Initial value problems, math, Mathematics

Write a Matlab function MyIVP that solves an initial-value problem (IVP) for a system of ordinary
differential equations (ODEs) of the form
x ?(t) = f (t, x(t)),
where f : R × Rn ? Rn is an arbitrary function with one one-dimensional input (for time t) and one n-dimensional input x, and n-dimensional output. The function should implement a Runge-Kutta formula (for example, the rk34 formula or the Dormand & Prince formula).
The initial value x0 is provided by the user of MyIVP. The first line of MyIVP (saved in a file MyIVP.m) should look like this
function [xend,t,xt]=MyIVP(f,x0,tspan,N) Inputs
• f: function defining the right-hand side of the ODE. f should accept two arguments: t (a number) and x (an n-dimensional vector). The function f should return an n-dimensional vector y (the time derivative). Typical calling sequence: y=f(t,x), returning the value of f at time t in position x.
• x0: initial value where integration starts from (n-dimensional vector).
• tspan: Starting time and end time for integration. Integration has to run from time t =tspan(1)
to time t =tspan(2).
• N: number of steps for integration. The integration stepsize h=(tspan(2)-tspan(1))/N should
be small.
• xend: result of integration at t =tspan(2).
• t: vector of times at which intermediate values have been computed (this should have N + 1
• xt: intermediate values (n × (N + 1)-array). xt(:,k) should be the solution at t(k).
You can check the built-in variable nargout inside your function to see if the user wants to get three outputs or only the end value xend. If nargout==1 you don’t need to store the intermediate values.
Posted Date: 3/12/2012 10:19:33 AM | Location : United States

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