Solve matrix differential equations using Matlab

In summary, a matrix differential equation is an equation that involves matrices and their derivatives, used to model systems of differential equations. To solve it using Matlab, the "ode45" function can be used, which employs an explicit Runge-Kutta method. The syntax for using this function is [t,y] = ode45(odefun, tspan, y0), where "odefun" is the name of the function defining the matrix differential equation, "tspan" is the time interval, and "y0" is the initial condition. Matlab can also solve higher-order matrix differential equations by reducing them to a system of first-order equations using matrix transformations. To plot the solution of a matrix differential equation in Matlab, the "plot
  • #1
quansnow
5
0
For d V/d t=AV + VA^{T}+ D, where A and D are the given 6*6 matrices,

A=[-0.5*K 0 0 0 0 G1;0 -0.5*K 0 0 -G1 0;0 0 -0.5*K 0 0 -G2;0 0 0 -0.5*K -G2 0;0 G1 0 -G2 -0.5*RM 0;-G1 0 -G2 0 0 -0.5*RM]
D=[0.5*K 0 0 0 0 0;0 0.5*K 0 0 0 0;0 0 0.5*K 0 0 0;0 0 0 0.5*K 0 0;0 0 0 0 0 0;0 0 0 0 0 0.5*RM*(2*N+1)];
in which the values of K,G1,G2,RM,N are known.


My way:

let V= [V(1) V(2) V(3) V(4) V(5) V(6);
V(7) V(8) V(9) V(10) V(11) V(12);
V(13) V(14) V(15) V(16) V(17) V(18);
V(19) V(20) V(21) V(22) V(23) V(24);
V(25) V(26) V(27) V(28) V(29) V(30);
V(31) V(32) V(33) V(34) V(35) V(36)]

then plug V into d V/d t=AV + VA^{T}+D to get 36 equations as follows
dV(1)/dt =K/2 - (K*V(1))/2 + V(6)*conj(G1) - (V(1)*conj(K))/2 + G1*V(31);
dV(2)/dt =G1*V(32) - V(5)*conj(G1) - (V(2)*conj(K))/2 - (K*V(2))/2;
dV(3)/dt =G1*V(33) - V(6)*conj(G2) - (V(3)*conj(K))/2 - (K*V(3))/2;
dV(4)/dt =G1*V(34) - V(5)*conj(G2) - (V(4)*conj(K))/2 - (K*V(4))/2;
dV(5)/dt =V(2)*conj(G1) - (K*V(5))/2 - V(4)*conj(G2) - (V(5)*conj(RM))/2 + G1*V(35);
dV(6)/dt =G1*V(36) - V(1)*conj(G1) - V(3)*conj(G2) - (V(6)*conj(RM))/2 - (K*V(6))/2;
dV(7)/dt = V(12)*conj(G1) - (K*V(7))/2 - (V(7)*conj(K))/2 - G1*V(25);
dV(8)/dt = K/2 - (K*V(8))/2 - V(11)*conj(G1) - (V(8)*conj(K))/2 - G1*V(26);
dV(9)/dt =- (K*V(9))/2 - V(12)*conj(G2) - (V(9)*conj(K))/2 - G1*V(27);
dV(10)/dt = - (K*V(10))/2 - V(11)*conj(G2) - (V(10)*conj(K))/2 - G1*V(28);
dV(11)/dt =V(8)*conj(G1) - (K*V(11))/2 - V(10)*conj(G2) - (V(11)*conj(RM))/2 - G1*V(29);
dV(12)/dt =- (K*V(12))/2 - V(7)*conj(G1) - V(9)*conj(G2) - (V(12)*conj(RM))/2 - G1*V(30);
dV(13)/dt =V(18)*conj(G1) - (K*V(13))/2 - (V(13)*conj(K))/2 - G2*V(31);
dV(14)/dt =- (K*V(14))/2 - V(17)*conj(G1) - (V(14)*conj(K))/2 - G2*V(32);
dV(15)/dt =K/2 - (K*V(15))/2 - V(18)*conj(G2) - (V(15)*conj(K))/2 - G2*V(33);
dV(16)/dt =- (K*V(16))/2 - V(17)*conj(G2) - (V(16)*conj(K))/2 - G2*V(34);
dV(17)/dt = V(14)*conj(G1) - (K*V(17))/2 - V(16)*conj(G2) - (V(17)*conj(RM))/2 - G2*V(35);
dV(18)/dt=- (K*V(18))/2 - V(13)*conj(G1) - V(15)*conj(G2) - (V(18)*conj(RM))/2 - G2*V(36);
dV(19)/dt=V(24)*conj(G1) - (K*V(19))/2 - (V(19)*conj(K))/2 - G2*V(25);
dV(20)/dt= - (K*V(20))/2 - V(23)*conj(G1) - (V(20)*conj(K))/2 - G2*V(26);
dV(21)/dt=- (K*V(21))/2 - V(24)*conj(G2) - (V(21)*conj(K))/2 - G2*V(27);
dV(22)/dt=K/2 - (K*V(22))/2 - V(23)*conj(G2) - (V(22)*conj(K))/2 - G2*V(28);
dV(23)/dt=V(20)*conj(G1) - (K*V(23))/2 - V(22)*conj(G2) - (V(23)*conj(RM))/2 - G2*V(29);
dV(24)/dt =- (K*V(24))/2 - V(19)*conj(G1) - V(21)*conj(G2) - (V(24)*conj(RM))/2 - G2*V(30);
dV(25)/dt=V(30)*conj(G1) - (RM*V(25))/2 - (V(25)*conj(K))/2 + G1*V(7) - G2*V(19);
dV(26)/dt= G1*V(8) - V(29)*conj(G1) - (V(26)*conj(K))/2 - (RM*V(26))/2 - G2*V(20);
dV(27)/dt=G1*V(9) - V(30)*conj(G2) - (V(27)*conj(K))/2 - (RM*V(27))/2 - G2*V(21);
dV(28)/dt=G1*V(10) - V(29)*conj(G2) - (V(28)*conj(K))/2 - (RM*V(28))/2 - G2*V(22);
dV(29)/dt= V(26)*conj(G1) - (RM*V(29))/2 - V(28)*conj(G2) - (V(29)*conj(RM))/2 + G1*V(11) - G2*V(23);
dV(30)/dt=G1*V(12) - V(25)*conj(G1) - V(27)*conj(G2) - (V(30)*conj(RM))/2 - (RM*V(30))/2 - G2*V(24);
dV(31)/dt=V(36)*conj(G1) - (RM*V(31))/2 - (V(31)*conj(K))/2 - G1*V(1) - G2*V(13);
dV(32)/dt= - (RM*V(32))/2 - V(35)*conj(G1) - (V(32)*conj(K))/2 - G1*V(2) - G2*V(14);
dV(33)/dt=- (RM*V(33))/2 - V(36)*conj(G2) - (V(33)*conj(K))/2 - G1*V(3) - G2*V(15);
dV(34)/dt=- (RM*V(34))/2 - V(35)*conj(G2) - (V(34)*conj(K))/2 - G1*V(4) - G2*V(16);
dV(35)/dt =V(32)*conj(G1) - (RM*V(35))/2 - V(34)*conj(G2) - (V(35)*conj(RM))/2 - G1*V(5) - G2*V(17);
dV(36)/dt=(RM*(2*N + 1))/2 - V(31)*conj(G1) - V(33)*conj(G2) - (V(36)*conj(RM))/2 - (RM*V (36))/2 - G1*V(6) - G2*V(18);
then solve these 36 equations by using mathlab command ode45.

My method is cumbersome.

Is there any easy way to solve d V/d t=AV + VA^{T}+ D?

Thanks!
 
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  • #2


Thank you for your question. The method you have described is one way to solve the given equation, however, it can be quite cumbersome and time-consuming. There are a few other methods that can be used to solve this type of equation.

1. Matrix Exponential Method: This method involves using the matrix exponential function to solve the equation. The general solution can be expressed as V(t) = exp(At) * V(0), where V(0) is the initial condition. This method is commonly used for linear systems of equations.

2. Laplace Transform Method: This method involves taking the Laplace transform of both sides of the equation and solving for the transformed variable. The inverse Laplace transform can then be used to obtain the solution in the time domain.

3. Numerical Methods: As you have mentioned, using numerical methods such as ode45 in MATLAB can also be used to solve the equation. There are also other numerical methods such as Runge-Kutta methods and Euler's method that can be used to solve the equation.

I would recommend trying out these methods and seeing which one works best for your specific problem. I hope this helps.


 

1. What is a matrix differential equation?

A matrix differential equation is an equation that involves matrices and their derivatives. It is used to model systems of differential equations in a compact form.

2. How do you solve a matrix differential equation using Matlab?

To solve a matrix differential equation using Matlab, you can use the "ode45" function. This function uses an explicit Runge-Kutta method to numerically solve the differential equation.

3. What is the syntax for using the "ode45" function in Matlab?

The syntax for using the "ode45" function in Matlab is: [t,y] = ode45(odefun, tspan, y0), where "odefun" is the name of the function that defines the matrix differential equation, "tspan" is the time interval for the solution, and "y0" is the initial condition for the matrix.

4. Can Matlab solve higher-order matrix differential equations?

Yes, Matlab can solve higher-order matrix differential equations by reducing them to a system of first-order differential equations using matrix transformations.

5. How do you plot the solution of a matrix differential equation using Matlab?

You can plot the solution of a matrix differential equation using the "plot" function in Matlab. Simply pass the time vector and the solution matrix as arguments to the "plot" function.

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