Why does NDSolve return a constant value when the derivative is positive?

Posted 6 months ago
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 In the code below, a system of two first order non-linear differential equations are integrated. Would like some help understanding the result. There are two variables, z[t] and p[t]. The results appear to settle out with p[t] about 168 and z[t] about 0.99, and then after some time the system goes unstable and p begins to increase and z begins to oscillate. My primary concern is the time range when p[t[ and z[t] appear to be constant. Plugging the values of z = 0.99 and p = 168 into the expression for dp/dt produces a value of about 2.4, so it is not clear why p[t] is staying constant during this period. Below is the code. dpRHS[z_, p_] := 4. (0.07 z Sqrt[600. - p] - 0.005 Sqrt[p p - 100.]) dzRHS[z_, p_] := Module[{dfVal, dzVal}, dfVal = 4. (0.07 z Sqrt[600. - p] - 0.005 Sqrt[p p - 100.]); dzVal = -0.3 dfVal + 0.4 (170. - p); Piecewise[{{Max[0, dzVal], z <= 0.01}, {Min[0, dzVal], z >= 0.99}}, dzVal]] de = {p'[t] == dpRHS[z[t], p[t]], z'[t] == dzRHS[z[t], p[t]]}; ic = {p == 140., z == 0.5}; eqs = Flatten[{de, ic}] tmax = 20; {res, steps} = Reap[solODE = NDSolve[eqs, {p, z}, {t, 0, tmax}, StepMonitor :> Sow[{t, z[t], p[t]}]]]; Plot[{p[t] /. solODE, 170}, {t, 0, tmax}, PlotRange -> {All, All}, PlotLabel -> "P[t]", PlotStyle -> {Sequence, {Red, Dashing[0.01]} }] Plot[z[t] /. solODE, {t, 0, tmax}, PlotRange -> {All, All}, PlotLabel -> "Z[t]"] (*inspect details of the numeric soluion*) tzVals = steps[[1, All, {1, 2}]]; tpVals = steps[[1, All, {1, 3}]]; tdpVals = {#[], dpRHS[#[], #[] ]} & /@ steps[[1, All ]]; ListPlot[ tzVals , PlotRange -> {{12, 15}, All}, PlotLabel -> "Z[t]" ] ListPlot[ tpVals , PlotRange -> {{12, 15}, {165, 175}}, PlotLabel -> "P[t]", Epilog -> {Red, Dashing[0.01], Line[{{0, 170}, {50, 170}}]}] ListPlot[ tdpVals , PlotRange -> {{12, 15}, All}, PlotLabel -> "P'[t] (computed from {z,p}" ] Below are the plots of p[t] and z[t]. Which should p[t] increasing, but then stops increasing. Note that for the time range from 10 to 15, the value of p appears to settle out near 168 and the value of z appears is first just below 1. Then at later times, the value of z becomes unstable. At the moment I am not too concerned about the instability (the coefficients can be changed to remove the instability.) At the moment I am concerned about the value of p for times between 10 and 15, when p appears to be constant; however, with a value of z around 0.99 and a value of p around 168, dp/dt should be around 2.4, so I would expect p to continue increasing. (Then when p > 170, p should begin to decrease. The system is intended to have a steady-state value of p = 170 and z = 0.58).Additional information: this code was written to limit the value of z between 0 and 1. So the equation for the dz/dt is given as a piecewise function. When z gets close to 0, then dz/dt is only allowed to be greater than or equal to zero. When z gets close to 1, then dz/dt is only allowed to be less than or equal to zero. Additional information, I used Reap/Sow, to investigate the individual steps that NDSolve was using. The results were similar to what one sees when inspecting the plot. Attachments: Answer
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Posted 6 months ago
 Just an observation: your dzRHS is discontinuous, and it can take negative values: Plot[dzRHS[z, 175], {z, -2, 2}, PlotRange -> All] Answer
Posted 6 months ago
 That is interesting. Thanks for pointing it out. In the range of operation, e.g. 0 <= z <= 1 and 140 < p < 180 (pressure limits are arbitrary), the function dzRHS is continuous. Demonstrated by Plot3D[dzRHS[z, p], {z, 0, 1}, {p, 140, 180}].It could be that z is getting outside of this region, in this example z might be getting slightly above one. The intent of the piecewise implementation of dzRHS was to keep z between 0 and 1. Maybe this approach isn't successful at limiting z. Is it possible that with the WhenEvent implementation, NDSolve looks more carefully at the boundary (z near 1 in this example). Your thoughts? Answer