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ode3.m
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ode3.m
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function Y = ode3(odefun,tspan,y0,varargin)
%ODE3 Solve differential equations with a non-adaptive method of order 3.
% Y = ODE3(ODEFUN,TSPAN,Y0) with TSPAN = [T1, T2, T3, ... TN] integrates
% the system of differential equations y' = f(t,y) by stepping from T0 to
% T1 to TN. Function ODEFUN(T,Y) must return f(t,y) in a column vector.
% The vector Y0 is the initial conditions at T0. Each row in the solution
% array Y corresponds to a time specified in TSPAN.
%
% Y = ODE3(ODEFUN,TSPAN,Y0,P1,P2...) passes the additional parameters
% P1,P2... to the derivative function as ODEFUN(T,Y,P1,P2...).
%
% This is a non-adaptive solver. The step sequence is determined by TSPAN
% but the derivative function ODEFUN is evaluated multiple times per step.
% The solver implements the Bogacki-Shampine Runge-Kutta method of order 3.
%
% Example
% tspan = 0:0.1:20;
% y = ode3(@vdp1,tspan,[2 0]);
% plot(tspan,y(:,1));
% solves the system y' = vdp1(t,y) with a constant step size of 0.1,
% and plots the first component of the solution.
%
if ~isnumeric(tspan)
error('TSPAN should be a vector of integration steps.');
end
if ~isnumeric(y0)
error('Y0 should be a vector of initial conditions.');
end
h = diff(tspan);
if any(sign(h(1))*h <= 0)
error('Entries of TSPAN are not in order.')
end
try
f0 = feval(odefun,tspan(1),y0,varargin{:});
catch
msg = ['Unable to evaluate the ODEFUN at t0,y0. ',lasterr];
error(msg);
end
y0 = y0(:); % Make a column vector.
if ~isequal(size(y0),size(f0))
error('Inconsistent sizes of Y0 and f(t0,y0).');
end
neq = length(y0);
N = length(tspan);
Y = zeros(neq,N);
F = zeros(neq,3);
Y(:,1) = y0;
for i = 2:N
ti = tspan(i-1);
hi = h(i-1);
yi = Y(:,i-1);
F(:,1) = feval(odefun,ti,yi,varargin{:});
F(:,2) = feval(odefun,ti+0.5*hi,yi+0.5*hi*F(:,1),varargin{:});
F(:,3) = feval(odefun,ti+0.75*hi,yi+0.75*hi*F(:,2),varargin{:});
Y(:,i) = yi + (hi/9)*(2*F(:,1) + 3*F(:,2) + 4*F(:,3));
end
Y = Y.';