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)

>>> from sage.all import *
>>> y = function('y')(x)
>>> de = diff(y,x) + y -Integer(2)
>>> 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 y;

  • a differential equation, which here we put in a separate line;

  • the actual differential equation solve command (bold for the acronym desolve ).

sage: show(expand(h))

>>> from sage.all import *
>>> show(expand(h))
\[c e^{\left(-x\right)} + 2\]

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 set 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)

>>> from sage.all import *
>>> h = desolve(de, y, ics=[Integer(0),Integer(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

>>> from sage.all import *
>>> y = var('y') # Needed so we can plot
>>> Plot1=plot_slope_field(Integer(2)-y,(x,Integer(0),Integer(3)),(y,Integer(0),Integer(5)))
>>> Plot2=plot(h,x,Integer(0),Integer(3))
>>> Plot1+Plot2
Graphics object consisting of 2 graphics primitives

Note

Regarding symbolic functions versus symbolic variables:

  • If you wanted to make y an abstract function again instead of a variable, you’d have to do that separately. A differential equation requires a function but plotting requires a var.

  • Another option is to let z be the name of the vertical axis variable.

  • Either way something will have to give, since in common speaking about these things we treat y as 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.

sage: desolvers?

>>> from sage.all import *
>>> desolvers?

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 that 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

>>> from sage.all import *
>>> f=function('f')(x)
>>> desolve_laplace(diff(f,x,Integer(2)) == Integer(2)*diff(f,x)-f, dvar = f, ics = [Integer(0),Integer(1),Integer(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

>>> from sage.all import *
>>> __tmp__=var("x"); g = symbolic_expression(x*e**x+e**x).function(x)
>>> derivative(g,x,Integer(2))-Integer(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 conditions.

sage: y = function('y')(x)
sage: de = diff(y,x) + y -2
sage: h = desolve_rk4(de, y, step=.05, ics=[0,3])

>>> from sage.all import *
>>> y = function('y')(x)
>>> de = diff(y,x) + y -Integer(2)
>>> h = desolve_rk4(de, y, step=RealNumber('.05'), ics=[Integer(0),Integer(3)])

It can be fun to compare this with the original, symbolic solution. We use the 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

>>> from sage.all import *
>>> h1 = desolve(de, y, ics=[Integer(0),Integer(3)])
>>> plot(h1,(x,Integer(0),Integer(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.

sage: ode_solver?

>>> from sage.all import *
>>> ode_solver?

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)

>>> from sage.all import *
>>> R = PowerSeriesRing(QQ, default_prec=Integer(10), names=('t',)); (t,) = R._first_ngens(1)
>>> a = -Integer(1) + Integer(0)*t
>>> b = Integer(2) + Integer(0)*t
>>> h=a.solve_linear_de(b=b,f0=Integer(3),prec=Integer(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

>>> from sage.all import *
>>> h = h.polynomial()
>>> plot(h,-Integer(2),Integer(5))+plot(Integer(2)+e**-x,(x,-Integer(2),Integer(5)),color='red',linestyle=':',thickness=Integer(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.