Numerical methods for system of ODES

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SUMMARY

The discussion focuses on solving a system of nonlinear coupled ordinary differential equations (ODEs) using numerical methods, specifically the Dormand-Prince method. The equations presented are sensitive to initial conditions and exhibit singularities that complicate numerical integration. Users recommend employing MATLAB's ode45 function, which utilizes the Dormand-Prince method by default, and suggest verifying the implementation against known results to ensure accuracy. The conversation highlights the importance of understanding the behavior of the system, particularly around critical points where derivatives may become small or undefined.

PREREQUISITES
  • Understanding of nonlinear coupled ordinary differential equations (ODEs)
  • Familiarity with numerical integration methods, particularly adaptive step size techniques
  • Experience with MATLAB, specifically the ode45 function
  • Basic knowledge of singularities and their impact on differential equations
NEXT STEPS
  • Research the implementation and usage of MATLAB's ode45 function for ODE integration
  • Explore the Dormand-Prince method and its applications in solving stiff ODEs
  • Learn about the Boost C++ Libraries, particularly the odeint library for numerical integration
  • Investigate techniques for analyzing and handling singularities in differential equations
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Mathematicians, engineers, and programmers involved in numerical analysis, particularly those working with nonlinear systems and ODEs.

Themis
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Hi there. I want to evolve a system of non linear coupled ODEs

\frac{dx}{dt} = \frac{-k}{x^5(56-y^8)^{9/2}}(85+y^{5} + y^{6})

\frac{dy}{dt} = \frac{-k}{x^4(56-y^5)^{7/2}}(44+y^2)

Let's say I have the initial conditions. What numerical method someone could use to solve this? adaptive step size like RK dormand prince method? I am a bit confused cause i tried some with no good results (maybe cause I am not good programmer, not of the method's fault)
 
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Themis said:
Hi there. I want to evolve a system of non linear coupled ODEs

\frac{dx}{dt} = \frac{-k}{x^5(56-y^8)^{9/2}}(85+y^{5} + y^{6})

\frac{dy}{dt} = \frac{-k}{x^4(56-y^5)^{7/2}}(44+y^2)

Let's say I have the initial conditions. What numerical method someone could use to solve this? adaptive step size like RK dormand prince method? I am a bit confused cause i tried some with no good results (maybe cause I am not good programmer, not of the method's fault)
What do you mean by the term "evolve"?
 
SteamKing said:
What do you mean by the term "evolve"?
Solve them numerically,Any suggestion due to the non linearity and the denominator?
 
Themis said:
Solve them numerically,Any suggestion due to the non linearity and the denominator?
Well, obviously you are going to have a problem if y5 = 58 or y8 = 58 or x = 0.

But the comment, "I tried some with no good result" doesn't really specify what has happened in your case.
 
Yes I noticed that problem with the anomalies. What I don't understand is what method someone could use to numerical integrate this kind of equations. I understand that an adaptive step size method is best for this problem but there are a few and someone with experience could advise a method to approach the problem. I tried to use boost libraries (odeint) but the results are not good. When I run the program the output values seem not to change at all when they should be and the lack of experience doesn't help to find the problem. If you know how to use boost I can't show what I did.
 
As first approach try to use Matlab ode45 function to integrate ODE and see what happens.
If you already have implemented a numerical method for solving ODE try to use it on known results to check that you code has no error.
 
soarce said:
As first approach try to use Matlab ode45 function to integrate ODE and see what happens.
That's equivalent to what the OP already did. Matlab's ode45 uses Dormand Prince by default.

If you already have implemented a numerical method for solving ODE try to use it on known results to check that you code has no error.
I would advise stepping back even further and checking where did those derivatives came from. The singularities in the derivatives are a bit suspect.

To the OP: What are the initial values for x and y, and what is k? If x>1 and 0<y<1, you're not going to see much movement. The derivatives are small because of the factors of 1/x^5 and 1/x^4. Moreover, those singularities at x=0, y=56^(1/8), and y=56^(1/5) make this a very stiff system.
 
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