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I have a nonlinear ordinary differential equation with two parameters c and R in the form of:

lhs[u[x]; c, R]=0, where R>=0 and

lhs = 2/3 u[x]^3 + 4/75 R u[x]^6 u'[x] + 2/3*u[x]^3 u'''[x] -c u[x] + c - 2/3;

subject to far field boundary conditions (BCs): $u\rightarrow1$, as $x\rightarrow\pm\infty$

I want to plot a curve that presents the relation of parameters c and R, and plot the function u[x] corresponding to a value of c on the curve as below (here all u[x] shown for c=5 and R=2.49, 3.32, 3.97). There should be multiple solutions because it is a nonlinear equation. The solutions can be classified by the number of bumps in u[x] (see the insets in the following figures). So, I need to find multiple solutions.

enter image description here

enter image description here

Plan A: I found a relevant numerical approach posted here based on a user-defined function TrackRootPAL. But I saw only polynomial equations with one parameter in those problems. Here I have two parameters in an ODE with BCs at infinity.

I tried TrackRootPAL, as expected, it does not work in this simple mechanical application, because I didn't know how to impose the far BCs and introduce the other parameter c.

tr = TrackRootPAL[lhs, {u[x]}, {R, 0, 20}, 1, {2}];
Plot[Evaluate[u[x] /. tr], {R, 0, 20}]

But, as commented by @Chris this is probably not the right approach to start.

Plan B: The method proposed by @Pragabhava here looks a good direction to find multiple solutions. However, I need help to adapt the code for an ODE with 2 parameters. The two examples appended there are still for polynomial equations with a single parameter.

Plan C: By searching on the web, I think ParametricNDSolve may also be an alternative to solve ODE with multiple parameters. But, I need help with applying the BCs again.

eqbc = {lhs == 0, FarBC =...};
Sol = ParametricNDSolve[eqbc, u, {x, -L, L}, {R, c}]

As an MMA beginner, these methods are daunting for me. Please help. Thank you in advance.


As suggested by @PlatoManiac and @Chris, I have tried to solve the boundary value problem for a given parameter.

Test1 (failed):

I noted a related answer using Chebyshev method by @Michael E2. For simplicity, the independent variable has been changed into y[x] to match that code.

R = 0; c = 2;
ode = 2/3 y[x]^3 + 4/75 R y[x]^6 y'[x] + 2/3*y[x]^3 y'''[x] - c y[x] + c - 2/3;
bcs = {y[0] == 1, y[Infinity] == 1};

LinearSolve::nosol: Linear equation encountered that has no solution.

It failed again and the reason should be due to the nonlinearity of the ODE.

Test2 (partially successful):

Yesterday, I noted another related answer using a user-defined function pdetoae by @xzczd. But this method uses a finite domain size. Here I take [0,40] as in the insets. The code works but it only gave a similar solution for all the 3 values of R (see the description above), which is more like the inset in the 1st figure. I need to find all the solutions as shown in the figures above.

L = 40; domain = {0, L};
points = 81; difforder = 4;
grid = Array[# &, points, domain];

ptoafunc = pdetoae[u[x], grid, difforder];

c = 5; R = 249/100(*332/100*)(*397/100*); (*parameters for the three u[x] respectively*)

eq = 2/3 u[x]^3 + 4/75 R u[x]^6 u'[x] + 2/3*u[x]^3 u'''[x] - c u[x] + 
c - 2/3 == 0;
bc = {u[0] == 1, u[L] == 1, u'[0] == 0, u'[L] == 0};

del = #[[3 ;; -3]] &;
ae = ptoafunc@eq //del;
aebc = ptoafunc@bc;
Iniu[x_]=Cos[2 \[Pi] x/L];

sol = FindRoot[{ae, aebc}, Table[{u[x], Iniu[x]}, {x, grid}], WorkingPrecision -> 20, MaxIterations -> 200];
solfunc = ListInterpolation[sol[[All, -1]], grid];
solplot = Plot[solfunc[x], {x, 0, L}, PlotStyle -> {Thick, Blue}, PlotRange -> {{0, L}, {0, 4}}, Frame -> True, Axes -> False]  

Test 3 (no solution found): I found a package BVPh which is designed to solve this kind of nonlinear ODE, and I tried BVPh 2.0. In the input file, I assigned R=332/100 and used the following initial guess

U[1,0] = 2 - Cos[2*Pi*(z - zR[1])/zR[1]]

which satisfies the 4 BCs: u[0] = u[L] = 1 and u'[0] = u'[L] = 0.

When I run the file

(* 1. Clear all global variables *)
ClearAll["Global`*"];
(* 2. Read in the package BVPh 2.0 *)
<< "E:\\BVPh2_0\\Package\\BVPh2_0.m"
(* 3. Set the current working directory to "the current directory" *)

SetDirectory[ToFileName[Extract["FileName" /.NotebookInformation[EvaluationNotebook[]], {1}, FrontEnd`FileName]]];
(* 4. Read in your input data in current directory and compute *)
<< input.m

I got no result

In GetConstants: there is no solution.

Btw, how to distinguish different eigenfunctions with an additional BC in the BVPh 2.0?

Noted that I don't need to solve an IVP for any PDE (which is easy actually), I just need to solve the BVP of the nonlinear ODE with an emphasis on the multiplicity of the solutions. Any ideas would be much appreciated!

Nobody
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  • For given c and R, lhs[c, R]=0 is a differential equation for u[x] that you can solve with NDSolve. What condition defines the curve in the c-R plane? – Chris K Jun 21 '19 at 15:35
  • @ChrisK That condition defining the c-R curve is unknown, which is itself a solution of the problem. In other word, I need to track the solution in the parameter space along the curve, which has turning point. And that’s why I tried your method. Thank you for any help! – Nobody Jun 21 '19 at 15:51
  • Could you post a link to where you got the figures from? – Chris K Jun 21 '19 at 19:00
  • Sorry this looks more complicated than I can deal with. I would say that using my root tracker is probably not the right approach, so you might edit your question to make it more succinct in the hopes of attracting help. Good luck! – Chris K Jun 22 '19 at 09:50
  • Have a look here https://mathematica.stackexchange.com/questions/57262/how-to-solve-ode-with-boundary-at-infinity also you may need more boundary conditions. – PlatoManiac Jun 24 '19 at 01:11
  • @PlatoManiac, thanks for the information. I have learned how to implement the fundamental ParametricNDSolve cases. Actually, the BCs at far have been given as u[\pm L]==1. Not like that answer in which it was parameterized by a derivative BC at infinity. Here, the parameters relation (a curve) is desired :) – Nobody Jun 24 '19 at 03:20
  • Can you solve the problem for a fixed R or c? – Chris K Jun 24 '19 at 05:52
  • If you can add whatever working code you have, that would help people get started. – Chris K Jun 24 '19 at 06:06
  • @ChrisK if you have free time please see my answer. Many thanks. I deleted the link to the figures because I have extracted all the useful info and the problem is self-contained now. That article looks too difficult and may scare off our challengers. – Nobody Jul 06 '19 at 05:53
  • @Nobody From which article are these drawings taken? Is the solution method indicated there? – Alex Trounev Jul 06 '19 at 13:30
  • Dear @AlexTrounev thank you for your reply. Previously, I provided the link to that paper, but the model and method there may look too complicated for others, which may may hold others back from trying it. Actually, I have made the problem to be minimum and self-explanatory and try my onw method. – Nobody Jul 06 '19 at 14:07
  • @AlexTrounev I spent more than one month on this problem. If you feel you can assist with this problem but it will take too much time, please let me know I will explain as much as I can. – Nobody Jul 06 '19 at 14:19
  • @AlexTrounev please see fig1-4. For fig1-3, I just showed one $c-R$ curve of a family and combined fig4(a-c) to 1-3, respectively. – Nobody Jul 06 '19 at 15:33

2 Answers2

4

Thanks to @Boson Bear's answer to his/her own question, I have modified that code. The trial-and-error method loops over a conjectural range of eigenvalue $c$ and a conjectural mid-point value of the eigenfunction for a given $R$.

Note

  1. This code works but reports many errors (see below);

  2. The current code can only check whether the solution gives $u$ and $u^\prime$ whose absolute values approach to $1$ and $0$, respectively. However, I can only check from the mid-point up to right end-point of the domain and the amplitudes of oscillation seem too large.

    R = 249/100;
    epsilon = 10^-4;
    xEnd1 = 30; (*right end-point of the interval; in the 3 figs xEnd1=40, decrease to save time*)
    xStart1 = 20; (*interval mid-point*)
    
    stableHunter[c_, A_] := Module[{},
    eqn = {2/3 u[x]^3 + 4/75 R u[x]^6 u'[x] + 2/3*u[x]^3 u'''[x] - c u[x] + c - 2/3 == 0};
    bc = {u[xStart1] == A, (D[u[x], x] /. x -> xStart1) == 0, u[xEnd1] == 1};
    sollst1 = NDSolveValue[Flatten@{eqn, bc}, {u}, {x, xStart1, xEnd1}, Method -> "StiffnessSwitching"]]
    
    sollst = Table[sol = stableHunter[cloop, Aloop][[1]];
    solder[xx_] := D[sol[x], x] /. x -> xx; (* examine the derivative *)
    pt = xStart1;
    While[Abs[solder[pt]] >= 0 && Abs[sol[pt] - 1] >= epsilon && pt < xEnd1, pt += (xEnd1 - xStart1)/10;];
    If[pt == xEnd1, {cloop, Aloop, sol}], {cloop, 4, 6, 0.1}, {Aloop, 2, 3, 0.1}]; // AbsoluteTiming
    

The code reported the following four types of warnings:

Power::infy: Infinite expression 1/0.^3 encountered.

Infinity::indet: Indeterminate expression ComplexInfinity+ComplexInfinity encountered.

NDSolveValue::ndnum: Encountered non-numerical value for a derivative at x == 20.`.

NDSolveValue::berr: The scaled boundary value residual error of 1.9394206986647276`*^6 indicates that the boundary values are not satisfied to specified tolerances. Returning the best solution found.

    Flatten[DeleteCases[sollst /. Null -> Sequence[], {}], 1] (* get c and A corresponding to different solutions *)

(* {{4.,2.,InterpolatingFunction[Domain: {{20.,30.}} Output: scalar]},

   {4.,2.1,InterpolatingFunction[Domain: {{20.,30.}} Output: scalar]},

   {4.,2.2,InterpolatingFunction[Domain: {{20.,30.}} Output: scalar]},

    ...} *)

plot for $c=5$ and $a=2.5$

    sol = stableHunter[5, 2.5][[1]];
    solder[xx_] := D[sol[x], x] /. x -> xx;

    Plot[Evaluate[{sol[x], solder[x]} /. x -> xxx], {xxx, xStart1, xEnd1}, PlotRange -> {{xStart1, xEnd1}, All}, PlotStyle -> {Red, Blue}]

figure

It takes about 30mins on my laptop with 16G RAM. For a rougher and faster computation, you can try a shorter loop interval in {cloop, 4, 6, 0.1} and {Aloop, 2, 3, 0.1} with a bigger increment.

Although the obtained results are different from those shown in the figure of the post. It seems that this code is a bit promising. (1) I think the problem lies in the test of While and the condition of If in the loop, but cannot figure out the proper test and condition to extract the desired solution (see the figures). So How to change the test and condition to give me a solution vanishing at infinity with an increasingly damped oscillation? (2) is there a better way to modify this code/algorithm? Thanks a lot.

Nobody
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2

I used equation (24) from article Waves on a viscous fluid film down a vertical wall .This equation describes all types of nonlinear waves, including solitons. My guess was that the author made a mistake by stitching the solution of a linear equation and classifying them by the eigenvalues of the linear operator. The solution of a non-linear equation of type (24) has specific features that are not reflected in Fig. 4 of this article. First, it is the decay of solitons into two or more. Let's look at solutions of this type.

eq = D[u[t, x], t] == -2 u[t, x]^2 D[u[t, x], x] - 
    mu (8 R/15 u[t, x]^6 D[u[t, x], {x, 2}] + 
       16 R/5 u[t, x]^5 D[u[t, x], x]^2 + 
       2/3 mu^2 W u[t, x]^3 D[u[t, x], {x, 4}] + 
       2  mu^2  W u[t, x]^2 D[u[t, x], x] D[u[t, x], {x, 3}])  ;

L = 40; R = 249/100; W = 10^3; mu = 1/L; tm = 4.;
bc = {u[t, 0] == 1, Derivative[0, 1][u][t, 0] == 0, u[t, L] == 1, 
   Derivative[0, 1][u][t, L] == 0};
ic = u[0, x] == 1 + 8/10*Sech[(x - 10)]^2;

sol = NDSolveValue[{eq, bc, ic}, u, {t, 0, tm}, {x, 0, L}]

{Plot3D[sol[t, x], {t, 0, tm}, {x, 0, L}, Mesh -> None, 
  ColorFunction -> Hue, PlotRange -> All, PlotPoints -> 50, 
  AxesLabel -> Automatic], 
 Plot[sol[tm, x], {x, 0, L}, PlotRange -> All]}

Figure 1

This is similar to the solution of type (b) in Figure 4 of the article. But here we see the decay of a soliton into two. The second property is the marriage of two solitons. We set ic = u[0, x] == 1 + 7/10*Sech[(x - 10)]^2 + 7/10*Sech[(x - 15)]^2; and tm=3.5. The result is a wave configuration similar to a solution of type (c) Figure 2

Finally, we set ic = u[0, x] == 1 + 4/10*Sech[(x - 10)]^2;. Figure 3 shows a soliton similar to type (a).

Figure 3

Alex Trounev
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  • Thank you for your time @Alex Trounev. Although eq(30) together with (31) is a simplified version of (24), however, according to my searching on Mathematica SE, a nonlinear BVPs can be much more difficult than its corresponding IVPs. I believe the author got figs(1-4) by matching the ODE to its asymptotic solution and then using the method described from two-line below eq(42) to eq (45), which is a little more analytical. I want to find the similar solution by a more numerical method, as described in my answer. – Nobody Jul 07 '19 at 01:35
  • @Nobody I think that you will not get such a solution as curves in fig.4 using numerical methods. Even the curves in Figure 1-3 can not be obtained by numerical methods. – Alex Trounev Jul 07 '19 at 02:31
  • Sir, @Alex Trounev, I don't agree with you. Please see my Test2 in the original post. Run that code you will get fig.4(a) immediately. – Nobody Jul 07 '19 at 05:08
  • I think @Boson Bear's method is very suitable for such a problem, which distinguishes different solutions via their amplitude $A$ at mid-point of the interval, then loop over a conjectural range of $c$ and $A$ to extract the desired solutions that accord with the conditions in While and If. The trouble for me is the test/condition in While and If parts to describe the desired solutions. Btw, it is indeed easy to solve (24) with NDSolve ;) – Nobody Jul 07 '19 at 05:37
  • @Nobody In Test 2, you use the function Iniu[x_]=Cos[2 \[Pi] x/L];. This is not a solution to equation (30), it is something else more like a solution to equation (24). – Alex Trounev Jul 07 '19 at 07:31
  • Yes,@Alex it is not a particular solution to eq(30). However, it doesn't matter. It acts only as an initial guess, Iniu[x] satisfies the boundary conditions bc of the ODE, and if it lies in the domain of attraction of a solution (nonlinear equation has multiple solns), FindRoot will normally converge to that solution. – Nobody Jul 07 '19 at 07:44