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GNU Octave

Integrating Differential Equations

Octave has built-in functions for solving nonlinear differential equations of the form

dx -- = f (x, t) dt

with the initial condition

x(t = t0) = x0

For Octave to integrate equations of this form, you must first provide a definition of the function f(x,t). This is straightforward, and may be accomplished by entering the function body directly on the command line. For example, the following commands define the right hand side function for an interesting pair of nonlinear differential equations. Note that while you are entering a function, Octave responds with a different prompt, to indicate that it is waiting for you to complete your input.

octave:8> function xdot = f (x, t) > > r = 0.25; > k = 1.4; > a = 1.5; > b = 0.16; > c = 0.9; > d = 0.8; > > xdot(1) = r*x(1)*(1 - x(1)/k) - a*x(1)*x(2)/(1 + b*x(1)); > xdot(2) = c*a*x(1)*x(2)/(1 + b*x(1)) - d*x(2); > > endfunction

Given the initial condition

x0 = [1; 2];

and the set of output times as a column vector (note that the first output time corresponds to the initial condition given above)

t = linspace (0, 50, 200)';

it is easy to integrate the set of differential equations:

x = lsode ("f", x0, t);

The function lsode uses the Livermore Solver for Ordinary Differential Equations, described in A. C. Hindmarsh, ODEPACK, a Systematized Collection of ODE Solvers, in: Scientific Computing, R. S. Stepleman et al. (Eds.), North-Holland, Amsterdam, 1983, pages 55--64.