System of ODEs with integral constrains












0












$begingroup$


Can someone point me in a direction to solve this kind of integral constrained system of ODEs. As far as I know, there are no analytic methods that can solve this. So I will resort to numerical methods. But I can't break it down to a system of differential equations with algebraic constraints which can be solved numerically.



begin{align}
&int_0^{1/2}dot{y}^2(t)=p\
&2lambda_1ddot{y}(t)+pi cos(pi y(t))=0\
&y(0)=0,y(1/2)=1/2
end{align}



I have reduced it to 1st order:
begin{align}
&int_0^{1/2}x^2(t)=p\
&dot{y}=x \
&2lambda_1dot{x}(t)+pi cos(pi y(t))=0\
&y(0)=0,y(1/2)=1/2
end{align}



but its still not suitable for a numerical solution. Any help will be appreciated.



Edit: P is a constant known, and $lambda_1$ is a constant that has to be determined.










share|cite|improve this question











$endgroup$

















    0












    $begingroup$


    Can someone point me in a direction to solve this kind of integral constrained system of ODEs. As far as I know, there are no analytic methods that can solve this. So I will resort to numerical methods. But I can't break it down to a system of differential equations with algebraic constraints which can be solved numerically.



    begin{align}
    &int_0^{1/2}dot{y}^2(t)=p\
    &2lambda_1ddot{y}(t)+pi cos(pi y(t))=0\
    &y(0)=0,y(1/2)=1/2
    end{align}



    I have reduced it to 1st order:
    begin{align}
    &int_0^{1/2}x^2(t)=p\
    &dot{y}=x \
    &2lambda_1dot{x}(t)+pi cos(pi y(t))=0\
    &y(0)=0,y(1/2)=1/2
    end{align}



    but its still not suitable for a numerical solution. Any help will be appreciated.



    Edit: P is a constant known, and $lambda_1$ is a constant that has to be determined.










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      Can someone point me in a direction to solve this kind of integral constrained system of ODEs. As far as I know, there are no analytic methods that can solve this. So I will resort to numerical methods. But I can't break it down to a system of differential equations with algebraic constraints which can be solved numerically.



      begin{align}
      &int_0^{1/2}dot{y}^2(t)=p\
      &2lambda_1ddot{y}(t)+pi cos(pi y(t))=0\
      &y(0)=0,y(1/2)=1/2
      end{align}



      I have reduced it to 1st order:
      begin{align}
      &int_0^{1/2}x^2(t)=p\
      &dot{y}=x \
      &2lambda_1dot{x}(t)+pi cos(pi y(t))=0\
      &y(0)=0,y(1/2)=1/2
      end{align}



      but its still not suitable for a numerical solution. Any help will be appreciated.



      Edit: P is a constant known, and $lambda_1$ is a constant that has to be determined.










      share|cite|improve this question











      $endgroup$




      Can someone point me in a direction to solve this kind of integral constrained system of ODEs. As far as I know, there are no analytic methods that can solve this. So I will resort to numerical methods. But I can't break it down to a system of differential equations with algebraic constraints which can be solved numerically.



      begin{align}
      &int_0^{1/2}dot{y}^2(t)=p\
      &2lambda_1ddot{y}(t)+pi cos(pi y(t))=0\
      &y(0)=0,y(1/2)=1/2
      end{align}



      I have reduced it to 1st order:
      begin{align}
      &int_0^{1/2}x^2(t)=p\
      &dot{y}=x \
      &2lambda_1dot{x}(t)+pi cos(pi y(t))=0\
      &y(0)=0,y(1/2)=1/2
      end{align}



      but its still not suitable for a numerical solution. Any help will be appreciated.



      Edit: P is a constant known, and $lambda_1$ is a constant that has to be determined.







      ordinary-differential-equations systems-of-equations constraints






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Dec 16 '18 at 17:20







      mm-crj

















      asked Dec 16 '18 at 16:55









      mm-crjmm-crj

      423213




      423213






















          2 Answers
          2






          active

          oldest

          votes


















          3












          $begingroup$

          $$2lambda_1y''+picos(pi y)=0$$
          $$2lambda_1y''y'+picos(pi y)y'=0$$
          $$lambda_1(y')^2+sin(pi y)=c_1$$
          $$y'=frac{dy}{dt}=sqrt{frac{c_1-sin(pi y)}{lambda}} tag 1$$
          Condition $$p=int_{t=0}^{t=1/2}left(frac{dy}{dt}right)^2dt=int_{y(0)}^{y(1/2)}frac{dy}{dt}dy=int_0^{1/2}y'dy$$
          $$p=int_0^{1/2}sqrt{frac{c_1-sin(pi y)}{lambda}}dy$$
          $$p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$$
          E$(Phi:|:k)$ is the elliptic integral of the second kind with $Phi=frac{pi}{4}$ and $k=frac{-2}{c_1-1}$
          http://mathworld.wolfram.com/EllipticIntegraloftheSecondKind.html



          Solving $p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$ for $c_1$ leads to $c_1=c_1(p)$.



          As far as I know, there is no standard closed form for the inverse function of
          $fleft(xtext{E}left(frac{pi}{4}:big|:frac{1}{x}right)right)$. So, we cannot express $c_1$ as a function of $p$ on closed form. Numerical calculus is required. At this stage of the calculus we can consider that $c_1$ is know (as far as $p$ is a given value).



          $$t=pmint sqrt{frac{lambda}{c_1-sin(pi y) }}:dy+text{constant}$$
          For $tgeq 0$ and $ygeq 0$ the condition $y(0)=0$ implies :
          $$t=int_0^y sqrt{frac{lambda}{c_1-sin(pi xi) }}:dxi$$
          With $y(1/2)=1/2$ :
          $$t=frac12+2sqrt{frac{lambda}{c_1-1}}text{F}left(frac{pi}{4}(1-2y):bigg|:frac{-2}{c_1-1} right) tag 2$$



          $text{F}(phi:|:k)$ is elliptic integral of the first kind with $phi=frac{pi}{4}(1-2y)$ and $k=frac{-2}{c_1-1}$ http://mathworld.wolfram.com/EllipticIntegraloftheFirstKind.html



          The inverse function $y(t)$ involves the Amplitude Jacobi elliptic function. http://mathworld.wolfram.com/JacobiAmplitude.html



          This is an arduous calculus. With the help of WolframAlpha :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t+c_2):bigg|:frac{-2}{c_1-1}right) tag 3$$
          The condition $y(1/2)=1/2$ implies $c_2=-frac12$. The result is :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t-frac12):bigg|:frac{-2}{c_1-1}right) tag 4$$



          NOTE : Eq.$(2)$ seems correct after checking. The Eqs.$(3-4)$ might be not correct. The analytical method is too ugly. The numerical method (such as LutzL did) definitively appears better in practice.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
            $endgroup$
            – mm-crj
            Dec 17 '18 at 19:06



















          2












          $begingroup$

          You can reduce the problem to a boundary value problem for which there usually are solvers in a numerics library.



          The first order system would be
          begin{align}
          dot y&=v\
          dot v&=-πcos(πy)/(2λ_1)\
          dot u &= v^2
          end{align}

          with the boundary conditions
          begin{align}
          y(0)&=0,& y(1/2)&=1/2\
          u(0)&=0,& u(1/2)&=p.
          end{align}



          Tentatively, this can be implemented in python using scipy as



          def ev_ode(t,w,param):
          y,v,u = w
          lam = param[0]
          return [ v, -pi*cos(pi*y)/(2*lam), v**2 ]

          def ev_bc(w0, wh, param): return [w0[0], wh[0]-0.5, w0[2], wh[2]-p]

          t_init = [0, 0.5]
          w_init = [ [0,0.5], [1, 1], [0, 0.5] ]
          lam_init = [0.3]
          res = solve_bvp(ev_ode, ev_bc, t_init, w_init, p=lam_init)
          print res.message
          print "p =",p,", lambda =", res.p[0]


          This problems seems to be very sensitive to initial data. Using $p=0.6$ ($pge0.5$ by Cauchy-Schwarz) gave once the successful result



          The algorithm converged to the desired accuracy.
          p = 0.6 , lambda = 0.26105387754


          With this configuration also successful were



          The algorithm converged to the desired accuracy.



          p = 0.5 , lambda = 5135.44389598
          p = 0.7 , lambda = 0.159001268888
          p = 0.8 , lambda = 0.114078982598
          p = 0.85 , lambda = 0.0994306061876


          which seems also to cover the range of admissible parameters, or at least the local interval, as $p=0.9$ did not converge.





          Per the computations of JJaqueline, a direct path to a solution is to chose a $cge 1$, compute
          $$
          frac1{sqrt{λ}}=int_0^{1/2}frac{2,dxi}{sqrt{c-sin(pixi)}}
          $$

          and then use the solution of the BVP with these parameters or just $y'=sqrt{(c-sin(pi y))/λ}$ to find the solution $y$ and the integral value.



          enter image description hereenter image description here



          def p_fun(c):
          res,err = quad(lambda x: 2*(c-sin(pi*x))**-0.5, 0, 0.5);
          lam = res**-2
          def p_ode(w,t): y,u=w; dudt = (c-sin(pi*y))/lam; return [dudt**0.5, dudt ]
          p = odeint(p_ode, [0,0], [0,0.5])[-1,1]
          return p, lam

          arr_c = np.linspace(1.001,10,1000)
          sol = np.array([ p_fun(c) for c in arr_c]).T

          plt.figure(1)
          plt.subplot(1,2,1); plt.plot(arr_c,sol[0]); plt.xlabel("c"); plt.ylabel("p"); plt.grid();
          plt.subplot(1,2,2); plt.plot(arr_c,sol[1]); plt.xlabel("c"); plt.ylabel("$lambda$"); plt.grid();
          plt.figure(2)
          plt.plot(sol[0], sol[1]); plt.xlabel("p"); plt.ylabel("$lambda$"); plt.grid();
          plt.show()
          .





          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
            $endgroup$
            – mm-crj
            Dec 16 '18 at 19:27






          • 1




            $begingroup$
            No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
            $endgroup$
            – LutzL
            Dec 16 '18 at 19:46











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "69"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: true,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });














          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3042833%2fsystem-of-odes-with-integral-constrains%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown

























          2 Answers
          2






          active

          oldest

          votes








          2 Answers
          2






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          3












          $begingroup$

          $$2lambda_1y''+picos(pi y)=0$$
          $$2lambda_1y''y'+picos(pi y)y'=0$$
          $$lambda_1(y')^2+sin(pi y)=c_1$$
          $$y'=frac{dy}{dt}=sqrt{frac{c_1-sin(pi y)}{lambda}} tag 1$$
          Condition $$p=int_{t=0}^{t=1/2}left(frac{dy}{dt}right)^2dt=int_{y(0)}^{y(1/2)}frac{dy}{dt}dy=int_0^{1/2}y'dy$$
          $$p=int_0^{1/2}sqrt{frac{c_1-sin(pi y)}{lambda}}dy$$
          $$p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$$
          E$(Phi:|:k)$ is the elliptic integral of the second kind with $Phi=frac{pi}{4}$ and $k=frac{-2}{c_1-1}$
          http://mathworld.wolfram.com/EllipticIntegraloftheSecondKind.html



          Solving $p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$ for $c_1$ leads to $c_1=c_1(p)$.



          As far as I know, there is no standard closed form for the inverse function of
          $fleft(xtext{E}left(frac{pi}{4}:big|:frac{1}{x}right)right)$. So, we cannot express $c_1$ as a function of $p$ on closed form. Numerical calculus is required. At this stage of the calculus we can consider that $c_1$ is know (as far as $p$ is a given value).



          $$t=pmint sqrt{frac{lambda}{c_1-sin(pi y) }}:dy+text{constant}$$
          For $tgeq 0$ and $ygeq 0$ the condition $y(0)=0$ implies :
          $$t=int_0^y sqrt{frac{lambda}{c_1-sin(pi xi) }}:dxi$$
          With $y(1/2)=1/2$ :
          $$t=frac12+2sqrt{frac{lambda}{c_1-1}}text{F}left(frac{pi}{4}(1-2y):bigg|:frac{-2}{c_1-1} right) tag 2$$



          $text{F}(phi:|:k)$ is elliptic integral of the first kind with $phi=frac{pi}{4}(1-2y)$ and $k=frac{-2}{c_1-1}$ http://mathworld.wolfram.com/EllipticIntegraloftheFirstKind.html



          The inverse function $y(t)$ involves the Amplitude Jacobi elliptic function. http://mathworld.wolfram.com/JacobiAmplitude.html



          This is an arduous calculus. With the help of WolframAlpha :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t+c_2):bigg|:frac{-2}{c_1-1}right) tag 3$$
          The condition $y(1/2)=1/2$ implies $c_2=-frac12$. The result is :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t-frac12):bigg|:frac{-2}{c_1-1}right) tag 4$$



          NOTE : Eq.$(2)$ seems correct after checking. The Eqs.$(3-4)$ might be not correct. The analytical method is too ugly. The numerical method (such as LutzL did) definitively appears better in practice.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
            $endgroup$
            – mm-crj
            Dec 17 '18 at 19:06
















          3












          $begingroup$

          $$2lambda_1y''+picos(pi y)=0$$
          $$2lambda_1y''y'+picos(pi y)y'=0$$
          $$lambda_1(y')^2+sin(pi y)=c_1$$
          $$y'=frac{dy}{dt}=sqrt{frac{c_1-sin(pi y)}{lambda}} tag 1$$
          Condition $$p=int_{t=0}^{t=1/2}left(frac{dy}{dt}right)^2dt=int_{y(0)}^{y(1/2)}frac{dy}{dt}dy=int_0^{1/2}y'dy$$
          $$p=int_0^{1/2}sqrt{frac{c_1-sin(pi y)}{lambda}}dy$$
          $$p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$$
          E$(Phi:|:k)$ is the elliptic integral of the second kind with $Phi=frac{pi}{4}$ and $k=frac{-2}{c_1-1}$
          http://mathworld.wolfram.com/EllipticIntegraloftheSecondKind.html



          Solving $p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$ for $c_1$ leads to $c_1=c_1(p)$.



          As far as I know, there is no standard closed form for the inverse function of
          $fleft(xtext{E}left(frac{pi}{4}:big|:frac{1}{x}right)right)$. So, we cannot express $c_1$ as a function of $p$ on closed form. Numerical calculus is required. At this stage of the calculus we can consider that $c_1$ is know (as far as $p$ is a given value).



          $$t=pmint sqrt{frac{lambda}{c_1-sin(pi y) }}:dy+text{constant}$$
          For $tgeq 0$ and $ygeq 0$ the condition $y(0)=0$ implies :
          $$t=int_0^y sqrt{frac{lambda}{c_1-sin(pi xi) }}:dxi$$
          With $y(1/2)=1/2$ :
          $$t=frac12+2sqrt{frac{lambda}{c_1-1}}text{F}left(frac{pi}{4}(1-2y):bigg|:frac{-2}{c_1-1} right) tag 2$$



          $text{F}(phi:|:k)$ is elliptic integral of the first kind with $phi=frac{pi}{4}(1-2y)$ and $k=frac{-2}{c_1-1}$ http://mathworld.wolfram.com/EllipticIntegraloftheFirstKind.html



          The inverse function $y(t)$ involves the Amplitude Jacobi elliptic function. http://mathworld.wolfram.com/JacobiAmplitude.html



          This is an arduous calculus. With the help of WolframAlpha :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t+c_2):bigg|:frac{-2}{c_1-1}right) tag 3$$
          The condition $y(1/2)=1/2$ implies $c_2=-frac12$. The result is :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t-frac12):bigg|:frac{-2}{c_1-1}right) tag 4$$



          NOTE : Eq.$(2)$ seems correct after checking. The Eqs.$(3-4)$ might be not correct. The analytical method is too ugly. The numerical method (such as LutzL did) definitively appears better in practice.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
            $endgroup$
            – mm-crj
            Dec 17 '18 at 19:06














          3












          3








          3





          $begingroup$

          $$2lambda_1y''+picos(pi y)=0$$
          $$2lambda_1y''y'+picos(pi y)y'=0$$
          $$lambda_1(y')^2+sin(pi y)=c_1$$
          $$y'=frac{dy}{dt}=sqrt{frac{c_1-sin(pi y)}{lambda}} tag 1$$
          Condition $$p=int_{t=0}^{t=1/2}left(frac{dy}{dt}right)^2dt=int_{y(0)}^{y(1/2)}frac{dy}{dt}dy=int_0^{1/2}y'dy$$
          $$p=int_0^{1/2}sqrt{frac{c_1-sin(pi y)}{lambda}}dy$$
          $$p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$$
          E$(Phi:|:k)$ is the elliptic integral of the second kind with $Phi=frac{pi}{4}$ and $k=frac{-2}{c_1-1}$
          http://mathworld.wolfram.com/EllipticIntegraloftheSecondKind.html



          Solving $p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$ for $c_1$ leads to $c_1=c_1(p)$.



          As far as I know, there is no standard closed form for the inverse function of
          $fleft(xtext{E}left(frac{pi}{4}:big|:frac{1}{x}right)right)$. So, we cannot express $c_1$ as a function of $p$ on closed form. Numerical calculus is required. At this stage of the calculus we can consider that $c_1$ is know (as far as $p$ is a given value).



          $$t=pmint sqrt{frac{lambda}{c_1-sin(pi y) }}:dy+text{constant}$$
          For $tgeq 0$ and $ygeq 0$ the condition $y(0)=0$ implies :
          $$t=int_0^y sqrt{frac{lambda}{c_1-sin(pi xi) }}:dxi$$
          With $y(1/2)=1/2$ :
          $$t=frac12+2sqrt{frac{lambda}{c_1-1}}text{F}left(frac{pi}{4}(1-2y):bigg|:frac{-2}{c_1-1} right) tag 2$$



          $text{F}(phi:|:k)$ is elliptic integral of the first kind with $phi=frac{pi}{4}(1-2y)$ and $k=frac{-2}{c_1-1}$ http://mathworld.wolfram.com/EllipticIntegraloftheFirstKind.html



          The inverse function $y(t)$ involves the Amplitude Jacobi elliptic function. http://mathworld.wolfram.com/JacobiAmplitude.html



          This is an arduous calculus. With the help of WolframAlpha :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t+c_2):bigg|:frac{-2}{c_1-1}right) tag 3$$
          The condition $y(1/2)=1/2$ implies $c_2=-frac12$. The result is :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t-frac12):bigg|:frac{-2}{c_1-1}right) tag 4$$



          NOTE : Eq.$(2)$ seems correct after checking. The Eqs.$(3-4)$ might be not correct. The analytical method is too ugly. The numerical method (such as LutzL did) definitively appears better in practice.






          share|cite|improve this answer











          $endgroup$



          $$2lambda_1y''+picos(pi y)=0$$
          $$2lambda_1y''y'+picos(pi y)y'=0$$
          $$lambda_1(y')^2+sin(pi y)=c_1$$
          $$y'=frac{dy}{dt}=sqrt{frac{c_1-sin(pi y)}{lambda}} tag 1$$
          Condition $$p=int_{t=0}^{t=1/2}left(frac{dy}{dt}right)^2dt=int_{y(0)}^{y(1/2)}frac{dy}{dt}dy=int_0^{1/2}y'dy$$
          $$p=int_0^{1/2}sqrt{frac{c_1-sin(pi y)}{lambda}}dy$$
          $$p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$$
          E$(Phi:|:k)$ is the elliptic integral of the second kind with $Phi=frac{pi}{4}$ and $k=frac{-2}{c_1-1}$
          http://mathworld.wolfram.com/EllipticIntegraloftheSecondKind.html



          Solving $p=-frac{2}{pi}sqrt{frac{c_1-1}{lambda}}text{E}left(frac{pi}{4}:bigg|;frac{-2}{c_1-1}right)$ for $c_1$ leads to $c_1=c_1(p)$.



          As far as I know, there is no standard closed form for the inverse function of
          $fleft(xtext{E}left(frac{pi}{4}:big|:frac{1}{x}right)right)$. So, we cannot express $c_1$ as a function of $p$ on closed form. Numerical calculus is required. At this stage of the calculus we can consider that $c_1$ is know (as far as $p$ is a given value).



          $$t=pmint sqrt{frac{lambda}{c_1-sin(pi y) }}:dy+text{constant}$$
          For $tgeq 0$ and $ygeq 0$ the condition $y(0)=0$ implies :
          $$t=int_0^y sqrt{frac{lambda}{c_1-sin(pi xi) }}:dxi$$
          With $y(1/2)=1/2$ :
          $$t=frac12+2sqrt{frac{lambda}{c_1-1}}text{F}left(frac{pi}{4}(1-2y):bigg|:frac{-2}{c_1-1} right) tag 2$$



          $text{F}(phi:|:k)$ is elliptic integral of the first kind with $phi=frac{pi}{4}(1-2y)$ and $k=frac{-2}{c_1-1}$ http://mathworld.wolfram.com/EllipticIntegraloftheFirstKind.html



          The inverse function $y(t)$ involves the Amplitude Jacobi elliptic function. http://mathworld.wolfram.com/JacobiAmplitude.html



          This is an arduous calculus. With the help of WolframAlpha :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t+c_2):bigg|:frac{-2}{c_1-1}right) tag 3$$
          The condition $y(1/2)=1/2$ implies $c_2=-frac12$. The result is :
          $$y(t)=frac12-frac{2}{pi}text{am}left(frac{pi}{2}sqrt{frac{c_1-1}{lambda}}(t-frac12):bigg|:frac{-2}{c_1-1}right) tag 4$$



          NOTE : Eq.$(2)$ seems correct after checking. The Eqs.$(3-4)$ might be not correct. The analytical method is too ugly. The numerical method (such as LutzL did) definitively appears better in practice.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Dec 18 '18 at 11:56

























          answered Dec 16 '18 at 19:13









          JJacquelinJJacquelin

          44.8k21855




          44.8k21855












          • $begingroup$
            I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
            $endgroup$
            – mm-crj
            Dec 17 '18 at 19:06


















          • $begingroup$
            I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
            $endgroup$
            – mm-crj
            Dec 17 '18 at 19:06
















          $begingroup$
          I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
          $endgroup$
          – mm-crj
          Dec 17 '18 at 19:06




          $begingroup$
          I wish I could thank both(@LutzL and @JJacquelin) of you more for your efforts. Thanks. Kudos!
          $endgroup$
          – mm-crj
          Dec 17 '18 at 19:06











          2












          $begingroup$

          You can reduce the problem to a boundary value problem for which there usually are solvers in a numerics library.



          The first order system would be
          begin{align}
          dot y&=v\
          dot v&=-πcos(πy)/(2λ_1)\
          dot u &= v^2
          end{align}

          with the boundary conditions
          begin{align}
          y(0)&=0,& y(1/2)&=1/2\
          u(0)&=0,& u(1/2)&=p.
          end{align}



          Tentatively, this can be implemented in python using scipy as



          def ev_ode(t,w,param):
          y,v,u = w
          lam = param[0]
          return [ v, -pi*cos(pi*y)/(2*lam), v**2 ]

          def ev_bc(w0, wh, param): return [w0[0], wh[0]-0.5, w0[2], wh[2]-p]

          t_init = [0, 0.5]
          w_init = [ [0,0.5], [1, 1], [0, 0.5] ]
          lam_init = [0.3]
          res = solve_bvp(ev_ode, ev_bc, t_init, w_init, p=lam_init)
          print res.message
          print "p =",p,", lambda =", res.p[0]


          This problems seems to be very sensitive to initial data. Using $p=0.6$ ($pge0.5$ by Cauchy-Schwarz) gave once the successful result



          The algorithm converged to the desired accuracy.
          p = 0.6 , lambda = 0.26105387754


          With this configuration also successful were



          The algorithm converged to the desired accuracy.



          p = 0.5 , lambda = 5135.44389598
          p = 0.7 , lambda = 0.159001268888
          p = 0.8 , lambda = 0.114078982598
          p = 0.85 , lambda = 0.0994306061876


          which seems also to cover the range of admissible parameters, or at least the local interval, as $p=0.9$ did not converge.





          Per the computations of JJaqueline, a direct path to a solution is to chose a $cge 1$, compute
          $$
          frac1{sqrt{λ}}=int_0^{1/2}frac{2,dxi}{sqrt{c-sin(pixi)}}
          $$

          and then use the solution of the BVP with these parameters or just $y'=sqrt{(c-sin(pi y))/λ}$ to find the solution $y$ and the integral value.



          enter image description hereenter image description here



          def p_fun(c):
          res,err = quad(lambda x: 2*(c-sin(pi*x))**-0.5, 0, 0.5);
          lam = res**-2
          def p_ode(w,t): y,u=w; dudt = (c-sin(pi*y))/lam; return [dudt**0.5, dudt ]
          p = odeint(p_ode, [0,0], [0,0.5])[-1,1]
          return p, lam

          arr_c = np.linspace(1.001,10,1000)
          sol = np.array([ p_fun(c) for c in arr_c]).T

          plt.figure(1)
          plt.subplot(1,2,1); plt.plot(arr_c,sol[0]); plt.xlabel("c"); plt.ylabel("p"); plt.grid();
          plt.subplot(1,2,2); plt.plot(arr_c,sol[1]); plt.xlabel("c"); plt.ylabel("$lambda$"); plt.grid();
          plt.figure(2)
          plt.plot(sol[0], sol[1]); plt.xlabel("p"); plt.ylabel("$lambda$"); plt.grid();
          plt.show()
          .





          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
            $endgroup$
            – mm-crj
            Dec 16 '18 at 19:27






          • 1




            $begingroup$
            No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
            $endgroup$
            – LutzL
            Dec 16 '18 at 19:46
















          2












          $begingroup$

          You can reduce the problem to a boundary value problem for which there usually are solvers in a numerics library.



          The first order system would be
          begin{align}
          dot y&=v\
          dot v&=-πcos(πy)/(2λ_1)\
          dot u &= v^2
          end{align}

          with the boundary conditions
          begin{align}
          y(0)&=0,& y(1/2)&=1/2\
          u(0)&=0,& u(1/2)&=p.
          end{align}



          Tentatively, this can be implemented in python using scipy as



          def ev_ode(t,w,param):
          y,v,u = w
          lam = param[0]
          return [ v, -pi*cos(pi*y)/(2*lam), v**2 ]

          def ev_bc(w0, wh, param): return [w0[0], wh[0]-0.5, w0[2], wh[2]-p]

          t_init = [0, 0.5]
          w_init = [ [0,0.5], [1, 1], [0, 0.5] ]
          lam_init = [0.3]
          res = solve_bvp(ev_ode, ev_bc, t_init, w_init, p=lam_init)
          print res.message
          print "p =",p,", lambda =", res.p[0]


          This problems seems to be very sensitive to initial data. Using $p=0.6$ ($pge0.5$ by Cauchy-Schwarz) gave once the successful result



          The algorithm converged to the desired accuracy.
          p = 0.6 , lambda = 0.26105387754


          With this configuration also successful were



          The algorithm converged to the desired accuracy.



          p = 0.5 , lambda = 5135.44389598
          p = 0.7 , lambda = 0.159001268888
          p = 0.8 , lambda = 0.114078982598
          p = 0.85 , lambda = 0.0994306061876


          which seems also to cover the range of admissible parameters, or at least the local interval, as $p=0.9$ did not converge.





          Per the computations of JJaqueline, a direct path to a solution is to chose a $cge 1$, compute
          $$
          frac1{sqrt{λ}}=int_0^{1/2}frac{2,dxi}{sqrt{c-sin(pixi)}}
          $$

          and then use the solution of the BVP with these parameters or just $y'=sqrt{(c-sin(pi y))/λ}$ to find the solution $y$ and the integral value.



          enter image description hereenter image description here



          def p_fun(c):
          res,err = quad(lambda x: 2*(c-sin(pi*x))**-0.5, 0, 0.5);
          lam = res**-2
          def p_ode(w,t): y,u=w; dudt = (c-sin(pi*y))/lam; return [dudt**0.5, dudt ]
          p = odeint(p_ode, [0,0], [0,0.5])[-1,1]
          return p, lam

          arr_c = np.linspace(1.001,10,1000)
          sol = np.array([ p_fun(c) for c in arr_c]).T

          plt.figure(1)
          plt.subplot(1,2,1); plt.plot(arr_c,sol[0]); plt.xlabel("c"); plt.ylabel("p"); plt.grid();
          plt.subplot(1,2,2); plt.plot(arr_c,sol[1]); plt.xlabel("c"); plt.ylabel("$lambda$"); plt.grid();
          plt.figure(2)
          plt.plot(sol[0], sol[1]); plt.xlabel("p"); plt.ylabel("$lambda$"); plt.grid();
          plt.show()
          .





          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
            $endgroup$
            – mm-crj
            Dec 16 '18 at 19:27






          • 1




            $begingroup$
            No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
            $endgroup$
            – LutzL
            Dec 16 '18 at 19:46














          2












          2








          2





          $begingroup$

          You can reduce the problem to a boundary value problem for which there usually are solvers in a numerics library.



          The first order system would be
          begin{align}
          dot y&=v\
          dot v&=-πcos(πy)/(2λ_1)\
          dot u &= v^2
          end{align}

          with the boundary conditions
          begin{align}
          y(0)&=0,& y(1/2)&=1/2\
          u(0)&=0,& u(1/2)&=p.
          end{align}



          Tentatively, this can be implemented in python using scipy as



          def ev_ode(t,w,param):
          y,v,u = w
          lam = param[0]
          return [ v, -pi*cos(pi*y)/(2*lam), v**2 ]

          def ev_bc(w0, wh, param): return [w0[0], wh[0]-0.5, w0[2], wh[2]-p]

          t_init = [0, 0.5]
          w_init = [ [0,0.5], [1, 1], [0, 0.5] ]
          lam_init = [0.3]
          res = solve_bvp(ev_ode, ev_bc, t_init, w_init, p=lam_init)
          print res.message
          print "p =",p,", lambda =", res.p[0]


          This problems seems to be very sensitive to initial data. Using $p=0.6$ ($pge0.5$ by Cauchy-Schwarz) gave once the successful result



          The algorithm converged to the desired accuracy.
          p = 0.6 , lambda = 0.26105387754


          With this configuration also successful were



          The algorithm converged to the desired accuracy.



          p = 0.5 , lambda = 5135.44389598
          p = 0.7 , lambda = 0.159001268888
          p = 0.8 , lambda = 0.114078982598
          p = 0.85 , lambda = 0.0994306061876


          which seems also to cover the range of admissible parameters, or at least the local interval, as $p=0.9$ did not converge.





          Per the computations of JJaqueline, a direct path to a solution is to chose a $cge 1$, compute
          $$
          frac1{sqrt{λ}}=int_0^{1/2}frac{2,dxi}{sqrt{c-sin(pixi)}}
          $$

          and then use the solution of the BVP with these parameters or just $y'=sqrt{(c-sin(pi y))/λ}$ to find the solution $y$ and the integral value.



          enter image description hereenter image description here



          def p_fun(c):
          res,err = quad(lambda x: 2*(c-sin(pi*x))**-0.5, 0, 0.5);
          lam = res**-2
          def p_ode(w,t): y,u=w; dudt = (c-sin(pi*y))/lam; return [dudt**0.5, dudt ]
          p = odeint(p_ode, [0,0], [0,0.5])[-1,1]
          return p, lam

          arr_c = np.linspace(1.001,10,1000)
          sol = np.array([ p_fun(c) for c in arr_c]).T

          plt.figure(1)
          plt.subplot(1,2,1); plt.plot(arr_c,sol[0]); plt.xlabel("c"); plt.ylabel("p"); plt.grid();
          plt.subplot(1,2,2); plt.plot(arr_c,sol[1]); plt.xlabel("c"); plt.ylabel("$lambda$"); plt.grid();
          plt.figure(2)
          plt.plot(sol[0], sol[1]); plt.xlabel("p"); plt.ylabel("$lambda$"); plt.grid();
          plt.show()
          .





          share|cite|improve this answer











          $endgroup$



          You can reduce the problem to a boundary value problem for which there usually are solvers in a numerics library.



          The first order system would be
          begin{align}
          dot y&=v\
          dot v&=-πcos(πy)/(2λ_1)\
          dot u &= v^2
          end{align}

          with the boundary conditions
          begin{align}
          y(0)&=0,& y(1/2)&=1/2\
          u(0)&=0,& u(1/2)&=p.
          end{align}



          Tentatively, this can be implemented in python using scipy as



          def ev_ode(t,w,param):
          y,v,u = w
          lam = param[0]
          return [ v, -pi*cos(pi*y)/(2*lam), v**2 ]

          def ev_bc(w0, wh, param): return [w0[0], wh[0]-0.5, w0[2], wh[2]-p]

          t_init = [0, 0.5]
          w_init = [ [0,0.5], [1, 1], [0, 0.5] ]
          lam_init = [0.3]
          res = solve_bvp(ev_ode, ev_bc, t_init, w_init, p=lam_init)
          print res.message
          print "p =",p,", lambda =", res.p[0]


          This problems seems to be very sensitive to initial data. Using $p=0.6$ ($pge0.5$ by Cauchy-Schwarz) gave once the successful result



          The algorithm converged to the desired accuracy.
          p = 0.6 , lambda = 0.26105387754


          With this configuration also successful were



          The algorithm converged to the desired accuracy.



          p = 0.5 , lambda = 5135.44389598
          p = 0.7 , lambda = 0.159001268888
          p = 0.8 , lambda = 0.114078982598
          p = 0.85 , lambda = 0.0994306061876


          which seems also to cover the range of admissible parameters, or at least the local interval, as $p=0.9$ did not converge.





          Per the computations of JJaqueline, a direct path to a solution is to chose a $cge 1$, compute
          $$
          frac1{sqrt{λ}}=int_0^{1/2}frac{2,dxi}{sqrt{c-sin(pixi)}}
          $$

          and then use the solution of the BVP with these parameters or just $y'=sqrt{(c-sin(pi y))/λ}$ to find the solution $y$ and the integral value.



          enter image description hereenter image description here



          def p_fun(c):
          res,err = quad(lambda x: 2*(c-sin(pi*x))**-0.5, 0, 0.5);
          lam = res**-2
          def p_ode(w,t): y,u=w; dudt = (c-sin(pi*y))/lam; return [dudt**0.5, dudt ]
          p = odeint(p_ode, [0,0], [0,0.5])[-1,1]
          return p, lam

          arr_c = np.linspace(1.001,10,1000)
          sol = np.array([ p_fun(c) for c in arr_c]).T

          plt.figure(1)
          plt.subplot(1,2,1); plt.plot(arr_c,sol[0]); plt.xlabel("c"); plt.ylabel("p"); plt.grid();
          plt.subplot(1,2,2); plt.plot(arr_c,sol[1]); plt.xlabel("c"); plt.ylabel("$lambda$"); plt.grid();
          plt.figure(2)
          plt.plot(sol[0], sol[1]); plt.xlabel("p"); plt.ylabel("$lambda$"); plt.grid();
          plt.show()
          .






          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Dec 16 '18 at 20:56

























          answered Dec 16 '18 at 19:19









          LutzLLutzL

          59.6k42057




          59.6k42057












          • $begingroup$
            Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
            $endgroup$
            – mm-crj
            Dec 16 '18 at 19:27






          • 1




            $begingroup$
            No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
            $endgroup$
            – LutzL
            Dec 16 '18 at 19:46


















          • $begingroup$
            Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
            $endgroup$
            – mm-crj
            Dec 16 '18 at 19:27






          • 1




            $begingroup$
            No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
            $endgroup$
            – LutzL
            Dec 16 '18 at 19:46
















          $begingroup$
          Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
          $endgroup$
          – mm-crj
          Dec 16 '18 at 19:27




          $begingroup$
          Shouldn't the 2nd boundary condition be $u(1/2)-u(0)=p$?
          $endgroup$
          – mm-crj
          Dec 16 '18 at 19:27




          1




          1




          $begingroup$
          No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
          $endgroup$
          – LutzL
          Dec 16 '18 at 19:46




          $begingroup$
          No, that would leave the integration parameter arbitrary. Fixing $u(0)=0$ so that $u(t)=int_0^tv(s)^2,ds$ removes that ambiguity.
          $endgroup$
          – LutzL
          Dec 16 '18 at 19:46


















          draft saved

          draft discarded




















































          Thanks for contributing an answer to Mathematics Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3042833%2fsystem-of-odes-with-integral-constrains%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          Plaza Victoria

          In PowerPoint, is there a keyboard shortcut for bulleted / numbered list?

          How to put 3 figures in Latex with 2 figures side by side and 1 below these side by side images but in...