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I am trying to solve $dx/dt=\sqrt{1+(ix)^{1.8}}$ for initial condition $x[0] =-0.9877 + i 0.1563$, where $x$ is a complex variable. I would like to plot the imaginary part of the solution versus the real part. I used NDSolve and ParametricPlot.

s1 = 
  NDSolve[{x'[t] == (1 + (I x[t])^1.8)^0.5, x[0] == -0.9877 + I 0.1563}, x[t], {t, 0, 10}, 
    Method -> "ExplicitMidpoint", "StartingStepSize" -> 1/1000];

ParametricPlot[Evaluate[{Re[x[t]], Im[x[t]]} /. s1], {t, 0, 10}, 
  PlotRange -> Full, AspectRatio -> 1]

The result is wrong. I expect some kind of spiral. I think the problem is due to the fact that the graph crosses the branch cut which emanating from the origin. How can I fix it?

P.S.: I expect something like

enter image description here

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2  
It would be better if you add this to your earlier question here and provide some feedback to my answer there, if it wasn't clear. –  Jens Jun 7 at 0:05
    
It was clear, but I was not looking for solving the DE with the direction fields. Eventually, I could solve the problem and obtained contours in a difficult way, by plotting many parts of the solution in different regions and stick all of them together. But here is a different situation. Because of non-integerity of 1.8 in the power, a new kind of branch cut appears... –  user14782 Jun 7 at 5:21
    
I tried also by direction fields approach, again the answer is nonsense! –  user14782 Jun 7 at 10:28
    
Dealing with branch-cuts can be difficult and NDSolve doesn't do it automatically. I don't understand what you expect we can do about it. –  m_goldberg Jun 7 at 13:21
    
I guessed it may be due to branch cut! I am confused. –  user14782 Jun 7 at 13:32

1 Answer 1

Generically there are 10 branches to choose for the value of x'[t] at a value for x[t] in the OP's differential equation

deOP =    x'[t] == (1 + (I x[t])^(9/5))^(1/2)

In this form, however, there will be discontinuous jumps in the value of x'[t] whenever x[t] crosses a branch cut of the differential equation deOP. We can rationalize the equation to get the differential equation

deRat =   (x'[t]^2 - 1)^5 == (I x[t])^9

This form still has the intrinsic problem that there are generically 10 solutions for x'[t] for a given value of x[t]; however, there are not discontinuous jumps from crossing branch cuts in Mathematica functions.

Because of the square root (or equivalently, x'[t]^2), the roots come in pairs with opposite signs. The pair of integral curves corresponding to such a pair of roots in fact trace the same path in the complex plane, but in opposite directions. So generically through each value for x[0] pass five integral curves.

Theoretically the solutions may be computed with

NDSolve[{deRat, x[0] == x0}, x, {t, -8, 8}]

and indeed Mathematica tries to find all ten. It is slow and it seems to have trouble staying on the right branch (there are corners in the plots, indicating a discontinuity in the derivative).

Another approach is to differentiate deRat to get a second order equation that is linear in x''[t]; then x'[t] will be integrated from the initial value and Mathematica never has to choose a branch. The branch will be chosen by the choice of the initial value. If the initial value for x'[0] is dx0, then the following code will find the solution:

NDSolveValue[{
   x''[t] == (x''[t] /. First@Solve[D[deRat, t], x''[t]]),
   x'[0]  == dx0,
   x[0]   == x0},
  x, {t, -100, 100}] &,

The five initial values for x'[0] that yield the distinct integral curves may be found with

Select[
 x'[0] /. Solve[{deRat /. t -> 0, x[0] == x0}, {x[0], x'[0]}],
 Re[#] > 0 &] 

Below I'll get all the solutions by mapping NDSolve over the initial values for x'[0]. I'll integrate each solution until it exceeds a specified distance from the initial point x[0], using WhenEvent. To plot the solutions, it will be convenient to change how the interpolating functions extrapolate, since each solution will have a different domain. The accepted answer to What's inside InterpolatingFunction[{{1., 4.}}, <>]? shows what parts of an InterpolatingFunction to modify to change the default extrapolation behavior. We can change the value returned by the InterpolatingFunction to Indeterminate; then ParametricPlot simply does not plot a point when the input t is outside of the domain. The function doNotExtrapolate alters an InterpolatingFunction in this way.

Here is the complete code:

ClearAll[x, t, doNotExtrapolate];
doNotExtrapolate[if_InterpolatingFunction] :=
  ReplacePart[if, {
    {2, 10} -> (Indeterminate &),      (* Extrapolation Handler *)
    {2, 2} -> 6                        (* Warning -> False *)
    }];


deOP = x'[t] == (1 + (I x[t])^(9/5))^(1/2);
deRat = (x'[t]^2 - 1)^5 == (I x[t])^9;

x0 = -9877/10000 + I  1563/10000;
plotradius = 10;
dx0All = SortBy[
   Select[
    x'[0] /. Solve[{deRat /. t -> 0, x[0] == x0}, {x[0], x'[0]}],
    Re[#] > 0 &],
   Arg[N[#]] &];

xAll = Map[
    NDSolveValue[{
       x''[t] == (x''[t] /. First@Solve[D[deRat, t], x''[t]]),
       x'[0]  == #,
       x[0]   == x0,
       WhenEvent[Abs[x[t] - x0] > plotradius, "StopIntegration"]},
      x, {t, -100, 100}] &,
    dx0All
    ] /. if_InterpolatingFunction :> doNotExtrapolate[if];

Output:

GraphicsRow @ Table[
  With[{dx = plotradius/n, plotctr = {-0.9877, 0.1563}},
   ParametricPlot[Evaluate[{Re[#[t]], Im[#[t]]} & /@ xAll], 
    Evaluate[{t}~Join~Through[{Min, Max}[Through[xAll["Domain"]]]]], 
    PlotRange -> (plotctr + {{-dx, dx}, {-dx, dx}}), 
    AspectRatio -> 1]
   ],
  {n, {1, 4, 50}}]

Mathematica graphics

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It is very detailed and wonderful! Thanks! –  user14782 Jun 8 at 23:42
    
@user14782 You're welcome! –  Michael E2 Jun 9 at 2:49
    
Mathematica should add this as an example officially. Wonderful! –  Souvik Nov 21 at 1:26

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