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Accepted :July2015
ABSTRACT:
Solving many of the scientific problems in physics and engineering leads to differential equations, which in many
cases no analytical answers can be found. The question to be considered is that, if the available numerical methods for
solving deferential equations (that are all done by computers) are reliable.Is the Lipchitz validity assumption on
differential equations with nonlinear dynamics true? What is the reason for the contradictory outcomes of solving a
simple equation using numerical methods? Do the outcomes show the reality of the dynamic system? What is the
acceptable replacement for the current methods?All the phenomena of the world have bifurcations, singularity,
dissociation, behavioral changes and interaction; and today, science with assumptions like neglecting interactions and
singularities, consider the systems as a continues model, although we are in need of a model in which we can solve the
problem without inserting the changes in time approach to zero chain.In this article, accompanied by showing different
and contradictory results which are all wrong numerical methods for solving a simple differential equation and
comparing them with analytical method, we introduce Poincare as a substitution for overcoming this scientific
derivation.In this article we solved a differential equation with common numerical methods in MATLAB, and showed
that these methods produce conflicting outcomes, and then we solved it using Poincare. After showing the invalidity
of common numerical methods and introduction of a simple decomposition method, we investigated Van der Pol
equations using Poincare, and showed the fact that Poincare can simply show the system dynamics like a flashlight.
KEYWORDS:Poincare, Van der Pol oscillator, RungeKutta, Euler, Lipchitz
1. INTRODUCTION
A differential equation is an equation in which there
is a function accompanied by its independent variant
and derivations. The solution is found using either
initiative or boundary conditions. A first order
differential equation with initiative conditions is as
follows:
( )
{
(1)
( )
We assume that function f is such that the
differential equation (1) has a particular solution.
Numerical methods for solving equation (1) is divided
into two categories, one and multi-step methods. In
one-step methods, we only use the point and the value
and sometimes derivations value, however in multi-step
methods and some points before that are used [1-10].
In the presented methods in the following we have:
(2)
(3)
)(4)
To obtain an approximate of (
) we consider
the above expansions rank up to p. In this situation
local truncation error is (
) s answer, moreover
total Taylor Pth-Order error is ( ). [1-5]
Eulers method
Assume that ( ) is an answer for the differential
equation (1), and assume that in
interval we
have:
( )
(
)
With integrating
) in
interval
33
( )
(6)
( )
( )
|
( )|
( )
( )
(
)
( (
)
( ))
(9)
In fig.1, the outcome for the differential equation is
illustrated (9). It should be mentioned that
( ) for
out of [-1, 1] will be complex and is shown with
dotted line in Fig .1.
)
)
(7)
(8)
( )
fcn
Embedded
MATLAB Function
1
s
Integrator
XY Graph
Scope
34
H
Fig.3 Different Numerical Analisys of Equation 8
a. Variable-step Dormand Prince method (ode45) b. Variable-step Bogacki shampinemethod (ode23) c. fixedstep Runge Kutta method (ode4) d. fixed-step Dormand Prince method (ode5) e. fixed-step extrapolation
method (ode14x) f. fixed-step Heun method (ode2) g. fixed-step Bogacki shampine method (ode3) h. fixed-step
Euler method (ode1)
35
36
( )
)
Answer is: (
Variables changes are:
()
()
discrete equivalent of differential Equation is:
(
)
Considering the above mentioned theory, discrete
equivalent of this difference equation response will be
like this:
This can be rewritten as in below;
(11)
(
In Eulers method
, however a more
is the
{| |
Hence
is the smallest time scale of the system
and it can be shown that:
(
( )
( )
(
(12)
)
5
bifurcation diagram
x 10
1.5
1
x*
0.5
0
200
400
600
800
1000
1200
-0.5
-1
4.5
-1.5
-2
3.5
1.5
2.5
t
3.5
x(n+1)
3
2.5
bifurcation diagram
250
200
1.5
150
100
x*
50
1.5
2.5
3
x(n)
3.5
4.5
0
-50
-100
-150
-200
-250
3.3344
3.3345
3.3346
3.3347
t
3.3348
3.3349
{
(
)
37
| |
|
||
| |
|
(
)
Now we want to use
as Poincare cut and
investigate the systems behavior.
(
(
) )
(
)
(13)
In this recursive equation for a definite , we can gain
desired values for and which have
valuableinformation about Van der Pol equation
trajectory, and now an unsolvable problem from
numerical methods and analytical methods -based on
fatalistic attitude- points of view is changed to an
entirely solvable one.
For
, set of points obtained from Poincare cut
are illustrated in fig 7, no 1 and for tracking the
changes in
in Poincare cut, the value of
in each
sequence is also shown in Fig 7, no 2.
20
| |
As it can be seen, the stability state of the system is
dependent on .
10
5
Y
15
0
-5
-10
-15
-20
-4
-3
-2
-1
0
X
-2
-4
-6
-8
-1.5
-1
-0.5
0.5
1.5
38
yk
0.5
0
-0.5
-1
-1.5
-2
-2.5
200
400
600
800
1000
1200
Iteration : k
A
:-1
:0
2.5
2
1.5
1
yk+1
0.5
0
-0.5
-1
-1.5
-2
-2.5
-2.5
-2
-1.5
-1
-0.5
0.5
1.5
2.5
yk
B
Fig.9 Phase Plane of Poincare Map for
with more iterations
Exponential scale have been applied in figures 10 and
11, so that big changes have less influence on small
changes and that we can track the topology changes
better. In fig 8, Poincare cut phase space in case of zero
slope and zero y-intercept is shown. In fig 10, the slope
is variable from negative with big absolute values to
39
:0
:0
26
x 10
x 10
3.5
2.5
yk+1
yk
:0
:0
26
2
1.5
3
2
0.5
0
20
40
60
80
100
120
a2
0.09
0.09
0.08
0.08
0.07
0.07
0.06
0.06
yk+1
yk
0.1
0.05
0.04
0.03
0.03
0.02
0.02
0.01
0.01
0
40
60
80
100
120
0.01
0.02
0.03
0.04
b2
0.06
0.07
0.08
0.09
b1
:0
:2
x 10
10
0.05
yk
Iteration : k
22
8
26
x 10
0.05
0.04
20
:1
:0
0.1
a1
:1
:0
yk
Iteration : k
:0
:2
22
x 10
2
6
1
0
yk+1
yk
4
2
-1
-2
-3
-2
-4
-4
-6
-5
20
40
60
80
100
-6
-6
120
-4
-2
c2
10
22
x 10
c1
:5.0e-001
:0
:5.0e-001
:0
1.4
1.2
1.2
0.8
0.8
yk
yk+1
1.4
0.6
0.6
0.4
0.4
0.2
0.2
0
0
20
40
60
Iteration : k
d2
40
yk
Iteration : k
80
100
120
0.2
0.4
0.6
0.8
yk
d1
1.2
1.4
:5.0e-001
:-1
:5.0e-001
:-1
4.5
4.5
3.5
3.5
3
yk+1
yk
3
2.5
2.5
2
2
1.5
1.5
1
0.5
0.5
0
20
40
60
80
100
120
0.5
1.5
2.5
e2
3.5
4.5
e1
:-1
:0
:-1
:0
2.5
2.5
1.5
1.5
1
0.5
yk
yk+1
1
0.5
0
0
-0.5
-0.5
-1
-1
-1.5
-1.5
-2
yk
Iteration : k
20
40
60
80
100
-2
-2
120
-1.5
-1
-0.5
f2
Fig.9 Phase Plane of Van der Pol Poincare Map when
:-1.4e+000
:0
40
0.5
1.5
2.5
yk
Iteration : k
f1
:-1.5e+000
:0
200
10
10
30
10
150
10
20
yk+1
yk+1
10
100
10
10
10
50
10
10
-10
10
-10
10
10
10
20
10
30
10
10
10
40
50
10
10
100
10
200
10
10
yk
a2
a1
:-1.1e+000
:0
150
10
yk
:-1.3e+000
:0
100
10
10
80
10
60
yk+1
10
yk+1
10
-1
40
10
20
10
10
10
-2
10
-20
-2
10
-1
10
10
10
10
-20
10
10
20
10
40
10
yk
yk
a4
a3
60
10
80
10
100
10
41
:-9.0e-001
:0
:-1
:0
10
10
10
yk+1
yk+1
10
-1
10
-1
10
-2
10
-3
10
-2
-3
-2
10
-1
10
10
10
10
-2
-1
10
10
10
10
yk
10
yk
a6
a5
:-6.0e-001
:0
:-8.0e-001
:0
10
10
0
yk+1
yk+1
10
-1
10
-2
-1
10
10
10
-2
-1
10
10
10
10
yk
10
yk
a8
Fig.10 Phase Plane of Poincare Map for
a7
(negetive value)
with different
:6.0e-001
:0
:5.0e-001
:0
1.4
1
0.9
1.2
0.8
0.8
0.6
yk+1
yk+1
0.7
0.5
0.6
0.4
0.4
0.3
0.2
0.2
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.2
0.4
0.6
yk
0.8
1.2
1.4
yk
a2
a1
:7.0e-001
:0
:8.0e-001
:0
0.8
0.5
0.7
0.45
0.4
0.6
0.35
yk+1
yk+1
0.5
0.3
0.4
0.25
0.3
0.2
0.2
0.1
0.1
42
0.15
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.1
0.1
0.15
0.2
0.25
0.3
yk
yk
a4
a3
0.35
0.4
0.45
0.5
:1
:0
0.105
0.08
0.1
0.07
0.095
0.06
0.09
0.05
0.085
yk+1
yk+1
0.09
0.04
0.08
0.075
0.03
0.02
0.07
0.01
0.065
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.06
0.06
0.1
0.065
0.07
0.075
0.08
yk
0.085
0.09
0.095
0.1
0.105
yk
a6
a5
:1.2e+000
:0
:1.1e+000
:0
0.07
0.08
0.06
0.07
0.06
0.05
0.05
yk+1
yk+1
0.04
0.04
0.03
0.03
0.02
0.02
0.01
0.01
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
0.01
0.02
0.03
0.04
yk
0.05
0.06
0.07
0.08
0.09
0.1
0.07
0.08
0.09
0.1
yk
a8
a7
:1.4e+000
:0
:1.3e+000
:0
0.05
0.06
0.045
0.05
0.04
0.035
0.04
yk+1
yk+1
0.03
0.025
0.03
0.02
0.02
0.015
0.01
0.01
0.005
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
0.01
0.02
yk
0.04
0.05
0.06
yk
a10
Fig.11 Phase Plane of Poincare Map for
0.03
with different
a9
(Posetive value)
43
44