MATLAB ODE (IVP/BVP) and PDE Function Summary
IVP Function Summary
ODE Initial Value Problem Solvers
The following table lists the initial value problem solvers, the kind of problem you can solve with each solver, and the method each solver uses.
Syntax
[T,Y] = solver(odefun,tspan,y0) [T,Y] = solver(odefun,tspan,y0,options) [T,Y,TE,YE,IE] = solver(odefun,tspan,y0,options) sol = solver(odefun,[t0 tf],y0...)
where solver is one of ode45, ode23, ode113, ode15s, ode23s, ode23t, or ode23tb.
Description
The algorithms used in the ODE solvers vary according to order of accuracy [6] and the type of systems (stiff or nonstiff) they are designed to solve.
Algorithms
ode45 is based on an explicit Runge-Kutta (4,5) formula, the Dormand-Prince pair. It is a one-step solver - in computing y(tn), it needs only the solution at the immediately preceding time point, y(tn-1). In general, ode45 is the best function to apply as a "first try" for most problems. [3]
ode23 is an implementation of an explicit Runge-Kutta (2,3) pair of Bogacki and Shampine. It may be more efficient than ode45 at crude tolerances and in the presence of moderate stiffness. Like ode45, ode23 is a one-step solver. [2]
ode113 is a variable order Adams-Bashforth-Moulton PECE solver. It may be more efficient than ode45 at stringent tolerances and when the ODE file function is particularly expensive to evaluate. ode113 is a multistep solver - it normally needs the solutions at several preceding time points to compute the current solution. [7]
The above algorithms are intended to solve nonstiff systems. If they appear to be unduly slow, try using one of the stiff solvers below.
ode15s is a variable order solver based on the numerical differentiation formulas (NDFs). Optionally, it uses the backward differentiation formulas (BDFs, also known as Gear's method) that are usually less efficient. Like ode113, ode15s is a multistep solver. Try ode15s when ode45 fails, or is very inefficient, and you suspect that the problem is stiff, or when solving a differential-algebraic problem. [9], [10]
ode23s is based on a modified Rosenbrock formula of order 2. Because it is a one-step solver, it may be more efficient than ode15s at crude tolerances. It can solve some kinds of stiff problems for which ode15s is not effective. [9]
ode23t is an implementation of the trapezoidal rule using a "free" interpolant. Use this solver if the problem is only moderately stiff and you need a solution without numerical damping. ode23t can solve DAEs. [10]
ode23tb is an implementation of TR-BDF2, an implicit Runge-Kutta formula with a first stage that is a trapezoidal rule step and a second stage that is a backward differentiation formula of order two. By construction, the same iteration matrix is used in evaluating both stages. Like ode23s, this solver may be more efficient than ode15s at crude tolerances. [8], [1]
References
[1] Bank, R. E., W. C. Coughran, Jr., W. Fichtner, E. Grosse, D. Rose, and R. Smith, "Transient Simulation of Silicon Devices and Circuits," IEEE Trans. CAD, 4 (1985), pp 436-451.
[2] Bogacki, P. and L. F. Shampine, "A 3(2) pair of Runge-Kutta formulas," Appl. Math. Letters, Vol. 2, 1989, pp 1-9.
[3] Dormand, J. R. and P. J. Prince, "A family of embedded Runge-Kutta formulae," J. Comp. Appl. Math., Vol. 6, 1980, pp 19-26.
[4] Forsythe, G. , M. Malcolm, and C. Moler, Computer Methods for Mathematical Computations, Prentice-Hall, New Jersey, 1977.
[5] Kahaner, D. , C. Moler, and S. Nash, Numerical Methods and Software, Prentice-Hall, New Jersey, 1989.
[6] Shampine, L. F. , Numerical Solution of Ordinary Differential Equations, Chapman & Hall, New York, 1994.
[7] Shampine, L. F. and M. K. Gordon, Computer Solution of Ordinary Differential Equations: the Initial Value Problem, W. H. Freeman, San Francisco, 1975.
[8] Shampine, L. F. and M. E. Hosea, "Analysis and Implementation of TR-BDF2," Applied Numerical Mathematics 20, 1996.
[9] Shampine, L. F. and M. W. Reichelt, "The MATLAB ODE Suite," SIAM Journal on Scientific Computing, Vol. 18, 1997, pp 1-22.
[10] Shampine, L. F., M. W. Reichelt, and J.A. Kierzenka, "Solving Index-1 DAEs in MATLAB and Simulink," SIAM Review, Vol. 41, 1999, pp 538-552.
ODE Boundary Value Problem Solver
| Solver |
Description |
|
Solve boundary value problems for ordinary differential equations. |
Syntax
Algorithms
bvp4c is a finite difference code that implements the three-stage Lobatto IIIa formula. This is a collocation formula and the collocation polynomial provides a C1-continuous solution that is fourth order accurate uniformly in [a,b]. Mesh selection and error control are based on the residual of the continuous solution.
References
[1] Shampine, L.F., M.W. Reichelt, and J. Kierzenka, "Solving Boundary Value Problems for Ordinary Differential Equations in MATLAB with bvp4c".
MATLAB PDE Solver
| PDE Initial-Boundary Value Problem Solver | |
|
Solve initial-boundary value problems for systems of parabolic and elliptic PDEs in one space variable and time. |
Solve initial-boundary value problems for systems of parabolic and elliptic partial differential equations (PDEs) in one space variable and time
Syntax
Description
sol = pdepe(m,pdefun,icfun,bcfun,xmesh,tspan)
solves initial-boundary value problems for systems of parabolic and elliptic PDEs in the one space variable x and time t. The ordinary differential equations (ODEs) resulting from discretization in space are integrated to obtain approximate solutions at times specified in tspan. The pdepe function returns values of the solution on a mesh provided in xmesh.
References
[1] Skeel, R. D. and M. Berzins, "A Method for the Spatial Discretization of Parabolic Equations in One Space Variable," SIAM Journal on Scientific and Statistical Computing, Vol. 11, 1990, pp.1-32.