Solvers in

Simulink

Mads Høi Rasmussen

Associate Professor
SDU Mechanical Engineering, Department of Mechanical and Electrical Engineering
 Given an Ordinary Differential Equation (ODE):
𝑑𝑑𝑑𝑑
= sin 𝑡𝑡 , 𝑥𝑥 0 = 0
𝑑𝑑𝑑𝑑

Solution:
� 𝑑𝑑𝑑𝑑 = � sin 𝑡𝑡 𝑑𝑑𝑑𝑑
⇔ 𝑥𝑥 𝑡𝑡 = − cos 𝑡𝑡 + 𝑐𝑐

𝑥𝑥 0 = 0

⇒ 0 = cos 0 + 𝑐𝑐
⇔ 𝑐𝑐 = 1

⇒ 𝑥𝑥(𝑡𝑡) = −cos 𝑡𝑡 + 1

2
 Numeric method for solving ODE’s: Euler Explicit
ODE:
𝑥𝑥̇ = 𝑓𝑓(𝑡𝑡), 𝑥𝑥 𝑡𝑡0 = 𝑥𝑥0

Time step:
𝑡𝑡1 = 𝑡𝑡0 + ∆𝑡𝑡

First step:
𝑥𝑥1 = 𝑥𝑥0 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡
̇ 0)

Second step:
𝑥𝑥2 = 𝑥𝑥1 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡
̇ 1)

Third step:
𝑥𝑥3 = 𝑥𝑥2 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡
̇ 2)

Infinitely small time step:

∆𝑡𝑡 → 0

𝑥𝑥𝑖𝑖 → 𝑥𝑥(𝑡𝑡𝑖𝑖 )
3
 Given ODE:
𝑥𝑥̇ = 𝑠𝑠𝑠𝑠𝑠𝑠(𝑡𝑡), 𝑥𝑥 0 = 0
Time step:
∆𝑡𝑡=0,2 s.
Euler Explicit:
𝑥𝑥0 = 0

𝑥𝑥1 = 𝑥𝑥0 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡

̇ 0)
⇒ 𝑥𝑥1 = 0 + 0,2 � 𝑠𝑠𝑠𝑠𝑠𝑠 0 = 0

𝑥𝑥2 = 𝑥𝑥1 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡

̇ 1)
⇒ 𝑥𝑥2 = 0 + 0,2 � 𝑠𝑠𝑠𝑠𝑠𝑠 0,2 ≈ 0,0397

𝑥𝑥3 = 𝑥𝑥2 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡

̇ 2)
⇒ 𝑥𝑥3 = 0,0397 + 0,2 � 𝑠𝑠𝑠𝑠𝑠𝑠 0,4 ≈ 0,1176

𝑥𝑥4 = 𝑥𝑥3 + ∆𝑡𝑡 � 𝑥𝑥(𝑡𝑡

̇ 3)
⇒ 𝑥𝑥4 = 0,1176 + 0,2 � 𝑠𝑠𝑠𝑠𝑠𝑠 0,6 ≈ 0,230

4
 More steps following Euler Explicit and comparing with the analytical solution
to the ODE:

t x x (anal.) Error
(Euler Expl.) 𝑥𝑥(𝑡𝑡) = −cos 𝑡𝑡 + 1 Anal. – Euler expl.
0 0 0 0

0,2 0 0,01993 0,01993

0,4 0,0397 0,0789 0,0392

0,6 0,1176 0,1747 0,0571

0,8 0,230 0,303 0,0730

1,0 0,374 0,460 0,0860

5
 Change the time step and see how it influences on the result:

𝑥𝑥̇ = 𝑠𝑠𝑠𝑠𝑠𝑠(𝑡𝑡), 𝑥𝑥 0 = 0

Duration of simulation:
𝑡𝑡 = 1 𝑠𝑠.

Time step, size x 𝑥𝑥 ∆𝑡𝑡𝑛𝑛+1 − 𝑥𝑥 ∆𝑡𝑡𝑛𝑛

(Euler Expl.)
∆𝑡𝑡1 =0,2 s. 0,374017 N/A

∆𝑡𝑡2 =0,1 s. 0,417241 0,043224

∆𝑡𝑡3 =0,01 s. 0,455487 0,038246

∆𝑡𝑡4 =0,005 s. 0,457593 0,002106

∆𝑡𝑡5 =0,001 s. 0,459277 0,001684

⇒ 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶!

6
 Error check on Euler expl.:

∆𝒕𝒕 Error
0,2 s. 0,0857

0,1 s. 0,0425

0,01 s. 0,0042

0,001 s. 0,00042

7
 Numeric method for solving ODE’s: Runge-Kutta 4th order
ODE:
𝑥𝑥̇ = 𝑓𝑓(𝑡𝑡), 𝑥𝑥 𝑡𝑡0 = 𝑥𝑥0

Since x depends only on t, Runge-Kutta 4th model reduces to Simpson’s Rule

of Integration:
1
𝑥𝑥𝑛𝑛+1 = 𝑥𝑥𝑛𝑛 + (𝑘𝑘1 +2𝑘𝑘2 + 3𝑘𝑘3 + 𝑘𝑘4 )
6

Where:
𝑘𝑘1 = ∆𝑡𝑡𝑥𝑥(𝑡𝑡
̇ 𝑛𝑛 )

1
𝑘𝑘2 = ∆𝑡𝑡𝑥𝑥(𝑡𝑡
̇ 𝑛𝑛 + ∆𝑡𝑡)
2

1
𝑘𝑘3 = ∆𝑡𝑡𝑥𝑥(𝑡𝑡
̇ 𝑛𝑛 + ∆𝑡𝑡)
2

𝑘𝑘4 = ∆𝑡𝑡𝑥𝑥(𝑡𝑡
̇ 𝑛𝑛 + ∆𝑡𝑡)

Note: 𝑘𝑘2 and 𝑘𝑘3 are the same since x depends only on t.

8
 Change the time step and see how it influences on the result:

𝑥𝑥̇ = 𝑠𝑠𝑠𝑠𝑠𝑠(𝑡𝑡), 𝑥𝑥 0 = 0

Duration of simulation:
𝑡𝑡 = 1 𝑠𝑠.

Time step, size x 𝑥𝑥 ∆𝑡𝑡𝑛𝑛+1 − 𝑥𝑥 ∆𝑡𝑡𝑛𝑛

(R-K 4th)
∆𝑡𝑡1 =0,2 s. 0,45969795 N/A

∆𝑡𝑡2 =0,1 s. 0,45969771 2,4 � 10−7

∆𝑡𝑡3 =0,01 s. 0,45969769 2 � 10−8

∆𝑡𝑡4 =0,005 s. 0,45969769 ≈0

∆𝑡𝑡5 =0,001 s. 0,45969769 ≈0

⇒ 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶 𝑖𝑖𝑖𝑖 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜 𝑚𝑚𝑚𝑚𝑚𝑚𝑚 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑡𝑡𝑡𝑡 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒. !

9
 Error check on R-K 4th order

∆𝒕𝒕 Error
0,2 s. 2,5 � 10−7

0,1 s. 1,6 � 10−8

0,01 s. 1,6 � 10−12

0,005 s. 1 � 10−13

0,001 s. 2,8 � 10−16

10