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Submitted by
ANEES UR REHMAN
M.Phil. Scholar
Supervisor
DEPARTMENT OF MATHEMATICS
HAZARA UNIVERSITY MANSEHRA
2016
By
ANEES UR REHMAN
DEPARTMENT OF MATHEMATICS
HAZARA UNIVERSITY MANSEHRA
2016
ii
DECLARATION
I hereby declare that this thesis neither as a whole, nor as a part thereof has been
copied out from any source. It is further declared that I have developed this thesis
and the accompanied report entirely on the basis of my personal efforts under the
sincere guidance of my supervisor Dr. Muhammad Shahzad. No portion of the
work present in this thesis has been submitted in support of any other degree or
qualification of this or any other university or institute of learning, if found I
should stand responsible.
Signature_______________
Anees Ur Rehman
iii
CERTIFICATE
It is certified that Mr. Anees Ur Rehman has carried out all the work related to this
thesis under my supervision at the department to Mathematics, Hazara University
Mansehra.
Supervisor: ___________________
Dr. Muhammad Shahzad
Department of Mathematics,
Hazara University, Mansehra
iv
FINAL APPROVAL
ACKNOWLEDGEMENTS
I would like to express my sincere gratitude to my research supervisor Dr.
Muhammad Shahzad for the continuous support of my M.Phil. study and related
research, for his patience, motivation, and immense knowledge. His guidance
helped me in all the time of research and writing of this thesis. I could not have
imagined having a better advisor and mentor for my MPhil. study.
Also, I would like to thank my mother for supporting me spiritually throughout
writing this thesis.
vi
TABLE OF CONTENTS
Title
Page
CHAPTER 1: INTRODUCTION
1.1 Introduction
11
11
15
15
28
32
CONCLUSION
39
vii
REFERENCES
40
APPENDIX
43
43
47
48
48
51
viii
58
LIST OF FIGURES
1) Fig 2.1. Reaction process of a typical reversible reaction
2) Fig 2.2. Slow invariant manifold of a dissipative dynamical system in 3-D phase
space
3) Fig. 3.1: Species x1 and x4 go for steady state.
4) Fig. 3.2: Phase diagram for possible trajectories of the solution at discrete initial
conditions
5) Fig. 3.3: Absolute values of eigenvalues for the Jacobian at each discrete point
6) Fig. 3.4: 1-D ILDM approximation for SIM w.r.t. x1 and x4
7) Fig. 3.5: 1-D ILDM approximation along with solution trajectories
8) Fig. 3.6: 1-D ILDM approximation along with solution trajectories
9) Fig. 3.7: Solution trajectories in three-dimensional phase space
10) Fig. 3.8: A single projection curve passing through equilibrium point of 1-D
ILDM
11) Fig. 3.9: Projection curves are drawn with discrete nodes
12) Fig. 3.10: 2-D ILDM in 3-D phase space
13) Fig. 3.11: Comparing SQEM and ILDM for concentrations x1 and x4
14) Fig. 3.12: Comparing SQEM and ILDM for concentrations x1 and x5
15) Fig. 3.13: 1-D ILDM along with numerical solution of the reduced system
16) Fig. 3.14: QEM 1-D curve for the working example
17) Fig. 3.15: SQEM 1-D curve for the working example
18) Fig. 3.16: 1-D ILDM along with possible solution trajectories
19) Fig. 3.17: 1-D SQEM plot in 2D phase space
ix
LIST OF SYMBOLS
(Equation) Page
Roman Letters
A
(2.2) 5
(2.2) 5
(2.2) 5
(2.2) 5
(2.13) 9
(3.6) 13
(2.13) 9
(3.4) 12
Gj
(3.2) 11
Jacobian of G
(3.4) 12
Molecular matrix
(3.1) 11
(3.7) 13
Pi
Pi
(3.45) 26
Rj
(2.3) 5
(3.45) 26
(2.9) 8
(3.9) 14
(2.13) 9
QH
(2.13) 9
Qf
(2.10) 8
(2.11) 8
Number of molecules of A
(2.2) 5
(2.5) 6
Number of molecules of B
(2.2) 5
(3.7) 13
(3.11) 14
(2.5) 6
Number of molecules of C
(2.2) 5
(2.6) 6
Number of molecules of D
(2.2) 5
(3.7) 13
(2.5) 6
(2.6) 6
k j
(2.9) 8
k j
(2.9) 8
(3.9) 14
(2.6) 6
xi
(3.2) 11
qi
(3.9) 14
(3.7) 13
vi
(3.6) 13
(3.3) 12
Derivative of x
(3.3) 12
xj
xj
(2.7) 7
(2.7) 7
(2.7) 7
(3.2) 11
Greek Letters
ij
(2.7) 7
ij
(2.7) 7
xii
(3.16) 16
(2.8) 7
ABSTRACT
Numerical simulation of model equations of a dissipative dynamical system, using ILDM
method of Mass and Pope, is discussed in detail with all necessary background material
from mathematics and analytical chemistry. An example of chemical system, representing
a typical dissipative dynamical system involving five chemical species, is modeled
mathematically and then it is solved by reducing it to low dimensions using ILDM method.
Both one-dimensional and two-dimensional manifolds are calculated for the system. Also
the results of ILDM over other important methods are compared.
xiii
CHAPTER 1
INTRODUCTION
1.1 Introduction
In most cases chemical reactions go through two phases according to their speed of
occurring with respect to time. First they go through a quick process which relaxes very
soon. In second stage slow processes take place which relax very slowly (Tang, S. T.).
Geometrically it is said that the solution trajectories in phase space step down to lower
dimensions during their relaxation, and lastly they reach zero dimension, the equilibrium
point. Any of these lower dimensional trajectories is called Slow Invariant Manifold (SIM)
which is also a solution of the system. The word Invariant indicates that once the
trajectories reach slow manifold, they stay on it before reaching the equilibrium point
(Petrosyan, R. E., 2003). By computing the SIM we get whole information about the
chemical reaction process since computation of SIM has very low effect on the accuracy
of solution of the system. There are many numerical solutions or model reduction
techniques to approximate SIM. Some important techniques used as initial approximation
and refinement of SIM are Intrinsic Low Dimensional Manifold (ILDM), Quasi
Equilibrium Manifold (QEM), Spectral Quasi Equilibrium Manifold (SQEM),
Computational Singular Perturbation (CSP) and Method of Invariant Manifolds (MIM). In
this thesis ILDM is discussed in details with the aid of model examples. This method was
proposed by U. Mass and S. B. Pope in 1992. The main advantage of ILDM over other
techniques is that it provides highly accurate results even, in most cases, without using
refinement methods as long as the curvature of the manifold is not too large. In this method
manifold is constructed on the basis of Jacobian matrix eigenvectors which determine fast
and slow approximation of directions in phase space. Because these eigenvalues are
computed at every point in the manifold so ILDM method takes more computational time
than other methods to calculate higher order manifolds.
at different time scales. Therefore to handle these time scales eigenvalues are determined
for the system of ODEs. The real parts of the eigenvalues influence the rate of exponential
decay for a stable system. A stable system has at least one equilibrium point. At this point
influence of each eigenvector is zero. Slowest eigenvectors determine the slow trajectory
on which the equilibrium point lies. All other trajectories are attracted towards the slow
trajectory, which is a one-dimensional space spanned by the single slowest eigenvector
which is the last space that attracts trajectories before they reach equilibrium.
Our next step is to find the component of velocity vector along the trajectories with fastevolving components tossed out. For this purpose Mass and Pope suggested to find the
space that is orthogonal to the trajectories. By taking this reduced space orthogonal to the
velocity vector one gets points for ILDM.
CHAPTER 2
(2.1)
In most of chemical reactions, reactants do not completely transform into products, instead
they reach to certain limit. This is because the products react themselves to give back the
original reactants and a time comes when there is no further change in composition of the
reaction concentrations. The reaction at this stage is said to be in equilibrium state, as
shown in fig 2.1. The reactions of this kind are referred as reversible reactions.
Speed of a chemical reaction is very important to a chemist. Fast reaction rates are required
to produce industrial chemicals. Rate of reaction is the change in concentration of reactants
of products in unit time. Consider a general reversible reaction:
aA bB
cC dD ,
(2.2)
where A and B are reactants while C and D are products, a, b, c and d are number of
molecules of the species A, B, C and D respectively. The rate of this reaction is written as:
R-
1 d A 1 d B 1 d C 1 d D
.
a dt
b dt
c dt
d dt
(2.3)
According to law of mass action the rate of forward reaction is proportional to the product
of molecular concentrations of A and B:
Forward reaction rate [ A][ B] ,
(2.4)
a
b
Forward reaction rate k [ A] [ B] ,
(2.5)
where k is rate constant for forward reaction, ( a + b ) is the order of reaction. The values
of a and b which may be equal to a and b respectively, depends on the order of reaction.
Also C and D act as reactants for backward reaction so reaction rate for backward reaction
is given by:
c
d
Backward reaction rate k [C ] [ D] ,
(2.6)
where k is rate constant for backward reaction, value of ( c + d ) is the order of reaction.
The values of c and d may be equal to c and d respectively, depends on the order of
reaction. At equilibrium, the rate of forward reaction becomes equal to the rate of backward
reaction.
11 x1
1m xm
k1
21 x1
2 m xm
k2
s1 x1
where
sm xm
k1
k2
11 x1
1m xm ,
21 x1
2 m xm ,
(2.7)
ks
s1 x1
ks
sm xm ,
is the rate constant of forward reaction and ki is the rate constants of backward reaction,
i being the reaction index running from 1 to s. Stoichiometric vectors containing
stoichiometric coefficients of the system (2.7) are:
1 (11 11 , , 1m 1m ) ,
2 ( 21 21 , , 2 m 2 m ) ,
(2.8)
s ( s1 s1 , , sm sm ) .
The rate of reaction for each equation in the above system of chemical equations is obtained
by adding the forward and backward reactions as follows:
R1 k
R2 k
Rs k
j
j
j 1
m
x
j 1
x
j 1
j
j
j
j
x
j 1
x
j 1
x
j 1
j
j
(2.9)
j
j
x1
X ,
xm
(2.10)
X 1 R1
s Rs ,
(2.11)
X F(X ) ,
(2.12)
dimensional manifold after fast time scale events are equilibrated (Gorban, A. N., and
Karlin, I. V., 2003). The slow invariant manifold must be a solution itself in the case of a
first order manifold. In the case of the manifolds of second or higher order it must be
formed by a set of solutions containing first order manifold. This immediately follows from
the fact that if initial conditions are chosen to be on the slow manifold, the solution should
stay on it all the way to the equilibrium point, as shown in fig 2.2. This simple fact can be
used to obtain a functional equation for the slow invariant manifold.
Fig 2.2. Slow invariant manifold of a dissipative dynamical system in 3-D phase space
(Source: Singh, S. (2003). Rational reduction of reactive flow models and efficient
computation of their solutions)
QH EQ = T = D + V ,
(2.13)
which is sum of diagonal matrix D and upper triangular matrix V . The matrix D
contains eigenvalues of E.
10
CHAPTER 3
M .X const ,
(3.1)
x1 G1 (x1 ,
, xn ) ,
(3.2)
xn Gn (x1 ,
or in compact form:
11
, xn ) ,
x G ( x) ,
(3.3)
G1
x1
J G / x
Gn
x1
G1
xn
Gn
xn
(3.4)
The equilibrium point is taken as first known point to approximate next point of ILDM.
Therefore the values of equilibrium point are put in system (3.4) to calculate Jacobian. So
that the numeric values for entries of the Jacobian matrix are calculated to get the Jacobian
matrix:
12
j11
J
j
n1
j1n
,
jnn
(3.5)
vn ,
|
(3.6)
where v1 ,
by slowest eigenvector one can move to both forward and backward directions of
equilibrium point to find more points of manifold. The slowest eigenvector is
corresponding vector to minimum absolute eigenvalue. Then the next point to equilibrium
point in forward direction will be:
r P hb ,
(3.7)
where P is previous point, which is equilibrium point when finding our first point in
forward direction or backward point, h represents small constant value and b is slowest
eigenvector extracted from E. In order to find points in backward direction the following
equation is used:
r P hb .
(3.8)
Now we have to find the orthogonal directions associated with each eigenvalue in phase
space. This set of orthogonal directions is represented by transition matrix Q which is
constructed by decomposing matrix of eigenvectors E. Let Q be the column vectors matrix
13
|
Q q1
|
qn d
qn d 1
qn ,
|
(3.9)
q
Q 1 n-d .
qn -d 1
qn
(3.10)
q1
,
Qf
q
n -d
(3.11)
Q f .G ( x) 0 ,
(3.12)
14
A Z
AZ B
k1
AZ
k1
k2
k2
AB Z
(3.13)
x1 x3
k1
x4 x2
k2
k1
k2
x4
x5 x3
(3.14)
To construct the mathematical model for the system (3.14) each specie from the system is
considered to observe its behavior on the basis of its distinct properties and variations
15
occurred during chemical reaction. Stoichiometric vectors for the above system, as defined
in equations (2.8), are:
1 (1, 0, 1,1, 0) ,
(3.15)
The stoichiometric matrix whose elements are the stoichiometric coefficients of the
reacting substances, is given by:
1 0
0 1
1 1 .
1 1
0 1
(3.16)
The rate of reaction for first equation in above chemical mechanism is given by:
R1 R1 R1 ,
(3.17)
where R1 is the rate of reaction for forward reaction and is given as below:
R1 k1 x1x3 .
(3.18)
R1 k1 x4 .
Using the equations (3.18) and (3.19) in the equation (3.17):
16
(3.19)
R1 k1 x1x3 k1 x4 .
(3.20)
Similarly, for the second reaction, the rate of reaction will be:
R2 R2 R2 k2 x2 x4 k2 x3 x5 ,
(3.21)
where k1 and k2 are the rate coefficients for forward reactions and k1 and k2 are the rate
coefficients for backward reactions. Using the law of conservation of mass:
F(X) = X 1R1 2 R2 ,
(3.22)
x1 1
0
x2 0
1
x3 1 ( k1 x1 x3 k1 x4 ) 1 (k2 x2 x4 k2 x3 x5 ) .
x4 1
1
1
x 0
5
(3.23)
Thus kinetic equation of the five component vectors for concentration can be written as:
F1 x1 k1 x4 k1 x1x3 ,
F2 x2 k2 x3 x5 k2 x2 x4 ,
F3 x3 k1 x4 k1 x1x3 k2 x2 x4 k2 x3 x5 ,
F4 x4 k1 x1x3 k1 x4 k2 x2 x4 k2 x3 x5 ,
F5 x5 k2 x2 x4 k2 x3 x5 .
Consider following parameters for the equilibrium point for the system:
17
(3.24)
k1 1,
k2 0.5,
x1 0.5, x 2 0.1, x 3 0.1, x 4 0.4, x 5 0.1,
(3.25)
k ?
k2 ?
If the system is in equilibrium state then forward reaction and backward reaction are equal,
so that:
k1 x1 x3 k1 x4 ,
k2 x2 x4 k2 x3 x5 .
(3.26)
Using the values from (3.25) in equations (3.26), the value of reaction constants k1 and k 2
are computed as:
k1 0.125,
k2 2.
(3.27)
To find 1-D ILDM, it is necessary to reduce the system to two species, let say x1 and x5 .
According to the Law of Conservation of Mass:
Mx const ,
(3.28)
where M is molecular matrix found by balancing of equation for each atom as follows:
1 0 1 0 1
M 0 1 1 0 0 ,
0 0 0 1 1
18
(3.29)
bA 1, 0, 0,1,1
Balancing for x1 ,
bB 0,1, 0, 0,1
Balancing for x2 ,
bZ 0,0,1,1,0
Balancing for x3 .
(3.30)
0 0 0 1 1 x4 const
x5
(3.31)
The values of constants are found by using the values of , at the equilibrium point as
follows:
x1 x4 x5 constant
x1 x4 x5 0.10 ,
x2 x5 constant
(3.32)
x2 x5 0.2 ,
x3 x4 constant
x3 x4 0.5 .
19
x1 x4 /8 + x1 (x 4 - 1/2) ,
(3.33)
and
x4 (x 4 -1/2)(2x1 +2x 4 -2) - x 4 /8 - x1 (x 4 -1/2) - x 4 /2(x1 +x 4 - 4/5) .
(3.34)
Equation (3.33) and equation (3.34) show a reduced system of equations of the form:
x1 G1 (x1 , x 4 )
x4 G2 (x1 , x 4 )
(3.35)
Thus the system of five chemical equations having five species is reduced to a system of
two equations having two species. Our new system of equations is not only in steady state,
but also by giving different initial values their convergence can be observed (Maas, U., and
Pope, S. B.). Fig. 3.1 shows the steady state of x1 and x4 for particular initial conditions, and
fig. 3.2 shows convergence of the system (3.35) for the different initial conditions. This
system is solved using MATLAB code, given in appendix.
20
G1 x1
J G
2
x1
x -1 / 2
G2
x4 x / 2 - 1 / 2
G1
x4
- 109 / 40 .
x1 1 / 8
x1 / 2 3 x4
Now putting all xi, s in (3.36) to calculate the Jacobian at equilibrium point:
21
(3.36)
-0.1000 0.6250
J
.
-0.3000 -1.2750
(3.37)
Fig. 3.2: Phase diagram for possible trajectories of the solution at discrete initial conditions
Matrix with eigenvalues of J in its diagonal is given below. Note that the eigenvalue
encircled is minimum of two eigenvalues if absolute is taken:
22
0
-0.2904
D
.
-1.0846
0
(3.38)
0.9566 -0.5359
V
.
-0.2915 0.8443
(3.39)
Eigenvectors in V are column vectors in the above matrix. The slowest eigenvector is the
corresponding column of matrix V to the column of matrix D containing minimum absolute
value. Thus the slowest eigenvector will be:
0.9566
b
.
-0.2915
(3.40)
Fig. 3.3 shows the plot for each eigenvalue against time at every discrete point of the
manifold when moving forward and backward directions of the equilibrium point.
23
Fig. 3.3: Absolute values of eigenvalues for the Jacobian at each discrete point
To move forward direction to get discrete points for the manifold an appropriate constant
is chosen to multiply with b each time next point of the manifold is computed. Let this
0.5
constant increment be h 0.03 . Then for P equation (3.7) gives:
0.4
0.5287
r
.
0.3913
(3.41)
Q f 0.2915 0.9566 .
(3.42)
(3.43)
Equation (3.43) is a single equation with two variables so it is necessary to discard one of
the two variable with less variation. If expression on the left side of above equation is
represented by R then variation for x1 and x4 will be
dR
dR
and
respectively. By
dx1
dx4
computing these variations we found that the variation of x4 is less than variation of x1 .
Thus by substituting previous value of x4 in R, R is solved for x1 , so that first point of
manifold next to equilibrium point is:
P1 (0.5287, 0.3912) .
(3.44)
To find next point we adopt the procedure as stated from relation (3.36) to (3.44). This time
P1 is put in Jacobean matrix and also replace by P in equation (3.7). First five points in
25
P1 (0.5287, 0.3912) ,
P2 (0.5573, 0.3821) ,
P3 (0.5859, 0.3727) ,
(3.45)
P4 (0.6144, 0.3630) ,
P5 (0.6428, 0.3530) .
To find points in backward direction, the values of equilibrium point P are put in equation
(3.8). Here are first five points of one-dimensional ILDM in backward direction from the
equilibrium point;
P1 (0.4713, 0.4087) ,
P2 (0.4425, 0.4171) ,
P3 (0.4137, 0.4253) ,
(3.46)
P4 (0.3849, 0.4332) ,
P5 (0.3560, 0.4409) .
26
27
Fig. shows the ILDM curve against x1 and x5 along with solution trajectories.
28
29
x1 G1 (x1 , x 4 , x 5 ),
x4 G2 (x1 , x 4 , x 5 ),
(3.47)
x5 G3 (x1 , x 4 , x 5 ).
Plot for solution trajectories for two-dimensional ILDM which are calculated using
equations (3.35) is given in fig. 3.7.
Using two fastest vectors of Q f first projection curve is drawn by putting equilibrium point
of 1-D ILDM as shown in fig. 3.8.
30
Fig. 3.8: A single projection curve passing through equilibrium point of 1-D ILDM
31
32
33
34
k1 1
2OZ
k1
k2 0.5
k2
SO3 Z
(3.48)
c1eq 0.5, c2eq 0.1, c3eq 0.1, c4eq 0.4, c5eq 0.1 .
35
Fig. 3.13: 1-D ILDM along with numerical solution of the reduced system
One-dimensional ILDM along with solution trajectories are given in fig. 3.13. Clearly
ILDM manifold curve lies on the path predicted by solution trajectories. Fig. 3.14 shows
the manifold constructed using QEM method. By comparison it can be easily noted that
QEM calculates left branch of manifold accurately but it fails in case of right branch of the
slow manifold. Also SQEM method gives inaccurate results for the system as shown in fig.
3.15. Therefore both QEM and SQEM solutions need refinement for the system of
reversible equations (3.48).
36
37
Now consider the system with four reactions of three species, where solution of ILDM and
SQEM match to original solution without applying further refinement:
A
B
C
k1 1
k1
k2 1
k2
B
C
k3 1
k3
A B
(3.49)
k4 50
k4
2C
Let concentrations for species A, B and C are denoted by C A , BC and CC respectively with
the parameters c1eq 0.5, c2eq 0.1, c3eq 0.1, c4eq 0.4 and c5eq 0.1. Plots of ILDM and
SQEM are shown in fig. 3.16 and fig. 3.17 respectively. The solution curves shown in these
plots match exactly with the solution curve predicted by the numerical integration of the
mathematical model for the chemical system.
38
Fig. 3.17: 1-D SQEM plot in 2D phase space. (Source: Chiavazzo, E., and Karlin, I. V. (2008).
Quasi-equilibrium grid algorithm: Geometric construction for model reduction)
39
Conclusion
In this thesis two main goals are accomplished: explaining theory behind the ILDM method
and geometrical construction of two-dimensional ILDM. The ILDM definition was
implemented on a closed chemical system of five species and two reactions. More complex
system can be solved by following the footprints of scheme used in the model example. In
our example, also it is noted that ILDM exploits the hierarchical relaxation order of system
efficiently to find slow time scales. In ILDM method eigenvalues decomposition is made
at each point so this method takes more time than other model reduction techniques,
especially when finding two-dimensional ILDM, but at the end of the day it gives very
accurate results without need of refinement. MATLAB code is used to solve the model
systems and it is noted that, unlike most of model reduction methods, the procedure to find
ILDM does not need any analytical work and can be done fully with the help of MATLAB.
40
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Equilibrium Manifold. Journal of the Chemical Society of Pakistan, 37(2).
42
Singh, S. (2003). Rational reduction of reactive flow models and efficient computation of
their solutions (Doctoral dissertation, University of Notre Dame).
Stahl, G., and Warnatz, J. (1991). Numerical investigation of time-dependent properties
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43
Appendix
MATLAB Programs
<=====> AZ
% AZ + B <=====> AB + Z
% Let A=c1, B=c2, Z=c3, AZ=c4 and AB=c5
% c1 + c3 <=====> c4
% c4 + c2 <=====> c5 + c3
clc; clear
syms c1 c2 c3 c4 c5 x1 x2
syms k1p k2p k1n k2n %positive and negative k's
%Stoichiometric Vectors
r1 = [-1; 0; -1; 1; 0];
r2 = [0; -1; 1; -1; 1];
%Parameters
k1p=1; k2p=0.5;
EP=[.5 .1 .1 .4 .1]; %Equilibrium Point
C1=EP(1); C2=EP(2); C3=EP(3); C4=EP(4); C5=EP(5);
%Finding k1n, k2n ((((((((((((((((((((((((((((((((
%Reaction Rates
w1 = k1p*C1*C3 - k1n*C4;
w2 = k2p*C4*C2 - k2n*C5*C3;
%solving for k1n and k2n
k1n=solve(w1==0, k1n);
k2n=solve(w2==0, k2n);
%)))))))))))))))))))))))))))))))))))))))))))))))))
44
%Molecular Matrix [1 0 0 1 1; 0 1 0 0 1; 0 0 1 1 0]
bA = C1+C4+C5;
%for A
bB = C2+C5;
%for B
bZ = C3+C4;
%for Z
45
P=EP; r=P;
for backward = 1:n
J = ILDM1D_jacobian(F,r);
b = ILDM1D_slowest(J);
r = P - h*b;
Q = ILDM1D_projection(J);
P = ILDM1D_manifold(Q,F,r);
allBackward(backward,:) = P;
%allBackward matrix stores all backward points
end
%Plotting
plot(EP(1),EP(2),'ks');hold on;
plot(allForward(:,1),allForward(:,2),'+k-');
plot(allBackward(:,1),allBackward(:,2),'*k-');
grid on;
axis([0 1 0 .7]);
xlabel('A'); ylabel('AZ');
legend('Equilibrium point', 'Forward direction', 'Backword direction')
function J = ILDM1D_jacobian(F,r)
syms x1 x2
J = jacobian(F);
J = subs(J, [x1, x2], [r(1),r(2)]);
J = eval(J);
function b = ILDM1D_slowest(J)
[V,D] = eig(J);
if min(abs(diag(D))) == abs(D(1))
b = [V(1);V(2)];
else
b = [V(3);V(4)];
46
end
function Q = ILDM1D_projection(J)
[Q,D] = schur(J);
if min(diag(D)) == D(1)
Q = [Q(1) Q(2)];
else
Q = [Q(3) Q(4)];
end
function P = ILDM1D_manifold(Q,F,r)
syms x1 x2
R = Q*F;
var = ILDM1D_variation(R,r); %Returns var=[var_x1,var_x2]
if min(var) == var(1) % i.e. if var_x1 < var_x2
S = subs(R,x1,r(1));
x2 = vpasolve(S==0);
P = double([r(1); x2(1)]);
else
S = subs(R,x2,r(2));
x1 = vpasolve(S==0);
P = double([x1(1); r(2)]);
end
47
dR = Rx1 + Rx2*dx2;
S = vpasolve(dR==0, dx2);
var_x1 = abs(eval(S));
% ******** 2nd possibility
dR = Rx1*dx1 + Rx2;
S = vpasolve(dR==0, dx1);
var_x2 = abs(eval(S));
var = [var_x1, var_x2];
function dy = ode_c1c4(t,y)
dy = zeros(2,1);
dy(1) =y(2)/8 + y(1)*(y(2) - 1/2);
dy(2) = (y(2) - 1/2)*(2*y(1) + 2*y(2) - 2) - y(2)/8 - ...
y(1)*(y(2) - 1/2) - (y(2)*(y(1) + y(2) - 4/5))/2;
48
function dy = ode_c1c4(t,y)
dy = zeros(2,1);
dy(1) =y(2)/8 + y(1)*(y(2) - 1/2);
dy(2) = (y(2) - 1/2)*(2*y(1) + 2*y(2) - 2) - y(2)/8 - ...
y(1)*(y(2) - 1/2) - (y(2)*(y(1) + y(2) - 4/5))/2;
49
k1n=solve(w1==0, k1n);
k2n=solve(w2==0, k2n);
%)))))))))))))))))))))))))))))))))))))))))))))))))
%Molecular Matrix [1 0 0 1 1; 0 1 0 0 1; 0 0 1 1 0]
bA = C1+C4+C5;
%for A
bB = C2+C5;
%for B
bZ = C3+C4;
%for Z
50
eig_fast_forward(forward,1) = abs(eig_fast);
end
%Finding points below EP
P=EP; r=P;
for backward = 1:n
J = ILDM1D_jacobian(F,r);
[b,eig_slow,eig_fast] = ILDM1D_slowest(J);
r = P - h*b;
Q = ILDM1D_projection(J);
P = ILDM1D_manifold(Q,F,r);
eig_slow_backward(backward,1) = abs(eig_slow);
eig_fast_backward(backward,1) = abs(eig_fast);
end
%Plotting
hold on;
x=linspace(.5,1, forward);
plot(x,eig_slow_forward(:,1),'+k-');
plot(x,eig_fast_forward(:,1),'sk-');
x=linspace(.5,0, backward);
plot(x,eig_slow_backward(:,1),'*k-');
plot(x,eig_fast_backward(:,1),'ok-');
grid on;
xlabel('Time'); ylabel('Eigenvalue');
legend('Slow eigens forward','fast eigens forward',...
'slow eigens backward', 'fast eigens backward', 'Location',
'Best');
51
if min(abs(diag(D))) == abs(D(1))
b = [V(1);V(2)];
eig_slow = D(1);
eig_fast = D(4);
else
b = [V(3);V(4)];
eig_slow = D(4);
eig_fast = D(1);
end
0.0087
0.0056
0.4944
0.1913
0.3455
0.0268
0.0187
0.4813
0.1732
0.3768
0.0439
0.0328
0.4672
0.1561
0.4080
0.0598
0.0482
0.4518
0.1402
0.4393
0.0746
0.0647
0.4353
0.1254
0.4705
0.0882
0.0823
0.4177
0.1118
0.5018
0.1007
0.1011
0.3989
0.0993
0.5330
0.1121
0.1209
0.3791
0.0879
0.5643
0.1225
0.1417
0.3583
0.0775
0.5955
0.1320
0.1635
0.3365
0.0680
0.6268
0.1407
0.1861
0.3139
0.0593
0.6580
0.1485
0.2095
0.2905
0.0515
0.6893
0.1556
0.2336
0.2664
0.0444
0.7205
0.1621
0.2584
0.2416
0.0379
0.7518
0.1680
0.2838
0.2162
0.0320
0.7830
0.1734
0.3096
0.1904
0.0266
0.8143
0.1782
0.3360
0.1640
0.0218
52
0.8455
0.1827
0.3628
0.1372
0.0173
0.8768
0.1868
0.3899
0.1101
0.0132
0.9080
0.1906
0.4174
0.0826
0.0094
0.9393
0.1940
0.4452
0.0548
0.0060
0.9705
0.1972
0.4733
0.0267
0.0028
];
Esize=size(E);Esize=Esize(1);
for k=1:Esize
k
EP=E(k,:);
[Pplus,Pminus]=ILDM2D3P_ABZ(EP);
PplusSize=size(Pplus);PplusSize=PplusSize(1);
PminusSize=size(Pminus);PminusSize=PminusSize(1);
Pplus2(1:PplusSize,:,k)=Pplus(:,:);
Pminus2(1:PminusSize,:,k)=Pminus(:,:);
end
%%%%%%%%%%%%%%% Plotting %%%%%%%%%%%%%%%%%
grid on; hold on;
xlabel('x1'); ylabel('x2'); zlabel('x5')
plot3(E(:,1),E(:,2),E(:,5),'sk-');
%Projection Curves
Esize=size(E);Esize=Esize(1);
for k=1:Esize
Pplus=Pplus2(:,:,k);
Pminus=Pminus2(:,:,k);
Pplus=Pplus(any(Pplus~=0,2),:);
Pminus=Pminus(any(Pminus~=0,2),:);
pause(PAUSE);
Jplus(1,1)=E(k,1);
Jplus(1,2)=E(k,2);
Jplus(1,3)=E(k,5);
Jplus(2,:)=Pplus(1,:);
plot3(Jplus(:,1),Jplus(:,2),Jplus(:,3),'*b-');
plot3(Pplus(:,1),Pplus(:,2),Pplus(:,3),'*b-');
53
Jminus(1,1)=E(k,1);
Jminus(1,2)=E(k,2);
Jminus(1,3)=E(k,5);
Jminus(2,:)=Pminus(1,:);
plot3(Jminus(:,1),Jminus(:,2),Jminus(:,3),'*b-');
plot3(Pminus(:,1),Pminus(:,2),Pminus(:,3),'*b-');
end
%Joining discrete points of projection curves
size2D=size(Pplus2(:,:,1));size2D=size2D(1);
lim=size2D;
for k=1:Esize
for n=1:size2D
Pplus3(k,:,n)=Pplus2(n,:,k);
if Pplus3(k,1,n)==0 && n<=lim+1
lim=n-1;
end
end
end
size2D=lim;
for k=1:size2D
Pplus=Pplus3(:,:,k);
pause(PAUSE);
plot3(Pplus(:,1),Pplus(:,2),Pplus(:,3),'*k-');
end
size2D=size(Pminus2(:,:,1));size2D=size2D(1);
lim=size2D;
for k=1:Esize
for n=1:size2D
Pminus3(k,:,n)=Pminus2(n,:,k);
if Pminus3(k,1,n)==0 && n<=lim+1
lim=n-1;
end
end
end
size2D=lim;
54
for k=1:size2D
Pminus=Pminus3(:,:,k);
pause(PAUSE);
plot3(Pminus(:,1),Pminus(:,2),Pminus(:,3),'*k-');
end
%for A
bB = C2+C5;
%for B
bZ = C3+C4;
%for Z
55
%Reaction Rates
w1 = k1p*c1*c3 - k1n*c4;
w2 = k2p*c4*c2 - k2n*c5*c3;
%Using Law of Conservation of Mass
G = r1*w1 + r2*w2;
%Reduced System
F = [G(1); G(2); G(5)];
F = subs(F,[c1,c2,c5],[x1,x2,x3]);
EP = [C1; C2; C5];
m=60; n=5; %no of points to be drawn above and below the equillibrium
point
%Finding points above EP
P=EP; r=P;
for Plus = 1:m
J = ILDM2D3P_jacobian(F,r);
b = ILDM2D3P_slowest(J);
r = P + h*b;
Q = ILDM2D3P_projection(J);
P = ILDM2D3P_manifold(Q,F,r);
if P(1)~=abs(P(1)) || P(2)~=abs(P(2)) || P(3)~=abs(P(3))
break;
end
Pplus(Plus,:) = P;
end
%Finding points below EP
P=EP; r=P;
for Minus = 1:n
J = ILDM2D3P_jacobian(F,r);
b = ILDM2D3P_slowest(J);
r = P - h*b;
Q = ILDM2D3P_projection(J);
P = ILDM2D3P_manifold(Q,F,r);
56
function J = ILDM2D3P_jacobian(F,r)
syms x1 x2 x3
J = jacobian(F);
J = subs(J, [x1,x2,x3], [r(1),r(2),r(3)]);
J = eval(J);
function b = ILDM2D3P_slowest(J)
[V,D] = eig(J);
if min(abs(diag(D))) == abs(D(1))
b = [V(1);V(2);V(3)];
elseif min(abs(diag(D))) == abs(D(5))
b = [V(4);V(5);V(6)];
else
b = [V(7);V(8);V(9)];
end
function Q = ILDM2D3P_projection(J)
[E,D] = schur(J);
if max((diag(D))) == (D(1))
if (E(5)) > (D(9))
Q = [E(4) E(5) E(6); E(7) E(8) E(9)];
else
57
function P = ILDM2D3P_manifold(Q,F,r)
syms x1 x2 x3
R = Q*F;
var = ILDM2D3P_variation(R,r); %Returns var=[var_x1,var_x2,var_x3]
if min(var) == var(1) % i.e. if var_x1 < var_x2
S = subs(R,x1,r(1));
[x2,x3] = solve(S==0);
P = double([r(1); x2(1); x3(1)]);
elseif min(var) == var(2)
S = subs(R,x2,r(2));
[x1,x3] = solve(S==0);
P = double([x1(1); r(2); x3(1)]);
else
S = subs(R,x3,r(3));
[x1,x2] = solve(S==0);
P = double([x1(1); x2(1); r(3)]);
end
58
Listing 6: MATLAB program to calculate and plot solution trajectories in 3D phase space
clc;clear;grid on;hold on;
axis([0 1 0 1]);
for x1=0:.2:1
for x2=0:.2:1
for x3=0:.2:1
[T,Y] = ode45(@ode_full,[1,2,3,4,5],[x1 x2 x3]);
59
plot3(Y(:,1),Y(:,2),Y(:,3), 'k')
end
end
end
xlabel('x1'); ylabel('x2'); zlabel('x5');
function dy = ode_full(t,y)
dy = zeros(3,1);
60