Sage Quickstart for Differential Equations¶
This Sage quickstart tutorial was developed for the MAA PREP Workshop “Sage: Using Open-Source Mathematics Software with Undergraduates” (funding provided by NSF DUE 0817071). It is licensed under the Creative Commons Attribution-ShareAlike 3.0 license (CC BY-SA).
Solving differential equations is a combination of exact and numerical methods, and hence a great place to explore with the computer. We have already seen one example of this in the calculus tutorial, which is worth reviewing.
Basic Symbolic Techniques¶
sage: y = function('y')(x) sage: de = diff(y,x) + y -2 sage: h = desolve(de, y)
Forgetting about plotting for the moment, notice that there are three things one needs to solve a differential equation symbolically:
- an abstract function
- a differential equation, which here we put in a separate line;
- the actual differential equation solve command (bold for
Since we did not specify any initial conditions, Sage (from Maxima) puts
in a parameter. If we want to put in an initial condition, we use
ics (for initial conditions). For example, we
ics=[0,3] to specify that when \(x=0\), \(y=3\).
sage: h = desolve(de, y, ics=[0,3]); h (2*e^x + 1)*e^(-x)
And of course we have already noted that we can plot all this with a slope field.
sage: y = var('y') # Needed so we can plot sage: Plot1=plot_slope_field(2-y,(x,0,3),(y,0,5)) sage: Plot2=plot(h,x,0,3) sage: Plot1+Plot2 Graphics object consisting of 2 graphics primitives
Regarding symbolic functions versus symbolic variables:
- If you wanted to make
yan abstract function again instead of a variable, you’d have to do that separately. A differential equation requires a
functionbut plotting requires a
- Another option is to let
zbe the name of the vertical axis variable.
- Either way something will have to give, since in common speaking
about these things we treat
yas both a variable and a function, which is much trickier to accomplish with a computer.
There are many other differential equation facilities in Sage. We can’t cover all the variants of this in a quickstart, but the documentation is good for symbolic solvers.
For instance, Maxima can do systems, as well as use Laplace transforms, and we include versions of these wrapped for ease of use.
In all differential equation solving routines, it is important to pay
attention to the syntax! In the following example, we have placed the
differential equation in the body of the command, and had to specify
f was the dependent variable (
dvar), as well as
give initial conditions \(f(0)=1\) and \(f'(0)=2\), which
gives the last list in the example.
sage: f=function('f')(x) sage: desolve_laplace(diff(f,x,2) == 2*diff(f,x)-f, dvar = f, ics = [0,1,2]) x*e^x + e^x
sage: g(x)=x*e^x+e^x sage: derivative(g,x,2)-2*derivative(g,x)+g x |--> 0
Numerical and Power Series Methods¶
There are also numerical methods.
For instance, one of the options above was
desolve_rk4. This is a
fourth-order Runge-Kutta method, and returns appropriate (numerical)
output. Here, we must give the dependent variable and initial
sage: y = function('y')(x) sage: de = diff(y,x) + y -2 sage: h = desolve_rk4(de, y, step=.05, ics=[0,3])
It can be fun to compare this with the original, symbolic solution. We
points command from the advanced plotting tutorial.
sage: h1 = desolve(de, y, ics=[0,3]) sage: plot(h1,(x,0,5),color='red')+points(h) Graphics object consisting of 2 graphics primitives
The primary use of numerical routines from here is pedagogical in nature.
For more advanced numerical routines, we primarily use the GNU scientific library. Using this is a little more sophisticated, but gives a wealth of options.
We can even do power series solutions. In order to do this, we must first define a special power series ring , including the precision.
sage: R.<t> = PowerSeriesRing(QQ, default_prec=10) sage: a = -1 + 0*t sage: b = 2 + 0*t sage: h=a.solve_linear_de(b=b,f0=3,prec=10)
This power series solution is pretty good for a while!
sage: h = h.polynomial() sage: plot(h,-2,5)+plot(2+e^-x,(x,-2,5),color='red',linestyle=':',thickness=3) Graphics object consisting of 2 graphics primitives
This was just an introduction; there are a lot of resources for differential equations using Sage elsewhere, including a book by David Joyner, who wrote much of the original code wrapping Maxima for Sage to do just this.