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@c Copyright (C) 1996, 1997 John W. Eaton
@c This is part of the Octave manual.
@c For copying conditions, see the file gpl.texi.
@node Differential Equations
@chapter Differential Equations
Octave has two built-in functions for solving differential equations.
Both are based on reliable ODE solvers written in Fortran.
@menu
* Ordinary Differential Equations::
* Differential-Algebraic Equations::
@end menu
@cindex Differential Equations
@cindex ODE
@cindex DAE
@node Ordinary Differential Equations
@section Ordinary Differential Equations
The function @code{lsode} can be used to solve ODEs of the form
@iftex
@tex
$$
{dx\over dt} = f (x, t)
$$
@end tex
@end iftex
@ifinfo
@example
dx
-- = f (x, t)
dt
@end example
@end ifinfo
@noindent
using Hindmarsh's ODE solver @sc{Lsode}.
@DOCSTRING(lsode)
@DOCSTRING(lsode_options)
Here is an example of solving a set of three differential equations using
@code{lsode}. Given the function
@cindex oregonator
@example
@group
function xdot = f (x, t)
xdot = zeros (3,1);
xdot(1) = 77.27 * (x(2) - x(1)*x(2) + x(1) \
- 8.375e-06*x(1)^2);
xdot(2) = (x(3) - x(1)*x(2) - x(2)) / 77.27;
xdot(3) = 0.161*(x(1) - x(3));
endfunction
@end group
@end example
@noindent
and the initial condition @code{x0 = [ 4; 1.1; 4 ]}, the set of
equations can be integrated using the command
@example
@group
t = linspace (0, 500, 1000);
y = lsode ("f", x0, t);
@end group
@end example
If you try this, you will see that the value of the result changes
dramatically between @var{t} = 0 and 5, and again around @var{t} = 305.
A more efficient set of output points might be
@example
@group
t = [0, logspace (-1, log10(303), 150), \
logspace (log10(304), log10(500), 150)];
@end group
@end example
See Alan C. Hindmarsh, @cite{ODEPACK, A Systematized Collection of ODE
Solvers}, in Scientific Computing, R. S. Stepleman, editor, (1983) for
more information about the inner workings of @code{lsode}.
@node Differential-Algebraic Equations
@section Differential-Algebraic Equations
The function @code{daspk} can be used to solve DAEs of the form
@iftex
@tex
$$
0 = f (\dot{x}, x, t), \qquad x(t=0) = x_0, \dot{x}(t=0) = \dot{x}_0
$$
@end tex
@end iftex
@ifinfo
@example
0 = f (x-dot, x, t), x(t=0) = x_0, x-dot(t=0) = x-dot_0
@end example
@end ifinfo
@noindent
using Petzold's DAE solver @sc{Daspk}.
@DOCSTRING(daspk)
@DOCSTRING(daspk_options)
Octave also includes @sc{Dassl}, an earlier version of @var{Daspk},
and @var{dasrt}, which can be used to solve DAEs with constraints
(stopping conditions).
@DOCSTRING(dasrt)
@DOCSTRING(dasrt_options)
See K. E. Brenan, et al., @cite{Numerical Solution of Initial-Value
Problems in Differential-Algebraic Equations}, North-Holland (1989) for
more information about the implementation of @sc{Dassl}.
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