@c Copyright (C) 1996, 1997 John W. Eaton
@c This is part of the Octave manual.
@c For copying conditions, see the file gpl.texi.

@node Differential Equations, Optimization, Quadrature, Top
@chapter Differential Equations

Octave has two built-in functions for solving differential equations.
Both are based on reliable ODE solvers written in Fortran.

@menu
* Ordinary Differential Equations::  
* Differential-Algebraic Equations::  
@end menu

@cindex Differential Equations
@cindex ODE
@cindex DAE

@node Ordinary Differential Equations, Differential-Algebraic Equations, Differential Equations, Differential Equations
@section Ordinary Differential Equations

The function @code{lsode} can be used to solve ODEs of the form
@iftex
@tex
$$
 {dx\over dt} = f (x, t)
$$
@end tex
@end iftex
@ifinfo

@example
dx
-- = f (x, t)
dt
@end example
@end ifinfo

@noindent
using Hindmarsh's ODE solver @sc{Lsode}.

@DOCSTRING(lsode)

Here is an example of solving a set of three differential equations using
@code{lsode}.  Given the function

@cindex oregonator

@example
@group
function xdot = f (x, t)

  xdot = zeros (3,1);

  xdot(1) = 77.27 * (x(2) - x(1)*x(2) + x(1) \
            - 8.375e-06*x(1)^2);
  xdot(2) = (x(3) - x(1)*x(2) - x(2)) / 77.27;
  xdot(3) = 0.161*(x(1) - x(3));

endfunction
@end group
@end example

@noindent
and the initial condition @code{x0 = [ 4; 1.1; 4 ]}, the set of
equations can be integrated using the command

@example
@group
t = linspace (0, 500, 1000);

y = lsode ("f", x0, t);
@end group
@end example

If you try this, you will see that the value of the result changes
dramatically between @var{t} = 0 and 5, and again around @var{t} = 305.
A more efficient set of output points might be

@example
@group
t = [0, logspace (-1, log10(303), 150), \
        logspace (log10(304), log10(500), 150)];
@end group
@end example

@DOCSTRING(lsode_options)

See Alan C. Hindmarsh, @cite{ODEPACK, A Systematized Collection of ODE
Solvers}, in Scientific Computing, R. S. Stepleman, editor, (1983) for
more information about the inner workings of @code{lsode}.

@node Differential-Algebraic Equations,  , Ordinary Differential Equations, Differential Equations
@section Differential-Algebraic Equations

The function @code{dassl} can be used to solve DAEs of the form
@iftex
@tex
$$
 0 = f (\dot{x}, x, t), \qquad x(t=0) = x_0, \dot{x}(t=0) = \dot{x}_0
$$
@end tex
@end iftex
@ifinfo

@example
0 = f (x-dot, x, t),    x(t=0) = x_0, x-dot(t=0) = x-dot_0
@end example
@end ifinfo

@noindent
using Petzold's DAE solver @sc{Dassl}.

@DOCSTRING(dassl)

@DOCSTRING(dassl_options)

See K. E. Brenan, et al., @cite{Numerical Solution of Initial-Value
Problems in Differential-Algebraic Equations}, North-Holland (1989) for
more information about the implementation of @sc{Dassl}.