From: Seth on
Ok...my math skills are rusty and I need to solve an ODE. I can do this numerically with the ODE23s solver in Matlab, but am looking for a semi-analytical (symbolic) solution. Can anyone help?

the ODE is as follows:

dy/dt=G1(t)-G2(t)*y

Note that I will obtain the time varying functions, G1(t) & G2(t) from experimental results (time series data). I do NOT have a functional form. However, I can numerically integrate or create series fits as necessary - thus expressing solutions as integral of G1(t) is ok...

I also know y(t=0) as an initial condition.

Any advice on how to get an analytical solution for y(t) would be very helpful!

Thanks again!
From: Steven_Lord on


"Seth" <Snick.NOSPAM(a)mathworks.com> wrote in message
news:i3elss$qg5$1(a)fred.mathworks.com...
> Ok...my math skills are rusty and I need to solve an ODE. I can do this
> numerically with the ODE23s solver in Matlab, but am looking for a
> semi-analytical (symbolic) solution. Can anyone help?
>
> the ODE is as follows:
>
> dy/dt=G1(t)-G2(t)*y
>
> Note that I will obtain the time varying functions, G1(t) & G2(t) from
> experimental results (time series data). I do NOT have a functional form.
> However, I can numerically integrate or create series fits as necessary -
> thus expressing solutions as integral of G1(t) is ok...
>
> I also know y(t=0) as an initial condition.
>
> Any advice on how to get an analytical solution for y(t) would be very
> helpful!

Try DSOLVE from Symbolic Math Toolbox.

--
Steve Lord
slord(a)mathworks.com
comp.soft-sys.matlab (CSSM) FAQ: http://matlabwiki.mathworks.com/MATLAB_FAQ
To contact Technical Support use the Contact Us link on
http://www.mathworks.com

From: Seth on
Steve,

Thanks for the suggestion and I agree that would work well if my ODE had standard "non time varying" constants...but I am unsure how to solve the problem with DSOLVE when I don't know the functional form of the time varying constants apriori.
From: Torsten Hennig on
> Ok...my math skills are rusty and I need to solve an
> ODE. I can do this numerically with the ODE23s
> solver in Matlab, but am looking for a
> semi-analytical (symbolic) solution. Can anyone help?
>
> the ODE is as follows:
>
> dy/dt=G1(t)-G2(t)*y
>
> Note that I will obtain the time varying functions,
> G1(t) & G2(t) from experimental results (time series
> data). I do NOT have a functional form. However, I
> can numerically integrate or create series fits as
> necessary - thus expressing solutions as integral of
> G1(t) is ok...
>
> I also know y(t=0) as an initial condition.
>
> Any advice on how to get an analytical solution for
> y(t) would be very helpful!
>
> Thanks again!

The solution for your equation is given in the
paragraph 'Summary of general solutions',
Differential Equation (4) under

http://en.wikipedia.org/wiki/Linear_differential_equation

Best wishes
Torsten.
From: Seth on
Torsten,

I think you just saved me a lot of time & effort! This looks like exactly what I was looking for!

Thanks you!

-Seth