Solving two systems of DEs using the ode45 function.
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I am trying to solve two systems of differential equations in variables x1, x2, x3 using the ode45 function. The equations are given below:
dx1=-2*lambda*beta*x1+2*lambda*alpha*x2+lambda^2*sigma^2;
dx2=beta*x1-(alpha+lambda*beta)*x2+lambda*alpha*x3;
dx3=2*beta*x2-2*alpha*x3;
where alpha=alpha0+alpha1*t and beta=beta0+beta1*t and alpha0, alpha1, beta0, beta1, sigma, lambda are known constants.
The values I am trying to find are X1, X2 and X3. The derivatives of these desired values are given by:
dX1=beta*x1;
dX2=alpha*x2;
dX3=x3;
I am having difficulties implementing the above using the ode45 function given that the problem is defined by two sets of simultaneous differential equations. Any suggestions as to how this can be solved would be much appreciated. Thanks.
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Accepted Answer
Mischa Kim
on 23 Jul 2014
Vassil, check out
function my_ode()
alpha0 = 1;
alpha1 = 1;
beta0 = 1;
beta1 = 1;
lambda = 1;
sigma = 1;
param = [alpha0; alpha1; beta0; beta1; lambda; sigma];
[t,X] = ode45(@EOM,[0 5],[1 2 3 4 5 6],[],param);
plot(t,X(:,1))
grid
end
function dX = EOM(t,x,param)
x1 = x(1);
x2 = x(2);
x3 = x(3);
alpha0 = param(1);
alpha1 = param(2);
beta0 = param(3);
beta1 = param(4);
lambda = param(5);
sigma = param(6);
alpha = alpha0+alpha1*t;
beta = beta0+beta1*t;
dx1 = -2*lambda*beta*x1+2*lambda*alpha*x2+lambda^2*sigma^2;
dx2 = beta*x1-(alpha+lambda*beta)*x2+lambda*alpha*x3;
dx3 = 2*beta*x2-2*alpha*x3;
dX1 = beta*x1;
dX2 = alpha*x2;
dX3 = x3;
dX = [dx1; dx2; dx3; dX1; dX2; dX3];
end
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