Take the derivative of the particular solutionⅆⅆxy→p⁡x=ⅆⅆxΦ⁡x·v→⁡x+Φ⁡x·ⅆⅆxv→⁡x◦Substitute particular solution and its derivative into the system of ODEsⅆⅆxΦ⁡x·v→⁡x+Φ⁡x·ⅆⅆxv→⁡x=A·Φ⁡x·v→⁡x+f→⁡x◦The fundamental matrix has columns that are solutions to the homogeneous system so its derivative follows that of the homogeneous systemA·Φ⁡x·v→⁡x+Φ⁡x·ⅆⅆxv→⁡x=A·Φ⁡x·v→⁡x+f→⁡x◦Cancel like termsΦ⁡x·ⅆⅆxv→⁡x=f→⁡x◦Multiply by the inverse of the fundamental matrixⅆⅆxv→⁡x=Φ⁡x−1·f→⁡x◦Integrate to solve forv→⁡xv→⁡x=∫0xΦ⁡s−1·f→⁡sⅆs◦Plugv→⁡xinto the equation for the particular solutiony→p⁡x=Φ⁡x·∫0xΦ⁡s−1·f→⁡sⅆs◦Plug in the fundamental matrix and the forcing function and computey→p⁡x=12−2⁢ⅇ−x5−ⅇx3+7⁢ⅇ4⁢x30−34+2⁢ⅇ−x5+7⁢ⅇ4⁢x20•Plug particular solution back into general solutiony→⁡x=c__1⁢y→1+c__2⁢y→2+12−2⁢ⅇ−x5−ⅇx3+7⁢ⅇ4⁢x30−34+2⁢ⅇ−x5+7⁢ⅇ4⁢x20•Solution to the system of ODEsy1⁡xy2⁡x=ⅇ−x⁢−30⁢c__1−1230+20⁢c__2+7⁢ⅇ4⁢x30−ⅇx3+12ⅇ−x⁢20⁢c__1+820−34+20⁢c__2+7⁢ⅇ4⁢x20
sys4≔diff⁡w⁡x,x=w⁡x+2⁢z⁡x,diff⁡z⁡x,x=3⁢w⁡x+2⁢z⁡x+exp⁡x
sys4≔ⅆⅆxw⁡x=w⁡x+2⁢z⁡x,ⅆⅆxz⁡x=3⁢w⁡x+2⁢z⁡x+ⅇx
ODESteps⁡sys4
Let's solveⅆⅆxw⁡x=w⁡x+2⁢z⁡x,ⅆⅆxz⁡x=3⁢w⁡x+2⁢z⁡x+ⅇx•Define vectorw→⁡x=w⁡xz⁡x•Convert system into a vector equationⅆⅆxw→⁡x=1232·w→⁡x+0ⅇx•System to solveⅆⅆxw→⁡x=1232·w→⁡x+0ⅇx•Define the forcing functionf→⁡x=0ⅇx•Define the coefficient matrixA=1232•Rewrite the system asⅆⅆxw→⁡x=A·w→⁡x+f→•To solve the system, find the eigenvalues and eigenvectors ofA•Eigenpairs ofA−1,−11,4,231•Consider eigenpair−1,−11•Solution to homogeneous system from eigenpairw→1=ⅇ−x⋅−11•Consider eigenpair4,231•Solution to homogeneous system from eigenpairw→2=ⅇ4⁢x⋅231•General solution of the system of ODEs can be written in terms of the particular solutionw→p⁡xw→⁡x=c__1⁢w→1+c__2⁢w→2+w→p⁡x▫Fundamental matrix◦Letφ⁡xbe the matrix whose columns are the independent solutions of the homogeneous system.φ⁡x=−ⅇ−x2⁢ⅇ4⁢x3ⅇ−xⅇ4⁢x◦The fundamental matrix,Φ⁡xis a normalized version ofφ⁡xsatisfyingΦ⁡0=IwhereIis the identity matrixΦ⁡x=φ⁡x·φ⁡0−1◦Substitute the value ofφ⁡xandφ⁡0Φ⁡x=−ⅇ−x2⁢ⅇ4⁢x3ⅇ−xⅇ4⁢x·−12311−1◦Evaluate and simplify to get the fundamental matrixΦ⁡x=3⁢ⅇ−x5+2⁢ⅇ4⁢x5−2⁢ⅇ−x5+2⁢ⅇ4⁢x5−3⁢ⅇ−x5+3⁢ⅇ4⁢x52⁢ⅇ−x5+3⁢ⅇ4⁢x5▫Find a particular solution of the system of ODEs using variation of parameters◦Let the particular solution be the fundamental matrix multiplied byv→⁡xand solve forv→⁡xw→p⁡x=Φ⁡x·v→⁡x◦Take the derivative of the particular solutionⅆⅆxw→p⁡x=ⅆⅆxΦ⁡x·v→⁡x+Φ⁡x·ⅆⅆxv→⁡x◦Substitute particular solution and its derivative into the system of ODEsⅆⅆxΦ⁡x·v→⁡x+Φ⁡x·ⅆⅆxv→⁡x=A·Φ⁡x·v→⁡x+f→⁡x◦The fundamental matrix has columns that are solutions to the homogeneous system so its derivative follows that of the homogeneous systemA·Φ⁡x·v→⁡x+Φ⁡x·ⅆⅆxv→⁡x=A·Φ⁡x·v→⁡x+f→⁡x◦Cancel like termsΦ⁡x·ⅆⅆxv→⁡x=f→⁡x◦Multiply by the inverse of the fundamental matrixⅆⅆxv→⁡x=Φ⁡x−1·f→⁡x◦Integrate to solve forv→⁡xv→⁡x=∫0xΦ⁡s−1·f→⁡sⅆs◦Plugv→⁡xinto the equation for the particular solutionw→p⁡x=Φ⁡x·∫0xΦ⁡s−1·f→⁡sⅆs◦Plug in the fundamental matrix and the forcing function and computew→p⁡x=ⅇ−x5−ⅇx3+2⁢ⅇ4⁢x15−ⅇ−x5+ⅇ4⁢x5•Plug particular solution back into general solutionw→⁡x=c__1⁢w→1+c__2⁢w→2+ⅇ−x5−ⅇx3+2⁢ⅇ4⁢x15−ⅇ−x5+ⅇ4⁢x5•Substitute in vector of dependent variablesw⁡xz⁡x=ⅇ−x⁢−15⁢c__1+315+10⁢c__2+2⁢ⅇ4⁢x15−ⅇx3ⅇ−x⁢1+5⁢c__2⁢ⅇ5⁢x−1+5⁢c__15•Solution to the system of ODEsw⁡x=ⅇ−x⁢−15⁢c__1+315+10⁢c__2+2⁢ⅇ4⁢x15−ⅇx3,z⁡x=ⅇ−x⁢1+5⁢c__2⁢ⅇ5⁢x−1+5⁢c__15
See Also
diff
Int
Student
Student[ODEs]
Student[ODEs][ODESteps]
Download Help Document