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Hello all,
I don't have much experience with ODEs.
I have a simple system, which I believe is first order linear, similar to the following:
dA/dt = 2A + 3B - C
dB/dt = A + 2B - C
dC/dt = -2A + 5B - 2C
Now I would like to include the constraint that A + B + C = 1. How do I do this mathematically?
tiny-tim
Jun21-11, 02:36 PM
hello mykat! welcome to pf! :smile:
Now I would like to include the constraint that A + B + C = 1. How do I do this mathematically?
dA/dt + dB/dt + dC/dt = 0 :wink:
hunt_mat
Jun21-11, 03:06 PM
Or, just write C=1-A-B and insert it in the first two equations to obtain:
dA/dt=3A+2B-1
dB/dt=2A+3B-1
Thank you for the replies. I appreciate the input, I had thought to use a similar method but I wasn't sure if it was applicable.
Unfortunately, I have 7 equations and 7 variables, and as I am working with matlab, I need to have them each in the form similar to dA/dt = 3A + 4B...
Is there a more general analytical approach, rather than algebraically working out all of the equations by hand?
hunt_mat
Jun21-11, 04:32 PM
Exponentials of matrices, so if you write in your example \mathbf{X}=(A,B,C)^{T}, the, you can write your equations in the form:
\frac{d\mathbf{X}}{dt}=\mathbf{J}\mathbf{X}
From here you can diagonalise your J and then solve it very easily. Can can be automatically done in matlab.
Exponentials of matrices, so if you write in your example X=(A,B,C)T, the, you can write your equations in the form:
dXdt=JX
From here you can diagonalise your J and then solve it very easily. Can can be automatically done in matlab.
By T do you mean transpose? If so, I initially had the matrices in that form. After that I wanted to add the A + B + C = 1 condition, without working out and modifying each line by hand. Is there a way to do this?
Sorry if I've completely misunderstood you.
hunt_mat
Jun21-11, 05:36 PM
T does mean transpose. As for the A+B+C=1 condition, it's only 7 equations, or do you mean to increase it later?
hunt_mat
Jun21-11, 05:59 PM
Then it's not that bad then, once you've done that little hardship then you can apply my method as a quick way of solving the system.
As it turns out, the constraint was completely unnecessary. The time I wasted on this problem yesterday reflects my poor understanding of differential equations.
I am actually working with a Markov model, where the initial conditions dictate that state 1 has probability = 1 and all others are zero. Based on the nature of differential equations, probability is conserved when the system is modeled correctly.
Initially I had made a small error in the model, which gave me strange results and the false idea that I had to include a constraint. This was a great learning experience. I only wish the class I took on diff eq 2 years ago were this useful to me.
Thanks for the help anyway.
hunt_mat
Jun22-11, 09:46 AM
So you can solve the system without any problems now?
Sure. Solving it was never the issue, it was including the unity condition, which as it happens is not necessary.
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