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[?] Solve a piecewise function with NDSolve?

Posted 6 years ago

I have the following code on mathematica

paramFinal = {\[Rho] -> 0.05,  price -> 0.05, \[Gamma] -> 0.5, \[Omega] -> 0.8, d -> 1, a -> 0.3, b -> 0.1, r -> 0.7, \[Gamma] -> 0.6, Subscript[g, y] -> 
0.9, \[Delta] -> 0.1, \[Eta] -> 2.65, \[Psi] -> 1, pbar -> 0.5, hbar -> 0.25, Subscript[\[CapitalOmega], 1] -> 0.5, Subscript[\[CapitalOmega], 2] -> 0.6};

with functional forms

f[x_] := x^2
z[x_] := x^2


NDSolve[{ 
  v'[t] == (r v[t] - (price b  v[t])/
      Piecewise[{{z'[p[t]], pbar > p[t]}, {pbar, pbar < p[t]}}]) /. 
   paramFinal, 
  p'[t] == Piecewise[{{-((p[t] z'[p[t]])/z''[p[t]]) - a v[t] /. 
       paramFinal, pbar > p[t]}, {0, pbar < p[t]}}], v[0] == 0.024, 
  p[0] == 0.025}, v[t], p[t], {t, 0, 100}]

This code gives me the following error

NDSolve::conarg: The arguments should be ordered consistently. >>

I don't see the reason behind since I don't have variables that depend on more than one variable. It depens just on time $t$ or I don't have neither partial derivatives.

Thanks a lot in advance !

3 Replies

You haven't formatted your code correctly, so it cannot be copied, pasted and tested.

However, try {v[t], p[t]}, i.e., putting the expressions to solve for in a list, in NDSolve instead of NDSolve[..., v[t], p[t], {t, 0, 100}].

POSTED BY: Michael Rogers

Thanks for your comment. I have also tried this but it did not work neither. How can I format the the code ? I am new on this site.

Just insert brackets around the unknown functions, and a replacement of parameters:

NDSolve[{v'[
     t] == (r v[t] - (price b v[t])/
       Piecewise[{{z'[p[t]], pbar > p[t]}, {pbar, pbar < p[t]}}]) /. 
   paramFinal, 
  p'[t] == Piecewise[{{-((p[t] z'[p[t]])/z''[p[t]]) - a v[t] /. 
        paramFinal, pbar > p[t]}, {0, pbar < p[t]}}] /. paramFinal, 
  v[0] == 0.024, p[0] == 0.025}, {v[t], p[t]}, {t, 0, 100}]
POSTED BY: Gianluca Gorni
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