Solving Differential Equations with Simulink

Dr. R. L. Herman
UNC Wilmington, Wilmington, NC

March 11, 2016

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 1/19
Outline

1 Simulink

2 Solution of ODEs

3 First Order Differential Equations

4 Second Order Differential Equations

5 Linear Systems

6 Nonlinear Systems

7 Summary

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 2/19
Simulink

What is Simulink Logistic Equation

y' y
Graphical environment 1
1
for designing simulations s
Gain Integrator Scope
Product of Mathworks
Select and connect blocks y

Use in Differential Equations

Product 1-y
Project component of class y' = r y (1-y)
Modeling applications 1
Constant

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 3/19
Solving a Differential Equation
Consider initial value problem:
dx
= f (x), x(0) = x0 .
dt
Solution Z t
x(t) = x0 + f (x(t)) dt.
0
Think of the solution as
Z
x(t) = x 0 (t) dt.

x0 R x
input output

Figure : Schematic for a general system.

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 4/19
Simulink Model of a Differential Equation
Modeling Z Z
0
x(t) = x (t) dt = f (x(t)) dt.

Schematic

x0 R x
input output

Simulink Model

x0 1 x
f (x)
s
Integrator
Output

Figure : Model for solving x 0 = f (x).

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 5/19
First Order Differential Equation - Example 1
Solve x 0 = −4x, x(0) = 1.

x0 1 x
s
Integrator
Scope
−4
Gain

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 6/19
Simulink Workspace

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 7/19
Scilab’s Xcos Workspace

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 8/19
First Order Differential Equation - Example 1
Solve x 0 = 2 sin 3t − 4x, x(0) = 0.
1
s
Sine Wave Integrator Scope
Function
4
Gain

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 9/19
First Order Differential Equation - Example 3
Solve y 0 = 2t y + t 2 , y (1) = 1.

t2 y
u2 dy/dt 1
s
t Math Integrator1 Scope1
Function2
Clock 2/t y
1 1/t 2/t 2
2 y' = 2/t y+t , y(1)=1
u
Math Gain1
Product1
Exact solution: y(t) = t3
Function1

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 10/19
Second Order ODEs
Solve ay 00 + by 0 + cy = 0, y (0) = y0 , y 0 (0) = v0 .
Z Z
y = y 0 dx, y 0 = y 00 dx,

b c
y 00 = − y 0 − y .
a a
Second Order Constant Coefficient ODE

y'' 1 y' 1 y
s s
Integrator Integrator1 Scope

b/a y'
5
b/a

c/a y
6
c/a
Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 11/19
Linear Systems of Differential Equations
y
x 0 = ax + by 1

y 0 = cx + dy .
b
x
0
a

1 x
1 xo s
Integrator
x(0)

Scope XY Graph
1 y
2 xo s
Integrator1
y(0) Linear System of Differential Equations
y x'=ax+by
0 y'=cx+dy
d
x
-1
c

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 12/19
Coupled Oscillators

x 00 = −k1 x − b1 x 0 + k2 (y − x) + b2 (y 0 − x 0 )
y 00 = −k2 (y − x) − b2 (y 0 − x 0 ).
Damped Oscillator 1 m1 x'' = - k1 x - b1 x' + k2 (y-x) + b2 (y'-x')

x'' 1 x' 1 x
1/2
s s
1/m1 Integrator Integrator1

0
b1
5 Scope

k1
b2 (y'-x')
0
b2
5
k2 (y-x)
k2

y'' 1 y' 1 y
-1/2
s s
-1/m2 Integrator2 Integrator3 m2 y'' = - k2 (y-x) - b2 (y'-x')

Damped Oscillator 2
Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 13/19
Coupled Oscillators - Solutions

5√ 1√ 3√ 5√ 1√
       
x(t) = cos 2t cos 10t − 5 sin 2t sin 10t
4 4 5 4 4
1√ 5√ 1√ 5√ 1√
       
y (t) = 5 sin 2t sin 10t − cos 2t cos 10t
5 4 4 4 4

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 14/19
Linear Systems - Matrix Form
 0   
x 0 1 x
=
y −1 0 y

[x';y']
1 [x;y]
xos
[1;2]
Integrator
IC x

y
Scope XY Graph

0 1
-1 0 * u
Linear System of Differential Equations

Gain

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 15/19
Applications - Lotka Volterra Predator-Prey Model

x 0 = x − axy y 0 = −y + bxy .

x' Predator-Prey Model

0.02 1 x
xos
a 50 x' = x - axy
Rabbits y' = - y + bxy
IC

xy y
Product Scope

0.01 1
xos
y' y
b Foxes
XY Graph
10
IC1

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 16/19
Applications - SIR Epidemic Model

SI SI
S 0 = −β , I0 = β − γI , R 0 = γI .
N N
where N = S + I + R.

.5 -1 1
s
beta Gain
Product Integrator S

SIR Model Divide N

1
s
Integrator1 I

1
.33 s
Product1 Integrator2 R
gamma

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 17/19
Applications - Logistic Equation with Delay
Solve y 0 = ry (t)(1 − y (t − τ )) where τ > 0 provides a delayed response.

2
y' 1 y
Alpha >= 1
s
Integrator Scope
Clock
Switch to enter y=2
for t<=1
0
Solve y'=0
y

y(1-y(t-1)) 1-y(t-1) y(t-1)

Product
Logistic Equation with Delay Transport
Delay
y' = alpha y(t)(1-y(t-1)) 1
Constant

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 18/19
Summary

Demo of Simulink Models for

Simulation of Differential
1
Equations s
Sine Wave Integrator Scope
Graphical Interface Function
4
System Design
Gain
Quick Entry to
Applications
Preparation to
Engineering Applications

Thank You!
hermanr@uncw.edu

Solving ODEs with Simulink, ICTCM 2016 R. L. Herman Mar 11, 2016 19/19