ode

ode

Solves one dimensional ordinary differential equations in the form x'(t) = f(t, x(t)).

References

• http://en.wikipedia.org/wiki/Ordinary_differential_equation

ode(deq,points,x0)

Searches for a solution of the differential equation x'(t) = f(t, x) for a given a lambda expression f with two arguments t and x within the range specified as a vector and the starting value of x(t) at t(0) (the first value for t).

Argument deq

Function

Argument points

Matrix

Argument x0

Scalar

Returns 1. entry

Matrix

Example

ode((t, x) => -x, 0:0.01:2, 1)

Solves the DEQ x'(t) + x(t) = 0 and gets the solution vector, which is exp(-t) within the specified point range.

Example

ode((t, x) => x - t, 0:0.01:5, 1.5)

Solves the DEQ x'(t) = x(t) - t and gets the solution vector, which is 1 / 2 * exp(t) + t + 1 within the specified point range.