ASTU Lecture 05: Numerical Methods in MATLAB

Adama Science and Technology
University
Lecture 05: Applications of MATLAB

• Solving nonlinear equations
• Numerical differentiation
• Numerical integration
• Solving ODEs
• Curve Fitting
1. Soving Nonlinear Equation
Nonlinear Equation
f ( x)  0, a  x  b
(Question) The velocity equation of a

parachute in free fall is as follows:
gm 
ct
v: fall speed c: braking factor m: mass
v (1  e ) g: gravitational acceleration
m
c
Is it possible to find the braking factor c that causes a
paratrooper with m = 68kg to have a fall speed of 40m/s
in 10seconds after free fall?
(Answer) Numerically possible
From the given equation
10 c
gm 
ct
9.81 68 
f (c )  (1  e m
)v  (1  e 68
)  40
c c
c is a solution so that f(c)= 0.
60
50
f(c) 4030
solution
20
10
-10
0 5 10 15 20 c
(Theorem) Existence of a solution
If a function f(x) is continuous on the interval [a,b] and
f(a)f(b) < 0, at least one solution satisfying f(x)= 0
exists within the interval.
f(a) f(a)
b b
x x
a a
f(b) f(b)
When more than one solution exists in the interval, the
interval may be appropriately adjusted to include only
one solution. Repeat this process to find all solutions.
Newton-Raphson Method
A method to obtain x=  by iteratively approximating
starting from the initial value x0 and the slope of f(x).
Step 1: The straight line passing through (x0, f(x0))
with the slope f'(x0) at x0 is
y  f ( x0 )  f' ( x0 )( x  x0 )
The intersection point x1 with the
x-axis can be obtained from
inserting y= 0.
f ( x0 )
x1  x0  '
f ( x0 )
Step 2: Next, from the new point (x1, f(x1)), the
straight line passing through this point with the slope
f'(x1) at x1 is
y  f ( x1 )  f '( x1 )( x  x1 )
The intersection point x2 with the
x-axis can be obtained from
inserting y= 0.
f ( x1 )
x2  x1  '
f ( x1 )
Step n: Repeat this procedure to get the point (xn,
f(xn)), and the straight line passing through this point
with the slope f'(xn) at xn is
y  f ( xn )  f '( xn )( x  xn )
The intersection point xn+1 with
the x-axis can be obtained from
inserting y= 0.
f ( xn )
xn 1  xn  ' (n  0,1, 2,3,...)
f ( xn )
Stop Condition
Absolute error: |xn+1-xn|  1 or
|f(xn+1)|  2
xn 1  xn
Relative error:  3
xn 1
where 1, 2 and 3 are the bounds for the absolute and
relative errors.
To find the root of e-x= sinx, 0x1 using the Newton-
Raphson method, let f(x)= e-x-sinx and x0= 0. Since
f(x)= -e-x-cosx,
(1) x0= 0, f(x0)= 1, f(x0)= -1-1= -2
f ( x0 ) 1
x1  x0  '  0  0.5
f ( x0 ) 2
(2) x1= 0.5, f(x1)= 0.127, f(x1)= -1.484
f ( x1 ) 0.127
x2  x1  '  0.5   0.586
f ( x1 ) 1.484
(3) x2= 0.586, f(x2)= 0.004, f(x2)= -1.390
f ( x2 ) 0.004
x3  x2  '  0.586   0.5885
f ( x2 ) 1.390
Example 1: Write a script m-file that obtains the
solution of f(x)= e-x-sinx= 0 in three steps using the
Newton-Raphson method with x0= 0.
x= 0;
f= @(x) exp(-x)-sin(x);
df= @(x) -exp(-x)-cos(x);
for i= 1:3
x= x-f(x)/df(x)
end
x = 0.5000
x = 0.5856
x = 0.5885
Example 2: Write a function function that obtains the
solution of f(x)= e-x-sinx= 0 using the Newton-Raphson
method with x0= 0.
function x= NewRap(f,df,x0) % Script m-file
eps= 1e-6; x= x0; f= @(x) exp(-x)-sin(x);
for i= 1:50 df= @(x) -exp(-x)-cos(x)
x= x-f(x)/df(x); x0= 0;
if abs(x-x0) < eps x= NewRap(f,df,x0)
return;
end
x0= x; x= 0.5885
end
disp('Unsuccessfully finished')
Secant Method
A method to obtain x=  by using
the approximate derivative
instead of f'(x) and iteratively
approximates it starting from the
two initial values x0 and x1.
Step 1: Straight line passing

through two points (x0, f(x0)), (x1,
f(x1)) is
f ( x1 )  f ( x0 )
y  f ( x1 )  ( x  x1 )
x1  x0
If the intersection of the straight
line and the x-axis is x2, then y= 0
at this point. Inserting y= 0 into
the previous equation yields
x1  x0
x2  x1  f ( x1 )
f ( x1 )  f ( x0 )
Step 2: Straight line passing
through two points (x1, f(x1)), (x2,
f(x2)), is
f ( x2 )  f ( x1 )
y  f ( x2 )  ( x  x2 )
x2  x1
If the intersection of the straight line
and the x-axis is x3, then y= 0 at this
point. Inserting y= 0 into the
previous equation yields
x2  x1
x3  x2  f ( x2 )
f ( x2 )  f ( x1 )
Step n: By repeating this procedure,
we get the general formula as
xn  xn 1
xn 1  xn  f ( xn ) (n  0,1, 2,)
f ( xn )  f ( xn 1 )
To find the root of e-x= sinx, 0x1 using the Secand
method, let f(x)= e-x-sinx with x0= 0 and x1= 1.
(1) x0= 0, f(x0)= 1 and x1= 1, f(x1)= -0.4736

x1  x0
x2  x1  f ( x1 )  0.6786
f ( x1 )  f ( x0 )
(2) x2= 0.6786, f(x2)= -0.1204
x2  x1
x3  x2  f ( x2 )  0.5691
f ( x2 )  f ( x1 )
(3) x3= 0.5691, f(x3)= 0.0272
x3  x2
x4  x3  f ( x3 )  0.5893
f ( x3 )  f ( x2 )
Example 3: Write a script m-file that obtains the
solution of f(x)= e-x-sinx= 0 in three steps using the
Secand method with x0= 0 and x1= 1.
x0= 0; f0= f(x0); x1= 1; f1= f(x1);
for i= 1:3
x2= x1-f1*(x1-x0)/(f1-f0);
f2= f(x2); [x2 f2]
x0= x1; x1= x2; f0= f1; f1= f2;
end
ans = 0.6786 -0.1204
ans = 0.5691 0.0272
ans = 0.5893 -0.0010
Example 4: Write a function function that obtains the
solution of f(x)= e-x-sinx= 0 using the Secand method
with x0= 0 and x1= 1.
function x= Secant(f,x0,x1) x0= x1; x1= x2;
eps= 1e-6; f0= f1; f1= f2;
f0= f(x0); f1= f(x1); end
for i= 1:50 disp('Unsuccessfully finished')
x2= x1-f1*(x1-x0)/(f1-f0);
if abs(x2-x1) < eps % Script m-file
x= (x1+x2)/2; f= @(x) exp(-x)-sin(x);
return; x0= 0; x1= 1;
end x= Secant(f,x0,x1)
f2= f(x2); x= 0.5885
MATLAB fzero
x= fzero(fun,x0) % find a zero of the function fun near
x0, if x0 is a scalar.
x0= 0;
x = fzero(f, x0)
x=
0.5885
2. Numerical Differentiation
Numerical Differentiation
df ( x)
f ( x) 
'
dx
f ( x  x)  f ( x)
 lim
x  0 x
(Question) Given a function f(x) that is complex or

difficult to obtain its first derivative f'(x) analytically,
can it be approximated?
For example, f ( x)  sin(e  x x 2  1)
3-Point Formula
Three interpolation points ( 0, f( 0)), ( 1, f( 1)), ( 2, f(
2)) are given. 0, 1 and 2 are equally spaced with step
size ℎ as 1= 0+h, 2= 1+h.
h h
x0 x1 x2
Step 1. Obtain the Lagrange polynomial using the three
points ( x  x )( x  x ) ( x  x )( x  x )
P2 ( x)  1 2
f ( x0 )  0 2
f ( x1 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 )
( x  x0 )( x  x1 )
 f ( x2 )
( x2  x0 )( x2  x1 )
Step 2. Differentiate both sides once
2 x  x1  x2 2 x  x0  x2
P ( x) 
2
'
f ( x0 )  f ( x1 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 )
2 x  x0  x1
 f ( x2 )
( x2  x0 )( x2  x1 )
Step 3. Find the derivative at each interpolation point.

For x= x0, f' ( x0 )  P2' ( x) x  x  P2' ( x0 )
0
For x= x1, f' ( x1 )  P2' ( x1 )

For x= x2, f' ( x2 )  P2' ( x2 )
3-Point Formula
1
 f ( x0 )  2h [3 f ( x0 )  4 f ( x1 )  f ( x2 )] ( j  0)
'
1
 f ( x j )  2h [ f ( x j 1 )  f ( x j 1 )] ( j  1, 2,..., n  1)
'
1
 f ( xn )  2h [ f ( xn  2 )  4 f ( xn 1 )  3 f ( xn )] ( j  n)
'
f ' ( x0 ) f ' ( x1 ) f ' ( xn )
x0 x1 x2 x3 ... xn-2 xn-1 xn

formula  formula  formula 
5-Point Formula
 f(xj) [25f(xj)+48f(xj+h)36f(xj+2h)+
16f(xj+3h)3f(xj+4h)]/(12h)
(j= 0,1)
 f(xj) [f(xj2h)8f(xjh)+8f(xj+h)f(xj+2h)] /(12h)
(j= 2, 3,…, n-2)
 f(xj) [3f(xj4h)16f(xj3h)+36f(xj2h)
48f(xjh)+25f(xj)]/(12h)
(j= n-1, n)
Four data are taken from

f ( x)  cos( x), x  [1, 2]
2
as (-1,0), (-0.5,0.707), (0,1), (0.5,0.707)
From data, h= 0.1, f(x0)= 0, f(x1)= 0.707, f(x2)= 1,

f(x3)= 0.707
Applying the three-point formula gives
1
f ( x0 )  [3 f ( x0 )  4 f ( x1 )  f ( x2 )]
'
2h
1
 (3  0  4  0.707  1)  1.828
2  0.5
1 1
f ( x1 )  [ f ( x0 )  f ( x2 )] 
'
(0  1)  1
2h 2  0.5
1
f ( x2 )  [ f ( x1 )  f ( x3 )]
'
2h
1
 (0.707  0.707)  0
2  0.5
1
f ( x3 )  [ f ( x1 )  4 f ( x2 )  3 f ( x3 )]
'
2h
1
 (0.707  4 1  3  0.707)  1.172
2  0.5

f ( x)  cos( x)
2
 
f '( x)   sin( x)
2 2
Example 5: Write a script m-file program that obtains
f'(x) using the three-point formula where h= 0.02.
f ( x)  sin(e 0.1x x 2  1), x  0, 0.1, 0.2, , 0.5
h= 0.1; h2= 2*h; df

x= 0:h:0.5;
f= sin(exp(-0.1*x).*sqrt(x.^2+1)); df =
n= length(f); -0.0533 -0.0011 0.0488
df(1)= (-3*f(1)+4*f(2)-f(3))/h2; 0.0925 0.1277 0.1583
for i= 2:n-1
df(i)= (-f(i-1)+f(i+1))/ h2;
end
df(n)= (f(n-2)-4*f(n-1)+3*f(n))/ h2;
Example 6: Write a function program that accepts f(x)
and the range a and b as inputs and returns the x vector
and the first derivative df as outputs using a three-
point formula.
function [x,df]= diff3p(f,a,b)
h= 0.02; h2= 2*h; x= a:h:b;
n= length(x);
df(1)= (-3*f(x(1))+4*f(x(2))-f(x(3)))/h2;
for i= 2:n-1
df(i)= (-f(x(i-1))+f(x(i+1)))/h2;
end
df(n)= (f(x(n-2))-4*f(x(n-1))+3*f(x(n)))/h2;
Example 7: Call the diff3p function to calculate f'(x)
and plot f(x) and f'(x).
f ( x)  sin(e 0.1x x 2  1), x  [0, 20]
f= @(x) sin(exp(-0.1*x).*sqrt(x.^2+1));
a= 0; b= 20;
[x,df]= diff3p(f,a,b); 1
f(x)
df(x)
plot(x,f(x),'b',x,df,'r','linewidth',2)
0.5
legend('f(x)','df(x)')
xlabel('x') 0
-0.5
0 5 10 15 20
x
3. Numerical Integration
Numerical Integration
b
S   f ( x)dx
a
 F ( x) a  F (b)  F (a)
b
(Question) In definite integral problems, it is sometimes

difficult to know the anti-derivative F(x) of the integrand
analytically. Can the integral be approximated?
2
For example, S   sin(e  x x 2  1)dx
0

Trapezoidal Rule
Connect two consecutive points with a straight line,
that is, derive an integral formula based on the
approximate first-order Lagrange polynomial of f(x).
Given two points (xk-1, f(xk-1)), f(x)
(xk, f(xk)) and h= xk–xk-1, the f(xk-1)
straight line passing through f(xk)
the two points is P1(x)
Sk
x
xk-1 xk
h
x  xk x  xk 1
P1 ( x)  f ( xk 1 )  f ( xk )
xk 1  xk xk  xk 1
f ( xk 1 ) f ( xk )
 ( x  xk )  ( x  xk 1 )
h h
xk
Sk   P1 ( x)dx
xk 1
f ( xk 1 ) xk f ( xk ) xk

h  xk 1
( x  xk )dx 
h  xk 1
( x  xk 1 )dx
f ( xk 1 ) 2 xk f ( xk ) 2 xk
 ( x  xk x)  ( x  xk 1 x)
h xk 1 h xk 1
h
 [ f ( xk 1 )  f ( xk )] (k  1, 2,.., n)
2
So, the final integral is
b
S   f ( x)dx  S1  S 2  ...  S n
a
h h h
 [ f ( x0 )  f ( x1 )]  [ f ( x1 )  f ( x2 )]  [ f ( xn 1 )  f ( xn )]
2 2 2
h
 [ f ( x0 )  2 f ( x1 )  ...  2 f ( xn 1 )  f ( xn )]
2
Trapzoidal Rule for Integration
b
S   f ( x)dx
a
h
 [ f ( x0 )  2 f ( x1 )  ...  2 f ( xn 1 )  f ( xn )]
2
2
Consider S   (1/ x)dx . Divide the interval [1, 2]
1
into quarters and applying the trapezoidal rule gives
h= (b-a)/n= 1/4= 0.25 h h h h
x0= 1, f(x0)= 1, x0 x1 x2 x3 x4
x1= 1.25, f(x1)= 1/1.25= 0.8000
x2= 1.5, f(x2)= 1/1.5= 0.6667
x3= 1.75, f(x3)= 1/1.75= 0.5714
x4= 2, f(x4)= 1/2= 0.5
h
S  [ f ( x0 )  2 f ( x1 )  2 f ( x2 )  2 f ( x3 )  f ( x4 )]
2
1
 (1  2  0.8  2  0.6667  2  0.5714  0.5)  0.6970
8
Example 8: Write a function function program that
accepts f(x) and a, b as inputs and returns the integral
S using the trapezoidal rule.
function S= TrapzInt(f,a,b)
h= 0.01;
x= a:h:b;
fx= f(x);
S= 0.5*h*(fx(1)+2*sum(fx(2:end-1))+fx(end));
Example 9: Call the TrapzInt function to calculate S.
2
S   sin(e x
x  1)dx
2
0
f= @(x) sin(exp(-x).*sqrt(x.^2+1));
a= 1; b= 2*pi;
S= TrapzInt(f,a,b)
S1= integral(f,a,b) % MATLAB built-in function
S=
0.8069
S1 =
0.8070
Simpson's Rule
An integral formula is derived based on a second-order
Lagrange polynomial that connects three consecutive
points of f(x).
Given three points (xk-2, f(xk-2)), f(x)
(xk-1, f(xk-1)), (xk, f(xk)) and h= f(xk-2)
xk–xk-1, the 2nd-order Lagrange f(xk)
polynomial passing through f(xk-1) P2(x)
the three points is Sk/2
x
xk-2
h xk-1 h xk
( x  xk 1 )( x  xk ) ( x  xk  2 )( x  xk )
P2 ( x)  f ( xk  2 )  f ( xk 1 )
( xk  2  xk 1 )( xk  2  xk ) ( xk 1  xk  2 )( xk 1  xk )
( x  xk  2 )( x  xk 1 )
 f ( xk )
( xk  xk  2 )( xk  xk 1 )
Thus,
f ( xk  2 ) f ( xk 1 )
P2 ( x)  ( x  xk 1 )( x  xk )  ( x  xk  2 )( x  xk )
2h 2
h 2
f ( xk )
 2
( x  xk  2 )( x  xk 1 )
2h
Finding the integral of a subinterval yields
xk
Sk /2   P2 ( x)dx
xk 2
h
 [ f ( xk  2 )  4 f ( xk 1 )  f ( xk )] (k  2, 4,.., n)
3
So, the approximate integral is
b
S   f ( x)dx  S1  S 2  ...  Sn /2
a
h h
 [ f ( x0 )  4 f ( x1 )  f ( x2 )]  [ f ( x2 )  4 f ( x3 )  f ( x4 )]  ...
3 3
h
 [ f ( xn  2 )  4 f ( xn 1 )  f ( xn )]
3
h
 { f ( x0 )  4[ f ( x1 )  f ( x3 )  ...  f ( xn 1 )] 
3
2[ f ( x2 )  f ( x4 )  ...  f ( xn  2 )]  f ( xn )}
Simpson's Rule for Integration
b
S   f ( x)dx
a
h
 { f ( x0 )  4[ f ( x1 )  f ( x3 )  ...  f ( xn 1 )] 
3
2[ f ( x2 )  f ( x4 )  ...  f ( xn  2 )]  f ( xn )}
2
Consider S   (1/ x)dx . Divide the interval [1, 2]
1
into 4 subintervals and the Simpson's rule gives
h= (b-a)/n= 1/4= 0.25
x0= 1, f(x0)= 1,
x1= 1.25, f(x1)= 1/1.25= 0.8000
x2= 1.5, f(x2)= 1/1.5= 0.6667
x3= 1.75, f(x3)= 1/1.75= 0.5714
x4= 2, f(x4)= 1/2= 0.5
h
S  [ f ( x0 )  4 f ( x1 )  2 f ( x2 )  4 f ( x3 )  f ( x4 )]
3
1
 (1  4  0.8  2  0.6667  4  0.5714  0.5)  0.6933
12
accepts f(x) and a, b as inputs and returns the integral
S using the Simpson's rule.
function S= SimpInt(f,a,b)
n= 101; h= (b-a)/(n-1);
x= linspace(a,b,n);
fx= f(x);
Seven= sum(fx(2:2:n-1));
Sodd= sum(fx(3:2:n-2));
S= h/3*(fx(1)+4*Seven+2*Sodd+fx(end));
Example 11: Call the SimpInt function to calculate S.
2
S   sin(e x
x  1)dx
2
0
f= @(x) sin(exp(-x).*sqrt(x.^2+1));
a= 1; b= 2*pi;
S= SimpInt(f,a,b)
S1= integral(f,a,b) % MATLAB built-in function
S=
0.8070
S1 =
0.8070
MATLAB integral
S= integral(fun,a,b) % approximates the integral of
function fun from a to b. fun must be a function handle.
a and b can be -inf or inf.
f= @(x) 2*pi*x.*sqrt(1+4*x.^2);
a= 1; b= 2;
S= integral(f,a,b)
S=
30.8465
4. Solving ODEs
First-Order ODE
y ' (t )  f (t , y (t )), y (a) (a  t  b)
First, if the given interval [a,b] is divided into N equal

intervals,
h= (b-a)/N
h h
t
a= t0 t1 t2 … tN= b
4. Solving ODEs
Euler's Method
Expanding the Taylor series to derive the Euler's
method gives
y(tn+1)= y(tn+h)= y(tn)+hy(tn)+O(h2)
where O(h2) is the truncation
y(t)
error and is omitted. y(tn+1)
Rewriting the equation yields y(tn)
y(tn+1)= y(tn)+hy(tn)
h
= y(tn)+hf(tn,y(tn))
t
tn tn+1
4. Solving ODEs
Euler's General Equation
y(tn+1)= y(tn)+hf(tn,y(tn)), y(t0)= y(a)
(n= 0,1,2,…,N-1)
Given the following ODE, find y(t3) by the Euler's
method where N= 10.
y ' (t )  2 y (t )  t  1, y (0)  0
(0  t  2)
From the problem
f(t,y(t))= 2y(t)-t+1, y(0)= 0
h= (b-a)/N= (2-0)/10= 0.2
tn= a+nh= 0.2n (n= 0,1,2,3)
4. Solving ODEs
(1) n= 0, t1= 0.2 y(t)
y(t1)= y(t0)+hf(t0,y(t0)) 0.736

y(t3)
= 0+0.2(2 0-0+1)= 0.2 0.44
y(t2)
(2) n= 1, t2= 0.4 0.2

y(t0) y(t1)
y(t2)= y(t1)+hf(t1,y(t1)) t
a= t0 t1 t2 t3
= 0.2+0.2 (20.2-0.2+1)= 0.44
(2) n= 3, t3= 0.6
y(t3)= y(t2)+hf(t2,y(t2))
= 0.4+0.2(20.44-0.4+1)= 0.736
4. Solving ODEs
accepts f(t,y(t)), t, y and h as inputs and returns the
updated y using the Euler's method.
function y= Euler(f,t,y,h)
y= y+h*f(t,y);
y(tn+1)= y(tn)+hf(tn,y(tn)), y(t0)= y(a)

(n= 0,1,2,…,N-1)
4. Solving ODEs
Example 13: Call the Euler function to calculate y(t).
y ' (t )  2 y (t )  e t , y (0)  0 (0  t  10)
f= @(t,y) -2*y+exp(-t);
t= 0; y= 0; h= 0.02; buf= [t y];
0.3
0.25
for i= 1:500 0.2
y= Euler(f,t,y,h); 0.15
t= t+h; 0.1
buf= [buf; t y]; 0.05
end 0
0 2 4
t
6 8 10
plot(buf(:,1),buf(:,2),'linewidth',2)
xlabel('t'), ylabel('y(t)')
4. Solving ODEs
2nd-Order Runge-Kutta Method
Expanding the Taylor series to derive the 2nd-order
Runge-Kutta method gives
2
h ''
y (tn 1 )  y (tn )  hy (tn )  y (tn )  O(h3 )
'
2
where O(h3) is the truncation error and is omitted.
Substituting y ' (t )  f (t , y (t )), y '' (t )  f ' (t , y (t )) into
the equation and rewriting yields
h2 '
y (tn 1 )  y (tn )  hf (tn , y (tn ))  f (tn , y (tn ))
2
h '
 y (tn )  h[ f (tn , y (tn ))  f (tn , y (tn ))]
2
4. Solving ODEs
h '
y (tn 1 )  y (tn )  h[ f (tn , y (tn ))  f (tn , y (tn ))]
2
 y (tn )  hT (t , y (t ))
h '
where T (t , y (t ))  f (tn , y (tn ))  f (tn , y (tn )) 
2
Applying the chain rule
df f f '
f (t , y ) 
'
  y
dt t y
to  yields
h f h ' f
T (t , y (t ))  f (t , y (t ))  (t , y (t ))  y (t )  (t , y (t ))
2 t 2 y

4. Solving ODEs
From Taylor's theorem for two-variable function
T (t , y (t ))  af (t   , y (t )   )
f f
 a{ f (t , y (t ))   (t , y (t ))   (t , y (t ))}
t y

Comparing  with  gives
h h ' h
a  1,   ,   y (t )  f (t , y (t ))
2 2 2
Therefore,
4. Solving ODEs
y (tn 1 )  y (tn )  h  T (tn , y (tn ))  y (tn )  h  af (tn   , y (tn )   )
h h
 y (tn )  hf [tn  , y (tn )  f (tn , y (tn ))]
2 2
Rewriting this equation gives
The General Equation
y (tn 1 )  y (tn )  K 2
where K1  hf (tn , y (tn ))
h K1
K 2  hf (tn  , y (tn )  )
2 2
y (t0 )  y (a) (n  0,1, 2, , N  1)
4. Solving ODEs
updated y using the 2nd-order Runge-Kutta method.
function y= RK2(f,t,y,h)
K1= h*f(t,y);
K2= h*f(t+0.5*h,y+0.5*K1);
y= y+K2;
y (tn 1 )  y (tn )  K 2
h K1
K 2  hf (tn  , y (tn )  )
2 2
4. Solving ODEs
Example 15: Call the RK2 function to calculate y(t).
y ' (t )  2 y (t )  e t , y (0)  0 (0  t  10)
f= @(t,y) -2*y+exp(-t);
t= 0; y= 0; h= 0.02; buf= [t y];
0.3
0.25
for i= 1:500 0.2
y= RK2(f,t,y,h); 0.15
t= t+h; 0.1
buf= [buf; t y]; 0.05
end 0
0 2 4
t
6 8 10
4. Solving ODEs
4th-Order Runge-Kutta Method
1
y (tn 1 )  y (tn )  ( K1  2 K 2  2 K 3  K 4 )
6
K 2  hf (tn  h / 2, y (tn )  K1 / 2)
K 3  hf (tn  h / 2, y (tn )  K 2 / 2)
K 4  hf (tn  h, y (tn )  K3 )
y (t0 )  y (a) (n  0,1, 2, , N  1)
4. Solving ODEs
updated y using the 4th-order Runge-Kutta method.
function y= RK4_H(f,t,y,h)
K1= h*f(t,y);
K2= h*f(t+0.5*h,y+0.5*K1);
K3= h*f(t+0.5*h,y+0.5*K2);
K4= h*f(t+h,y+K3);
y= y+(K1+2*(K2+K3)+K4)/6;
4. Solving ODEs
Example 17: Call the RK2 and RK4_H functions to
calculate y(t). y ' (t )  2 y (t )  e  t , y (0)  0 (0  t  10)
f= @(t,y) -2*y+exp(-t);
t= 0; y1= 0; y2= 0; h= 0.02; buf= [t y1 y2];
0.25
for i= 1:500 RK2

RK4
0.2
y1= RK2(f,t,y1,h);
0.15
y2= RK4_H(f,t,y2,h);
0.1
t= t+h; buf= [buf; t y1 y2];

0.05
end
0
plot(buf(:,1),buf(:,2),buf(:,1),buf(:,3),':','linewidth',2)
0 2 4
t
6 8 10
legend('RK2','RK4')
4. Solving ODEs
3rd-Order Non-Homogeneous ODEs
y  a1 
 y  a2 y  a3 y  b0 u  b1u  b2u  b3u
with y (t0 ), y (t0 ), 
y (t0 ), u (t0 ), u (t0 ), u(t0 )
Solving ODEs by the 4th-order R-K method

Step1: Write a 3rd-order ODE into three coupled 1st-
order equations by defining state variables, x1, x2, and
x3.
x1 (t )  f1 (t , x1 (t ), x2 (t ), x3 (t ), u (t ))
x2 (t )  f 2 (t , x1 (t ), x2 (t ), x3 (t ), u (t ))
x3 (t )  f3 (t , x1 (t ), x2 (t ), x3 (t ), u (t ))
4. Solving ODEs
Step2: Solve the coupled equations numerically using
the 4-order Runge-Kutta routine.
1
x1 (tn 1 )  x1 (tn )  ( K11  2 K12  2 K13  K14 )
6
1
x2 (tn 1 )  x2 (tn )  ( K 21  2 K 22  2 K 23  K 24 )
6
1
x3 (tn 1 )  x3 (tn )  ( K31  2 K32  2 K33  K34 )
6
where
K11  hf1 (tn , x1 (tn ), x2 (tn ), x3 (tn ), u (tn ))
K 21  hf 2 (tn , x1 (tn ), x2 (tn ), x3 (tn ), u (tn ))
K 31  hf3 (tn , x1 (tn ), x2 (tn ), x3 (tn ), u (tn ))
4. Solving ODEs
K12  hf1 (tn  h / 2, x1 (tn )  K11 / 2, x2 (tn )  K 21 / 2, x3 (tn )  K31 / 2, u (tn ))
K 22  hf 2 (tn  h / 2, x1 (tn )  K11 / 2, x2 (tn )  K 21 / 2, x3 (tn )  K31 / 2, u (tn ))
K 32  hf3 (tn  h / 2, x1 (tn )  K11 / 2, x2 (tn )  K 21 / 2, x3 (tn )  K31 / 2, u (tn ))
K13  hf1 (tn  h / 2, x1 (tn )  K12 / 2, x2 (tn )  K 22 / 2, x3 (tn )  K 32 / 2, u (tn ))

K 23  hf 2 (tn  h / 2, x1 (tn )  K12 / 2, x2 (tn )  K 22 / 2, x3 (tn )  K32 / 2, u (tn ))
K 33  hf3 (tn  h / 2, x1 (tn )  K12 / 2, x2 (tn )  K 22 / 2, x3 (tn )  K 32 / 2, u (tn ))
K14  hf1 (tn  h, x1 (tn )  K13 , x2 (tn )  K 23 , x3 (tn )  K33 , u (tn ))

K 24  hf 2 (tn  h, x1 (tn )  K13 , x2 (tn )  K 23 , x3 (tn )  K33 , u (tn ))
K 34  hf3 (tn  h, x1 (tn )  K13 , x2 (tn )  K 23 , x3 (tn )  K33 , u (tn ))
h  (b  a) / N , tn  a  nh (n  0,1, 2, , N )
4. Solving ODEs
accepts f(t,y(t),u(t)), t, x, u and h as inputs and returns
the updated x using the 4th-order Runge-Kutta
method.
function x= RK4(f,t,x,u,h)
K1= h*f(t,x,u);
K2= h*f(t+0.5*h,x+0.5*K1,u);
K3= h*f(t+0.5*h,x+0.5*K2,u);
K4= h*f(t+h,x+K3,u);
x= x+(K1+2*(K2+K3)+K4)/6;
4. Solving ODEs
Example 19: Call the RK4 function to calculate y(t).
x1 (t )   x1 (t )  x2 (t )
x2 (t )  2 x1 (t )  4u (t )
y (t )  x1 (t )
x1 (0)  x2 (0)  0, u (t )  1 (0  t  15)
t= 0; x= [0;0]; h= 0.01; loop= 1500;

buf= [t x(1)]; u= 1;
for i= 1:loop
x= RK4(@f,t,x,u,h);
t= t+h;
4. Solving ODEs
buf= [buf;t x(1)];
end
function xdot= f(t,x,u)

xdot= zeros(2,1); 3
xdot(1)= -x(1)+x(2);
2.5
xdot(2)= -2*x(1)+4*u; 1.5
0.5
0
0 5 10 15
t
4. Solving ODEs
MATLAB ode45
[tv,xv]= ode45(fun,tspan,x0) % integrates x'= f(t,x,u)
from time t0 to tfinal with initial conditions x0. fun is a
function handle. For a scalar t, a vector x and a scalar u,
fun(t,x,u) must return a column vector corresponding to
f(t,x,u).
u= 1;
[t,x]= ode45(@(t,x) f(t,x,u),[0 15],[0 0]);
plot(t,x(:,1))
4. Solving ODEs
function xdot= f(t,x,u)
xdot= zeros(2,1);
xdot(1)= -x(1)+x(2);
xdot(2)= -2*x(1)+4*u;
5. Curve Fitting
Curve fitting is the process of specifying the model
that provides the best fit to the specific curves in given
data set.
• Used to show general trends in data or to represent
data as a simple curve.
• A typical method is the least squares method.
y
y= ax+b
x
5. Curve Fitting
y  a0 x n  a1 x n 1  
 an 1 x  an
Model Least
Squares Model coefficients
Method (a0, a1, ..., an)
Data
(x0,y0), (x1,y1),
..., (xm,ym)
• Order of the model: n

• Number of data: m+1 (m  n)
5. Curve Fitting
Substituting the data into a given model gives
y0  a0 x0n  a1 x0n 1    an 1 x0  an   0
y1  a0 x1n  a1 x1n 1    an 1 x1  an  1

ym  a0 xmn  a1 xmn 1    an 1 xm  an   m
where 0, 1, ..., m are the
errors caused by the m
y
discrepancy between the
data and the model. Model
0 1
Rewriting in a vector form equation
yields
x
5. Curve Fitting
y  Ax  ε
where
 y0   a0  0   x0n x0n 1  x0 1
y  a     n 
 1  1  1  x1 x1n 1  x1 1
y , x , ε ,A
         
       n 
 ym   an   m   xm xmn 1  xm 1
Defining a performance index as
J ( x )   02  12  ...   m2  εT ε
 ( Ax  y )T ( Ax  y )
 x T AT Ax  x T AT y  yT Ax  yT y
5. Curve Fitting
Determination of the model coefficients results in the
problem of finding x such that J(x) is minimized.
 x J ( x )   x ( xT AT Ax  x T AT y  yT Ax  yT y )
 2 AT Ax  AT y  AT y  0
Rewriting the above equation yields
x  ( AT A) 1 AT y
The minimum value of J(x) is

J min ( xˆ )  xˆ T AT Axˆ  xˆ T AT y  yT Axˆ  yT y
 yT ( y  Axˆ )
5. Curve Fitting
Given data (-1,-0.9), (0,0), (1,1.1), we obtain y= a0x+a1
representing these points by the least squares method,
and the sum of the estimated errors. From the data
 x0 1  1 1  y0   0.9 
A   x1 1   0 1 , y   y1    0 
 x2 1  1 1  y2   1.1 
 1 1
 1 0 1   2 0
A A
T
  0 1   
 1 1 1  1 1 
0 3 

1  3 0  1/ 2 0 
1
( A A)  
T

6 0 2   0 1/ 3

5. Curve Fitting
 0.9 
1 T 1/ 2 0   1 0 1    1 
xˆ  ( A A) A y  
T
    0 
 0.067 
 0 1/ 3  1 1 1  1.1   
 
y= x+0.067
-1
0 1 x
J min ( xˆ )  yT ( y  Axˆ )
 0.9   1 1
     1 
  0.9 0 1.1 (  0    0 1   )  0.0067
 0.067 
 1.1   1 1
5. Curve Fitting
Example 20: Write a function program that accepts x, y
and n as inputs and returns p using the least squares
method.
function p= lsq(x,y,n)
a= ones(size(y));
for i= 1:n
a= [x.^i a];
end
p= inv(a'*a)*a'*y;
5. Curve Fitting
Example 21: Given 4 points (1,0), (2,2), (3,3), (4,6),
find the quadratic curve y= a0x2+a1x+a2 representing
these points by calling the lsq function.
x= [1 2 3 4]';
y= [0 2 3 6]';
p= lsq(x,y,2)
p=
0.2500
0.6500
-0.7500
5. Curve Fitting
MATLAB polyfit
p= polyfit(x,y,n) % finds the coefficients of a
polynomial p(x) of degree n that fits the data y best in a
least-squares sense. p is a row vector of length n+1
containing the polynomial coefficients in descending
powers, p(1)*x^n + p(2)*x^(n-1) +...+ p(n)*x+ p(n+1).
x= [1 2 3 4]; y= [0 2 3 6];
p= polyfit(x,y,2)
p=
0.2500 0.6500 -0.7500
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Lecture 05: Applications of MATLAB

(Question) The velocity equation of a

Step 1: Straight line passing

(1) x0= 0, f(x0)= 1 and x1= 1, f(x1)= -0.4736

(Question) Given a function f(x) that is complex or

Step 3. Find the derivative at each interpolation point.

For x= x1, f' ( x1 )  P2' ( x1 )

f ' ( x0 ) f ' ( x1 ) f ' ( xn )

x0 x1 x2 x3 ... xn-2 xn-1 xn

From data, h= 0.1, f(x0)= 0, f(x1)= 0.707, f(x2)= 1,

h= 0.1; h2= 2*h; df

(Question) In definite integral problems, it is sometimes

(Answer) Numerically possible

First, if the given interval [a,b] is divided into N equal

y(t1)= y(t0)+hf(t0,y(t0)) 0.736

(2) n= 1, t2= 0.4 0.2

y(tn+1)= y(tn)+hf(tn,y(tn)), y(t0)= y(a)

buf= [buf; t y]; 0.05

buf= [buf; t y]; 0.05

for i= 1:500 RK2

t= t+h; buf= [buf; t y1 y2];

Solving ODEs by the 4th-order R-K method

K13  hf1 (tn  h / 2, x1 (tn )  K12 / 2, x2 (tn )  K 22 / 2, x3 (tn )  K 32 / 2, u (tn ))

K14  hf1 (tn  h, x1 (tn )  K13 , x2 (tn )  K 23 , x3 (tn )  K33 , u (tn ))

t= 0; x= [0;0]; h= 0.01; loop= 1500;

function xdot= f(t,x,u)

xdot(2)= -2*x(1)+4*u; 1.5

• Order of the model: n

The minimum value of J(x) is

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xdot(2)= -2x(1)+4u; 1.5