solving ode in a given grid

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Koschey Bessmertny
Koschey Bessmertny on 29 Apr 2022
I need to solve the system of ode
where t is the parameter. I know the analytical form of the matrix . However the parameter t is the function of x given in the discrete points , i.e. I know only the values . If I use the function in the form ode45(@rhs, [x1, x2, ... xn], initial condition), MATLAB should calculate the rhs of the equation, i.e. the matrix in the points . However, how to let MATLAB know that it should also use the propper values of the parameter t in certain grid points? I mean, I need to have , where .
For example, I solve the equation , where , with . The exact solution is . The main code is
clear all
global t
x = 0:.1:1;
t = x.^2;
[X,Y] = ode45(@test45rhs,x,1);
plot(Y)
I create a function
function dy = test45rhs(x,y)
global t
dy = - t.*y./x;
%dy = - x.*y;
It does not work.
However, if I modify the function
function dy = test45rhs(x,y)
global t
%dy = - t.*y./x;
dy = - x.*y;
Everything works.
  2 Comments
Jan
Jan on 29 Apr 2022
What about calling the integration inside a loop over k?
Koschey Bessmertny
Koschey Bessmertny on 5 May 2022
I guess it is the only solution. Thanks

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Answers (1)

Bjorn Gustavsson
Bjorn Gustavsson on 29 Apr 2022
If you have the analytical function for how your t depends on x you should be able to calculate t for any x inside your ODE-function. A modification of your first example along these lines ought to do it:
function dy = test45rhs(x,y)
t = x^2;
dy = - t.*y./x;
%dy = - x.*y;
If you only have t sampled at a set of points x_i then you might do something like this (provided that the underlying relation between t and x is smooth enough):
function dy = test45rhs(x,y,x_i,t_i)
t = interp1(x_i,t_i,x,'pchip');
dy = - t.*y./x;
%dy = - x.*y;
For this case you'll also have to modify the call to ode45 to something like this:
clear all
global t
x = 0:.1:1;
x_i = x; % for readability
t = x_i.^2; % Just using your illustrating example
[X,Y] = ode45(@(x,y) test45rhs(x,y,x_i,t_i),x,1);
plot(Y)
Now the "best-interpolated" value of t will be calculated for every call of test45rhs at "the current x-value".
HTH
  2 Comments
Bjorn Gustavsson
Bjorn Gustavsson on 5 May 2022
Did this answer solve your problem?
Koschey Bessmertny
Koschey Bessmertny on 5 May 2022
Thanks for the answer. The interpolation is slow in matlab. I decided to use the Euler integration in a loop.

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