PH36010

Numerical Methods
Solving Differential Equations
using MATHCAD
 Solving ODEs
numerically
• Produce numeric solution to
system of ODEs.
• Must have initial conditions
• Use one of several different
solvers
• Produces matrix of solutions
 Steps to solving ODEs
• Scale equations, parameters &
initial conditions to remove units
• Manipulate equations to give
vector of derivatives
• Give vector of initial conditions
• Call solver
• Plot results
 Solution of First Order
ODE
• Radioactive decay, Newton’s
law of cooling etc
kA
d
A
dt

• A is amount of material,
temperature difference, etc
• k is rate constant
 Forming the derivative
vector
• “The derivative
d
A kA of A with
dt respect to t is
–k times A”
k 0.1

D( t  A ) kA
 Initial Conditions
• First order ODE
– 1 member of D(t,A) vector
– 1 member of ic vector

Although only
ic0 1 1 member, still
needs to be a vector
 Solution parameters
• TStart and TFinish times
• Number of points, N

TStart 0 TFinish 5 N 1000

 Create Solution Matrix
• Use rkfixed() function
• Return matrix with 1 column per DE +
1 for independent variable
• Use column operator to strip off
columns

Soln rkfixed( ic  TStart TFinish N  D)

 0  1
Time Soln Quantity Soln
 Plot Results
1
1

Quantity 0.5

5
4.54 10 0
0 1 2 3 4 5
0 Time 5
 What can go wrong
• Found number greater than
10^307
– Use more points
– Reduce TFinish
• Can’t have anything with
dimensions here
– Strip units from system before
solution
More complex first order
system
• Double decay
• A => B => C
K1 K2

K1  A( t ) B( t ) K1  A( t ) K2  B( t )
d d
A( t )
dt dt
 Forming the derivative
vector

K1  A( t ) B( t ) K1  A( t ) K2  B( t )
d d
A( t )
dt dt

K1  F0 ( t ) F ( t ) 1 K1  F0 ( t ) K2  F1 ( t )
d d
F0 ( t )
dt dt

K1  F0
D( t  F )
K1  F0 K2  F1
 Initial Conditions
• System of 2 DEs
– 2 members in D(t,F) vector
– 2 members in ic vector
• F0 refers to A => ic0
• F1 refers to B => ic1
1 Initially 100% of A,
ic
0 0% of B
Form Solution of Double
Decay system
• Solution parameters as before
• Call rkfixed() as before to create
matrix

TStart 0 TFinish 2 N 1000

Soln rkfixed( ic  TStart TFinish N  D)

 Plot results of double
decay
 0  1  2
Time Soln A Soln B Soln

0.8

0.6
A
B
0.4

0.2

0
0 0.5 1 1.5 2
Time
 Second Order System
Damped SHM
• Rewrite as system of first order
equations
• Solve as before
Second Order system
LCR Circuit

Kirchoff’s
Voltage Law =>
q
L coil i i R res
d
0
dt C cap
Second order System
Forming the equations
q
L coil i i R res
d
0
dt C cap

Use dq/dt=i and divide by Lcoil

2
d d  R res q
q q 0
d t L coil 
L coil C cap
d t2

To get homogeneous equation in q

 Second Order System
Writing standard form
#1
2
d d  R res q
q q 0
d t L coil 
L coil C cap
d t2

Rewrite again, getting rid of d/dt

2
d d
q q2 q q1 q q0
d t2 dt

R res q0
q2 q1 0

L coil L coil C cap
 Second Order System
Writing standard form
#2
R res q0
q2 q1 0

L coil L coil C cap

Use symbolic solver to get q2

R res q0 q1 R res C cap q0

q2 q1 0 s olve q2

L coil L coil C cap L coil C cap
 Second Order System
Fill in D vector
• Have expressions for q1 & q2
• Now fill in D(t,q) vector
• Replace
– q0  q0 ,q1  q1 ,q2  q2

d
q1 q q1
dt
D( t  q ) q1 R res C cap q0
q1 R res C cap q0
L coil C cap
2
d
q q2
d t2 L coil C cap
 Second Order System
Define Initial Conditions
• Start with 1V across capacitor
& no current flowing
V0 1

V0  C cap ic0 holds charge at t=0

ic
0 ic1 holds current at t=0
 Second Order System
Create Solution
• Examine over 0.1s
• Use 1000 points

TStart 0 TFinish 0.1 N 1000

Soln rkfixed( ic  TStart TFinish N  D)

 Second Order System
Plot Solution
 0  1  2 Charge
Time Soln Charge Soln Current Soln Voltagecap
C cap

0.01

0.005

Current 0

0.005

0.01
0 0.02 0.04 0.06 0.08 0.1
Time
 Driven Systems
• So far all systems have been
‘Relaxation to steady state’
• Can also model systems driven
by ‘Forcing Function’
Forcing Function for LCR
circuit
• Enables us to see resonance
• Put voltage source in loop

q
L coil i i R res
d
f( t) 0
dt C cap
 Solution for Forced
Oscillation
• Use symbolic solver to solve for q2
as before
R res q0 q1R resC cap q0 f( t ) L coilC cap
q2 q1 f( t ) 0 s olve q2
L coil L coilC cap L coilC cap

• Compare with undriven case…

R res q0 q1 R res C cap q0

q2 q1 0 s olve q2
L coil L coil C cap L coil C cap
 Forcing function
• Drive with sinusoidal waveform
A0 1  300 f( t) A 0 sin( t)

• Substitute to give…
q1R resC cap q0 A 0 s in(  t ) L coilC cap
q2
L coilC cap
 Derivative Vector for
Forced SHM
q1

D( t  q ) q1R resC cap q0 A 0 s in(  t) L coilC cap

L coilC cap

• No initial charge or current

0
ic
0
 Form solution
• Use rkfixed as before…

TStart 0 TFinish 0.1 N 1000

Soln rkfixed( ic  TStart TFinish N  D)

 Extract values & plot
0  1  2  Charge
Time Soln Charge Soln Current Soln Voltagecap
C cap

5 10
4

Current 0

5 10
4
0 0.02 0.04 0.06 0.08 0.1
Time
 Phase Plot
• Plot Current (q1) vs Charge (q0)
6 10
4
4
4.54710

4 10
4

2 10
4

Current 0

2 10
4

4 10
4

4
4.92810 6 10 4
0.15 0.1 0.05 0 0.05 0.1 0.15
0.135 Voltage cap 0.118