# Documentation

## Ordinary Differential Equations

### Function Summary

#### ODE Solvers

The following table lists the initial value problem solvers, the kind of problem you can solve with each solver, and the method each solver uses.

Solver

Solves These Kinds of Problems

Method

Nonstiff differential equations

Runge-Kutta

Nonstiff differential equations

Runge-Kutta

Nonstiff differential equations

Adams

Stiff differential equations and DAEs

NDFs (BDFs)

Stiff differential equations

Rosenbrock

Moderately stiff differential equations and DAEs

Trapezoidal rule

Stiff differential equations

TR-BDF2

Fully implicit differential equations

BDFs

#### Evaluation and Extension

You can use the following functions to evaluate and extend solutions to ODEs.

Function

Description

Evaluate the numerical solution using the output of ODE solvers.

Extend the solution of an initial value problem for an ODE

#### Solver Options

An options structure contains named properties whose values are passed to ODE solvers, and which affect problem solution. Use these functions to create, alter, or access an options structure.

Function

Description

Create or alter options structure for input to ODE solver.

Extract properties from options structure created with odeset.

#### Output Functions

If an output function is specified, the solver calls the specified function after every successful integration step. You can use odeset to specify one of these sample functions as the OutputFcn property, or you can modify them to create your own functions.

Function

Description

Time-series plot

Two-dimensional phase plane plot

Three-dimensional phase plane plot

Print to command window

### Initial Value Problems

#### First Order ODEs

An ordinary differential equation (ODE) contains one or more derivatives of a dependent variable y with respect to a single independent variable t, usually referred to as time. The derivative of y with respect to t is denoted as y ′, the second derivative as y ′′, and so on. Often y(t) is a vector, having elements y1, y2, ..., yn.

MATLAB® solvers handle the following types of first-order ODEs:

• Explicit ODEs of the form y ′ = f (t, y)

• Linearly implicit ODEs of the form M(t, y) y ′ = f (t, y), where M(t, y) is a matrix

• Fully implicit ODEs of the form f (t, y, y′) = 0 (ode15i only)

#### Higher Order ODEs

MATLAB ODE solvers accept only first-order differential equations. To use the solvers with higher-order ODEs, you must rewrite each equation as an equivalent system of first-order differential equations of the form

y′ = f(t,y)

You can write any ordinary differential equation

y(n) = f(t,y,y′,...,y(n − 1))

as a system of first-order equations by making the substitutions

y1 = y, y2 = y′,..., yn = y(n − 1)

y1= y, y2 = y', ... , yn = y(n − 1)

The result is an equivalent system of n first-order ODEs.

$\begin{array}{c}{{y}^{\prime }}_{1}={y}_{2}\\ {{y}^{\prime }}_{2}={y}_{3}\\ ⋮\\ {{y}^{\prime }}_{n}=f\left(t,{y}_{1},{y}_{2},\dots \text{,}{y}_{n}\right)\end{array}$

For example, you can rewrite the second-order van der Pol equation

by making the substitution

The resulting system of first-order ODEs is

#### Initial Values

Generally there are many functions y(t) that satisfy a given ODE, and additional information is necessary to specify the solution of interest. In an initial value problem, the solution of interest satisfies a specific initial condition, that is, y is equal to y0 at a given initial time t0. An initial value problem for an ODE is then

$\begin{array}{c}{y}^{\prime }=f\left(t,y\right)\\ y\left({t}_{0}\right)={y}_{0}.\end{array}$

If the function f (t, y) is sufficiently smooth, this problem has one and only one solution. Generally there is no analytic expression for the solution, so it is necessary to approximate y(t) by numerical means.

### Types of Solvers

#### Nonstiff Problems

There are three solvers designed for nonstiff problems:

 ode45 Based on an explicit Runge-Kutta (4,5) formula, the Dormand-Prince pair. It is a one-step solver – in computing y(tn), it needs only the solution at the immediately preceding time point, y(tn–1). In general, ode45 is the best function to apply as a "first try" for most problems. ode23 Based on an explicit Runge-Kutta (2,3) pair of Bogacki and Shampine. It may be more efficient than ode45 at crude tolerances and in the presence of mild stiffness. Like ode45, ode23 is a one-step solver. ode113 Variable order Adams-Bashforth-Moulton PECE solver. It may be more efficient than ode45 at stringent tolerances and when the ODE function is particularly expensive to evaluate. ode113 is a multistep solver—it normally needs the solutions at several preceding time points to compute the current solution.

#### Stiff Problems

Not all difficult problems are stiff, but all stiff problems are difficult for solvers not specifically designed for them. Solvers for stiff problems can be used exactly like the other solvers. However, you can often significantly improve the efficiency of these solvers by providing them with additional information about the problem. (See Integrator Options.)

There are four solvers designed for stiff problems:

 ode15s Variable-order solver based on the numerical differentiation formulas (NDFs). Optionally it uses the backward differentiation formulas, BDFs (also known as Gear's method). Like ode113, ode15s is a multistep solver. If you suspect that a problem is stiff or if ode45 failed or was very inefficient, try ode15s. ode23s Based on a modified Rosenbrock formula of order 2. Because it is a one-step solver, it may be more efficient than ode15s at crude tolerances. It can solve some kinds of stiff problems for which ode15s is not effective. ode23t An implementation of the trapezoidal rule using a "free" interpolant. Use this solver if the problem is only moderately stiff and you need a solution without numerical damping. ode23tb An implementation of TR-BDF2, an implicit Runge-Kutta formula with a first stage that is a trapezoidal rule step and a second stage that is a backward differentiation formula of order 2. Like ode23s, this solver may be more efficient than ode15s at crude tolerances.

#### Fully Implicit ODEs

The solver ode15i solves fully implicit differential equations of the form

f(t,y,y') = 0

using the variable order BDF method. The basic syntax for ode15i is

[t,y] = ode15i(odefun,tspan,y0,yp0,options)

The input arguments are

 odefun A function that evaluates the left side of the differential equation of the form f(t,y,y') = 0. tspan A vector specifying the interval of integration, [t0,tf]. To obtain solutions at specific times (all increasing or all decreasing), use tspan = [t0,t1,...,tf]. y0, yp0 Vectors of initial conditions for y(t0) and y'(t0), respectively. The specified values must be consistent; that is, they must satisfy f(t0,y0,yp0) = 0. options Optional integration argument created using the odeset function. See the odeset reference page for details.

The output arguments contain the solution approximated at discrete points:

 t Column vector of time points y Solution array. Each row in y corresponds to the solution at a time returned in the corresponding row of t.

See the ode15i reference page for more information about these arguments.

### Solver Syntax

All of the ODE solver functions, except for ode15i, share a syntax that makes it easy to try any of the different numerical methods, if it is not apparent which is the most appropriate. To apply a different method to the same problem, simply change the ODE solver function name. The simplest syntax, common to all the solver functions, is

[t,y] = solver(odefun,tspan,y0,options) 

where solver is one of the ODE solver functions listed previously.

The basic input arguments are

 odefun function handle that evaluates the system of ODEs. The function has the formdydt = odefun(t,y) where t is a scalar, and dydt and y are column vectors. tspan Vector specifying the interval of integration. The solver imposes the initial conditions at tspan(1), and integrates from tspan(1) to tspan(end). y0 Vector of initial conditions for the problemSee also Initial Value Problems. options Structure of optional parameters that change the default integration properties. Integrator Options tells you how to create the structure and describes the properties you can specify.

The output arguments contain the solution approximated at discrete points:

 t Column vector of time points y Solution array. Each row in y corresponds to the solution at a time returned in the corresponding row of t.

See the reference page for the ODE solvers for more information about these arguments.

### Integrator Options

The default integration properties in the ODE solvers are selected to handle common problems. In some cases, you can improve ODE solver performance by overriding these defaults. You do this by supplying the solvers with an options structure that specifies one or more property values.

For example, to change the value of the relative error tolerance of the solver from the default value of 1e-3 to 1e-4,

1. Create an options structure using the function odeset by entering

options = odeset('RelTol', 1e-4);
2. Pass the options structure to the solver as follows:

• For all solvers except ode15i, use the syntax

[t,y] = solver(odefun,tspan,y0,options) 
• For ode15i, use the syntax

[t,y] = ode15i(odefun,tspan,y0,yp0,options)

For a complete description of the available options, see the reference page for odeset.

### Examples

#### van der Pol Equation (Nonstiff)

This example illustrates the steps for solving an initial value ODE problem:

1. Rewrite the problem as a system of first-order ODEs. Rewrite the van der Pol equation (second-order)

${{y}^{″}}_{1}-\mu \left(1-{y}_{1}^{2}\right){{y}^{\prime }}_{1}+{y}_{1}=0,$

where μ > 0 is a scalar parameter, by making the substitution y'1 = y2. The resulting system of first-order ODEs is

$\begin{array}{c}{{y}^{\prime }}_{1}={y}_{2}\\ {{y}^{\prime }}_{2}=\mu \left(1-{y}_{1}^{2}\right){y}_{2}-{y}_{1}.\end{array}$

2. Code the system of first-order ODEs. Once you represent the equation as a system of first-order ODEs, you can code it as a function that an ODE solver can use. The function must be of the form

dydt = odefun(t,y)

Although t and y must be the function's two arguments, the function does not need to use them. The output dydt, a column vector, is the derivative of y.

The code below represents the van der Pol system in the function, vdp1. The vdp1 function assumes that μ = 1. The variables y1 and y2 are the entries y(1) and y(2) of a two-element vector.

function dydt = vdp1(t,y) dydt = [y(2); (1-y(1)^2)*y(2)-y(1)];

Note that, although vdp1 must accept the arguments t and y, it does not use t in its computations.

3. Apply a solver to the problem.

Decide which solver you want to use to solve the problem. Then call the solver and pass it the function you created to describe the first-order system of ODEs, the time interval on which you want to solve the problem, and an initial condition vector.

For the van der Pol system, you can use ode45 on time interval [0 20] with initial values y(1) = 2 and y(2) = 0.

[t,y] = ode45(@vdp1,[0 20],[2; 0]); 

This example uses @ to pass vdp1 as a function handle to ode45. The resulting output is a column vector of time points t and a solution array y. Each row in y corresponds to a time returned in the corresponding row of t. The first column of y corresponds to y1, and the second column to y2.

 Note:   For information on function handles, see the function_handle, func2str, and str2func reference pages.
4. View the solver output. You can simply use the plot command to view the solver output.

plot(t,y(:,1),'-',t,y(:,2),'--') title('Solution of van der Pol Equation, \mu = 1'); xlabel('time t'); ylabel('solution y'); legend('y_1','y_2')

As an alternative, you can use a solver output function to process the output. The solver calls the function specified in the integration property OutputFcn after each successful time step. Use odeset to set OutputFcn to the desired function. See Solver Output Properties, in the reference page for odeset, for more information about OutputFcn.

#### van der Pol Equation (Stiff)

This example presents a stiff problem. For a stiff problem, solutions can change on a time scale that is very short compared to the interval of integration, but the solution of interest changes on a much longer time scale. Methods not designed for stiff problems are ineffective on intervals where the solution changes slowly because they use time steps small enough to resolve the fastest possible change.

When μ is increased to 1000, the solution to the van der Pol equation changes dramatically and exhibits oscillation on a much longer time scale. Approximating the solution of the initial value problem becomes a more difficult task. Because this particular problem is stiff, a solver intended for nonstiff problems, such as ode45, is too inefficient to be practical. A solver such as ode15s is intended for such stiff problems.

The vdp1000 function evaluates the van der Pol system from the previous example, but with μ = 1000.

function dydt = vdp1000(t,y) dydt = [y(2); 1000*(1-y(1)^2)*y(2)-y(1)];
 Note:   This example hardcodes μ in the ODE function. The vdpodevdpode example solves the same problem, but passes a user-specified μ as a parameter to the ODE function.

Now use the ode15s function to solve the problem with the initial condition vector of [2; 0], but a time interval of [0 3000]. For scaling reasons, plot just the first component of y(t).

[t,y] = ode15s(@vdp1000,[0 3000],[2; 0]); plot(t,y(:,1),'-'); title('Solution of van der Pol Equation, \mu = 1000'); xlabel('time t'); ylabel('solution y_1');

#### van der Pol Equation (Parameterizing the ODE)

The preceding sections showed how to solve the van der Pol equation for two different values of the parameter µ. In those examples, the values µ = 1 and µ=1000 are hard-coded in the ODE functions. If you are solving an ODE for several different parameter values, it might be more convenient to include the parameter in the ODE function and assign a value to the parameter each time you run the ODE solver. This section explains how to do this for the van der Pol equation.

One way to provide parameter values to the ODE function is to write a MATLAB file that

• Accepts the parameters as inputs.

• Contains ODE function as a nested function, internally using the input parameters.

• Calls the ODE solver.

The following code illustrates this:

function [t,y] = solve_vdp(mu) tspan = [0 max(20, 3*mu)]; y0 = [2; 0]; % Call the ODE solver ode15s. [t,y] = ode15s(@vdp,tspan,y0); % Define the ODE function as nested function, % using the parameter mu. function dydt = vdp(t,y) dydt = [y(2); mu*(1-y(1)^2)*y(2)-y(1)]; end end 

Because the ODE function vdp is a nested function, the value of the parameter mu is available to it.

To run the MATLAB file for mu = 1, enter

[t,y] = solve_vdp(1); 

To run the code for µ = 1000, enter

[t,y] = solve_vdp(1000); 

See the vdpodevdpode code for a complete example based on these functions.

#### van der Pol Equation (Evaluating the Solution)

The numerical methods implemented in the ODE solvers produce a continuous solution over the interval of integration [a,b]. You can evaluate the approximate solution, S(x), at any point in [a,b] using the function deval and the structure sol returned by the solver. For example, if you solve the problem described in van der Pol Equation (Nonstiff) by calling ode45 with a single output argument sol,

sol = ode45(@vdp1,[0 20],[2; 0]);

ode45 returns the solution as a structure. You can then evaluate the approximate solution at points in the vector xint = 1:5 as follows:

xint = 1:5; Sxint = deval(sol,xint) Sxint = 1.5081 0.3235 -1.8686 -1.7407 -0.8344 -0.7803 -1.8320 -1.0220 0.6260 1.3095

The deval function is vectorized. For a vector xint, the ith column of Sxint approximates the solution y(xint(i)).

#### Euler Equations (Nonstiff)

rigidode illustrates the solution of a standard test problem proposed by Krogh for solvers intended for nonstiff problems [8].

The ODEs are the Euler equations of a rigid body without external forces.

$\begin{array}{c}{{y}^{\prime }}_{1}={y}_{2}{y}_{3}\\ {{y}^{\prime }}_{2}=-{y}_{1}{y}_{3}\\ {{y}^{\prime }}_{3}=-0.51{y}_{1}{y}_{2}.\end{array}$

For your convenience, the entire problem is defined and solved in a single MATLAB file. The differential equations are coded as the local function f. Because the example calls the ode45 solver without output arguments, the solver uses the default output function odeplotodeplot to plot the solution components.

To run this example, type rigidoderigidode at the command line.

function rigidode %RIGIDODE Euler equations: rigid body without external forces tspan = [0 12]; y0 = [0; 1; 1]; % Solve the problem using ode45 ode45(@f,tspan,y0); % ------------------------------------------------------------ function dydt = f(t,y) dydt = [ y(2)*y(3) -y(1)*y(3) -0.51*y(1)*y(2) ];

#### Fully Implicit ODE

The following example shows how to use the function ode15i to solve the implicit ODE problem defined by Weissinger's equation

ty2(y')3y3(y')2 + t(t2 + 1)y't2y = 0

with the initial value y(1) = (3/2)1/2. The exact solution of the ODE is

y(t) = (t2 + 0.5)1/2

The example uses the function weissinger, which is provided with MATLAB, to compute the left-hand side of the equation.

Before calling ode15i, the example uses a helper function decic to compute a consistent initial value for y'(t0). In the following call, the given initial value y(1) = (3/2)1/2 is held fixed and a guess of 0 is specified for y'(1). See the reference page for decic for more information.

t0 = 1; y0 = sqrt(3/2); yp0 = 0; [y0,yp0] = decic(@weissinger,t0,y0,1,yp0,0);

You can now call ode15i to solve the ODE and then plot the numerical solution against the analytical solution with the following commands.

[t,y] = ode15i(@weissinger,[1 10],y0,yp0); ytrue = sqrt(t.^2 + 0.5); plot(t,y,t,ytrue,'o');

#### Finite Element Discretization

fem1ode illustrates the solution of ODEs that result from a finite element discretization of a partial differential equation. The value of N in the call fem1ode(N) controls the discretization, and the resulting system consists of N equations. By default, N is 19.

This example involves a mass matrix. The system of ODEs comes from a method of lines solution of the partial differential equation

${e}^{-t}\frac{\partial u}{\partial t}=\frac{{\partial }^{2}u}{\partial {x}^{2}}$

with initial condition

u(0,x) = sin(x)

and boundary conditions

u(t,0) = u(t,π) = 0.

An integer N is chosen, h is defined as π/(N + 1), and the solution of the partial differential equation is approximated at xk = kh for k = 0, 1, ..., N+1 by

$u\left(t,{x}_{k}\right)=\sum _{k=1}^{N}{c}_{k}\left(t\right){\varphi }_{k}\left(x\right).$

Here ϕk(x) is a piecewise linear function that is 1 atxk and 0 at all the otherxj. A Galerkin discretization leads to the system of ODEs

and the tridiagonal matrices M(t) and J are given by

and

The initial values c(0) are taken from the initial condition for the partial differential equation. The problem is solved on the time interval [0,π].

In the fem1ode example, the properties

options = odeset('Mass',@mass,'MStateDep','none','Jacobian',J)

indicate that the problem is of the form M(t)y' = Jy. The nested function mass(t) evaluates the time-dependent mass matrix M(t) and J is the constant Jacobian.

To run this example, type fem1odefem1ode at the command line. From the command line, you can specify a value of N as an argument to fem1ode. The default is N = 19.

function fem1ode(N) %FEM1ODE Stiff problem with a time-dependent mass matrix if nargin < 1 N = 19; end h = pi/(N+1); y0 = sin(h*(1:N)'); tspan = [0; pi]; % The Jacobian is constant. e = repmat(1/h,N,1); % e=[(1/h) ... (1/h)]; d = repmat(-2/h,N,1); % d=[(-2/h) ... (-2/h)]; % J is shared with the derivative function. J = spdiags([e d e], -1:1, N, N); d = repmat(h/6,N,1); % M is shared with the mass matrix function. M = spdiags([d 4*d d], -1:1, N, N); options = odeset('Mass',@mass,'MStateDep','none', ... 'Jacobian',J); [t,y] = ode15s(@f,tspan,y0,options); figure; surf((1:N)/(N+1),t,y); set(gca,'ZLim',[0 1]); view(142.5,30); title(['Finite element problem with time-dependent mass ' ... 'matrix, solved by ODE15S']); xlabel('space ( x/\pi )'); ylabel('time'); zlabel('solution'); %-------------------------------------------------------------- function yp = f(t,y) % Derivative function. yp = J*y; % Constant Jacobian provided by outer function end % End nested function f %-------------------------------------------------------------- function Mt = mass(t) % Mass matrix function. Mt = exp(-t)*M; % M is provided by outer function end % End nested function mass %-------------------------------------------------------------- end

#### Large Stiff Sparse Problem

brussode illustrates the solution of a potentially large stiff sparse problem. The problem is the classic "Brusselator" system [3] that models diffusion in a chemical reaction

$\begin{array}{c}{{u}^{\prime }}_{i}=1+{u}_{i}^{2}{v}_{i}-4{u}_{i}+\alpha {\left(N+1\right)}^{2}\left({u}_{i-1}-2{u}_{i}+{u}_{i+1}\right)\\ {{v}^{\prime }}_{i}=3{u}_{i}-{u}_{i}^{2}{v}_{i}+\alpha {\left(N+1\right)}^{2}\left({v}_{i-1}-2{v}_{i}+{v}_{i+1}\right).\end{array}$

and is solved on the time interval [0,10] with α = 1/50 and

ui(0) = 1 + sin(2πxi)
vi(0) = 3

where, for i = 1,...,N, xi = i/(N + 1). There are 2N equations in the system, but the Jacobian is banded with a constant width 5 if the equations are ordered as u1, v1, u2, v2, ...

In the call brussode(N), where N corresponds to N, the parameter N2 specifies the number of grid points. The resulting system consists of 2N equations. By default, N is 20. The problem becomes increasingly stiff and the Jacobian increasingly sparse as N increases.

The nested function f(t,y) returns the derivatives vector for the Brusselator problem. The local functionjpattern(N) returns a sparse matrix of 1s and 0s showing the locations of nonzeros in the Jacobian ∂f/∂y. The example assigns this matrix to the property JPattern, and the solver uses the sparsity pattern to generate the Jacobian numerically as a sparse matrix. Providing a sparsity pattern can significantly reduce the number of function evaluations required to generate the Jacobian and can accelerate integration.

For the Brusselator problem, if the sparsity pattern is not supplied, 2N evaluations of the function are needed to compute the 2N-by-2N Jacobian matrix. If the sparsity pattern is supplied, only four evaluations are needed, regardless of the value of N.

To run this example, type brussodebrussode at the command line. From the command line, you can specify a value of N as an argument to brussode. The default is N = 20.

function brussode(N) %BRUSSODE Stiff problem modeling a chemical reaction if nargin < 1 N = 20; end tspan = [0; 10]; y0 = [1+sin((2*pi/(N+1))*(1:N)); repmat(3,1,N)]; options = odeset('Vectorized','on','JPattern',jpattern(N)); [t,y] = ode15s(@f,tspan,y0,options); u = y(:,1:2:end); x = (1:N)/(N+1); surf(x,t,u); view(-40,30); xlabel('space'); ylabel('time'); zlabel('solution u'); title(['The Brusselator for N = ' num2str(N)]); % -------------------------------------------------------------- function dydt = f(t,y) c = 0.02 * (N+1)^2; dydt = zeros(2*N,size(y,2)); % preallocate dy/dt % Evaluate the two components of the function at one edge of % the grid (with edge conditions). i = 1; dydt(i,:) = 1 + y(i+1,:).*y(i,:).^2 - 4*y(i,:) + ... c*(1-2*y(i,:)+y(i+2,:)); dydt(i+1,:) = 3*y(i,:) - y(i+1,:).*y(i,:).^2 + ... c*(3-2*y(i+1,:)+y(i+3,:)); % Evaluate the two components of the function at all interior % grid points. i = 3:2:2*N-3; dydt(i,:) = 1 + y(i+1,:).*y(i,:).^2 - 4*y(i,:) + ... c*(y(i-2,:)-2*y(i,:)+y(i+2,:)); dydt(i+1,:) = 3*y(i,:) - y(i+1,:).*y(i,:).^2 + ... c*(y(i-1,:)-2*y(i+1,:)+y(i+3,:)); % Evaluate the two components of the function at the other edge % of the grid (with edge conditions). i = 2*N-1; dydt(i,:) = 1 + y(i+1,:).*y(i,:).^2 - 4*y(i,:) + ... c*(y(i-2,:)-2*y(i,:)+1); dydt(i+1,:) = 3*y(i,:) - y(i+1,:).*y(i,:).^2 + ... c*(y(i-1,:)-2*y(i+1,:)+3); end % End nested function f end % End function brussode % -------------------------------------------------------------- function S = jpattern(N) B = ones(2*N,5); B(2:2:2*N,2) = zeros(N,1); B(1:2:2*N-1,4) = zeros(N,1); S = spdiags(B,-2:2,2*N,2*N); end;

#### Event Location

ballode models the motion of a bouncing ball. This example illustrates the event location capabilities of the ODE solvers.

The equations for the bouncing ball are:

y'1 = y2
y'2 = –9.8

In this example, the event function is coded in the local functionevents

[value,isterminal,direction] = events(t,y)

which returns

• A value of the event function

• The information whether or not the integration should stop when value = 0 (isterminal = 1 or 0, respectively)

• The desired directionality of the zero crossings:

 -1 Detect zero crossings in the negative direction only 0 Detect all zero crossings 1 Detect zero crossings in the positive direction only

The length of value, isterminal, and direction is the same as the number of event functions. The ith element of each vector, corresponds to the ith event function. For an example of more advanced event location, see orbitode (Advanced Event Location).

In ballode, setting the Events property to @events causes the solver to stop the integration (isterminal = 1) when the ball hits the ground (the height y(1) is 0) during its fall (direction = -1). The example then restarts the integration with initial conditions corresponding to a ball that bounced.

To run this example, type ballodeballode at the command line.

function ballode tstart = 0; tfinal = 30; y0 = [0; 20]; refine = 4; options = odeset('Events',@events,'OutputFcn', @odeplot,... 'OutputSel',1,'Refine',refine); set(gca,'xlim',[0 30],'ylim',[0 25]); box on hold on; tout = tstart; yout = y0.'; teout = []; yeout = []; ieout = []; for i = 1:10 % Solve until the first terminal event. [t,y,te,ye,ie] = ode23(@f,[tstart tfinal],y0,options); if ~ishold hold on end % Accumulate output. nt = length(t); tout = [tout; t(2:nt)]; yout = [yout; y(2:nt,:)]; teout = [teout; te]; % Events at tstart are never reported. yeout = [yeout; ye]; ieout = [ieout; ie]; ud = get(gcf,'UserData'); if ud.stop break; end % Set the new initial conditions, with .9 attenuation. y0(1) = 0; y0(2) = -.9*y(nt,2); % A good guess of a valid first time step is the length of % the last valid time step, so use it for faster computation. options = odeset(options,'InitialStep',t(nt)-t(nt-refine),... 'MaxStep',t(nt)-t(1)); tstart = t(nt); end plot(teout,yeout(:,1),'ro') xlabel('time'); ylabel('height'); title('Ball trajectory and the events'); hold off odeplot([],[],'done'); % -------------------------------------------------------------- function dydt = f(t,y) dydt = [y(2); -9.8]; % -------------------------------------------------------------- function [value,isterminal,direction] = events(t,y) % Locate the time when height passes through zero in a % decreasing direction and stop integration. value = y(1); % Detect height = 0 isterminal = 1; % Stop the integration direction = -1; % Negative direction only

#### Advanced Event Location

orbitode illustrates the solution of a standard test problem for those solvers that are intended for nonstiff problems. It traces the path of a spaceship traveling around the moon and returning to the earth (Shampine and Gordon [8], p. 246).

The orbitode problem is a system of the following four equations:

$\begin{array}{c}{{y}^{\prime }}_{1}={y}_{3}\\ {{y}^{\prime }}_{2}={y}_{4}\\ {{y}^{\prime }}_{3}=2{y}_{4}+{y}_{1}-\frac{\mu *\left({y}_{1}+\mu \right)}{{r}_{1}^{3}}-\frac{\mu \left({y}_{1}-\mu *\right)}{{r}_{2}^{3}}\\ {{y}^{\prime }}_{4}=-2{y}_{3}+{y}_{2}-\frac{\mu *{y}_{2}}{{r}_{1}^{3}}-\frac{\mu {y}_{2}}{{r}_{2}^{3}}.\end{array}$

where

$\begin{array}{c}\mu =\frac{1}{82.45}\\ \mu *=1-\mu \\ {r}_{1}=\sqrt{{\left({y}_{1}+\mu \right)}^{2}+{y}_{2}^{2}}\\ {r}_{2}=\sqrt{{\left({y}_{1}-\mu *\right)}^{2}+{y}_{2}^{2}}.\end{array}$

The first two solution components are coordinates of the body of infinitesimal mass, so plotting one against the other gives the orbit of the body. The initial conditions have been chosen to make the orbit periodic. The value of μ corresponds to a spaceship traveling around the moon and the earth. Moderately stringent tolerances are necessary to reproduce the qualitative behavior of the orbit. Suitable values are 1e-5 for RelTol and 1e-4 for AbsTol.

The nested events function includes event functions that locate the point of maximum distance from the starting point and the time the spaceship returns to the starting point. Note that the events are located accurately, even though the step sizes used by the integrator are not determined by the location of the events. In this example, the ability to specify the direction of the zero crossing is critical. Both the point of return to the initial point and the point of maximum distance have the same event function value, and the direction of the crossing is used to distinguish them.

To run this example, type orbitodeorbitode at the command line. The example uses the output function odephas2odephas2 to produce the two-dimensional phase plane plot and let you to see the progress of the integration.

function orbitode %ORBITODE Restricted three-body problem mu = 1 / 82.45; mustar = 1 - mu; y0 = [1.2; 0; 0; -1.04935750983031990726]; tspan = [0 7]; options = odeset('RelTol',1e-5,'AbsTol',1e-4,... 'OutputFcn',@odephas2,'Events',@events); [t,y,te,ye,ie] = ode45(@f,tspan,y0,options); plot(y(:,1),y(:,2),ye(:,1),ye(:,2),'o'); title ('Restricted three body problem') ylabel ('y(t)') xlabel ('x(t)') % -------------------------------------------------------------- function dydt = f(t,y) r13 = ((y(1) + mu)^2 + y(2)^2) ^ 1.5; r23 = ((y(1) - mustar)^2 + y(2)^2) ^ 1.5; dydt = [ y(3) y(4) 2*y(4) + y(1) - mustar*((y(1)+mu)/r13) - ... mu*((y(1)-mustar)/r23) -2*y(3) + y(2) - mustar*(y(2)/r13) - mu*(y(2)/r23) ]; end % End nested function f % -------------------------------------------------------------- function [value,isterminal,direction] = events(t,y) % Locate the time when the object returns closest to the % initial point y0 and starts to move away; stop integration. % Also locate the time when the object is farthest from the % initial point y0 and starts to move closer. % % The current distance of the body is % % DSQ = (y(1)-y0(1))^2 + (y(2)-y0(2))^2 % = <y(1:2)-y0(1:2),y(1:2)-y0(1:2)> % % A local minimum of DSQ occurs when d/dt DSQ crosses zero % heading in the positive direction. Compute d(DSQ)/dt as % % d(DSQ)/dt = 2*(y(1:2)-y0(1:2))'*dy(1:2)/dt = ... % 2*(y(1:2)-y0(1:2))'*y(3:4) % dDSQdt = 2 * ((y(1:2)-y0(1:2))' * y(3:4)); value = [dDSQdt; dDSQdt]; isterminal = [1; 0]; % Stop at local minimum direction = [1; -1]; % [local minimum, local maximum] end % End nested function events end 

#### Differential-Algebraic Equations

hb1dae reformulates the hb1odehb1ode example as a differential-algebraic equation (DAE) problem. The Robertson problem coded in hb1ode is a classic test problem for codes that solve stiff ODEs.

$\begin{array}{c}{{y}^{\prime }}_{1}=-0.04{y}_{1}+{10}^{4}{y}_{2}{y}_{3}\\ {{y}^{\prime }}_{2}=0.04{y}_{1}-{10}^{4}{y}_{2}{y}_{3}-3\cdot {10}^{7}{y}_{2}^{2}\\ {{y}^{\prime }}_{3}=3\cdot {10}^{7}{y}_{2}^{2}.\end{array}$

 Note:   The Robertson problem appears as an example in the prolog to LSODI [4].

In hb1ode, the problem is solved with initial conditions y1(0) = 1, y2(0) = 0, y3(0) = 0 to steady state. These differential equations satisfy a linear conservation law that is used to reformulate the problem as the DAE

$\begin{array}{c}{{y}^{\prime }}_{1}=-0.04{y}_{1}+{10}^{4}{y}_{2}{y}_{3}\\ {{y}^{\prime }}_{2}=0.04{y}_{1}-{10}^{4}{y}_{2}{y}_{3}-3\cdot {10}^{7}{y}_{2}^{2}\\ 0={y}_{1}+{y}_{2}+{y}_{3}-1.\end{array}$

These equations do not have a solution for y(0) with components that do not sum to 1. The problem has the form of My' = f(t,y) with

$M=\left[\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 0\end{array}\right].$

M is singular, but hb1dae does not inform the solver of this. The solver must recognize that the problem is a DAE, not an ODE. Similarly, although consistent initial conditions are obvious, the example uses an inconsistent value y3(0) = 10–3 to illustrate computation of consistent initial conditions.

To run this example, type hb1daehb1dae at the command line. Note that hb1dae

• Imposes a much smaller absolute error tolerance on y2 than on the other components. This is because y2 is much smaller than the other components and its major change takes place in a relatively short time.

• Specifies additional points at which the solution is computed to more clearly show the behavior of y2.

• Multiplies y2 by 104 to make y2 visible when plotting it with the rest of the solution.

• Uses a logarithmic scale to plot the solution on the long time interval.

function hb1dae %HB1DAE Stiff differential-algebraic equation (DAE) % A constant, singular mass matrix M = [1 0 0 0 1 0 0 0 0]; % Use inconsistent initial condition to test initialization. y0 = [1; 0; 1e-3]; tspan = [0 4*logspace(-6,6)]; % Use the LSODI example tolerances.'MassSingular' is left % at its default 'maybe' to test the automatic detection % of a DAE. options = odeset('Mass',M,'RelTol',1e-4,... 'AbsTol',[1e-6 1e-10 1e-6],... 'Vectorized','on'); [t,y] = ode15s(@f,tspan,y0,options); y(:,2) = 1e4*y(:,2); semilogx(t,y); ylabel('1e4 * y(:,2)'); title(['Robertson DAE problem with a Conservation Law, '... 'solved by ODE15S']); xlabel('This is equivalent to the stiff ODEs in HB1ODE.'); % -------------------------------------------------------- function out = f(t,y) out = [ -0.04*y(1,:) + 1e4*y(2,:).*y(3,:) 0.04*y(1,:) - 1e4*y(2,:).*y(3,:) - 3e7*y(2,:).^2 y(1,:) + y(2,:) + y(3,:) - 1 ];

#### Nonnegative Solutions

If certain components of the solution must be nonnegative, use odeset to set the NonNegative property for the indices of these components.

 Note:   This option is not available for ode23s, ode15i, or for implicit solvers (ode15s, ode23t, ode23tb) applied to problems where there is a mass matrix.

Imposing nonnegativity is not always a trivial task. We suggest that you use this option only when necessary, for example in instances in which the application of a solution or integration will fail otherwise.

Consider the following initial value problem solved on the interval [0, 40]:

y' = - |y|, y(0) = 1 

The solution of this problem decays to zero. If a solver produces a negative approximate solution, it begins to track the solution of the ODE through this value, the solution goes off to minus infinity, and the computation fails. Using the NonNegative property prevents this from happening.

In this example, the first call to ode45 uses the defaults for the solver parameters:

ode = @(t,y) -abs(y); [t0,y0] = ode45(ode,[0, 40], 1); 

The second uses options to impose nonnegativity conditions:

options = odeset('NonNegative',1); [t1,y1] = ode45(ode,[0, 40], 1, options); 

This plot compares the numerical solution to the exact solution.

Here is a more complete view of the code used to obtain this plot:

ode = @(t,y) -abs(y); options = odeset('Refine',1); [t0,y0] = ode45(ode,[0, 40], 1,options); options = odeset(options,'NonNegative',1); [t1,y1] = ode45(ode,[0, 40], 1, options); t = linspace(0,40,1000); y = exp(-t); plot(t,y,'b-',t0,y0,'ro',t1,y1,'b*'); legend('Exact solution','No constraints','Nonnegativity', ... 'Location','SouthWest') 

The kneeode Example.  The kneeode example solves the "knee problem" by imposing a nonnegativity constraint on the numerical solution. The initial value problem is

ε*y' = (1-x)*y - y^2, y(0) = 1 

For 0 <  ε < 1, the solution of this problem approaches null isoclines y = 1 - x and y = 0 for x < 1 and x > 1, respectively. The numerical solution, when computed with default tolerances, follows the y = 1 - x isocline for the whole interval of integration. Imposing nonnegativity constraints results in the correct solution.

Here is the code that makes up the kneeode example:

function kneeode %KNEEODE The "knee problem" with Nonnegativity constraints. % Problem parameter epsilon = 1e-6; y0 = 1; xspan = [0, 2]; % Solve without imposing constraints options = []; [x1,y1] = ode15s(@odefcn,xspan,y0,options); % Impose nonnegativity constraint options = odeset('NonNegative',1); [x2,y2] = ode15s(@odefcn,xspan,y0,options); figure plot(x1,y1,'b.-',x2,y2,'g-') axis([0,2,-1,1]); title('The "knee problem"'); legend('No constraints','nonnegativity') xlabel('x'); ylabel('solution y') function yp = odefcn(x,y) yp = ((1 - x)*y - y^2)/epsilon; end end % kneeode 

The derivative function is defined within nested function odefcn. The value of epsilon used in odefcn is obtained from the outer function:

function yp = odefcn(x,y) yp = ((1 - x)*y - y^2)/epsilon; end 

The example solves the problem using the ode15s function, first with the default options, and then by imposing a nonnegativity constraint. To run the example, type kneeode at the MATLAB command prompt.

Here is the output plot. The plot confirms correct solution behavior after imposing constraints.

#### Additional Examples

The following additional examples are available. Type

edit examplename

to view the code and

examplename

to run the example.

Example Name

Description

amp1dae

Stiff DAE — electrical circuit

ballode

Simple event location — bouncing ball

batonode

ODE with time- and state-dependent mass matrix — motion of a baton

brussode

Stiff large problem — diffusion in a chemical reaction (the Brusselator)

burgersode

ODE with strongly state-dependent mass matrix — Burgers' equation solved using a moving mesh technique

fem1ode

Stiff problem with a time-dependent mass matrix — finite element method

fem2ode

Stiff problem with a constant mass matrix — finite element method

hb1ode

Stiff ODE problem solved on a very long interval — Robertson chemical reaction

hb1dae

Robertson problem — stiff, linearly implicit DAE from a conservation law

ihb1dae

Robertson problem — stiff, fully implicit DAE

iburgersode

Burgers' equation solved as implicit ODE system

kneeode

The "knee problem" with nonnegativity constraints

orbitode

Advanced event location — restricted three body problem

rigidode

Nonstiff problem — Euler equations of a rigid body without external forces

vdpode

Parameterizable van der Pol equation (stiff for large μ)

### Troubleshooting

General Questions

Question

Answer

How do the ODE solvers differ from integral?

integral solves problems of the form y' = f(t). The ODE solvers handle more general problems y' = f(t,y), linearly implicit problems that involve a mass matrix M(t,y)y' = f(t,y), and fully implicit problems f(t,y,y') = 0.

Can I solve ODE systems in which there are more equations than unknowns, or vice versa?

No.

Memory and Computational Efficiency

Question

Answer

How large a problem can I solve with the ODE suite?

The primary constraints are memory and time. At each time step, the solvers for nonstiff problems allocate vectors of length n, where n is the number of equations in the system. The solvers for stiff problems allocate vectors of length n but also allocate an n-by-n Jacobian matrix. For these solvers it may be advantageous to use the sparse option.

If the problem is nonstiff, or if you are using the sparse option, it may be possible to solve a problem with thousands of unknowns. In this case, however, storage of the result can be problematic. Try asking the solver to evaluate the solution at specific points only, or call the solver with no output arguments and use an output function to monitor the solution.

I'm solving a very large system, but only care about a couple of the components of y. Is there any way to avoid storing all of the elements?

Yes. The user-installable output function capability is designed specifically for this purpose. When you call the solver with no output arguments, the solver does not allocate storage to hold the entire solution history. Instead, the solver calls OutputFcn(t,y,flag) at each time step. To keep the history of specific elements, write an output function that stores or plots only the elements you care about.

What is the startup cost of the integration and how can I reduce it?

The biggest startup cost occurs as the solver attempts to find a step size appropriate to the scale of the problem. If you happen to know an appropriate step size, use the InitialStep property. For example, if you repeatedly call the integrator in an event location loop, the last step that was taken before the event is probably on scale for the next integration. See ballodeballode for an example.

Time Steps for Integration

Question

Answer

The first step size that the integrator takes is too large, and it misses important behavior.

You can specify the first step size with the InitialStep property. The integrator tries this value, then reduces it if necessary.

Can I integrate with fixed step sizes?

No.

Error Tolerance and Other Options

Question

Answer

How do I choose RelTol and AbsTol?

RelTol, the relative accuracy tolerance, controls the number of correct digits in the answer. AbsTol, the absolute error tolerance, controls the difference between the answer and the solution. At each step, the error e in component i of the solution satisfies

|e(i)| ≤max(RelTol*abs(y(i)),AbsTol(i))

Roughly speaking, this means that you want RelTol correct digits in all solution components except those smaller than thresholds AbsTol(i). Even if you are not interested in a component y(i) when it is small, you may have to specify AbsTol(i) small enough to get some correct digits in y(i) so that you can accurately compute more interesting components.

I want answers that are correct to the precision of the computer. Why can't I simply set RelTol to eps?

You can get close to machine precision, but not that close. The solvers do not allow RelTol near eps because they try to approximate a continuous function. At tolerances comparable to eps, the machine arithmetic causes all functions to look discontinuous.

How do I tell the solver that I don't care about getting an accurate answer for one of the solution components?

You can increase the absolute error tolerance corresponding to this solution component. If the tolerance is bigger than the component, this specifies no correct digits for the component. The solver may have to get some correct digits in this component to compute other components accurately, but it generally handles this automatically.

Other Types of Equations

Question

Answer

Can the solvers handle partial differential equations (PDEs) that have been discretized by the method of lines?

Yes, because the discretization produces a system of ODEs. Depending on the discretization, you might have a form involving mass matrices – the ODE solvers provide for this. Often the system is stiff. This is to be expected when the PDE is parabolic and when there are phenomena that happen on very different time scales such as a chemical reaction in a fluid flow. In such cases, use one of the four solvers: ode15s, ode23s, ode23t, ode23tb.

If there are many equations, set the JPattern property. This might make the difference between success and failure due to the computation being too expensive. For an example that uses JPattern, see Large Stiff Sparse Problem. When the system is not stiff, or not very stiff, ode23 or ode45 is more efficient than ode15s, ode23s, ode23t, or ode23tb.

Parabolic-elliptic partial differential equations in 1-D can be solved directly with the MATLAB PDE solver, pdepe. For more information, see Partial Differential Equations.

Can I solve differential-algebraic equation (DAE) systems?

Yes. The solvers ode15s and ode23t can solve some DAEs of the form M(t,y)y' = f(t,y) where M(t,y) is singular. The DAEs must be of index 1. ode15i can solve fully implicit DAEs of index 1, f(t,y,y') = 0. For examples, see amp1dae, hb1daehb1dae, or ihb1daeihb1dae.

Can I integrate a set of sampled data?

Not directly. You have to represent the data as a function by interpolation or some other scheme for fitting data. The smoothness of this function is critical. A piecewise polynomial fit like a spline can look smooth to the eye, but rough to a solver; the solver takes small steps where the derivatives of the fit have jumps. Either use a smooth function to represent the data or use one of the lower order solvers (ode23, ode23s, ode23t, ode23tb) that is less sensitive to this.

What do I do when I have the final and not the initial value?

All the solvers of the ODE suite allow you to solve backwards or forwards in time. The syntax for the solvers is [t,y] = ode45(odefun,[t0 tf],y0);and the syntax accepts t0 > tf.

Other Common Problems

Question

Answer

The solution doesn't look like what I expected.

If you're right about its appearance, you need to reduce the error tolerances from their default values. A smaller relative error tolerance is needed to compute accurately the solution of problems integrated over "long" intervals, as well as solutions of problems that are moderately unstable.

You should check whether there are solution components that stay smaller than their absolute error tolerance for some time. If so, you are not asking for any correct digits in these components. This may be acceptable for these components, but failing to compute them accurately may degrade the accuracy of other components that depend on them.

My plots aren't smooth enough.

Increase the value of Refine from its default of 4 in ode45 and 1 in the other solvers. The bigger the value of Refine, the more output points. Execution speed is not affected much by the value of Refine.

I'm plotting the solution as it is computed and it looks fine, but the code gets stuck at some point.

First verify that the ODE function is smooth near the point where the code gets stuck. If it isn't, the solver must take small steps to deal with this. It may help to break tspan into pieces on which the ODE function is smooth.

If the function is smooth and the code is taking extremely small steps, you are probably trying to solve a stiff problem with a solver not intended for this purpose. Switch to ode15s, ode23s, ode23t, or ode23tb.

My integration proceeds very slowly, using too many time steps.

First, check that your tspan is not too long. Remember that the solver uses as many time points as necessary to produce a smooth solution. If the ODE function changes on a time scale that is very short compared to the tspan, the solver uses a lot of time steps. Long-time integration is a hard problem. Break tspan into smaller pieces.

If the ODE function does not change noticeably on the tspan interval, it could be that your problem is stiff. Try using ode15s, ode23s, ode23t, or ode23tb.

Finally, make sure that the ODE function is written in an efficient way. The solvers evaluate the derivatives in the ODE function many times. The cost of numerical integration depends critically on the expense of evaluating the ODE function. Rather than recompute complicated constant parameters at each evaluation, store them in globals or calculate them once and pass them to nested functions.

I know that the solution undergoes a radical change at time t where

t0 ≤ t ≤ tf 

but the integrator steps past without "seeing" it.

If you know there is a sharp change at time t, it might help to break the tspan interval into two pieces, [t0 t] and [t tf], and call the integrator twice.

If the differential equation has periodic coefficients or solution, you might restrict the maximum step size to the length of the period so the integrator won't step over periods.

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