Questions tagged [ode]

Ordinary Differential Equations (ODEs) contain functions of only one independent variable, and one or more of their derivatives with respect to that variable. This tag is intended for questions on modeling phenomena with ODEs, solving ODEs, and other related aspects.

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26 views

How to the determine the initial conditions of the following coupled non-linear ODEs

I am trying to determine the roots (initial conditions) of θ' and f'' in the set of ODEs below so I can solve as an initial value problem using the Runge-Kutta method. I tried using newton-raphson but ...
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0answers
362 views

Inputting a time dependent function into ODE45 [closed]

I am currently trying to model random waves on a buoy system. I am running into the issue of implementing a random wave function. ...
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5answers
1k views

Why does the numerical solution of an ODE move away from an unstable equilibrium?

I wish to simulate the behaviour of a double-pendulum-like system. The system is a 2-degrees-of-freedom robot manipulator that is not actuated and will, therefore, behave mostly like a double-pendulum ...
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1answer
157 views

How can i define algebraic equation in differential function in MATLAB?

I want to solve 7 pde's that are functions of time, radius(j) and length(i). I used the method of lines and converted them to a system of odes in time and it becomes something like this: $$dy/dt=((y(i,...
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1answer
77 views

Going back in time in an initial value problem

Consider an initial value problem (IVP) $y'=f(t,y)$ with the initial value given by $y(t=0) = 0$. If I need to find $y(t^*)$, hence finding the path for $y$ in $t \in [0,t^*]$ and $t^*<0$; is the ...
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1answer
75 views

What are systematic ways of approximating a non-smooth (non-continuously differentiable) system dynamic to be n-smooth?

I have a system dynamic that is non-smooth because it has several signum and absolute value functions in it (three-tank level control). I can obviously choose different sigmoid functions to ...
4
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1answer
80 views

$L^\infty$ stability property of an ODE

Suppose we have the initial-value problem on $(0,L)$: $$ \frac{d u(x)}{d x} = f(x) u(x),\, \qquad x\in\Omega,\,~~ u(0) = u_0, $$ I am reading a claim that says if we multiply the ODE by $u$ and ...
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0answers
40 views

Computing Trajectory Equations of Kerr Geodesics

I want to numerically solve the trajectory equations of a Kerr geodesic given by wikipedia in Matlab. The trajectories look like: I implemented the equations and solved it with the standard Runge-...
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1answer
41 views

Symplectic linear multistep method?

I'm doing a gravitational n-body simulator and I'm thinking of implementing linear multistep methods like Adam-Bashforth. But is there any symplectic multistep methods?
2
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1answer
145 views

Forward and backward integration — cause of errors

I write a test program to integrate foward on $[0,T_f]$ and then backward on $[T_f,0]$ from the endpoint of the forward integration an Hamiltonian system: $$ \dot q(t) = \frac{\partial H}{\partial p}(...
7
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1answer
103 views

Is there any explicit symplectic Runge-Kutta method?

As far as I know, all the symplectic Runge-Kutta methods are implicit which need to solve non-linear equations during the calculation. Is there any explicit method? If not, why?
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0answers
39 views

Finite dimensional optimization problem over dynamical system

I am interested in solving numerically the following mathematical problem Consider an ode of the form $$ \dot q(t) = f(q(t),t_1,\ldots, t_N),\qquad t\in [0,T], $$ where $q\in \mathbb{R}^n$ is the ...
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0answers
22 views

Finding the polynomial for the solution of an ODE

I’m stuck trying to solve part (b) and (c) of the below problem, but part (b) is the one of main concern here as I think (c) should follow easily once (b) is completed. I don’t know where to start ...
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1answer
54 views

Online Parameter Estimation using steepest descent

I have a first order system which is described by the following differential equation: dx/dt = -a*x + b*u where u is the input <...
2
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1answer
35 views

Discretization with non-constant matrix containg entries form unknown vector

Consider a system of PDEs $$ \begin{cases} u_t = \nabla \cdot (D(u)\nabla u) + \frac{c}{K_U+c}u-ku\\ c_t = d_c\Delta c -\frac{\nu_U c}{K_U + c}u \end{cases} $$ with some boundary conditions. Here, $D(...
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1answer
152 views

Integrating direct dynamics form more than 1 second does not give back the correct result

I am trying to simulate a robot manipulator dynamics in SciLab. Basically, I generated a step function that has constant acceleration for half of the time and then the same acceleration but negative ...
2
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1answer
68 views

Dormand–Prince 5(4): How to update the stepsize and make accept/reject decision?

https://en.wikipedia.org/wiki/Dormand–Prince_method I want to implement the Dormand-Prince 4(5) version to solve Initial Value problems. Using regular notation I have $A$ matrix and the $c,b,\hat{b}$ ...
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1answer
107 views

Prescribing variables as an excitation in Runge-Kutta method

I am using Runge-Kutta to solve a $3 \times 3$ 2nd order linear ODE $$M x'' + C x' + K x = 0$$ and initial conditions are all zeros. Then I prescribe the 2nd variable to follow a given path. As for ...
5
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1answer
329 views

Is there a database/website with Butcher tableaus?

I have started investigating in mostly Runge Kutta and Runge Kutta Nyström methods and there one of the only differences between the methods of the same type is their Butcher tableu. For the most ...
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1answer
2k views

2D cross section from 3D surface

I am trying to apply the "restoring force surface" method to a dynamic linear system. The idea behind this method is that, knowing acceleration, displacement, velocity and input force it is possible ...
3
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0answers
47 views

Calculate the Bloch wave

The eigenvalue problem $$\frac{d^2u}{dx^2}+2i k\frac{du}{dx}-[k^2-6\sin(x)^2]u(x)=-\mu u(x)$$ gives the first five eigenvalues with $k=0$ or $k=1$ which are $2.06$, $2.26$, $5.16$, $6.81$, and $7....
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0answers
53 views

How to implement adaptive step size Runge-Kutta Cash-Karp?

Trying to implement an adaptive step size Runge-Kutta Cash-Karp but failing with this error: ...
2
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1answer
88 views

Formulation of the least-squares parameter estimation problem

I have a system of 10 ordinary differential equations of the form, $$\frac{dy_1}{dt} = f1(V1,k1,y1,y2)\\ \vdots \\ \frac{dy_{10}}{dt} = f_{10}(V_{10},k_{10},y_{9},y_{10}) $$ I want to estimate the ...
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0answers
38 views

Time sampling changes solution

I'm currently trying to solve a problem using numerical methods. The set-up is rather long, so I apologize in advance... TL;DR: My solutions change depending on how big my steps are and I don't know ...
3
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0answers
55 views

Solve ODE with non-negative and maximization constraints

My task is to solve $$\eta_k\frac{d^2C_k}{dz}(z)=-e_k, k = 1,2,3$$ $$C_k\ge0$$ $$C_1(0)=0, C_2(0)=A, C_3(0)=0$$ $$C_1(L)=B, \frac{dC_2}{dz}(L)=0, \frac{dC_3}{dz}(L)=0$$ with $$e_1 = -\beta_1-\beta_3$...
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1answer
86 views

What's the minimum step size that can be used in Euler's method before it becomes unreliable?

In particular, if Euler's method is implemented on a computer, what's the minimum step size that can be used before rounding errors cause the Euler approximations to become completely unreliable? I ...
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1answer
108 views

Solving differential equation in Python with variable coefficients (I just know the coefficients numerically)

I am trying to implement a routine to solve a differential equation in Python. Basically the kind of equation that I am interested in solving is of the form: $\displaystyle \frac{d}{dx^2} \left(x y(x)...
1
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1answer
393 views

What is the state of the art in solving stiff initial value problems?

I'm looking for current references on solving stiff ODEs. Most of what I know (say, BDF methods) apparently date back to the 1980's, and I feel like a lot of progress should have been made in that ...
2
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1answer
155 views

Mass Matrix and how to handle it (ODEs) - References

I'm interested in a good reference/paper about how to handle numerically a mass-matrix system as \begin{align} \mathbf{M}(t,y)\dot{y} =F(y,t) \end{align} I know that such a problem can be solved by ...
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2answers
120 views

Non-linear Boundary Value Problem. How to compute the Jacobian?

Consider a Boundary Value Problem: $$ \delta u''+u(u'-1) =0 \Leftrightarrow u''=\frac{-u(u'-1)}{\delta}=:f(t,u',u), \\ u(0)=a, u(1)=b $$ $\delta,a,b$ are known parameters. I want to implement Newton'...
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1answer
73 views

Combining multiple coupled 1st order equations in python

I'm having serious troubles with solving translating 3 coupled differential equations into python. The 3 DE's stem from a 4th order DE used to calculate the bending moment of an underwater pipeline ...
3
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1answer
125 views

What does the exponential function mean in numerical ODE solving formulas?

I'm trying to read papers on numerical ODE algorithms and I always seem to stumble upon huge amounts of exponentials multiplied by each other. For example in New families of symplectic splitting ...
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0answers
16 views

Translating grid with extrusion speed

I am putting into MATLAB code the equations that describe a plastic extrusion process. From a paper, I found I should use a spatial grid that translates with the extrusion speed, being the reference ...
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1answer
135 views

Are there shortcuts for numerically approximating systems of ordinary differential equations when autonomous?

Existing algorithms for solving ODEs handle functions $\frac{dy}{dt} = f(y, t)$, where $y \in \mathbb R^n$. But in many physical systems, the differential equation is autonomous, so $\frac{dy}{dt} = f(...
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2answers
111 views

Efficient approach for solving matrix plus diagonal matrix system that varies in time

When solving a system of ODEs, as part of a preconditioner, I get the system $(A + D(t))x = b(t)$ where $A$ is a sparse matrix and $D(t)$ is diagonal. I'm currently solving this by taking the LU-...
3
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1answer
64 views

What is ABA and BAB schemes when talking about numerical integrators

I have read a lot about numerical integrators (ode solvers) lately and tried reading a few papers but I have stumbled upon something that I can't understand and it's something called ABA and BAB. ...
0
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1answer
79 views

Actual global error vs theoretical global error: How to combine theory with practice

I have implemented an Adams Bashforth 4 method to solve an Initial Value Problem for an ODE and I am testing it against the test equation: $y'=\lambda y$ with $y(0)=1$ with the exact solution: $y(t)=...
9
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1answer
2k views

Options for solving ODE systems on GPUs?

I would like to farm out solving systems of ODEs onto GPUs, in a 'trivially parallelisable' setting. For example, doing a sensitivity analysis with 512 different parameter sets, or solving the (...
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0answers
38 views

Discrete maximum principle for discretized ODE

I discretized the following ODE using central finite differences for 1st and 2nd derivatives: $$u''-bu'=f(u), x\in (0,1)\\u(0)=1, u'(1)=0\\ b>0, f:\mathbb{R_{\ge 0}}\to \mathbb{R}_{\ge 0}$$ The ...
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0answers
22 views

Non linear Parametric BVP with inequalities

Consider a non linear ode in dimension $10$: $\dot x = f(t,x,\lambda)$ where $\lambda$ is a vector of $p$ parameters. Consider a boundary value problem of the form : $\dot x(t) = f(t,x(t),\lambda)$ ...
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1answer
64 views

Adam Bashforth 4 method: how to determine starting values and stil keep the the order of accuracy

I am using an Adam Bashforth 4 method to solve an IVP problem so I need other numerical method to estimate the first 3 values. I am very much interested in finding a way to estimate the first 3 values ...
3
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0answers
144 views

Solving an ODE using shooting method

I have been trying to solve the following nonlinear ordinary differential equation: $$-\Phi''-\frac{3}{r}\Phi'+\Phi-\frac{3}{2}\Phi^{2}+\frac{\alpha}{2}\Phi^{3}=0$$ with boundary conditions $$\Phi'(...
3
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1answer
51 views

Numerical solving Lotka-Volterra ODE in R

Aim: I am trying to numerically solve a Lotka-Volterra ODE in R, using de sde.sim() function in the sde package. I would like to use the ...
0
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1answer
77 views

Unexpected solutions solving an ODE using odeint

I am trying to solve a system of 8 coupled differential equations using scipy's odeint. I have already written my code and it runs fine, but the solutions I get are completely different from what I ...
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0answers
77 views

SDE solver in python: manual determination of integrator step size (dt)

Aim: I am trying to solve a system of SDEs, while using the SDEint package in python 3.x. It is a system of SDEs adapted from and inspired by the Zombie Apocalypse ...
0
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1answer
97 views

calculating integral for an ODE system

I have an ODE system defining a mathematical model of a biological system, say $$ \frac{da}{dt}=f_1(a,b,\ldots,z,p)\\ \frac{db}{dt}=f_2(a,b,\ldots,z,p)\\ \cdots\\ \frac{dz}{dt}=f_n(a,b,\ldots,z,p) $$ ...
23
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2answers
2k views

What does “symplectic” mean in reference to numerical integrators, and does SciPy's odeint use them?

In this comment I wrote: ...default SciPy integrator, which I'm assuming only uses symplectic methods. in which I am refering to SciPy's odeint, which uses ...
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1answer
62 views

Approximation of ODE solution using Taylor series methods

This is my first post on here, so please excuse mistakes if any. I am trying to plot out the difference between two ODE solvers based on Taylor series: 1st order acccurate: $x(t_0 + h) = x(t_0) + ...
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1answer
122 views

Derivation of backward differentiation formulas(BDF)

I have been reading upon numerical techniques that are used to solve stiff ordinary differential equations. From the description given here, I could follow the steps till equation (5). I am finding ...
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1answer
121 views

Scipy Two-point Boundary value Problem

Nonlinear ODE Statement I would like to use scipy to solve the following: u'' + (u')^2 = sin(x) u(0)=0, u(1)=1 where u = u(x). Approach I am looking at the ...