Sage Interactions - Differential Equations

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Euler's Method in one variable

by Marshall Hampton. This needs some polishing but its usable as is.

def tab_list(y, headers = None):
    '''
    Converts a list into an html table with borders.
    '''
    s = '<table border = 1>'
    if headers:
        for q in headers:
            s = s + '<th>' + str(q) + '</th>'
    for x in y:
        s = s + '<tr>'
        for q in x:
            s = s + '<td>' + str(q) + '</td>'
        s = s + '</tr>'
    s = s + '</table>'
    return s
var('x y')
@interact
def euler_method(y_exact_in = input_box('-cos(x)+1.0', type = str, label = 'Exact solution = '), y_prime_in = input_box('sin(x)', type = str, label = "y' = "), start = input_box(0.0, label = 'x starting value: '), stop = input_box(6.0, label = 'x stopping value: '), startval = input_box(0.0, label = 'y starting value: '), nsteps = slider([2^m for m in range(0,10)], default = 10, label = 'Number of steps: '), show_steps = slider([2^m for m in range(0,10)], default = 8, label = 'Number of steps shown in table: ')):
    y_exact = lambda x: eval(y_exact_in)
    y_prime = lambda x,y: eval(y_prime_in)
    stepsize = float((stop-start)/nsteps)
    steps_shown = max(nsteps,show_steps)
    sol = [startval]
    xvals = [start]
    for step in range(nsteps):
        sol.append(sol[-1] + stepsize*y_prime(xvals[-1],sol[-1]))
        xvals.append(xvals[-1] + stepsize)
    sol_max = max(sol + [find_maximum_on_interval(y_exact,start,stop)[0]])
    sol_min = min(sol + [find_minimum_on_interval(y_exact,start,stop)[0]])
    show(plot(y_exact(x),start,stop,rgbcolor=(1,0,0))+line([[xvals[index],sol[index]] for index in range(len(sol))]),xmin=start,xmax = stop, ymax = sol_max, ymin = sol_min)    
    if nsteps < steps_shown:
        table_range = range(len(sol))
    else:
        table_range = range(0,floor(steps_shown/2)) + range(len(sol)-floor(steps_shown/2),len(sol))
    html(tab_list([[i,xvals[i],sol[i]] for i in table_range], headers = ['step','x','y']))

Vector Fields and Euler's Method

by Mike Hansen (tested and updated by William Stein)

x,y = var('x,y')
@interact
def _(f = input_box(default=y), g=input_box(default=-x*y+x^3-x), 
      xmin=input_box(default=-1), xmax=input_box(default=1), 
      ymin=input_box(default=-1), ymax=input_box(default=1), 
      start_x=input_box(default=0.5), start_y=input_box(default=0.5),  
      step_size=(0.01,(0.001, 0.2)), steps=(600,(0, 1400)) ):
    old_f = f
    f = f.function(x,y)
    old_g = g
    g = g.function(x,y)
    steps = int(steps)

    points = [ (start_x, start_y) ]
    for i in range(steps):
        xx, yy = points[-1]
        try:
            points.append( (xx+step_size*f(xx,yy), yy+step_size*g(xx,yy)) )
        except (ValueError, ArithmeticError, TypeError):
            break

    starting_point = point(points[0], pointsize=50)
    solution = line(points)
    vector_field = plot_vector_field( (f,g), (x,xmin,xmax), (y,ymin,ymax) )

    result = vector_field + starting_point + solution
    
    html(r"<h2>$ \frac{dx}{dt} = %s$  $ \frac{dy}{dt} = %s$</h2>"%(latex(old_f),latex(old_g)))
    print "Step size: %s"%step_size
    print "Steps: %s"%steps
    result.show(xmin=xmin,xmax=xmax,ymin=ymin,ymax=ymax)

Vector Field with Runga-Kutta-Fehlberg

by Harald Schilly

# Solve ODEs using sophisticated Methods like Runga-Kutta-Fehlberg
# by Harald Schilly, April 2008
# (jacobian doesn't work, please fix ...)
var('x y')
@interact
def _(fin = input_box(default=y+exp(x/10)-1/3*((x-1/2)^2+y^3)*x-x*y^3), gin=input_box(default=x^3-x+1/100*exp(y*x^2+x*y^2)-0.7*x), 
      xmin=input_box(default=-1), xmax=input_box(default=1.8), 
      ymin=input_box(default=-1.3), ymax=input_box(default=1.5), 
      x_start=(-1,(-2,2)), y_start=(0,(-2,2)), error=(0.5,(0,1)), 
      t_length=(23,(0, 100)) , num_of_points = (1500,(5,2000)),
      algorithm = selector([
         ("rkf45" , "runga-kutta-felhberg (4,5)"),
         ("rk2" , "embedded runga-kutta (2,3)"),
         ("rk4" , "4th order classical runga-kutta"),
         ("rk8pd" , 'runga-kutta prince-dormand (8,9)'),
         ("rk2imp" , "implicit 2nd order runga-kutta at gaussian points"),
         ("rk4imp" , "implicit 4th order runga-kutta at gaussian points"),
         ("bsimp" , "implicit burlisch-stoer (requires jacobian)"),
         ("gear1" , "M=1 implicit gear"),
         ("gear2" , "M=2 implicit gear")
      ])):
    f(x,y)=fin
    g(x,y)=gin    
    
    ff = f._fast_float_(*f.args())
    gg = g._fast_float_(*g.args())
    
    #solve
    path = []      
    err = error
    xerr = 0
    for yerr in [-err, 0, +err]:
      T=ode_solver()
      T.algorithm=algorithm
      T.function = lambda t, yp: [ff(yp[0],yp[1]), gg(yp[0],yp[1])]  
      T.jacobian = lambda t, yp: [[diff(fun,dval)(yp[0],yp[1]) for dval in [x,y]] for fun in [f,g]]
      T.ode_solve(y_0=[x_start + xerr, y_start + yerr],t_span=[0,t_length],num_points=num_of_points)
      path.append(line([p[1] for p in T.solution]))

    #plot
    vector_field = plot_vector_field( (f,g), (x,xmin,xmax), (y,ymin,ymax) )
    starting_point = point([x_start, y_start], pointsize=50)
    show(vector_field + starting_point + sum(path), aspect_ratio=1, figsize=[8,9])

Mass/Spring systems

by Jason Grout

These two interacts involve some Cython code or other scipy imports, so I've posted a file containing them. You can download the worksheet or copy it online.

• https://sage.math.washington.edu/home/pub/42

• https://sage.math.washington.edu/home/pub/43

Heat equation using Fourier series

by Pablo Angulo

var('x')
x0  = 0
k=1
f   = x*exp(-x^2)
p   = plot(f,0,2*pi, thickness=2)
c   = 1/pi
orden=10
alpha=[(n,c*numerical_integral(f(x)*sin(x*n/2),0,2*pi)[0] ) for n in range(1,orden)]

@interact
def _(tiempo = (0.1*j for j in (0..10)) ):
    ft = sum( a*sin(x*n/2)*exp(-k*(n/2)^2*tiempo) for n,a in alpha)
    pt = plot(ft, 0, 2*pi, color='green', thickness=2)
    show( p + pt, ymin = -.2)

Heat equation using finite diferences in cython (very fast!)

by Pablo Angulo

%cython
#cython code implementing a very simple finite diference scheme
import numpy as np
def calor_cython(u0,float dx, float k,float t_f,int tsteps):
    cdef int m
    cdef float dt
    cdef float s
    u=np.array(u0)
    dt=t_f/tsteps
    s=k*dt/(dx**2)        #we cannot use ^ for exponentiation in cython
    for m in range(tsteps):
        u[1:-1]=(1-2*s)*u[1:-1]+s*u[0:-2]+s*u[2:]
    return u

#interact box wrapping the code above
var('x')

@interact
def _(f=input_box(default=x*exp(-x^2)), longitud=input_box(default=2*pi),
      tiempo=input_box(default=0.1), M=input_box(default=100),
      k=input_box(default=1), tsteps=input_box(default=2000) ):
    efe=f._fast_float_()
    dx=float(longitud/M)
    xs=[n*dx for n in range(M+1)]
    u0=[efe(a) for a in xs]
    
    s=k*(tiempo/tsteps) /dx^2
    if s>0.5:
        print 's=%f > 1/2!!!  The method is not stable'%s
    
    ut=calor_cython(u0,dx,k,tiempo,tsteps)
    show( line2d(zip(xs, u0)) + line2d(zip(xs, ut), rgbcolor='green') )