Matlab Tutorial Basic

EG399
Engineering Analysis III

K. Morgan
Civil & Computational Engineering Centre
School of Engineering
University of Wales Swansea
Second Teaching Block
20062007
General Module Information
Lectures & Computer Laboratory Classes
There are slots for formal lectures and computer laboratory classes allocated to this module in the
timetable. Not all slots will be used every week.
Module Objectives
This module aims to develop your problem solving ability. This will be achieved by illustrating
(a) how the modelling of engineering systems frequently results in the requirement to solve an
ordinary or partial differential equation;
(b) how MATLAB may be used to produce a solution of the model equation.
1
What is MATLAB?
MATLAB (MATrix LABoratory) is a software package for interactive numerical computation, graph-
ics and data analyis. It provides engineers with a versatile platform for solving a wide range of
computational problems.
General advantages of MATLAB over other packages include:
1. greater efciency for problems involving matrices;
2. a wider range of intrinsic functions and toolboxes are supported;
3. greater versatility for problems involving loops and decisions;
4. better graphics.
Availability of MATLAB
MATLAB may be accessed under your account on the School of Engineering PC network by follow-
ing the path startprogramsmathsMATLAB
2
MATLAB and this Module
We will use the capabilities of MATLAB to solve ordinary and partial differential equations:
1. obtaining exact analytical solutions of ordinary differential equations when this is possible;
2. obtaining approximate numerical solutions otherwise.
Module Texts
These notes, together with the additional information provided in the lectures and the laboratory
classes, should serve as your basic source of information for this module.
Further information on modelling with differential equations, can be obtained from any modern
text book on advanced engineering mathematics, such as Advanced Engineering Mathematics,
E. Kreyszig, John Wiley & Sons Inc, (ISBN 0471553808), 1993, TA330 KRE7
Further information on the use of MATLAB to solve ordinary differential equations can be found in
any of the many text books that describe the use of MATLAB e.g.
MATLAB Student Version, Mathworks Ltd, (ISBN 0967219566), 2003
3
Module Texts (continued)
Numerical Methods Using MATLAB, J. E. T. Penny & G. Lindeld, Prentice Hall, (ISBN0130126411),
2000, QA297 LIN2
Mastering MATLAB 6, D. C. Hanselman & B. C. Littleeld, Prentice Hall, (ISBN 0130194689), 2000,
TA45.5 M17HAN
MATLAB 6 for Engineers, A. Biran & M. Breiner, Prentice Hall, (ISBN0130336319), 2002, TA345.5 M17BIR3
A detailed guide to the MATLAB toolbox that enables the solution of certain partial differential equa-
tions can be found in the le toolboxguide.pdf that may be copied from drive G on the School of
Engineering PC network, following the path MATLABworkEG399.
MATLAB Resources on the Internet
You can also learn more about MATLAB by making use of the large amount of information that is
available on the Internet, e.g.
1. the MathWorks are the developers of MATLAB and their Web site at
http://www.mathworks.com/
provides details of new products, related books and user supplied les;
4
MATLAB Resources on the Internet (continued)
2. for links to a wide range of MATLAB educational sites, look at
http://www.eecemaine.edu/mm/matweb.html
3. you should review your basic knowledge of MATLAB by looking again at the notes you were given
last year; introductory notes can also be found at the following sites:
http://www.maths.dundee.ac.uk/~ftp/na-reports/MatlabNotes.pdf
http://www.maths.uq.edu.au/~gac/mlb/mlb.html
http://www.math.mtu.edu/~msgocken/intro/intro.html
MATLAB OnLine Help
Remember that MATLAB has its own builtin extensive online help facility that can also be used to
provide information on the use of MATLAB.
5
Assessment
The assessment for this module will be based solely upon submitted work and there will be no formal
examination. You will be asked to submit for marking your solutions to 3 prescribed assignments.
The rst assignment will not involve the use of MATLAB and will be worth 20 marks. To complete
the second and third assignments, you will be required to use MATLAB mles. These assignments
will each be worth 40 marks.
Marking the MATLAB Assignments
For the MATLAB assigments, marks will be awarded for
1. the quality of the submitted work (40%);
2. the accuracy of the results produced (50%);
3. the MATLAB techniques employed (10%);
Failure to attend Laboratory Classes will normally result in the deduction of 5 marks for each Class
missed.
6
Assignment Submission Details
Solutions to the assignments should be submitted in hard copy form only.
The individual assignments must be submitted, at a prescribed lecture, as follows:
Assignment Week Number Date
1 18 26 Feb02 Mar
2 22 23 Apr27Apr
3 24 07 May11 May
Assignments that are submitted late will normally be awarded zero marks.
Late submissions due to certicated illness will be dealt with according to standard procedures.
Advice on the procedure to be followed when submitting assignments will be given later.
7
Academic Honesty
Read the sections on unfair practice and plagiarism in the School of Engineering Handbook and in
the University Handbook.
Students are encouraged to work together on the module problems and to study in groups to help
each other learn the material.
However, you are expected to submit for marking only work that represents your own efforts.
Note that simply changing the variable names in a MATLAB le will not be sufcient to hide the fact
that two solutions are essentially the same.
Programming style tends to be very individualistic: similarities in style and formatting will always be
apparent, even if supercial changes are made.
Consider this carefully before giving your work to a colleague to help them out.
Submitted assignments must contain a statement conrming that the work submitted is yours alone.
8
Advice on MATLAB
1. Improving your MATLAB technique will only be possible if you work at your general knowledge
of MATLAB;
2. Spend some extra time early in this Teaching Block to recall the basic format of MATLAB;
3. Complete the problems promptly and dont leave the assignments until the last minute;
4. Most of the concepts introduced in this module are not difcult, but you will require to spend
time to produce the solutions to the assignments;
5. Use the library, the online MATLAB help facility and Internet based resources to provide you
with additional information.
9
Ordinary Differential Equations
Basic Denitions
Consider a typical differential equation
dy
dt
+y = f(t)
where is a constant.
Here t is the independent variable and y(t) is the dependent variable.
An equation of this type, which includes derivatives of a dependent variable with respect to a single
independent variable, is an ordinary differential equation.
The order of a differential equation is given by the order of the highest derivative in the equation, so
this is a rst order equation.
An equation in which the dependent variable and its derivatives appear in a linear fashion is called
a linear differential equation.
10
Sample Equations
Typical linear equations are
dy
dt
+3ty = 0 t
2
d
2
y
dt
2
+10t
3
y = sint
Typical nonlinear equations are
y
dy
dt
+3ty = 0 t
2
d
2
y
dt
2
+10y
4
= sint
Exact solutions can, generally, only be obtained for linear equations but not all linear equations can
be solved exactly.
When exact solutions can not be found, information on the behaviour of the solution may be obtained
by using approximate numerical methods.
11
Boundary and Initial Conditions
Normally, the model of a physical problem will have a unique solution.
To achieve this, the model cannot be dened in terms of a differential equation alone.
Additional information, in the formof boundary conditions or initial conditions, must also be provided.
For a single ordinary differential equation of order m, we need to provide m additional conditions to
obtain a unique solution.
A differential equation plus boundary conditions forms a boundary value problem.
A differential equation plus initial conditions forms an initial value problem.
Solving Ordinary Differential Equations
In this course, we will use the computer software package MATLAB to produce either exact or
approximate numerical solutions to ordinary differential equations.
12
Problems: 1
1.1 The volume of water, V (m
3
), stored in a tank with variable cross sectional area is proportional to the square root of
the water height h (m) i.e. V =
h, where is a known constant. At a given time, t = 0, when the height of water in

the tank is h
0
(m), a valve of cross sectional area a (m
2
) is opened at the bottom of the tank. Water ows out through
this valve at a speed v =
_
2gh (m/sec) and, at the same time, water pours into the tank at a given constant rate f
(m
3
/sec).
f
a h
V
h
0
Show that the variation of V with time, t, is governed by the differential equation
dV
dt
+
a
2gV
= f
1.2 A lake holds a constant volume of water V (m
3
). Pollutant is being dumped in the lake at a variable rate of s(t) =
e
t
(kg/sec), where and are known constants. At the same time a treatment plant perfectly de-contaminates
water at a constant rate of g (m
3
/sec).
V
g
g
s(t)
Assuming a constant distribution of pollutant concentration in the lake at any instant, derive the differential equation that
governs the amount of pollutant in the lake as a function of time.
13
Problems: 1
1.3 Polluted water, with a concentration of pollutant c
i
(kg/m
3
), is poured into a lake at a rate f (m
3
/sec). At a distant
point in the lake, there is an equal outow of water, so that the total volume of water in the lake remains constant. A
treatment plant has been built which is capable of perfectly decontaminating lake water at a rate of g (m
3
/sec).
f
V
f
g
g
If the distribution of pollutant concentration in the lake, c, at any instant may be assumed to be constant, show that its
variation with time satises the differential equation
dc
dt
+
(f +g)c
V
=
fc
i
V
1.4 Tightly sealed 250kg drums, containing radioactive waste, are dumped at sea with zero initial velocity. It is known
that the weight under water of each drum is 300N and that the drag force F
d
(N) resisting the motion may be expressed
as F
d
= 1.5v, where v (m/sec) is the velocity of the drum.
z
300 N
1.5 v
Show that the variation of the drum velocity with time, t,
is governed by the equation
dv
dt
+0.006v = 1.2
Show also that the variation of the drum velocity with depth, z, satises the equation
v
dv
dz
+0.006v = 1.2
14
Problems: 1
1.5 A tank initially holds 1200m
3
of perfectly clean water.
6 m /s
3
3
6 m /s
At a given instant, dirty water containing pollutant at a concentration of 2kg/m
3
is poured into the tank at a rate of
6m
3
/sec. At the same time, water is allowed to ow out of the tank at a rate of 6m
3
/sec, so that the volume of water in
the tank remains constant. If the distribution of pollutant concentration in the tank at any instant may be assumed to be
constant, obtain the differential equation that governs the variation of the amount of pollutant in the tank as a function
of time.
15
Preparing Assignment 1 for Assessment
Advice on Preparing Assignment 1 for Assessment
The following steps should be followed when preparing your solution to Assignment 1 for assess-
ment:
1. Create a document that contains your solution to the given problem. Your work should be laid out
neatly enough to be read by someone who does not know how to do the problem. Part of your job
as an engineer is not just to get the right answer, but to do this convincingly;
2. Add a front page to your document which clearly states the course code (EG399), the assign-
ment number, your name and your student number;
3. Add to your front page the signed statement Apart from where referenced, I conrm that I have
not received help from, or given help to, anyone else in constructing the solution to this assignment;
4. Hand your assignment to me personally at the designated lecture in week 18.
16
Assignment Problem 1
Assignment 1
How do children get their swings to go higher and higher? If you observe children, they lean forward or backward at
just the right moment. In effect, the children are doing work by moving their centre of gravity. In this assignment, you
will produce the equations describing a model of this problem by considering a pendulum in which the length of the
pendulum arm can vary with time. This is designed to enhance your problem solving ability, which does not simply refer
to the ability to solve an equation but also includes the process of formulating the correct equations.
The simple pendulum serves as our dynamic model of the child on a swing. One end of the pendulum is xed at an
attachment point A, while the mass of the child is located at the other end, which is located at a distance L(t) from A
at time t. The angle between the pendulum and the vertical at time t is denoted by (t). The mass of the child is m kg
and the acceleration due to gravity is g = 9.81 m/sec
2
.
(a) Draw a free body diagram of the mass, clearly labelling all forces and coordinate systems;
(b) Let i and j denote unit vectors in the directions of increasing L and respectively. Prove that
di
d
= j
dj
d
= i
(c) Write a vectorial expression for the net force F acting on the mass with respect to the (L, ) coordinate system;
(d) Derive a vectorial expression for the acceleration a of the mass with respect to the (L, ) coordinate system;
(e) Write down the equations of motion for the mass.
17
MATLAB: Basics
Function mles
A function mle is a le that contains the series of MATLAB commands that accomplish a certain
task.
Initially, we consider function mles which (a) require no input, i.e. the values of all variables are
dened in the le; (b) output results to the screen; (c) contain commands designed to operate on
variables in the workspace.
A le filename of this type is stored with the extension .m i.e. as filename.m.
You should create a new directory for mles created for this course, e.g. EG399 matlab files.
Sample mles, containing the commands necessary to solve some of the examples considered
in the lectures, may be found on drive G of the School of Engineering PC network by following the
path MATLABworkEG399. Copy these les into your folder of MATLAB les for future use.
18
MATLAB: Flow Control
Flow Control
In a general function mle, we sometimes encounter the situation that the ow of the command
execution is based upon the outcome of certain tests.
To handle this situation, MATLAB provides a number of different ow control features which are
generally based on the results of tests that employ relational and logical operators.
Relational Operators
The relational operators that can be employed within ow control statements are
Relational Operation MATLAB Operator
greater than >
greater than or equal >=
less than <
less than or equal <=
equal ==
not equal =
19
Logical Operators
Logical operators can be employed to combine relational operators within ow control statements
e.g.
Logical Operation MATLAB Operator
and &
or |
If Statement
This allows a group of commands to be executed only if a certain logical test is satised.
For example, we might want to dene the value of y according to
y =
_
_
3 +2x
2
if x > 5
3 otherwise
This can be achieved by the use of the commands
20
If Statement (continued)
y=3.;
%reset the value of y if x>5
if x>5
y=3.+2.0*x^2;
end
If/Else Statement
This also allows statements to be executed only if a certain logical test is not satised to be placed
after an else, e.g.
if x>5
y=3.+2.0*x^2;
else
y=3;
end
21
If/Elseif/Else Statement
One or more further logical tests may be added with elseif, e.g. suppose
y =
_
_
10/k
2
k > 5
10/k
2
k < 5
1 otherwise
then the value of y may be determined with the commands
if k>5
y=10/k^2;
elseif k<-5
y=-10/k^2;
else
y=1;
end
Note also that ow control may be accomplished using the while statement.
22
For Loops
For loops allow groups of commands to be repeated a xed number of times, e.g. suppose that we
have x
j
dened for 1 j 20 and that we want to set y
j
= x
2
j
for each j.
In MATLAB, we can achieve this explicitly with the use of the commands
%set up an example x vector
for j=1:20
x(j)=j;
end
%now determine corresponding y vector
for j=1:20
y(j)=x(j)^2;
end
Note
For loops are executed relatively slowly within MATLAB and more efcient implementations can be
achieved by using MATLABs vectorization constructs, that convert for loops into equivalent vector
or matrix operations.
23
Break Statement
Exit from a for loop, before completion, may be achieved by the use of a break statement.
Following the execution of the break statement, control is passed to the rst statement after the end
of the for loop.
Suppose we wish to evaluate
S =
j=1
1
j
3
= 1 +
1
2
3
+
1
2
3
+
In practice, we would specify an acceptable absolute error, , and evaluate
S
J
=
J
j=1
1
j
3
= 1 +
1
2
3
+
1
2
3
+ +
1
J
3
where the number of terms, J, used is such that |S
J+1
S
J
| < .
In MATLAB, we can achieve this explicitly with the use of the commands
clear
clc
24
Break Statement (continued)
%set the acceptable absolute error
eps=1.0e-6;
%set the initial value for the sum SJ
SJ=0.;
%evaluate SJ by successive addition of terms 1/j^3 until for j=J
%1/J^3 is less than the specified value of eps
for j=1:1000
term=1/(j^3);
if term < eps
break
end
SJ=SJ+term;
end
%print out the value of J and SJ
fprintf(\n number of terms added = %g\n,j)
fprintf(\n value of the sum SJ = %g\n,SJ)
25
MATLAB: Symbolic Toolbox
Symbolic Toolbox
The Symbolic Toolbox in MATLAB provides a link to the powerful symbolic algebra programMAPLE.
The Symbolic Toolbox works with symbols, formulae and equations and can be used to provide, if
they exist, explicit formulae for the solution of ordinary differential equations.
Declaration of Symbolic Variables
Within MATLAB, symbolic variables can be dened using the syms command e.g.
>> syms a b c s
Symbolic Expressions
Using symbolic variables and integers, symbolic expressions can be created using the conventional
MATLAB mathematical operators e.g.
>> syms x
>> y=2*(x^2)+(3/4)*(x^4);
26
Examples Using the Symbolic Toolbox
MATLAB can differentiate symbolic expressions e.g.
>> y=2*(x^2)+(3/4)*(x^4);
>>z=diff(y,x)
z=
4*x+3*x^3
>>w=diff(y,x,2)
w=
4+9*x^2
Indenite integrals may be evaluated using the int command e.g.
>>yint=int(y,x)
yint=
2/3*x^3+3/20*x^5
Note that the constant of integration is always omitted.
27
Examples Using the Symbolic Toolbox (continued)
The denite integral of y between the limits x=0 and x=1 may be obtained by using
>>yintd=int(y,x,0,1)
yintd= 49/60
The double command can be used to convert this symbolic result for yintd into a numerical value
as
>>double(yintd)
ans=
0.8167
Equations can be solved using the solve command e.g. to nd the value y of x for which ax +b is
equal to zero, we could use the commands
>> syms a b x
>> eqn=a*x+b;
>> y=solve(eqn,x)
y =
-b/a
28
MATLAB: dsolve
Solving Ordinary Differential Equations
The exact analytical solution of an ordinary differential equation (if it exists!) can be found by using
the MATLAB command dsolve.
Examples of the Use of dsolve
1. To nd the general solution of the equation
dy
dt
+3y = 10
In MATLAB, this can be achieved with the use of dsolve as
>>sol=dsolve(Dy+3*y=10,t)
sol
= 10/3+exp(-3*t)*C1
Here, C1 is an arbitrary constant.
29
MATLAB: dsolve
Examples of the Use of dsolve (continued)
2. Suppose we wish to impose the initial condition y=2 at t=0. This may be accomplished directly
using
>>sol=dsolve(Dy+3*y=10,y(0)=2,t)
sol=
10/3-4/3*exp(-3*t)
Alternatively, the commands shown in le example 1.m can be used to obtain this particular solution
from the general solution obtained previously. This is done by determining the value of the constant
C1 by imposing the initial condition explicitly.
30
MATLAB: Graphics
Plotting Solutions
The variation of the symbolic variable representing the solution of an ordinary differential equation
may be readily displayed using the plot command e.g.
>>syms t
>>sol=dsolve(Dy+3*y=10,y(0)=2,t)
sol=
10/3-4/3*exp(-3*t)
>>for i=1:101
tn(i)=(i-1)*0.1;
soln(i)=subs(sol,t,tn(i));
end
>> plot(tn,soln)
0 1 2 3 4 5 6 7 8 9 10
2
2.5
3
3.5
Labelling can also be added, e.g. with the commands
>> grid
>> title(solution of differential equation)
>> xlabel(time, t)
>> ylabel(solution, y)
0 1 2 3 4 5 6 7 8 9 10
2
2.5
3
3.5
solution of differential equation
time, t
s
o
lu
t
io
n
,

y
31
Problems: 2
2.1 Solve the equation
dy
dx
+4y = 8x
2
2.2 The volume of water, V (m
3
), stored in a tank with variable cross sectional area is proportional to the square root of
the water height h (m) i.e. V =
h, where is a known constant. At a given time, t = 0, when the height of water in

the tank is h
0
(m), a valve of cross sectional area a (m
2
) is opened at the bottom of the tank. Water ows out through
this valve at a speed v =
_
2gh (m/sec) and, at the same time, water pours into the tank at a given constant rate f
(m
3
/sec).
f
a h
V
h
0
Show that, as t becomes very large, the volume of water in the tank tends to (f)/(a
2g) (m
3
).
32
Problems: 2
2.3 A lake holds a constant volume of water V (m
3
). Pollutant is being dumped in the lake at a variable rate of s(t) =
e
t
(kg/sec), where and are known constants. At the same time a treatment plant perfectly de-contaminates
water at a constant rate of g (m
3
/sec).
V
g
g
s(t)
Assuming = g/V , show that the amount of pollutant, A, in the lake at time t may be written as
A = C
1
e
(gt/V )
+

(g V )
e
t
2.4 Polluted water, with a concentration of pollutant c
i
(kg/m
3
), is poured into a lake at a rate f (m
3
/sec). At a distant
point in the lake, there is an equal outow of water, so that the total volume of water in the lake remains constant. A
treatment plant has been built which is capable of perfectly de-contaminating lake water at a rate of g (m
3
/sec).
f
V
f
g
g
If the concentration of pollutant in the lake, c, is assumed to be uniform at any instant, show that
c = C
1
exp[(f +g)t/V ] +
fc
i
(f +g)
where C
1
is a constant.
33
Problems: 2
2.5 Tightly sealed 250kg drums, containing radioactive waste, are dumped at sea with zero initial velocity. The drums
will crack on impact with the ocean oor if their speed exceeds 13m/sec. It is known that the weight under water of each
drum is 300N and that the drag force F
d
N resisting the motion is given to be F
d
= 1.5v, where v (m/sec) is the velocity
of the drum.
z
300 N
1.5 v
Determine the variation of the drum velocity
with time during the fall.
Assuming that a drum takes an innite time to reach the ocean oor, obtain the velocity on impact. Plot the velocity of
the drum as a function of the depth and nd the maximum depth of water in which the drums can be dumped, if cracking
is to be avoided.
2.6 A tank initially holds 1200m
3
of perfectly clean water. At a given instant, dirty water containing pollutant at a
concentration of 2kg/m
3
is poured into the tank at a rate of 6m
3
/sec. At the same time, water is allowed to ow out of
the tank at a rate of 6m
3
/sec, so that the volume of water in the tank remains constant.
6 m /s
3
3
6 m /s
Assuming uniform concentration of pollutant in
the tank, plot this concentration as a function of
time, t, for 0 t 1000sec.
34
MATLAB: dsolve for Systems of Equations
Coupled First Order Equation Systems
Frequently, the modelling of a physical problem produces a coupled set of two or more rst order
differential equations. This is an equation system and simple equation systems may also be solved
using the MATLAB command dsolve.
Example
The coupled equation system
dy
dt
+4y +z = e
t
dz
dt
y +2z = sin3t
may be solved by using the command
>> syms t
>> sol=dsolve(Dy+4*y+z=exp(-t),Dz-y+2*z=sin(3*t),t);
>> sol1=sol.y
sol1= exp(-3*t)*C2+exp(-3*t)*t*C1+1/18*cos(3*t)+1/4*exp(-t)
>> sol2=sol.z
sol2=-exp(-3*t)*C2-exp(-3*t)*t*C1-exp(-3*t)*C1+1/6*sin(3*t)-2/9*cos(3*t)+1/4*exp(-t)
35
Example
The coupled initial value problem (le example 2.m)
dy
dt
+4y +z = e
t
dz
dt
y +2z = sin3t y = 1 and z = 1 at t = 0
may be solved by using the commands
>> syms t
>> sol=dsolve(Dy+4*y+z=exp(-t),Dz-y+2*z=sin(3*t),y(0)=1,z(0)=1,t);
>> sol1=sol.y
sol1 =
25/36*exp(-3*t)-5/3*exp(-3*t)*t+1/18*cos(3*t)+1/4*exp(-t)
>> sol2=sol.z
sol2=
35/36*exp(-3*t)+5/3*exp(-3*t)*t+1/6*sin(3*t)+1/4*exp(-t)-2/9*cos(3*t)
36
Example (continued)
To plot the variation of y and z with t we can use the commands
for i=1:101
tn(i)=(i-1)*0.1;
sol1n(i)=subs(sol1,t,tn(i));
end
plot(tn,sol1n,-.)
hold on
plot(tn,sol2n,:)
legend(y,z)
title(equation system)
xlabel(t)
ylabel(solution)
0 2 4 6 8 10
0.4
0.2
0
0.2
0.4
0.6
0.8
1
t
s
o
l
u
t
i
o
n
equation system
y
z
37
MATLAB: dsolve for Higher Order Equations
Higher Order Problems
Frequently, we encounter problems involving ordinary differential equations of order more than one
e.g. when modelling a certain spring/mass system with external forcing term, the governing differ-
ential equation for the displacement of the mass takes the form
d
2
y
dt
2
+144y = cos(11t) y = 0 and
dy
dt
= 0 at t = 0
To solve this problem, we can rewrite the single equation as a system of rst order equations. For
this example, this is achieved by introducing the new variable
u =
dy
dt
and replacing the single second order governing equation by the system of two coupled rst order
equations
dy
dt
= u
du
dt
=144y +cos(11t)
_
_
and this may now be solved using dsolve, subject to the initial conditions y(0) = 0, u(0) = 0.
38
MATLAB: dsolve
Higher Order Problems (continued)
To obtain the solution to this problem use the commands (le example 3.m)
>>syms t
>>sol=dsolve(Dy=u,Du=-144*y+cos(11*t),y(0)=0,u(0)=0,t)
>>sol1=sol.y
sol1=-1/23*cos(12*t)+1/23*cos(11*t)
>>for i=1:301
tn(i)=(i-1)*0.1;
end
>>plot(tn,sol1n)
0 5 10 15 20 25 30
0.1
0.08
0.06
0.04
0.02
0
0.02
0.04
0.06
0.08
0.1
39
Problems: 3
3.1 Solve the equations
(a)
d
2
y
dx
2
+y = 6e
x
+6sinx
(b)
d
4
y
dx
4
16y = 0
3.2 Solve the system of differential equations
dy
dt
= y 2z
dz
dt
= 2y +z
and obtain the general solutions for the functions y(t) and z(t).
3.3 The vibration of a certain mechanical system is governed by the differential equations
d
2
y
dt
2
= 2y +z
d
2
z
dt
2
= 2z +y
Determine the solution to this problem corresponding to the initial conditions
y = 1
dy
dt
=
3 z = 1
dz
dt
=
3 at t = 0
3.4 For thermal analysis purposes, a house is regarded as consisting of two zones. Zone 1 is the attic area and zone
2 is the living area. The living area, which has a heat capacity of (1/4)
o
C/kw, is cooled by an air conditioning unit that
removes 30kw/hour. The time constant for heat transfer between zone 1 and the outside is 2 hours, between zone 2
and the outside is 4 hours and between the two zones is 4 hours. Initially, the air conditioner is switched off and the
temperature in both zones is equal to the outside temperature of 37
o
C. At time t = 0, the air conditioner is switched
on. Assuming the outside temperature remains constant at 37
o
C, plot the variation in temperature with time, t, for both
zones 1 and 2 for 0 t 30 hours. From your plot, estimate the temperature in the attic zone 1 for large values of the
time.
40
Problems: 3
3.5 Two tanks, 1 and 2, each hold an equal and constant volume V = 500 litres of water. The tanks are connected
by two pipes that carry opposite but equal ows f = 2 litres/sec. Initially, the water in tank 1 contains a concentration
0.01 kg/litre of a certain pollutant while the water in tank 2 is clean.
V
f
V
f
Show that the differential equations that govern the amounts of pollutant y(t) and z(t), in tanks 1 and 2 respectively,
are of the form
dy
dt
= y +z
dz
dt
= y z
and obtain the value of the constant .
Determine the solution of this system of equations and plot the variation of the amount of pollutant in each tank with
time for 0 t 1000 sec.
3.6 A certain system consists of two large tanks, each holding 100 litres of liquid, which are interconnected by two
pipes. Through these pipes, liquid ows from tank 1 into tank 2 at a rate of 3 litres/min and from tank 2 into tank 1 at a
rate of 1 litre/min. In addition, polluted liquid with a concentration of 2 kg/litre ows, from outside the system, into tank
1 at a rate of 6 litres/min while liquid ows out of the system from tank 1 at 4 litres/min and from tank 2 at 2 litres/min.
If the concentration of pollutant is taken as uniform within each tank at any instant, with initially tank 1 containing pure
water and tank 2 containing 200 kg of pollutant, plot the variation of the mass of pollutant within each tank with time t,
for 0 t 200 min. Use your plot to determine the amount of pollutant in each tank for large values of the time.
41
Problems: 3
3.7 A mountain climber starts from her base camp at a certain time, t = 0. As she climbs, fatigue and oxygen
deprivation take their toll so that, at any instant, the rate at which the square, Z, of her elevation, h, is increasing is
found to be constant. At time t = 6 hours, she is at an elevation of 6 000 metres and she reaches the top of the
mountain, at 6 500 metres, at time t = 8 hours.
1. Derive a second order differential equation for Z and obtain the solution using dsolve;
2. Determine the elevation of the base camp;
3. Plot the variation of the climbers height h with time t for 0 t 8 hours.
42
Heaviside Function
Heaviside (Step) Function
In problems in dynamics, we frequently encounter the situation in which it is not possible to dene
a timevarying applied load, f(t), in a single mathematical expression e.g.
f(t) =
_
0, t < a
F, t > a
or
f(t) =
_
t
2
, t < a
a
2
, t > a
In problems in statics, a spacevarying applied load, (x), might be dened as
(x) =
_
x
2
, 0 < x < b
0, b < x < 1
Solving differential equations involving loads dened in this manner introduces certain complica-
tions.
Using the Heaviside function to represent the load as a single expression enables such equations
to be solved directly.
43
Heaviside Function
Denition of the Heaviside Function
The Heaviside function, H(t a), is dened as
H(t a) =
_
0, t < a
1, t > a
Given a function, f(t), what is the function f(t)H(t a)?
Using the denition of the Heaviside function, we see that
f(t)H(t a) =
_
0, t < a
f(t), t > a
i.e. the function f(t) is effectively switched on at time t = a.
Note that the function f(t) +[g(t) f(t)]H(t a) is equal to f(t) for t < a and to g(t) for t > a.
44
MATLAB: Heaviside Function
Using the Heaviside Function
We now see how the Heaviside function may be used to construct piecewise continuous functions
by switching functions on and off at appropriate times, e.g. the function
f(t) =
_
_
0, t < 0,
1, 0 < t < 1,
t
2
, 1 < t < 3,
sin2t, t > 3
may be written as the single expression
f(t) = 0 +(1 0)H(t) +(t
2
1)H(t 1) +(sin2t t
2
)H(t 3)
45
Working with the Heaviside Function in MATLAB
The function
f(t) = 0 +(1 0)H(t) +(t
2
1)H(t 1) +(sin2t t
2
)H(t 3)
may be dened and plotted in MATLAB with the commands (le example 5.m)
syms t
f=heaviside(t)+(t^2-1)*heaviside(t-1)+(sin(2*t)-t^2)*heaviside(t-3);
%plot the loading function
for i=1:1000
tn(i)=0.001+(i-1)*0.01;
fn(i)=subs(f,t,tn(i));
end
plot(tn,fn)
0 2 4 6 8 10
1
0
1
2
3
4
5
6
7
8
9
46
Example
Solve the initial value problem
d
2
y
dt
2
+3
dy
dt
+y = f(t) y = 1 and
dy
dt
= 1 at t = 0
where
f(t) =
_
_
0, t < 0,
1, 0 < t < 1,
t
2
, 1 < t < 3,
sin2t, t > 3
In MATLAB, this process can be accomplished by using the commands (le example 6.m)
clear
clf
clc
%
syms t
sol=dsolve(...
Dy=u,Du=-3*u-y+heaviside(t)+(t^2-1)*heaviside(t-1)+(sin(2*t)-t^2)*heaviside(t-3),...
y(0)=1,u(0)=1,t);
47
Example (continued)
sol1=sol.y;
for i=1:800
tn(i)=0.001+0.02*(i-1);
end
plot(tn,sol1n)
xlabel(time, t)
ylabel(solution, y)
0 2 4 6 8 10 12 14 16
0.5
0
0.5
1
1.5
2
2.5
3
time, t
s
o
l
u
t
i
o
n
,

y
48
Dirac Function
Dirac (Delta) Function
Another useful function is the Dirac delta function, which is normally written as (t a) and has the
denition
(t a) = 0 t = a
and, in addition, is such that, for any f(t),
_

(t a)f(t)dt =
_
_
0, if , < a or , > a
f(a), if < a and > a
Note that, by setting f(t) = 1, it follows that
_
a
+
a
(t a)dt = 1
What applications could employ such a function?
49
Dirac Function
Applications Employing the Delta Function
Consider a particle moving under the action of an external force, f(t), which takes the form of an
impulsive force F at time t = a. The effect of this impulsive force is to change the momentum of
the particle by an amount F at time t = a, without change of location.
The governing equation for the moving particle is clearly
m
dv
dt
= f(t)
but what is the correct form for f(t) in this case?
The answer to this question is that we should take
f(t) = F(t a)
as this means that
f(t) = 0 for t < a and t > a
as required, while integrating the equation of motion from t = to t = gives
[mv]
t=
t=
= [mv]
t=
[mv]
t=
=
_

F(t a)dt
50
Dirac Function
Applications Employing the Delta Function (continued)
We see that if both < a and < a or if both > a and > a then
[mv]
t=
[mv]
t=
= 0
It follows that, in these cases, there is no change in the momentum of the system over the time
interval t , as required.
However, if = a and = a +, where is any positive number, then
[mv]
t=
[mv]
t=
=
_
a+
a
F(t a)dt = F
This implies a change of momentum of amount F at time t = a, as required.
Similarly, if a light cable is subjected to a point load P at x = a, the equation governing the deected
shape is
d
2
y
dx
2
=
(x)
H
where (x), the load per unit length on the cable can, in this case, be expressed as
(x) = P(x a)
51
MATLAB: Dirac Function
Example
The deection y of a certain spring/mass system is the solution of the problem
d
2
y
dt
2
+2
dy
dt
+10y = 1 +5(t 5) y = 1 and
dy
dt
= 2 at t = 0
The solution can be obtained using the MATLAB commands (le example 7.m)
clear
clf
clc
syms t
sol=dsolve(...
Dy=u,Du=-2*u-10*y+1+5*dirac(t-5),...
y(0)=1,u(0)=2,t);
sol1=sol.y;
for i=1:1000
tn(i)=0.001+(i-1)*0.01;
end
plot(tn,sol1n)
0 1 2 3 4 5 6 7 8 9 10
0.4
0.2
0
0.2
0.4
0.6
0.8
1
1.2
52
Problems: 4
4.1 A particle of unit mass moves along the yaxis under the inuence of an external force f(t) in the y direction. If the
particle starts from rest at the point y = 0 at time t = 0 and if
f(t) =
_
1 0 t a/2
1 +(t a/2)/a a/2 < t
show that the particle is at the point y = 25a
2
/48 at time t = a.
4.2 Determine the deection of a damped spring mass system, subjected to a unit impulse at time t = 1, which is
governed by the equation
d
2
y
dt
2
+3
dy
dt
+2y = (t 1)
given that the system is at rest, at zero displacement, at time t = 0. Plot the solution y for 0 t 10.
4.3. The displacement y(t) of a vibrating mechanical system is governed by the equation
d
2
y
dt
2
+y = f(t)
where
f(t) =
_
20 0 < t < 3
0 3 < t < 4
20 4 < t
If y = 10, dy/dt = 0 at t = 0, plot the variation of y with t for 0 t 30.
53
Problems: 4
4.4 The displacement, y(t), of a certain mechanical system is governed by the equation
d
2
y
dt
2
+y = f(t)
where the external force, f(t), is dened by
f(t) =
_
1, t < 1
0, t > 1
plus an impulse I = 1 at time t = 2. At time t = 0, the system is at rest, with zero displacement. Plot the variation of
y with t for 0 t 8 and determine the displacement and the velocity at time t = 3.
4.5 A vibrating mechanical system is subjected to an impulse at time t = , such that the displacement y(t) of the
system satises the equation
d
2
y
dt
2
+9y = 3(t )
where denotes the Dirac delta function. Given that
y = 1 and
dy
dt
= 0 at t = 0
determine the displacement at time t = 13/12 and plot the variation of y with t for 0 t 10.
54
Problems: 4
4.6 The light cable of a suspension bridge supports a light bridge deck that is 100 metres in length. The coordinate x
is measured from one end of the deck and, for 0 < x < 60 metres, the deck is loaded with a uniformly distributed load
of 15 kN/metre. In addition, there is a point load of 400 kN applied to the deck at x = 75 metres. The location of the
cable supporting the bridge deck is denoted by y(x) and the cable is subjected to the boundary conditions
[y]
x=0
= 10 metres [y]
x=100
= 30 metres
1. If the horizontal component of the tension in the cable H = 500 kN, use dsolve to obtain y(x).
2. Determine the cable location when (i) x = 20 metres; (ii) x = 50 metres; (iii) x = 80 metres.
3. Plot the deected cable shape.
4.7 A steel beam, of constant square cross section, is of length L = 0.5 m. For this beam, the Youngs Modulus
E=2 10
11
Pa and the moment of inertia of the cross section I=2.13 10
11
m
4
. The coordinate x is measured from
one end of the beam and, for 0 < x < 0.4 L m, the beam is loaded with a uniformly distributed load of 5 N/m. In
addition, there is a point load of 40 N applied to the beam at x = 0.75 L m. The deection of the beam, denoted by
y(x) in metres, satises the equation
d
4
y
dx
4
=
(x)
EI
0 < x < L
where (x) denotes the load per unit length on the beam. At the end x = 0, the deection is zero and the beam is
clamped horizontally i.e.
y = 0 and
dy
dx
= 0 at x = 0
55
Problems: 4
4.7 (continued) Use dsolve to obtain the form of the deection, and plot the deected shape, when
(a) the beam is clamped horizontally at the end x = L, so that
y = 0 and
dy
dx
= 0 at x = L
(b) the beam is free at the end x = L, so that
d
2
y
dx
2
= 0 and
d
3
y
dx
3
= 0 at x = L
(c) the beam is freely hinged, with zero deection, at the end x = L, so that
y = 0 and
d
2
y
dx
2
= 0 at x = L
56
Numerical Methods
The Need for Approximate Solution Methods
Although we have seen several examples of differential equations that can be explicitly solved, many
ordinary differential equations are not amenable to exact solution, e.g. if we use dsolve to solve the
equation
y
dy
dt
+y = tant
we obtain
>> sol=dsolve(Dy+1=tan(t)/y,t)
Warning: Explicit solution could not be found.
In such cases we have to turn to approximate methods if we are to gain any information about the
nature of the solution y(t).
We will illustrate initially how this may be accomplished, using a nite difference method on the
range t
1
= 0 t T = t
N
, for the typical initial value problem
dy
dt
= f rhs(t, y) y(0) = yzero
57
Numerical Methods
Approximating the First Derivative by the Finite Difference Method
Dene a set of N points on the range t
1
= 0 t T = t
N
according to
h = T/(N 1) t
j
= (j 1)h j = 1, 2, , N 1, N
Let y(t
j
) = y
j
and note that the slope of the tangent to y(t) at t = t
j
is
dy
dt
j
Approximate the slope of the tangent
by using the slope of the straight
line joining the points (t
j
, y
j
) and
(t
j+1
, y
j+1
) i.e.
dy
dt
y
j+1
y
j
t
j+1
t
j
=
y
j+1
y
j
h
This is the forward difference approxi-
mation to the rst derivative.
t t
t t
t
t
t t
t
y
0
1 2 j j+1 j-1
N-1 N
tangent to y(t) at t
y(t)
j
y
y
j
j+1
h
58
Numerical Methods
Eulers Method for the Initial Value Problem
If we evaluate our differential equation at the point t = t
j
we have that
dy
dt
j
= f rhs(t
j
, y
j
)
and this equation may be approximated, using the forward difference approximation to the rst
derivative as
y
j+1
y
j
h
= f rhs(t
j
, y
j
)
Since we are given that y(0) = y(t
1
) = y
1
= yzero, this leads to the iterative scheme
y
j+1
= y
j
+hf rhs(t
j
, y
j
) j = 1, 2, , N 2, N 1
for successively computing approximate values to the solution at the points t
2
, t
3
, , t
N1
, t
N
.
Thus
y
2
= y
1
+hf rhs(t
1
, y
1
) = yzero +hf rhs(t
1
, yzero) t
1
= 0
y
3
= y
2
+hf rhs(t
2
, y
2
) = y
2
+hf rhs(t
2
, y
2
) t
2
= h
.
.
.
.
.
.
.
.
.
y
N
= y
N1
+hf rhs(t
N1
, y
N1
) = y
N1
+hf rhs(t
N1
, y
N1
) t
N1
= (N 2)h
59
Numerical Methods
Eulers Method in MATLAB
In Eulers method we work with numerical values, not symbols.
The starting point for a MATLAB implementation is an algorithmic description of the tasks involved
in using Eulers method.
Algorithm for Eulers Method
1. dene the function f rhs(t, y);
2. dene the end point t = T for the computation;
3. dene the number of points N to be used over the time interval [0,T];
4. dene the initial value of the solution, yzero = value of y at t=0;
5. compute the interval length h = T/(N 1);
6. set up the t
j
points as t(j) = (j 1)h for 1 j N;
60
Numerical Methods
Algorithm for Eulers Method (continued)
7. set the initial condition y(1) = yzero;
8. use Eulers Method to nd the required y
j
values from
y(j +1) = y(j) +hf rhs(t(j), y(j)) j = 1, 2, , N 1
9. plot the results.
To enable us to convert a numerical algorithm of this form into a set of MATLAB commands, we rst
need to study some of the additional features provided by MATLAB.
61
MATLAB: More on mFiles
More on Function mles
Function mles can also be written to accept and return arguments in exactly the same fashion as
the standard MATLAB functions, such as sin, cos, etc.
Example
Consider the problem of evaluating the function
f(x) =
x
2
_
(1 +x)
sinx
If we need to determine the value of the f(x) for a large number of different values of x, this can be
conveniently accomplished by writing a function mle that will accept a value of x and return the
corresponding value of f(x).
A function mle f.m that would achieve this could employ the commands
62
Example (continued)
function [f_value]=f(x)
%f determines the value, f_value, of the function at x
% f_value=(x^2/sqrt(1+x))*sin(x) at x
f_value=((x*x)/sqrt(1+x))*sin(x)
%
With this function dened, typing
a=f(3)
in the command window produces the output
a =
0.6350
63
Example (continued)
An alternative mode of operation, with the function mle f.m dened, could be to determine the
value of f(x), for any given value of x, by using a function mle my function.m dened as
function my_function
%my_function inputs a value of x and determines the corresponding value of
% f(x)=(x^2/sqrt(1+x))*sin(x)
clc
clear
%
fprintf(\n Evaluate the function f\n)
%
x=input(input value of x = )
%
fx=f(x1);
fprintf(\n Value of f %g\n,fx)
64
Example
Suppose you want to write a function mle with the task of plotting the distribution of the function
f(x) that has already been dened in the function mle f.m.
A possible mle my function plot.m to accomplish this could be
function my_function_plot
%my_function_plot To plot the distribution of the function f(x)
% for -0.5<x<3
% f(x) is defined in the separate m-file f.m
%
%construct a set of x(j) values
%and determine corresponding values y(j)=f(x(j))
for j=1:40
x(j)=-0.5+(3.5/39)*(j-1);
y(j)=f(x(j));
end
plot(x,y)
%
65
More on MATLAB
Global Variables
Variables used within a function are local to that functions workspace.
Variables may exist in more than one workspace if they are transferred in the function argument list
or if they are declared as global variables via the global command.
SubFunctions
Note that a function mle may contain other functions, called subfunctions, which appear (in any
order) after the main function.
Subfunctions are visible only to the main function and to the other subfunctions.
Typically, they carry out a task that is unlikely to be needed in any other mle and they can,
therefore, be used to avoid a proliferation of mles.
66
Example
To plot our function f(x) we could produce the modied function mle my function plot new.m
which contains the subfunction f as follows:
function my_function_plot_new
%my_function_plot_new plots the distribution of the function f(x)
% for -0.5<x<3
% f(x) is defined as a sub-function
%
%construct a set of x values
%and determine corresponding y values
for j=1:40
x(j)=-0.5+(3.5/39)*(j-1);
y(j)=f(x(j));
end
plot(x,y)
%
67
Example (continued)
%-----------------------------------------------------------------------
% subfunction
%----------------------------------------------------------------------
function [f_value]=f(x)
%f_1 determines the value, f_value, of the function f at x
% i.e. f_value=(x*^2/sqrt(x+1))*sin(x)
f_value=((x*x)/sqrt(x+1))*sin(x);
Executing the commands in the mle
my function plot new.m produces the plot
0.5 0 0.5 1 1.5 2 2.5 3
0.5
0
0.5
1
1.5
2
2.5
68
Numerical Methods
Example
Use MATLAB to solve the initial value problem
dy
dt
=
t
y
y(0) = 1 0 t 2
by Eulers method.
Using the algorithmic description we detailed previously, we construct a function mle, euler m,
for undertaking Eulers method for a general initial value problem. The right hand side function,
f rhs(t, y), (= t/y in this example) will be dened as a subfunction f rhs.m. For this example,
the exact solution is known to be y =
_
x
2
+1 and so the performance of the approximate method
can be investigated.
The function mle could take the form (le example 8.m)
function example_8
%example_8 solves an initial value problem using Eulers Method
% ode: dy/dt=f_rhs(t,y);
% RHS function f_rhs: defined as sub-function f_rhs
% initial value yzero=1
69
Numerical Methods
Example (continued)
clear
clc
clf
%define the end point t=T for the computation
T=2;
%define the number of points to be used over [0,T]
N=50;
%define the initial value of the solution at t=0
yzero=1;
%compute the interval length
h=T/(N-1);
%set up the tj points
for j=1:N
t(j)=(j-1)*h;
end
70
Numerical Methods
Example (continued)
%use Eulers Method to find the corresponding y values
y(1)=yzero;
for j=1:N-1
y(j+1)=y(j)+h*f_rhs(t(j),y(j));
end
%plot the results
plot(t,y,o)
hold on
%plot the exact solution for the equation dy/dt=(t/y)
for j=1:N
yexact(j)=sqrt(t(j)^2+1);
end
plot(t,yexact)
legend(Euler, N=50,exact)
71
Numerical Methods
Example (continued)
%
% Sub-function
%
function [f_value]=f_rhs(t,y)
%f_rhs(y,t) computes the value the RHS function at t and y
% f_value is the value of the function at t, y
%
f_value=t/y;
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
1
1.5
2
2.5
Euler, N=50
exact
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
1
1.5
2
2.5
Euler, N=20
exact
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
1
1.5
2
2.5
Euler, N=5
exact
N = 50 N = 20 N = 5
72
Numerical Methods
System of First Order Equations
An initial value problem involving a system of coupled rst order equations, such as
dy
dt
= f rhs(t, y, z)
dz
dt
= g rhs(t, y, z)
can be solved in a similar fashion using Eulers method, with two function mles, or subfunctions,
employed to dene the right hand side functions f rhs(t, y, z) and g rhs(t, y, z).
73
Numerical Methods
Higher Order Initial Value Problems
The Euler method can also be employed to provide the solution to initial value problems involving
ordinary differential equations of order more than one, such as the problem
m
d
2
y
dt
2
+c
dy
dt
+
2
y = f(t) y(0) = yzero
dy
dt
t=0
= vzero
which is encountered when modelling the displacement y of a spring/mass/dashpot system with
external forcing term. To solve this problem numerically, we rst rewrite the single equation as a
system of rst order equations. For example, here we dene
u =
dy
dt
and replace the single second order governing equation by the system of two coupled rst order
equations
dy
dt
= u
du
dt
=
cu
m
2
y
m
+
f(t)
m
_
_
and this may now be solved using Eulers method, subject to the initial conditions y(0) = yzero,
u(0) = vzero.
74
Problems: 5
5.1 The headlamp mirror of a car is designed to reect light given off by the headlamp in rays parallel to the road surface.
By using optics, it is possible to derive the differential equation
dy
dx
=
x +
_
x
2
+y
2
_
1/2
y
that governs the shape of the mirror. The mirror is designed so that the distance of the mirror directly above the lamp is
1 cm, i.e. y(0)=1. Use Eulers method to plot the mirror shape for 0 x 5 cm and print the approximation of y(5).
5.2 An object is released, with zero initial velocity, from a stationary hot air balloon and drops to earth. Given that the
velocity v of the object varies with time t according to
dv
dt
+2.2v = 32
obtain the solution using Eulers method for 0 t 5. Plot the variation of v with t and estimate the terminal velocity
(i.e. the velocity attained for large values of t) of the object.
5.3 A mathematical model of combat between conventional and guerilla ghters is given by the system
dy
dt
= ayz
dz
dt
= by
where a and b are effectiveness coefcients and y and z denote the number of guerilla and conventional troops respec-
tively. In a combat model for which y(0) = 10, z(0) = 15, a = 0.1 and b = 1, obtain the solution using Eulers
method for 0 t 6. Plot this solution and determine which group will be successful.
5.4 An undamped weight of mass 0.55 (kg) is attached to one end of a spring, with spring constant 5.4 (N/m). The other
end of the spring is xed. The weight moves in a straight line, on a rough horizontal surface that exerts a resistive force
(N) equal to three times the speed, under the inuence of an external force F = 2sin2t (N). At a certain time t = 0,
the system is at rest and the spring extension y = 0. Plot the variation of y with t for 0 t 10 sec. Estimate the
value of y (m) at time t = 3 (sec).
75
Numerical Methods
MATLAB Commands for Obtaining Numerical Solutions to Initial Value Problems
In MATLAB, a numerical solution to an initial value problemmay be found using the ode45 command.
This is designed to produce a solution to the initial value problem
dy
dt
= f rhs(t, y) y (t
1
) = yzero
The nature of the function f rhs(t, y) must be dened in a function mle or as a subfunction.
76
Numerical Methods
The ode45 Command
To illustrate the use of the ode45 command, consider again the solution of the initial value problem
dy
dt
=
t
y
y(0) = 1
This problem may be solved in MATLAB by setting up the function mle ode sol.m containing the
commands
function ode_sol
%ode_sol solves an initial value problem using ode45
% ode: dy/dt=f_rhs(t,y);
% f_rhs: defined as a sub-function
% initial value yzero=1
%
clear
clc
yzero=1;
tspan=[0 2];
77
Numerical Methods
The ode45 Command (continued)
[tn,soln]=ode45(@f_rhs,tspan,yzero);
plot(tn,soln,o--)
%---------------------------------------------------------------
% sub-function
%--------------------------------------------------------------
%f_rhs(y,t) computes the value of f_rhs at t and y
%
f_value=t/y;
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
1
1.5
2
2.5
78
Numerical Methods
Solving Systems of First Order Equations with ode45
To illustrate the application of ode45 to the solution of a system of rst order equations, we consider
an example involving an initial value problem solved previously with dsolve.
Example
dy
dt
+4y +z = e
t
dz
dt
y +2z = sin3t y(0) = 1 z(0) = 1
In this case, we work with the system expressed in the vector form
dy
dt
= f rhs(t, y) y(0) = yzero
where here
y =
_
_
y
z
_
_
f rhs =
_
_
4y z +e
t
y 2z +sin3t
_
_
yzero =
_
_
1
1
_
_
To solve this system using ode45, we write a function mle containing the necessary commands
(le example 9.m), with the right hand side column vector f rhs dened as a subfunction.
79
Numerical Methods
Example (continued)
function example_9
%example_9 integrate a system of odes using ode45
% ode: dy/dt=f_rhs(t,y) initial value: yzero
% f_rhs defined as a sub-function f_rhs
clc clear tspan=[0 10]; yzero=[1 1];
[tn,soln]=ode45(@f_rhs,tspan,yzero);
sol1n=soln(:,1);
sol2n=soln(:,2);
plot(tn,sol1n,o)
hold
plot(tn,sol2n,+)
xlabel(t)
ylabel(numerical_solution)
legend(y,z)
0 2 4 6 8 10
0.4
0.2
0
0.2
0.4
0.6
0.8
1
t
n
u
m
e
r
i
c
a
l

s
o
l
u
t
i
o
n
y
z
80
Numerical Methods
Example (continued)
%---------------------------------------------------------------------
% sub-function
%--------------------------------------------------------------------
%f_rhs(y,t) computes the vector RHS function f_rhs at t and y
% f_value is the value of the function at t, y
%
%NOTE: f_value must be a column vector
f_value=zeros(2,1);
%
y_value=y(1);
z_value=y(2);
f_value(1)=-4*y_value-z_value+exp(-t);
f_value(2)=y_value-2*z_value+sin(3*t);
%---------------------------------------------------------------------
81
Numerical Methods
Boundary Value Problems
ode45 cannot be applied directly to the solution of boundary value problems, such as
d
2
y
dx
2
= 0.7x
2
y(0) = 1 y(10) = 5
However, such problems can be solved by using ode45 and a shooting method.
Shooting Methods
Given a value , the initial value problem
d
2
y
dx
2
= 0.7x
2
y(0) = 1
dy
dx
x=0
=
has a solution y(x, ) that depends on . We dene
G() = y(10, ) 5
It can be seen that solving the above boundary value problem value is equivalent to nding such
that y(10, ) = 5 or G() = 0.
82
Numerical Methods
Shooting Methods (continued)
To apply the simplest shooting method here, we guess a value for and use ode45 to compute a
solution at x = 10.
We look at how close we are to satisfying the actual condition at x = 10 and, based on this result,
we repeat the process with a new guess for the value of .
This process is continuously repeated until, hopefully, we eventually satisfy, to some desired accu-
racy, the required condition at x = 10.
With this simple approach, the number of guesses and, hence, the number of ode45 solutions that
are required may be considerable.
83
Numerical Methods
Example
We illustrate this simplest form of the shooting method by solving this boundary value problem. To
use ode45, the rst step is to write the given differential equation as the rst order system
dy
dx
= f rhs(x, y)
where, for our example,
y =
_
_
y
u
_
_
u =
dy
dx
f rhs =
_
_
u
0.7x
2
_
_
We specify the initial conditions in the form
y(0) =
_
y(0)
u(0)
_
= yzero =
_
1
_
where we have to nd the value of the constant to ensure that the actual boundary condition
y(10) = 5
is satised to a sufcient accuracy.
84
Numerical Methods
Example (continued)
To use ode45, we will write a function mle (le example 10.m), with a subfunction (f rhs) to
dene the right hand side of the differential equation to be solved.
function example_10
%example_10 example to illustrate the application of ode45
% to the solution of a boundary value problem
clc
clear
%set the range of x
xspan=[0 10]
%specify guessed value, gamma, for the value of u=dy/dx at x=0
gamma=input(specify value for gamma = );
85
Numerical Methods
Example (continued)
%set the initial conditions
yzero=[1 gamma]
% solve the initial value problem
[xn,soln]=ode45(@f_rhs,xspan,yzero);
sol1n=soln(:,1);
%plot the variation of sol1n (=y) with x
plot(xn,sol1n,o)
%
xlabel(x)
ylabel(numerical solution)
%absolute error in the unsatisfied boundary condition at x=10 with this gamma
d=size(sol1n,1);
G=sol1n(d,1)-5;
fprintf(\n absolute error in the boundary condition at x=10 is %g,G)
86
Numerical Methods
Example (continued)
% sub-function
%
function [f_value]=f_rhs(x,y)
%f_rhs(x,y) computes the value the vector RHS function at x and y
% f_value is the value of this function at x, y
%NOTE: f_value must be a column vector
f_value=zeros(2,1);
%
y_value=y(1);
u_value=y(2);
f_value(1)=u_value;
f_value(2)=0.7*(x^2);
87
Numerical Methods
Example (continued)
If we use this mle and specify the value
gamma=0, we obtain a solution for which the ab-
solute error in y(10) is 579.333. Repeating
this process many times, with different values
of gamma, we nd that, when gamma=-57.9333,
we get an absolute error of 0.00033 in y(10).
0 2 4 6 8 10
300
250
200
150
100
50
0
50
x
n
u
m
e
r
i
c
a
l

s
o
l
u
t
i
o
n
,
y
The Shooting Method Revisited
Recall that, in a shooting method, for our example we are trying to nd , such that the solution
y(x, ) of the initial value problem
d
2
y
dx
2
= 0.7x
2
y(0) = 0
dy
dx
x=0
=
is such that
G() = y(10, ) 5 = 0
88
Numerical Methods
The Shooting Method Revisited (continued)
To determine the value of , it is better to replace the guesswork approach by a standard root nding
technique.
Unfortunately, we do not have an explicit expression for G(), but we can compute its value approx-
imately by solving the initial value problem.
In these circumstances, a suitable root nding technique is the secant method.
In this approach, suppose we have employed two values
n1
and
n
for , and that we have
computed the corresponding values
G
n1
= G(
n1
) G
n
= G(
n
)
with ode45.
In this case, the secant method denes a new approximation for to be
n+1
=
n
G
n
(
n
n1
)
(G
n
G
n1
)
89
Numerical Methods
The Shooting Method Revisited (continued)
A simple function mle (le example 11.m) can be written to compute the new approximation
n+1
,
when supplied with the values
n
,
n1
, G
n
and G
n1
.
Then, for example, this le can then be used in conjunction with the mle example 10.m to reduce
the number of steps required in the solution of our boundary value problem.
To illustrate the process, suppose that we start with the value
0
= 0. Using example 10.m to solve
our problem with ode45 gives G
0
= 579.333. Repeating the process with the value
1
= 1.0, we
nd that ode45 gives G
1
= 589.333.
Using these four values in the secant method formula produces the improved approximation
2
=
57.9333 for the root.
With this value for , ode45 produces a solution in which the absolute error in the satisfaction of the
boundary condition at x = 10 is G
2
= 0.000333. If this error is unacceptable, the process may be
repeated until the desired level of accuracy is achieved.
90
Problems: 6
6.1 Water evaporates from most porous substances at a rate proportional to the moisture content of the substance.
Suppose that a towel is hung on a clothesline on a mild, windy day and that it loses 1/3 of its moisture in half an hour.
Show that the moisture content of the towel will certainly be less than 0.01 of its initial value after a time of 6 hours.
6.2 The variation of the population p(t) of a small city with time t in months is governed by the logistics equation
dp
dt
= p(0.2 0.0000005p)
If the initial population is 5 000, plot the variation of p with t and estimate (a) the limiting population (i.e. the population
at large values of time t); (b) the time in years required for the population to reach onehalf of its limiting value.
6.3 A cylindrical water tank with a crosssectional area A (m
2
) is lled to an initial height h
0
(m). At a given time, t = 0,
a ground level valve of cross-sectional area a (m
2
) is suddenly opened and the water starts to ow out of the tank. At
a later time t (sec), the water level in the tank is h (m) and the speed v of the outow is such that v
2
= 2gh (m/sec),
where g is the acceleration due to gravity. In addition, at time t = 0, water is poured into the top of the tank at a constant
rate f (m
3
/sec). Obtain the differential equation that governs the variation of h with t.
If f = 0, A = 20, a = 0.01, g = 9.81 and h
0
= 5, use ode45 to plot the variation of h with t and use your plot to
estimate the time, t
e
, needed to empty the tank.
91
Problems: 6
6.4 Two tanks 1 and 2 are connected by a single pipe. Water ows from tank 1 to tank 2 through this pipe at a rate
2y (litres/min), where y(t) is the volume of water in tank 1 at time t. At the same time, water ows out of tank 2 at a
constant rate of 20 (litres/min) and is pumped into tank 1 at a rate 5(25 z) (litres/min), where z(t) is the volume of
water in tank 2 at time t. If, initially, tank 2 is empty and tank 1 contains 18 litres of water, plot the variation of y and z
for 0 t 10 (min). Estimate the volume of water in each tank for large values of t.
6.5 The equation governing the unforced damped vibration y(t) of a certain spring/mass system is given to be governed
by the equation
m
d
2
y
dt
2
+c
dy
dt
+ky = 0
and the initial conditions
y(0) = 0.25 m
dy
dt
t=0
= 20 m/sec
If m = 3 (kg) and k = 310
2
(N/m), plot, on the same gure, the variation of y for 0 t 4 (s) for the cases (a) c=6
(Nsec/m) (b) c=60 (Nsec/m) (c) c=600 (Nsec/m).
When this system is subjected to a certain applied external force, the governing differential equation is given to be
m
d
2
y
dt
2
+c
dy
dt
+ky = 50sin(10t)
Repeat the above computations for this case and produce a new plot showing the variation of y with t.
92
Problems: 6
6.6 Consider the system of 3 springs and 2 masses, A and B, shown in the gure. The natural length of each spring
is 1 (m) and the stiffness (in N/m) of each spring is shown in the gure. The masses A and B are both of mass 1 (kg)
and, for the purposes of this example, the masses may be regarded as points.
spring 1 spring 2 spring 3
k =6 k =2 k =3
1 2 3
x
y
1 1 1
A
B
t=0
Configuration at later time
Initial configuration at time
t
At a certain time, t = 0, the system is at rest in its equilibrium position and mass A is given a positive velocity of 0.5
(m/sec). Derive the governing equations in the form of a rst order equation system and plot the locations x(t) and y(t)
of the two masses as a function of t for 0 t 10 (sec).
If the system is initially at rest, in its equilibrium position, with zero velocity, and assuming the springs are innitely
compressible, show that the masses will collide if an external force F = sin3t is applied to the mass A for t 0.
Estimate the time at which this collision will occur.
93
Problems: 6
6.7 The distribution of the axial velocity component in a certain incompressible viscous uid, owing between two parallel
porous walls with suction, is described, in dimensionless form, by the solution of the differential equation
10
dy
dx
= 5 +2
d
2
y
dx
2
and the boundary conditions
y(0) = 0 y(1) = 0
Solve this problem using ode45 and plot the distribution of y for 0 x 1.
6.8 A company is constructing a new bungee jumping facility. The height of the platform will be 80 (m) above the ground
and it is intended to use an elastic cord of unstretched length 30 (m). The company has access to three different types
of elastic cord, with elastic constants k equal to 5 (N/m), 40 (N/m) and 100 (N/m) respectively. An individual will not be
allowed to jump if his/her weight exceeds 14 stone. If g = 9.81 (m/sec
2
), and if the air resistance experienced by the
jumper at any instant is equal to a
1
u+a
2
u
2
, where u is the instantaneous speed of the jumper, show that the distance,
y(t), of a jumper of mass m (kg) from the platform at any time, t (sec), may be found by solving the initial value problem
m
d
2
y
dt
2
+a
1
dy
dt
+a
2
dy
dt
dy
dt
= mg F(t) y(0) = 0
dy
dt
t=0
= 0
where F is the force provided by the elastic cord. If, based upon the results of experimental observations, a
1
= 1
(kg/sec) and a
2
= 1 (kg/m), determine which rope the company should use, if they are to be certain that no jumper will
get closer than 10 (m) to the ground.
94
Problems: 6
6.9 The engineering analysis of a certain ow system leads to the differential equation
d
2
y
dx
2
y = x
and the boundary conditions
y(0) = 1 y(5) = 2.8
Use a shooting method to obtain a solution y(x) in which the absolute error in the value of y(5) is less than 1.010
4
in absolute value. The secant method should be used to reduce the number of iterations required to produce the
solution.
Plot the solution y for 0 x 5 and print out the value of (dy/dx)
x=0
.
95
Assignments 2 and 3
Advice on Preparing mles for Assignments 2 and 3
The following steps should be followed when preparing your mles for assessment:
1. create a function mle, EG399 studentnumber assignmentnumber.m, in your working directory
to contain the MATLAB commands necessary to produce the solution to the problem;
2. continue editing and running the mle until you are condent that it contains the commands
necessary to solve the problem without user interaction;
3. add comments to your mle which explain the method being used to solve the problem and to
interpret the results. Your le should contain sufcient comments to enable the steps being followed,
and the results obtained, to be clearly understood by someone who is not familiar with the problem.
Marking Assignments 2 and 3
For each Assignment, marks will be awarded for (a) the quality of the submission (16 marks); (b)
the accuracy of the results produced (20 marks); the MATLAB techniques employed (4 marks)
96
Assignment 2
ment:
1. Create a document that contains your mle and your solution to the given problem;
Note that the problem is dened in terms of data that is based upon your student number, which is
taken in the form ABCDEF. Hence, if your student number is 971254, you should take A = 9,
B = 7, C = 1, etc.
97
Assignment 2
The laminar boundary layer ow of an incompressible viscous uid on a certain surface may be described in terms of
the solution of the FalknerSkan equation
d
3
y
dx
3
+
_
0.1D +1
2
_
y
d
2
y
dx
2
+0.1E
_
1
_
dy
dx
_
2
_
= 0
subject to the boundary conditions
y(0) = 0
dy
dx
x=0
= 0
dy
dx
x=
= 1
Use a shooting method to obtain a solution, when the condition at innity is imposed at x = 2F. For your solution
1. print out the absolute value of the error in the given boundary condition at x = (you should ensure that this is
less than 10
5
);
2. print out the value of (d
2
y/dx
2
)
x=0
;
3. plot the distribution of dy/dx for 0 x 2F.
NOTE: More marks will be obtained if your mle runs without user intervention i.e. if the secant method is automatically
included as part of the solution process.
98
Partial Differential Equations
Second Order Partial Differential Equations
Many practical engineering problems are governed by the solution of second order partial differential
equations. Let t denote time and x and y cartesian spatial coordinates.
The solution u(x, y) of steady heat conduction problems in two space dimensions, or of problems
in electrostatics or ideal uid ow, satises Laplaces equation
2
u
x
2
+

2
u
y
2
= 0 or div gradu = 0 or
2
u = 0
The solution u(x, y, t) of unsteady heat conduction problems in two space dimensions, or of prob-
lems in water seepage, satises the diffusion equation
u
t
=

2
u
x
2
+

2
u
y
2
or
u
t
= div gradu or
u
t
=
2
u
The solution u(x, y, t) of unsteady wave propagation problems in two space dimensions satises
the wave equation
2
u
t
2
=

2
u
x
2
+

2
u
y
2
or

2
u
t
2
= div gradu or

2
u
t
2
=
2
u
99
Classication of Second Order Partial Differential Equations
Consider second order partial differential equations involving two independent variables e.g. x and
y for steady heat conduction and x and t for unsteady heat conduction or wave propagation.
In this case, the general form of a quasilinear second order partial differential equation will be
a
2
u
x
2
+b

2
u
xy
+c
2
u
y
2
= d
where a, b, c and d may be constants or functions of x, y, u and its rst derivatives.
These equations are classied as follows:
Equation Type If Example Problem Type
elliptic b
2
< 4ac Laplace equation boundary value
parabolic b
2
= 4ac diffusion equation initial/boundary value
hyperbolic b
2
> 4ac wave equation initial/boundary value
100
Solution of Second Order Partial Differential Equations
Generally, the solution of a partial differential equation is required within a region surrounded by
a boundary. Analytical solutions are only possible when the boundary shape is very simple (e.g.
a rectangle or a circle) and the associated conditions are also very simple. In these cases, the
analytical solution is normally obtained in the form of an innite series.
This means that approximate numerical techniques are normally applied in the solution of practical
problems. We will start by looking at some simple nite difference methods of solution.
A Finite Difference Method for Laplaces Equation
Problems governed by Laplaces equation
2
u
x
2
+

2
u
y
2
= 0
will be boundary value problems and the boundary conditions will be of Dirichlet form, i.e. the value
of u is specied on the boundary, or Neumann form, i.e. the value of the normal derivative of u is
specied on the boundary.
In a given problem, both types of conditions may appear.
101
A Finite Difference Method for Laplaces Equation (continued)
Suppose we need to solve a problemof steady heat conduction in a square shaped region. Suppose
that the boundary conditions are of Dirichlet type, so that the value of the temperature u is known
everywhere on the boundary.
Suppose the square has side length L and is dened by the region 0 x L, 0 y L. Cover
this square by a nite difference grid i.e.
1. mark off a set of K points x
k
= (k 1)x, k = 1, 2, . . . , K such that x
1
= 0 and x
K
= L;
2. mark off a set of J points y
j
= (j 1)y, k = 1, 2, . . . , J such that y
1
= 0 and y
J
= L;
3. form the grid by drawing a line parallel to the y axis through each point (x
k
, 0) and a line
parallel to the x axis through each point (0, y
j
).
Nodes are the points at which these grid lines intersect. A typical interior node is located at the
point (x
k
, y
j
). We use the notation
u(x
k
, y
j
) = u
j,k
102
A Finite Difference Method for Laplaces Equation (continued)
In the nite difference method, we attempt to nd approximations to these nodal values u
j,k
. To do
this, we evaluate the differential equation at a typical interior point (x
k
, y
j
) to get
2
u
x
2
j,k
+

2
u
y
2
j,k
= 0
and use the nite difference approximations
2
u
x
2
j,k
u
j,k+1
2u
j,k
+u
j,k1
x
2
2
u
y
2
j,k
u
j+1,k
2u
j,k
+u
j1,k
y
2
to obtain the approximation
1
x
2
u
j,k+1
+
1
y
2
u
j+1,k
+
1
x
2
u
j,k1
+
1
y
2
u
j1,k
2
_
1
x
2
+
1
y
2
_
u
j,k
= 0
Using this approximation at each interior node gives a set of (J 2) (K 2) equations in
(J 2) (K 2) unknowns, when the boundary conditions are inserted. Note that the error in
the above approximations gets smaller as x and y get smaller.
This set of linear equations may be solved using matrix methods, such as direct inversion or iterative
techniques.
103
Example
Obtain the steady state distribution of temperature in the square region 0 x, y 4, subject to the
boundary conditions
u(0, y) = 25y u(4, y) = 0 u(x, 0) = 0 u(x, 4) = 100 25x
Suppose we use x = y = 1, so that J = K = 5. At the boundary nodes, this means that
u
j,1
= 25(j 1)y u
j,5
= 0 u
1,k
= 0 u
5,k
= 100 25(k 1)x 1 j, k 5
and the nite difference approximation to Laplaces equation becomes
u
j+1,k
+u
j,k+1
+u
j1,k
+u
j,k1
4u
j,k
= 0 2 j, k 4
This is a set of 3 3 = 9 linear equations which, upon insertion of the boundary conditions, can
be written in the form
Au = f
and solved directly by Gaussian elimination. Although this is practicable for this problem, this ap-
proach becomes very expensive as the size of x and y is reduced.
104
Example (continued)
An alternative is to use an iterative solution technique e.g. we can attempt to solve our equation set
by using the Jacobi iteration scheme
u
iter+1
j,k
=
1
4
_
u
iter
j+1,k
+u
iter
j,k+1
+u
iter
j1,k
+u
iter
j,k1
_
2 j, k 4 iter = 0, 1, 2, . . .
To start this iterative process, we must guess values u
0
j,k
for the temperature distribution at every
node.
The iterative process is continued until convergence i.e. until we reach a value of iter such that
max
j,k
u
iter+1
j,k
u
iter
j,k
<
where is a userspecied tolerance level.
A possible MATLAB implementation of this procedure would be (le example 12.m)
function example_12
%example_12 finite difference solution of Laplaces equation
105
Example (continued)
% temperature distribution u(x,y)
% on a square region of side length 4
% defined by 0 < x,y < 4
% equal grid spacing Delta x= Delta y
% Jacobi iteration Dirichlet boundary conditions
clear
clc
%specify side length L
%
L=4;
%specify N: number of grid points in x direction
N=input(\n number of grid points in x direction =);
%construct nodal points
deltax=L/(N-1);
deltay=deltax;
106
Example (continued)
for k=1:N
x(k)=(k-1)*deltax;
end
for j=1:N
y(j)=(j-1)*deltay;
end
%initial guess for the temperature distribution: uold(i,j)
uold=zeros(N,N);
%set Dirichlet boundary conditions
% u(0,y)=25*y u(4,y)=0 u(x,0)=0 u(x,4)=100-25*x
for j=1:N
uold(j,1)=25*y(j);
uold(j,N)=0;
end
107
Example (continued)
for k=1:N
uold(1,k)=0;
uold(N,k)=100-25*x(k);
end
%specify iteration convergence value
epsilon=1e-01;
%set max number of allowed iterations
iter_max=1000;
%Jacobi iteration
for iter=1:iter_max
%interior nodes only
for j=2:N-1
for k=2:N-1
unew(j,k)=(1/4)*(uold(j+1,k)+uold(j-1,k)+uold(j,k+1)+uold(j,k-1));
end
end
108
Example (continued)
%set boundary values
for k=1:N
unew(k,1)=25*y(k);unew(k,N)=0;unew(1,k)=0;
unew(N,k)=100-25*x(k);
end
%obtain the max change at any interior nodal point
max_diff=0;
for j=2:N-1
for k=2:N-1
change=abs(unew(j,k)-uold(j,k));
if change>max_diff
max_diff=change;
end
end
end
109
Example (continued)
%save maximum change for plotting convergence
max(iter)=max_diff;
icount(iter)=iter;
%reset the solution values for the next iteration
for j=1:N
for k=1:N
uold(j,k)=unew(j,k);
end
end
%======================================================================
%stop the process if max_diff <= epsilon
%======================================================================
if max_diff <= epsilon
break
end
end
110
Example (continued)
%converged solution
unew
%plot convergence curve
fprintf(\n Jacobi iteration converged in %g steps\n,iteration)
plot(icount,max) xlabel(iteration number) ylabel(max change)
pause
%plot contours
surf(x,y,unew)
xlabel(x)
ylabel(y)
zlabel(temperature)
0 2 4 6 8 10 12 14
0
5
10
15
20
25
30
35
40
iteration number
m
a
x

n
o
d
a
l
c
h
a
n
g
e
convergence of Jacobi iteration
0
1
2
3
4
0
1
2
3
4
0
20
40
60
80
100
x
y
t
e
m
p
e
r
a
t
u
r
e
contour plot of the solution
111
A Finite Difference Method for the Diffusion Equation
Problems governed by the diffusion equation
u
t
=

2
u
x
2
will be initial/boundary value problems with a solution domain of the form
0 x L t > 0
The value of u will be specied for 0 x L at time t = 0 and this will be the initial condition.
Dirichlet or Neumann boundary conditions must be supplied at x = 0 and x = L for all time t > 0.
Suppose we want to nd the transient variation of temperature u(x, t) in the one dimensional region
0 x 10. The region is at the uniform temperature of 20
o
when, suddenly, the temperature at
end x = 0 is increased to 100
o
and held constant at that value.
Decide upon a nal time of interest T and, using the points x
k
= (k 1)x, k = 1, 2, . . . , K and
t
n
= (n 1)t, n = 1, 2, . . . , N, construct a nite difference grid on the region 0 x 10,
0 t T. We use the notation
u(x
k
, t
n
) = u
n
k
112
A Finite Difference Method for the Diffusion Equation (continued)
To nd approximations to these nodal values, u
n
k
, we evaluate the differential equation at a typical
interior point (x
k
, t
n
) to get
u
t
n
k
=

2
u
x
2
n
k
and use the nite difference approximations
2
u
x
2
n
k
u
n
k+1
2u
n
k
+u
n
k1
x
2
u
t
n
k
u
n+1
k
u
n
k
t
to obtain the approximation
u
n+1
k
= u
n
k
+
t
x
2
_
u
n
k+1
2u
n
k
+u
n
k1
_
Thus, provided the temperature is known at all nodal points at time t
n
, this explicit formula enables
the determination of the temperature at all nodal points at time t
n+1
.
As the initial condition denes the temperature at all nodal points at time t
1
= 0, we can compute
the solution by stepping forward in time, rstly obtaining the solution at time t
2
, then at time t
3
, and
so on, until we reach the nal time T.
113
A Finite Difference Method for the Diffusion Equation (continued)
The solution gets better as x and t become smaller. Note that, when x has been chosen,
t can not be assigned an arbitrary value with this procedure. Stability considerations imply that
we must employ a value for t which is such that
=
t
x
2

1
2
A possible MATLAB implementation of this procedure can be found in le example 13.m.
0
2
4
6
8
10 0
5
10
15
20
20
40
60
80
100
x
t
t
e
m
p
e
r
a
t
u
r
e
contour plot of the solution
0 t 20 = 0.2
K = 11 N = 100
114
Assignment 3
ment:
1. Create a document that contains your mle and your solution to the given problem;
Note that the problem is dened in terms of data that is based upon your student number, which is
taken in the form ABCDEF. Hence, if your student number is 971254, you should take A = 9,
B = 7, C = 1, etc.
115
Assignment 3
An elastic string is xed at the points x = 0 and x = = 1 +A. At time t = 0, the string is held with a displacement
y = (1 +B) sin
_
2x
_
for 0 x
and its velocity
y
t
= 0 for 0 x
The string is then released and the subsequent displacement is governed by the solution of the wave equation
(1 +C)
2
y
t
2
= (1 +D)
2
y
x
2
for 0 < x < and 0 < t
(a) Using standard central difference approximations for both the second order time and space derivatives, derive an
explicit nite difference procedure for the solution of this problem. For this process, use a mesh with typical nodal
coordinate (x
j
, t
n
) = ((j 1)x, (n 1)t), for j = 1, 2, , J + 1; n = 1, 2, , N + 1, and let y
n
j
denote
y(x
j
, t
n
). Here, Jx = and Nt = . This scheme is known to be stable when
2
=
(1 +D)t
2
(1 +C)x
2
1
(b) Note that this scheme requires knowledge of y
1
j
and y
2
j
before it can be used in practice. Derive a formula for the
approximate computation of y
2
j
, using a Taylor expansion in time (correct to second order), the wave equation itself and
the standard central difference approximation for the second order spatial derivative.
(c) Use the resulting procedure, with J = (10 +E), = 1 and N = (2 +F) 10.
(d) Plot the displacement of the string at time t = and produce a contour plot of the solution for 0 x ; 0 t .
116
PDE Toolbox: Basics
The PDE Toolbox
The PDE toolbox is included within MATLAB and enables the solution of certain partial differential
equations in two spatial dimensions and time. The solutions are obtained by the nite element
method.
The PDE toolbox provides the user with the ability to:
1. completely dene a problem, in terms of the differential equation, the region over which the
solution is required and the boundary conditions;
2. solve the problem by automatically generating a mesh, approximating the differential equation
and solving the nite element equations;
3. visualize the results.
The process can be undertaken via graphical user interface (GUI), which may be accesses by typing
pdetool at the >> prompt in the MATLAB command window.
A solution can be obtained within the GUI, without a detailed knowledge of the mathematics behind
the differential equation, the nite element approximation, or even MATLAB!!
117
PDE Toolbox: Basics
Differential Equations Included in the Toolbox
For our purposes, we can view the PDE toolbox as a facility that we can use to solve
1. the elliptic equation
div (c grad u) +au = f or

x
_
c
u
x
_

y
_
c
u
y
_
+au = f
with dened boundary conditions;
2. the parabolic equation
d
u
t
div (c gradu) +au = f or d
u
t

x
_
c
u
x
_

y
_
c
u
y
_
+au = f
with dened initial and boundary conditions;
3. the hyperbolic equation
d
2
u
2
t
div (c gradu) +au = f or d
2
u
2
t

x
_
c
u
x
_

y
_
c
u
y
_
+au = f
with dened initial and boundary conditions.
118
PDE Toolbox: Basics
Dene a Problem
The simplest way to dene a problem is to use the pdetool command to initiate the GUI.
The problem is set up using:
1. DRAW mode:
to dene the problem geometry, using solid geometry modelling. A set of solid objects
rectangle, circle, ellipse and polygonis provided. Combination operations can be performed
using set algebra;
2. BOUNDARY mode:
to specify the boundary conditions. Different types of boundary conditions may be applied on
different boundary segments;
3. PDE mode:
to specify the type of differential equation and dene the appropriate coefcients.
119
PDE Toolbox: Basics
Solve a Problem
The problem can be solved from the GUI using:
1. MESH mode:
to generate and plot the mesh. An unstructured mesh of triangles is employed;
2. SOLVE mode:
either
to solve an elliptic boundary value problem;
or
to dene initial values, specify the times at which the solution is required and solve a
parabolic or a hyperbolic problem.
After solving, you can return to MESH mode to rene the mesh and repeat the solution process.
An automatic adaptive mesh renement procedure is provided, which tries to nd the best mesh
that produces an accurate solution.
120
PDE Toolbox: Basics
Visualize the Solution
The GUI provides a range of visualization functions. These enable the formof the computed solution
to be interpreted using:
PLOT mode:
1. colour contours for scalar and vector elds;
2. arrow plots for vector elds;
3. mesh visualisation;
4. animation of the solution for parabolic and hyperbolic problems.
121
PDE Toolbox: Example 1
Example 1
To illustrate the use of the PDE toolbox, consider the solution of the following elliptic boundary value
problem:
1. The partial differential equation
2
u
x
2
+

2
u
y
2
= 40 or div (gradu) = 40
2. The region where the solution is required
=0.5 x, y 0.5
3. The condition to be imposed on the boundary of
Dirichlet type: u = 1.0 on
Application areas for this sort of problem include heat conduction, ideal uid ow and elastic mem-
brane deformation.
122
Step 1: Open the GUI
Type pdetool at the MATLAB prompt in the command window.
When the GUI appears, turn on the grid by selecting Grid from the Options menu.
123
Step 2: Dene the Region
Select the Rectangle/Square object from the Draw menu. Press the plain rectangle button and place
the cursor at one corner of .
Clickanddrag, using the left mouse button, to create the square region . This is assigned the
label R1.
124
Step 3: Dene the Boundary Conditions on
Select Boundary Mode from the Boundary menu. The boundary segments are then indicated by
colored lines with arrows.
The colour indicates the type of boundary condition being applied. The default condition is Dirichlet
type, which is coloured red.
125
Step 3: Dene the Boundary Conditions on (continued)
Select Specify Boundary Conditions from the Boundary menu. The Boundary Condition dialog
box appears. Select the Dirichlet condition type and, to impose the required condition u = 1 on
for this example, enter 1 for h and 1.0 for r.
Boundary conditions can be applied/changed by clicking on one boundary segment, by shiftclicking
to select multiple segments, or by using the Edit menu and Select All to select all segments.
Selected segments are coloured in black.
126
Step 4: Dene the Partial Differential Equation
Select PDE Specification from the PDE menu. The PDE Specification dialog box will appear.
For this example, select the PDE type to be elliptic and dene the relevant equation by setting
c = 1, a = 0 and f = 40.
127
Step 5: Generate an Initial Mesh of Triangles
The region is represented by a mesh of triangles. The mesh is created and displayed by selecting
the option Initialize Mesh from the Mesh menu.
128
Step 6: Generate a Rened Mesh of Triangles
If the initial mesh is regarded as being too coarse, it can be rened by selecting the Refine Mesh
option from the Mesh menu.
The quality of the mesh can be improved by using the Jiggle Mesh option.
129
Step 7: Solve the Problem
Select Solve PDE from the Solve menu to solve the problem that has been dened.
The solution is displayed in the form of a plot, using interpolated colouring and a linear colour map.
130
Step 8: Visualise the Solution
Plot Selection: other plotting modes can be selected to help in visualising the solution. Select
Parameters from the Plot menu to access the Plot Selection dialog box.
Select both Color and Height.
Select both interpolated shading and continuous plot style.
Select Show mesh.
Press the Plot button to obtain the plot.
131
Step 8: Visualise the Solution (continued)
The plot can be rotated using the mouse and can be viewed from different angles.
132
Example 2
The second example again involves the solution of an elliptic equation, but this time the domain ,
and the boundary conditions to be imposed on the boundary of , are more complicated.
1. The partial differential equation remains the same:
2
u
x
2
+

2
u
y
2
= 40 or div (gradu) = 40
2. The region where the solution is required is shown on the next page and consists of a region
formed by the union of a square and four circles;
3. The conditions to be imposed on the boundary of :
Dirichlet type: u = 1 on the boundary of the square
Neumann type: n gradu = u/n = 1 on the boundary of the circles.
133
Dening the Domain :
Draw the square R1 dened by 0.5 x, y 0.5 as before. Draw the circles C1, E1, E2, E3, as
illustrated, with each circle being centred at a corner of the square and of radius 0.2. The region
is dened by the set formula = R1 +C1 +E1 +E2 +E3.
134
Setting Boundary Conditions:
Select Boundary Mode from the Boundary menu. The boundaries of are shown in red. Sub
domain boundaries, i.e. boundaries of the square and circles which now lie inside , are shown in
gray.
135
Setting Boundary Conditions (continued):
Select Remove All Subdomain Borders from the Boundary menu and the subdomain boundaries
are removed. Note that segments along which Dirichlet type conditions are dened are coloured
red, while blue is used for the segments which are dened to be subjected to Neumann conditions.
Segments for which a mixed Dirichlet/Neumann condition is dened are shown in green.
136
Setting Boundary Conditions (continued):
Initially, specify the boundary conditions on all segments to be of Dirichlet type and dene the values
h = 1, r = 1.0 required to be imposed on the sides of the square. Then, use Shift and click to
select all the boundary segments that consist of circular arcs. These segments are coloured black
and are indicated with arrows, as shown in the gure.
Double clicking anywhere on these boundary segments opens the Boundary Conditions dialog
box. Choose the Neumann condition and obtain the required boundary condition by setting q = 0
and g = 1.
137
Dening the Partial Differential Equation:
Select the elliptic equation option and specify the parameters as before.
Mesh Generation:
Generate a triangular mesh. Select the renement option and jiggle the mesh once or twice. A
mesh constructed in this fashion is shown in the gure.
138
Solving the Equation and Visualization of the Solution:
Solve the partial differential equation as before and plot the coloured contours of the solution.
139
Solution Visualization:
A 3D representation of the solution may be obtained by selecting the visualization parameters in the
manner described previously.
140
Extracting Numerical Data:
Although contour plots may be used to gain an understanding of the nature of the solution, the
engineer is frequently interested in obtaining specic information about the solution e.g. the actual
value of the solution at specied locations.
Upon completion of the solution process, the value, u
value
, of the computed solution u at the point
with coordinates (a, b) may be determined by
1. selecting Export Mesh from the Mesh menu and clicking the OK button;
2. selecting Export Solution from the Solve menu and clicking the OK button;
3. typing [u value,tri num]=tri2grid(p,t,u,a,b) in the command window.
The value of u at (a, b) will be displayed, together with the number of the triangle in the mesh that
contains the point (a, b).
141
Problems: 7
7.1 A certain elastic membrane covers the region formed by the union of a rectangle, of side lengths 2 and 0.75,
and a semicircle of diameter 2. Under certain loading conditions, the deection u(x, y) of the membrane satises the
differential equation
div (gradu) = 10 in
and the Dirichlet condition u = 0 at the boundary of . Use the PDE toolbox to obtain plots of an approximation to
the deection distribution.
7.2 The distribution of temperature u(x, y) in a rectangular plate satises the differential equation
div (gradu) = 0 0 x 3 0 y 1
The points a, b, c, d, e, f are located at (0, 0), (1, 0), (3, 0), (3, 1), (1, 1), (0, 1) respectively, as illustrated in the gure,
and the plate is subjected to the Dirichlet condition u = 0 on the edge af, the Dirichlet condition u = 100 on the edges
dc, ed, bc and the Neumann condition u/n = 0 on the thermally insulated edges fe, ab.
a b
c
d
e
f
Use the PDE toolbox to obtain a plot of an approximate representation of the temperature distribution in the plate and
determine approximations to the value of the temperature at the points (0.5, 0.5) and (2, 0.5).
142

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Engineering Analysis III

h, where is a known constant. At a given time, t = 0, when the height of water in

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