F18XD Matlab 1

Maths for Engineers and Scientists 4: Matlab

Contents
1 Introduction to Matlab 1
1.1 What is it? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 On-line help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Using the Editor to create a new le . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 M-les . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.5 Laplace and Inverse Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . 8
1.6 The Matlab ODE solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2 Problem sets 11
2.1 Problem set 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Problem set 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.3 Problem set 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.4 Problem set 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.5 Problem set 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

1 Introduction to Matlab
These notes mostly refer to Matlab under Windows on PC Caledonia. If you would like run
Matlab at home you need to buy the program. There is a free alternative to Matlab called
Octave , which is very similar toMatlab . Most of the programs introduced in this document
(apart from those requiring Symbolic Math Toolbox for Matlab ) will run under Octave with
at most minor modications.
The following notes provide a quick summary of Matlab to allow a quick start. The booklet
An Introduction to Matlab by David F. Griths (downloadable through Vision) provides a
broader introduction to Matlab .

1.1 What is it?

Matlab is essentially a programming language and is similar to C, Pascal, Fortran and other
widely-used programming languages. (Technically it is a bit of a mixture between a compiler
and an interpreter.) It also has many built-in functions for nding approximate solutions of
mathematical problems, doing linear algebra etc. and producing good graphs of the results.
Matlab runs on most standard computer systems (PCs, Macs, Unix workstations etc.) and
looks and behaves almost the same on each one.
Matlab is widely used in higher education to teach numerical analysis and other topics because
it is much easier to learn and to use than most other programming languages. However, once
you have mastered Matlab , you will nd it easy to learn any programming languages required
1
for work in the real world or further study. Matlab is increasingly being used in industry,
both as a quick way to develop and test complex software, and for the facilities provided by the
many add-on toolboxes tailored for dierent applications. These toolboxes include nancial
modelling, image enhancement, systems control, simulation and optimisation.

1
real world = outside university
F18XD Matlab 2

1.2 On-line help

If you know the name of the command you want to nd out about, type help *** in the
Matlab command window to get information on the Matlab
command *** or M-le
***.m (here *** stands for any command name e.g. mean, std, sum etc. listed in Section
26 of the Introduction to Matlab
). You may also type doc *** in order to get the same
information in a separate window.

Other useful help facilities for Matlab can be found in the Mathematics folder on PC-
Caldonia.

1.3 Using the Editor to create a new le

Make sure you are in your home directory.

Click on File (at the top left of the Matlab command window) and select New and then
M-file.

The Matlab Editor/Debugger window should open, and type the line below into it

avec = [1, 2, 3]
Now save the le by clicking on the File option at the top left of the editor window. Select
Save As and you should see a dialogue box opening. You need to specify a name for your
le and say what directory you want to put it in. You choose the directory in the Save
in box: pull down the arrow at its right side until you come to something that starts with
your username (it is likely to be there already).

Type myprog.m in the File name box and then click on the Save button to save your
program. It is called myprog.m and it is stored in your home directory (corresponding to
h: in Matlab).

To test this out (and check whether you have saved the le correctly), go back to the
Matlab Command Window prompt  and type myprog to try to run the M-le myprog.m.
If the program has been saved correctly you should get the response

avec =

1 2 3

If it still doesn't work then go back and carefully follow the itemised steps above again. It
is very important that you learn how to save les before you create anything complicated.

Matrices
Matlab only really deals with one type of object  rectangular matrices, whose entries can
either be numbers (real or complex), or text string characters. Matrices with only one row or
column can be treated as vectors, and 11 matrices as scalars. (See Sections 5, 8 and 15 of
An Introduction to Matlab .)
Type the lines
F18XD Matlab 3

x = [-2, 4, -8]
y = [3, 5, 7]
z = [1; 2; 3]
a = 5
A = [-1 0; 3 1]
to create two 13 (row) vectors (x and y ), a column vector (z ), a scalar (a) and a 22 matrix
(A). Note that unlike some programming languages the case of variable names does matter in
Matlab , so that a and A represent dierent quantities. Matrices are usually entered in for
loops ( An Introduction to Matlab Section 18) or using colon notation. Note that ending a
line with a semicolon ; stops the answer being displayed. Try it out.
Individual matrix entries can be referenced by indices in brackets: e.g. typing

x(2)
x(1,2)
A(2,2)
results in 4, 4 (the rst two commands refer to the same element of x), and 1. Note that a
matrix or vector will only accept positive integers as indices, so that B(12,197) is OK, whilst
B(0,1), B(2,-3), or B(1.3,1) are not.

Matrix operations
Most of matrix operations are listed in Section 15 of An Introduction to Matlab . Note that
many of these can be made to work entry-wise by typing a dot . before the operation  e.g.
A*A is the matrix A2 , whilst A.*A is the matrix with (i, j) entry equal to A(i, j)2 . Conrm this
in Matlab with the 22 matrix A below:

>> A = [-1 0 ; 3 1]
A =
-1 0
3 1

>> A*A
ans =
1 0
0 1

>> A.*A
ans =
1 0
9 1
See Section 12 and 15.9 of An Introduction to Matlab .

Matrix eigenvalues and eigenvectors

To nd eigenvalues of a matrix A we can use

>> A = [-1 0 ; 3 1]
F18XD Matlab 4

A =

-1 0
3 1

>> d=eig(A)

d =

1
-1
Vector d will contain the eigenvalues of matrix A.
To compute eigenevectors of the matrix A we type

>> A = [-1 0 ; 3 1]

A =

-1 0
3 1

>> [V,D]=eig(A)

V =

0 0.5547
1.0000 -0.8321

D =

1 0
0 -1
The columns of matrix V are eigenvectors of matrix A and the diagonal matrix D contains the
corresponding eigenvalues such that A*V = V*D.

Functions
These are introduced in Section 7 and listed in Section 26 of An Introduction to Matlab .
Note that many scalar functions apply entry wise to matrices or vectors. Try out the following
examples (remember that you can nd out what the command *** does by typing help ***).
exp(x)
sy = sqrt(y)
abs(A)
floor(sy)
ceil(sy)
max(x)
F18XD Matlab 5

for loops and colon notation

Type in the following lines

sum20 = 0
for i = 1:20
sum20 = sum20 + i
end
(the indentation isn't necessary but makes the code clearer). This code:

initialises the variable sum20 to zero;

for each integer i between 1 and 20 performs the command sum20 = sum20 + i.
The command i = 1:20 is an example of colon notation. It means all the integers between
1 and 20, starting with 1 and ending with 20. If a, b and c a:b:c means all
are numbers, then
the numbers a, a+b, a+2b, . . . ending at or just before c. The syntax is first:increment:last.
If you don't include an increment (e.g. i=1:20 above), then it is assumed to equal 1.
Type in the following lines to get a better idea of what is going on.

1:2:10
5:-7:-30
14.32:-0.2:8.5
1:20
1.24:9.1
Why does the last example give a vector whose last element is 8.24 and not 9.1?
An Introduction to Matlab Sections 18 and 20 deal with for loops and related things in detail.

if . . . else statement
The if statement allows the execution of dierent commands depending on the value of some
logical test.

a = 3;
b = 2;
if (a<b)
j = -1;
else
j = 0;
end
What is the value of j in the above example?
The code below produces a vector v = 1 2 2 2 2 3 3 3 3 3.
v = zeros(1,10);
for i = 1:10
if (i < 2)
v(i) = 1;
elseif (i > 1 && i <= 5)
v(i) = 2;
else
F18XD Matlab 6

v(i) = 3;
end
end
Section 20.2 of An Introduction to Matlab explains the if statement in more detail.

Plotting graphs
The simplest plot command has the form plot(x,y), where x and y are vectors of the same
length, n say. It plots a graph of the points (x1 , y1 ), (x2 , y2 ), . . . , (xn , yn ). For example, type
in the following lines to get a plot of sin t against t.

t = [0:0.01:2*pi];
v = sin(t);
plot(t,v)
Section 13 of An Introduction to Matlab describes how to make multi-plots, 3D plots and how
to change the axes scaling and line styles. Axis labels and a title can be added using the xlabel,
ylabel and title commands; e.g. try out the command ylabel('sin t')

Text strings
The argument of the above ylabel command is an example of a text string  i.e. a collection
of characters surrounded by single quotes. Another example is
st = 'my name is Frankenstein'
Note that both quotes are the same. Commands like disp, input and error use text strings.
Another useful command is num2str, which converts a number into a string. As an example of
how to use it and a slightly more complicated string expression, type
title(['plot of sin t up to ', num2str(2*pi)])
to label your graph.
Note that in the above example using title, the string has more than one element. If more than
one string element is used (typical when mixing words and numbers), then the string elements
to be joined together must be enclosed in square brackets and separated by commas.

1.4 M-les
Matlab can be used in two main ways. You can either type instructions directly at the prompt
or make up a le or les containing the instructions you want Matlab to execute and feed this
le (called an M-le) to Matlab . An M-le is a computer program written in Matlab 's own
language. Typing commands at the prompt is ne if you want to execute single commands, but
errors usually creep into the typing of longer expressions and sequences of operations and it is a
pain having to retype things used over and over again. In general, you should use M-les, and
the mechanism for creating them is described in Section 1.3 above.
There are two dierent kinds of M-les, script les and function les, which act in slightly
dierent ways. Script M-les act as a shorthand for a sequence of Matlab commands and are
a bit easier to use than function M-les. We discuss both types of M-les below, and Sections
10 and 22 of An Introduction to Matlab also describe them in detail.
F18XD Matlab 7

A sample script M-le

Suppose we want to write an M-le to nd the sum of the rst 20 integers, instead of typing the
commands at the Matlab prompt. The following le which we shall call S20.m (note that all
M-les end in .m) does what is required. Follow the instructions in Section 1.3 and create this
example le.

% S20 Find the sum of the first 20 integers

%
% Computes and outputs the sum 1 + 2 + ... + 20
% in the variable sum20.

% Note that this line is ignored.

sum20 = 0; %initialise sum20 to zero

for i = 1:20
sum20 = sum20 + i;
end
disp(['The value of sum20 is ',num2str(sum20)])

Typing the name S20 at the Matlab prompt will execute the M-le and should result in the
line

The value of sum20 is 210

Note that if you miss the semicolon from the line sum20 = sum20 + i then you will get a whole
lot of unwanted output. The semicolon suppresses the output.
Create the le and try it out (make sure that you have learnt how to Save les rst). Typing
help S20 will print out the lines at the top of the le that start with a % (the comment lines),
up to the rst line that doesn't start with a %. This is a very useful way of letting yourself (and
anyone else who uses your Matlab programs) know what a particular le does. It is good style
to always start an M-le with a comment line. Matlab ignores any commands that follow a %,
and so comments can be inserted in the body of the program after a %.

Sample function M-les

The following le (called mkvec.m) is a simple function M-le.

function v = mkvec(x)
%MKVEC Construct the vector [1, x, x^2, x^3] from x
% mkvec(x) returns the vector [1, x, x^2, x^3]

v = [1, x, x^2, x^3];

It contains an input argument (x), the 4component vector output argument v and a function
statement (the rst line). Write and save the le and then type mkvec(2) at the command line.
You should get the result

ans =

1 2 4 8
F18XD Matlab 8

You can use the M-le to create named vectors  for example if you type w = mkvec(6) then
you obtain

w =

1 6 36 216
instead.
Function M-les can have more than one input argument  e.g. the le mkvec2.m below:

function v = mkvec2(x,n)
%MKVEC2 Construct the vector [1, x, x^2, ..., x^n] from x and n
% mkvec2(x,n) returns the vector [1, x, x^2, ..., x^n]

for k = 0:n
v(k+1) = x^k;
end
and more than one output argument  e.g. the le mkvec3.m below:

function [v, len] = mkvec3(x,n)

%MKVEC3 Construct the vector [1, x, x^2, ..., x^n] from x and n
% [v, len] = mkvec3(x,n) returns the vector
% v = [1, x, x^2, ..., x^n] and its length len.

for k = 0:n
v(k+1) = x^k;
end
len = length(v);
You can also use dot operations to avoid loops in the previous example, e.g. as in the le
mkvec3a.m below:

function [v, len] = mkvec3a(x,n)

%MKVEC3A Construct the vector [1, x, x^2, ..., x^n] from x and n
% [v, len] = mkvec3(x,n) returns the vector
% v = [1, x, x^2, ..., x^n] and its length len.
% Does not use loops

k = 0:n;
v = x.^k;
len = length(v);
See Section 22 of An Introduction to Matlab for more details.

1.5 Laplace and Inverse Laplace transforms

To compute the Laplace and Inverse Laplace transforms we can use the functions laplace()
and ilaplace from the Matlab Symbolic Toolbox (not installed on PC Caledonia)
To comute a Laplace transform of function f (t) = t we type at the Matlab prompt
F18XD Matlab 9

>> syms t
>> f=t;
>> laplace(f)

ans = 1/s^2
To compute an inverse Laplace transform of function F (s) = 1/s2 we type

>> syms s;
>> F = 1/s^2;
>> ilaplace(F)

ans = t
The symbolic toolbox is not available in PC Caledonia labs, however, to perform the Laplace
transforms can use Maple instead. The syntax is quite similar to Matlab . To compute
Laplace transform in Maple we can type
> with(inttrans):
> f:=t:
> laplace(f, t, s);
1
s2
To compute an inverse Laplace transform we type
> with(inttrans):
> f:=1/s^2:
> invlaplace(f, s, t);
t

1.6 The Matlab ODE solvers

The Matlab ODE solvers are written to solve systems of DE's of the form

dx1
= f1 (t, x1 , x2 , x3 , . . . )
dt
dx2
= f2 (t, x1 , x2 , x3 , . . . )
dt
dx3
= f3 (t, x1 , x2 , x3 , . . . )
dt
...

i.e.
dx
= F (t, x).
dt
There are several built-in ODE solvers from which we can chose, e.g., ode45, ode23, ode113,
ode15s, ode23s, ode23tb (each solver has its advantages and disadvantages).
Below is a sample code for the solution of the system of DEs

    
d x1 1 1 x1
=
dt x2 1 2 x2

using the ode45 solver.

F18XD Matlab 10

function main
% Use ODE45 to solve
% dx_dt(1) = -1*x(1)-1*x(2)
% dx_dt(2) = 1*x(1) -2*x(2)

options=odeset('RelTol',1e-6); %set error tolerance for the ODE solver

xinit = [1;1]; %initial condition

tspan = [0,5]; %time interval

[t,X] = ode45(@F,tspan,xinit,options); %call the solver

%plot the results

figure
hold on
plot(t,X(:,1));plot(t,X(:,2),':')
legend('x1','x2');ylabel('x');xlabel('t')
return

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% rhs function x'=F(t,x)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [dx_dt]= F(t,x)
M = [-1,-1; 1,-2];
dx_dt = M*x;
return
F18XD Matlab 11

2 Problem sets
2.1 Problem set 1
1. (a) What is the semi-colon for?

(b) Generate the row vector x = (0.6, 0.7, . . . , 1.4, 1.5) using 2 colons and three numbers.

(c) Find the transpose of the vector x in (b).

(d) If A and B are nn matrices, what is the dierence between AB and A. B ? Try
it out for some 22 matrices that you choose yourself.

2. Use the colon notation to generate the vector x = (0.6, 0.7, . . . , 4.4, 4.5).

(a) Find the sum of all its elements.

(b) Find its length.

(c) Find the sum of the squares of all its elements.

Use length and sum and see Section 21.2 of An Introduction to Matlab .

3. Generate the vector x = (0, 0.1, 0.2 . . . , 10).

(a) Find the vector s whose j th element is the sine of the j th element of x.
(b) Plot vector s against x using the line style stars and put appropriate labels on the
graph.

See Section 13 of An Introduction to Matlab .

4. (a) Enter the matrix

1 1/2 1/3
A = 1/2 1/3 1/4 .
1/3 1/4 1/5

(b) Enter a vector b = (3, 1.9167, 1.4333)T (i.e. b is a column vector).

(c) Find the solution x to the linear system Ax = b (hint: use \).
Note that the matrix A is the 3 3 Hilbert matrix, and can be dened in Matlab more
simply by using the command A = hilb(3).
5. What eect do the commands format short e, format long e and format compact have
on Matlab output ? Try it out by typing pi after the various format commands. (See
help format).
6. Create

(a) a 99 identity matrix,

(b) a 79 zero matrix,

(c) a 46 matrix of ones.

Use (eye, zeros, ones).

F18XD Matlab 12

7. (a) Use the editor to create a function M-le called anysump.m which takes as input the
positive integer N, and as output the result p of the summation

N
X
p= j 2 .
j=1

(b) Compute from the Matlab command window, the value of the sum for N = 5, 10, 15, 20.

8. (a) Follow the examples in Section 13 of An Introduction to Matlab to plot f (x) =

x2 +x1 with a dashed line style. Use x = 5 : 0.05 : 5 for the x coordinates.

(b) Add labels to the x and y axes and add your name as the title of the graph.

(c) Annotate the graph to show which curve is being depicted. (legend, see the Lecture
notes)

9. (a) Follow the examples in Section 13 of An Introduction to Matlab to plot f (x) =

x + x2 x3 /10 10 with a dashed line style and g(x) = cos(x) with a solid line in
the same graph. Use x = 0 : 0.05 : 10 for the x coordinates.

(b) Add labels to the x and y axes and add your name as the title of the graph.

(c) Annotate the graph to show which curve is which and place the text f=g here near
where the curves cross. (legend, text, see the Lecture notes)

10. Write a function M-le that takes as input the positive integer n and number r, and
outputs the sum
n
X
kr .
k=1

Use it to check the identity

n
X n (n + 1) (2n + 1)
k2 =
6
k=1

for various values of n.

11. Plot an (x, y) graph for x [5, 5] when y = sin(x) + 1 x. Use the information from the
graph to help the built-in function fzero nd the root of the equation sin(x) + 1 x = 0.
F18XD Matlab 13

2.2 Problem set 2

1. Produce 4 separate graphs against x x [, ] (labelled
for appropriately), of the func-
tions (a)-(d) below all in the same Figure window (subplot).

(a) x3 /20 + x2 /10,

(b) cos x,
(c) sin2 x,
2
(d) ex .

2. (a) Write a function M-le using for loops to dene the N N tridiagonal matrix A and
vector b given by

0 ... 0
. sin(1)
.

. sin(2)


.. .. ..

A= 0 , b= ,

. . . 0
sin(N 1)

..
. sin(N )
0 0

which will work for any integer N 3. Make sure that b is a column vector. The
matrix A is called tridiagonal because all its entries are zero apart from those on or
immediately next to the diagonal.

(b) For = 1, = 4, = 1, nd the solution x of Ax = b in the case N = 4, and

nd the 42nd element of the solution x in the case N = 199. (Use the backslash \
command.)

(c) Use the command eig to nd the eigenvalues and eigenvectors of the matrix A with
N = 5, = = 1, = 2.

3. So far we have seen two ways of solving Ax = b for x where A is an N N matrix and b
an N vector:

Method Matlab commands

Gaussian elimination x = A\b;
Full inversion Ai = inv(A); x = Ai*b;

We would like to test which method takes the least cpu time.

(a) Write an function M-le where the input is the size N and the output is the time
(cputime) in seconds it takes by each of the two methods to compute the solution of
Ax = b for randomly chosen A and b (rand).
(b) Then write a second M-le for depicting the two resulting times for N = 100, 150, 200, . . . , 800.
Label the graph appropriately.

4. Newton's method for nding a solution of the equation f (x) = 0 is the following iteration.
Step 1 Make a guess at the solution (call it x1 ),
Step 2 calculate the sequence of values x2 , x3 , . . . from

f (xk )
xk+1 = xk for k = 1, 2, 3 . . . ,
f 0 (xk )
F18XD Matlab 14

Step 3 stop when |xk+1 xk | < TOL, where TOL is a small number supplied by the user
or if we reach k = 100 without nding a solution.

(a) Write a function M-le with input: TOL, initial guess x1 and output: the Newton
method approximation of the solution of cos(x) = x, and the number of steps taken
to get there. It will make life easier for you if you write the M-le in such a way that
the equation to be solved can be changed easily.

(b) Type format long e to show numbers to full precision before the next part.

(c) Find the root of cos(x) = x fzero rst of all, then apply
using the built-in function
your Newton function to the equation cos(x) = x with TOL= 10
6 and try two

dierent starting guesses x1 = 1.4 (which works) and x1 = 1.4 (which doesn't).
Does you solution agree with that from fzero? Now try a wider range of starting
guesses 2 x1 2. Is there a pattern in which starting guesses work and which do
not? (for, if, break).
F18XD Matlab 15

2.3 Problem set 3

1. (a) Follow the example in Section 23 of An Introduction to Matlab to produce a mesh
plot of z= x sech(x2 + 2y 2 ) over the square [2, 2] [2, 2] in the subplot(2,2,1).
(b) Now produce a contour plot of the function (contour) in subplot(2,2,2) and mark
it with a star at its maximum.

2. The derivative of a well-behaved function f (x) with respect to x can approximated by

various nite dierence approximations:
f (x + h) f (x) f (x + h) f (x h)
(F) : f 0 (x) , (C) : f 0 (x) .
h 2h
The labels F and C stand for forward and central respectively. The number h is usually
relatively small, and the approximations should, in theory, get better as h decreases.

(a) Write a function M-le that takes as input x and h, and outputs the forward and
central approximate derivatives of f (x) = sin1 (x).
(b) Set x = 1/2 and plot the modulus of the error in the results against h for h =
1010 , 109 , . . . , 102 . Which gives better results and why do they stop getting better
as h decreases? Use the loglog function to plot, and label the graph appropriately.
F18XD Matlab 16

2.4 Problem set 4

1. The Midpoint rule gives a relatively reliable way to approximate integrals which cannot
Rb
easily be worked out exactly. To nd
a f (x) dx, the interval axb is split into N
strips of equal width, and the function is assumed to be constant over the strip making
it easy to integrate. The contributions from all the strips are added up to give the nal
approximation. The approximation formula that results is

Zb N
X
I f (x) dx h f (xj ) IN
a j=1

where the width of the strips is h = (b a)/N and the mid points of the strips are
xj = a + h(j 21 ). The error in the approximation IN is roughly one third of the dierence
between IN/2 and IN .

R2 3
(a) Write an M-le to approximate the integral
1 sin(x ) dx with N = 8, 16, 32, . . . , 1024
strips.

(b) Tabulate the result to full precision and make an estimate of the error in the results.

2. One of the best known examples in dynamical systems and chaos theory is the Logistic
Map. It is dened by xk+1 = xk (1 xk ) for k = 1, 2, . . . with starting value x1 (0, 1).
The constant 0 < 4 controls the type of behaviour observed.

(a) Write a function M-le with inputs (controlling parameter), N (number of steps)
and x1 (starting value), and output the vector (x1 , x2 , . . . , xN ).
(b) Use this to plot xk vs k for various values of and x1 in four horizontal strips on the
same gure. (subplot).

(c) Try the case = 3.7, N = 100 with x1 = 0.7, 0.7 + 109 , 0.7 + 106 , 0.7 + 103 and
comment on how many steps it takes the results to deviate from the x1 = 0.7 case.

(d) Try the case x1 = 0.7, N = 500 with = 3.3, 3.5, 3.739, 3.835 and comment on the
pattern the solution settles into. (It might help to list the last 10 numbers in the
sequence in each case.)

3. Euler's method for solving the rst order dierential equation

dy
= f (y, t)
dt
for 0tl subject to the initial condition y(0) = a.
Step 1 Fix a small value h > 0.
Step 2 Set t0 = 0 and tn = tn1 + h.
Step 3 Find an approximation of y step-by-step from the recursion

yn+1 = yn + hf (yn , tn )

with initial value y0 = a.

If h is suciently small, this often produces a good approximation of the solution to the
above rst order initial value problem.
F18XD Matlab 17

(a) Write an M-function with inputs the parameter h and length of the interval l, and
output the two vectors t and y obtained by applying Euler's method to the initial
value problem
dy
= (1 t)y, y(0) = 1.
dt
(for end).
2
(b) The exact solution of this ODE can actually be found analytically, y(t) = ett /2 .
Plot a graph comparing the exact and the approximate solutions for 0 t 5. Use
a blue lled line for the exact solution and a green dashed line for the approximated
one. Label the graph appropriately. (plot).

(c) Use one of the built-in Matlab ODE solvers (e.g., ode15s) to solve the above ODE
and compare the resulting solution to the one obtained by the Euler's method and
to the exact solution.
F18XD Matlab 18

2.5 Problem set 5

1. Use Matlab Maple
(or ) to compute Laplace transforms from the Table of Laplace trans-
forms from the lecture notes and from the Tutorial exercises.

2. Use Matlab (or Maple ) to nd inverse Laplace transforms of the functions from the
Tutorial exercises.

3. Solve the LCR circuit example problem from the Lecture notes using the Matlab built-in
ODE solvers and compare the computed solution to the exact solution from the lecture
notes.

4. Use the Matlab build-in ODE solver to solve the following system of ODEs for t (0, 5)

dx1
= x1 + 2x2 ,
dt
dx2
= 2x1 2x2 ,
dt
x1 (0) = 2 x2 (0) = 1, ,

Compare the computed solution with the exact solution from Section 3.5 of the Lecture
notes.

5. Use the Matlab build-in ODE solver to solve the following system of ODEs for t (0, 5)

dx1
= 4x2 + (t 3) ,
dt
dx2
= x1 ,
dt
x1 (0) = 0 x2 (0) = 1, ,

where (t) is the Delta function (Hint: replace the delta function by an approximation
(t) = 1/ for t (0, ) for a suciently small , e.g.  = 0.01). Compute for dierent
values of  and compare the computed solution with the exact solution (cf., Lecture notes
Figure 3.2)

cos (2t) t < 3,
x2 (t) =
cos (2t) + 0.5 sin (2t 6) t 3.

[ubomr Baas (based on the notes by Lyonell Boulton)]