Discretization of a continuous time representation allow large-scale nonlinear programming (NLP) solvers to find solutions at specified intervals in a time horizon. There are many names and related techniques for obtaining mathematical relationships between derivatives and non-derivative values. Some of the terms that are relevant to this discussion include orthogonal collocation on finite elements, direct transcription, Gauss pseudospectral method, Gaussian quadrature, Lobatto quadrature, Radau collocation, Legendre polynomials, Chebyshev polynomials, Jacobi polynomials, Laguerre polynomials, any many more. There are many papers that discuss the details of the derivation and theory behind these methods1-5. The purpose of this section is to give a practical introduction to orthogonal collocation on finite elements with Lobatto quadrature for the numerical solution of differential algebraic equations.
Objective: Solve a differential equation with orthogonal collocation on finite elements. Create a MATLAB or Python script to simulate and display the results. Estimated Time: 1 hour
Solve the following differential equation from time 0 to 1 with orthogonal collocation on finite elements with 4 nodes for discretization in time.
5 dx/dt = -x2 + u
Specify the initial condition for x as 0 and the value of the input, u, as 4. Compare the solution result with 2-6 time points (nodes). Report the solution at the final time for each and comment on how the solution changes with an increase in the number of nodes.
Compare orthogonal collocation on finite elements with 3 nodes with a numerical integrator (e.g. ODE15s in MATLAB or ODEINT in Python). Calculate the error at each of the solution points.
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