Using Matlab for First Order ODEs

Important: New version of Matlab Symbolic Toolbox

Recently, Matlab changed the implementation of the Symbolic Toolbox, although the commands stayed mostly the same. You can type version in Matlab to find your version. Typing ver('symbolic') shows the version of the Symbolic Toolbox: version 5 and higher is the new version (MuPAD based), lower versions are Maple based.

I have updated the Matlab examples on this page for the new (MuPAD) version of the symbolic toolbox.

The book "Differential Equations with Matlab" still uses the old (Maple) version of the Symbolic Toolbox. Many of the examples give different output; some don't work at all with the new (MuPAD) version.

For many simple inputs both versions give equivalent results. But there are various differences. In particular, there are many differential equations which the old (Maple) version could solve, but which the new (MuPAD) verson cannot solve.

Contents

Inline functions
Direction fields
Numerical solution of initial value problems
Plotting the solution
Combining direction field and solution curves
Finding numerical values at given t values
Symbolic solution of ODEs
Finding the general solution
Solving initial value problems
Plotting the solution
Finding numerical values at given t values

Inline Functions

If you want to use a function several times it is convenient to define it as a so-called inline function:

f1 = inline('sin(x)*x','x')

defines the function f1(x)=sin(x)*x. Note that the arguments of inline must be strings (not symbolic expressions). You can then use the function f1 in expressions you type in.

You can also define inline functions of several variables:

g1 = inline('x*y+sin(x)','x','y')

defines the function g1(x,y)=x*y+sin(x) of two variables.

Direction Fields

First download the file dirfield.m and put it in the same directory as your other m-files for the homework.

Define an inline function f of two variables t, y corresponding to the right hand side of the differential equation y'(t) = f(t,y(t)). E.g., for the differential equation y'(t) = t y2 define

f = inline('t*y^2','t','y')

You have to use inline(...,'t','y'), even if t or y does not occur in your formula.

To plot the direction field for t going from t0 to t1 with a spacing of dt and y going from y0 to y1 with a spacing of dy use dirfield(f,t0:dt:t1,y0:dy:y1). E.g., for t and y between -2 and 2 with a spacing of 0.2 type

dirfield(f,-2:0.2:2,-2:0.2:2)

Solving an initial value problem numerically

First define the inline function g corresponding to the right hand side of the differential equation y'(t) = f(t,y(t)). E.g., for the differential equation y'(t) = t y2 define

f = inline('t*y^2','t','y')

To plot the numerical solution of an initial value problem: For the initial condition y(t0)=y0 you can plot the solution for t going from t0 to t1 using ode45(f,[t0,t1],y0).

Example: To plot the solution of the initial value problem y'(t) = t y2, y(-2)=1 in the interval [-2,2] use

[ts,ys] = ode45(f,[-2,2],1)
plot(ts,ys,'o-')

The circles mark the values which were actually computed (the points are chosen by Matlab to optimize accuracy and efficiency). The vectors ts and ys contain the coordinates of these points, to see them as a table type [ts,ys]

You can plot the solution without the circles using plot(ts,ys).

To combine plots of the direction field and several solution curves use the commands hold on and hold off: After obtaining the first plot type hold on, then all subsequent commands plot in the same window. After the last plot command type hold off.

Example: Plot the direction field and the 13 solution curves with the initial conditions y(-2) = -0.4, -0.2, ..., 1.8, 2:

dirfield(f,-2:0.2:2,-2:0.2:2)
hold on 
for y0=-0.4:0.2:2 
  [ts,ys] = ode45(f,[-2,2],y0); plot(ts,ys) 
end 
hold off

To obtain numerical values of the solution at certain t values: You can specify a vector tv of t values and use [ts,ys] = ode45(g,tv,y0). The first element of the vector tv is the initial t value; the vector tv must have at least 3 elements. E.g., to obtain the solution with the initial condition y(-2)=1 at t = -2, -1.5, ..., 1.5, 2 and display the results as a table with two columns, use

[ts,ys]=ode45(f,-2:0.5:2,1);
[ts,ys]

To obtain the numerical value of the solution at the final t-value use ys(end) .

Solving a differential equation symbolically

You have to specify the differential equation in a string, using Dy for y'(t) and y for y(t): E.g., for the differential equation y'(t) = t y2 type

sol = dsolve('Dy=t*y^2','t')

The last argument 't' is the name of the independent variable. Do not type y(t) instead of y.

If Matlab can't find a solution it will return an empty symbol. If Matlab finds several solutions it returns a vector of solutions.

Here there are two solutions and Matlab returns a vector sol with two components: sol(1) is 0 and sol(2) is -1/(t^2/2 + C3) with an arbitrary constant C3.

The solution will contain a constant C3 (or C4,C5 etc.). You can substitute values for the constant using subs(sol,'C3',value). E.g., to set C3 in sol(2) to 5 use

subs(sol(2),'C3',5)

To solve an initial value problem additionally specify an initial condition:

sol = dsolve('Dy=t*y^2','y(-2)=1','t')

To plot the solution use ezplot(sol,[t0,t1]). Here is an example for plotting the solution curve with the initial conditions y(-2) = -0.4:

sol = dsolve('Dy=t*y^2','y(-2)=-0.4','t')
ezplot( sol , [-2 2]) 

To obtain numerical values at one or more t values use subs(sol,'t',tval) and double (or vpa for more digits):

sol = dsolve('Dy=t*y^2','y(-2)=1','t')

This gives a numerical value of the solution at t=0.5:

double( subs(sol,'t',0.5) )

This computes numerical values of the solution at t=-2, -1.5, ..., 2 and displays the result as a table with two columns:

tval = (-2:0.5:2)'; % column vector with t-values
yval = double( subs(sol,'t',tval) )% column vector with y-values
[tval,yval] % display 2 columns together


Tobias von Petersdorff