Numerical Solution of

Differential Equations
Matlab Tutorial
Introduction
MATLAB has several routines for numerical integration
ode45, ode23, ode113, ode15s, ode23s, etc.
Here we will introduce two of them: ode45 and ode23
ode23 uses 2
nd
-order and ode45 uses 4
th
-order Runge-Kutta
integration.
Integration by ode23 and ode45:
Matlab Command
[t, x] =ode45(xprime, [t
0
,t
f
], x
0
)
where
xprime is a string variable containing the name of the
m-file for the derivatives.
t
0
is the initial time
t
f
is the final time
x
0
is the initial condition vector for the state variables
t a (column) vector of time
x an array of state variables as a function of time
Note
We need to generate a m-file containing expressions for
differential equations first.

Well examine common syntax employed in generating the
script or m-file

These objectives will be achieved through 2 examples:
Example-1 on Single-Variable Differential Equation
Example-2 on Multi-Variable Differential Equation
Differential Equation of a Single-Variable

Example 1: Start-up time of a CSTR
Objective: Solve differential mole balance on a CSTR using MATLAB integration
routine.
Problem description: A CSTR initially filled in 2mol/L of A is to be started up with
specified conditions of inlet concentration, inlet and outlet flow rates. The reactor
volume and fluid density is considered to be constant.
Reaction: A B
Rate Kinetics: (-r
A
) =kC
A
Initial Condition: at t=0, C
A
=C
A,initial
=2 mol/L

0 A o
C v ,
A
C v ,
V
Example 1
The following first-order differential equation in
single-variable (C
A
) is obtained from mole
balance on A:


0 A
o
A
A
C
V
v
C k
V
v
dt
dC
+ + =

) (
o
v v

=
Recall, that mass balance yields
generating a m-file titled cstr.m


function dx=cstr (t, x)

% define constants

k=0.005; %mol/L-s
V=10; % Reactor volume in L
vin=0.15; % Inlet volumetric flow rate in L/s
Ca0=10; % Inlet concentration of A in mol/L

%For convenience sake, declaring that variable x is Ca
Ca=x

%define differential equation
dx=(vin/V)*Ca0-(vin/V+k)*Ca;

Script File: Common Syntax
Purpose of function files
As indicated above, the function file generates the value of outputs every
time it called upon with certain sets of inputs of dependent and independent
variables



For instance the cstr.m file generates the value of output (dx), every time it
is called upon with inputs of independent variable time (t) and dependent
variable (x)

NOTE: For cstr.m file, the output dx is actually dCa/dt and x is equal to Ca.
function dx=cstr (t, x)
function output=function_name (input1, input2)
Function File: Command Structure
function dx = CSTR (t, x)
Define constants (e.g. k, Ca0, etc.)

(Optional) Write equations in terms of constants
Define differential equations that define outputs
(dx=)
function output=function_name (input1, input2)
File & Function Name
Example: m-file titled cstr.m
function dx=cstr (t, x)

% define constants

k=0.005; %mol/L-s
V=10; % Reactor volume in L
Function name should match file name
Inputs and Outputs
Example: m-file titled cstr.m
function dx=cstr (t, x)

% define constants

k=0.005; %mol/L-s
V=10; % Reactor volume in L
Inputs are independent variable (t)
and dependent variable (x=Ca)
Output is differential,
dx =dCa/dt
Writing Comments
Example: m-file titled cstr.m
function dx=cstr (t, x)

% define constants

k=0.005; %mol/L-s
V=10; % Reactor volume in L
Any text written
after % symbol is
considered to be
commented
Semicolon at the end of an expression
Example: m-file titled cstr.m
function dx=cstr (t, x)

% define constants

k=0.005; %mol/L-s
V=10; % Reactor volume in L
Semi-colon simply
suppresses SCREEN
printing of the
expression.
End of Script File: Common Syntax
Command for Integration of
Differential Equation
Example-1
enter the following MATLAB command
[t, x]=ode45(cstr,[0 500],[2]);

to see the transient responses, use plot function
plot(t, x);

Refer to slide-3 for syntax of above command
Example-2:
Multi-variable Differential Equations
Example 2: CSTR Response to change in
volumetric flow rate.
Objective: Solve differential mole balance on a CSTR using MATLAB
integration routine.
Problem description: CSTR operating at SS is subjected to a small
disturbance in inlet volumetric flow rate while the outlet volumetric flow
rate is kept constant. Both total mass balance and species mole balance must
be solved simultaneously.
0 A o
C v ,
A
C v ,
V
Example 2
First-order differential equation in two-variables V(t)
and C
A
(t):







Equations (1) and (2) must be solved simultaneously.
A A A
o A
C k C C
V
v
dt
dC
= ) (
0

v v
dt
dV
o

=
(1)
(2)
Generating the script file
function dx=cstr1 (t, x)
%constant
k=0.005; %mol/L-s
vout=0.15; % L/s
Ca0=10; %mol/L
% The following expression describe disturbance in input flow rate
if((t >0)&(t <=2))
vin=0.15+.05*(t)
elseif((t>2)&(t<=4))
vin=0.25-0.05*(t-2);
else
vin=0.15;
end
% define x1 and x2
V=x(1,:)
Ca=x(2,:)
% write the differential equation
dx(1,:)=vin-vout;
dx(2,:)=(vin/V)*(Ca0-Ca)-k*Ca;
Script File: New Syntax
Recognizing Multivariable System
function dx=cstr1 (t, x)
% constant
k=0.005; %mol/L-s
vout=0.15; % L/s
Ca0=10; %mol/L
The first important point to note is that x is a vector of 2 variables, x1
(=V) and x2(=Ca)

Also, dx is a vector of two differential equations associated with the 2
variables
Defining arrays
% define x1 and x2
V=x(1,:)
Ca=x(2,:)
The value of these variables change as a function of time. This aspect
is denoted in MATLAB syntax by defining the variable as an array.

Thus variable 1 can be indicated as x(1,:) and variable 2 as x(2,:)


For bookkeeping purposes or convenience sake, the two variables are
re-defined as follows
Defining differential equations
% write the differential equation
dx(1,:)=vin-vout;
dx(2,:)=(vin/V)*(Ca0-Ca)-k*Ca;
There are two differential equations dV/dt and dCa/dt that must be
solved. These two equations are represented in vector form as dx

Two differential equations must be defined. The syntax is shown
below
End of
Script File: New Syntax
Command for Integration of
Differential Equation
Example-2
enter the following MATLAB command
[t, x]=ode45(cstr1,[0 500],[10 7.5]);

to see the transient responses, use plot function
plot(t, x(:,1);
plot(t, x(:,2);


Initial conditions for the two variables, i.e. V=10 L and CA=7.5 mol/L at time t=0
Example-2
Did you spot any problems in the plots?
Do you see any transient response at all? Likely
not.
Its all to do with the integration step-size
Type the following Matlab commands
options=odeset('Initialstep',.1)
[t, x]=ode45('cstr1',[0 300],[10 7.5]',options)

Plot x1 and x2. (see command in previous slide)
End of Matlab Tutorial