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I'm curious whether it is possible to solve switched linear systems within the framework of NDSolve. For example a system of linear ode's like $$x'(t) = \left\{\begin{array}{ll} A_1 x(t),& \text{if} \,\, x_1x_2\leq 0 \\ A_2 x(t), & \text{if} \,\, x_1x_2>0 \end{array}\right.$$

where $A_1$ and $A_2$ are two constant matrices with appropriate size (namely $A_1,A_2 \in \mathbb{R}^{2\times 2}$) and $x(t) = \left(x_1(t),x_2(t)\right)^\top$.

I tried WhenEvent but received an error message saying

"Warning: the rule !(*SuperscriptBox[\"x\", \"[Prime]\", MultilineFunction->None][t] -> A1 . x[t]) will not directly set the state because the left-hand side is not a list of state variables."

Here is the code

A1 = {{0, -1}, {2, 0}};
A2 = {{0, -2}, {1, 0}};
x[t_] = {x1[t], x2[t]}

NDSolve[{x'[t] == A2.x[t], x1[0] == 6, x2[0] == 3, 
WhenEvent[x1[t] x2[t] <= 0, x'[t] -> A1.x[t]]}, {x1, x2}, {t, 0, 
100}, Method -> {"EquationSimplification" -> "Residual"}]
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    $\begingroup$ I wonder if it might work with the rhs expressed using Piecewise? $\endgroup$ – Daniel Lichtblau Oct 8 '18 at 14:50
  • $\begingroup$ Indeed, if memory serves, NDSolve[] will set up the WhenEvent[] objects on your behalf if you use Piecewise[]. Still, it is useful to know how to adapt WhenEvent[] in case the automatic method fails. $\endgroup$ – J. M.'s ennui♦ Oct 8 '18 at 15:01
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    $\begingroup$ Tried this: system = x'[t] == Piecewise[{{A1.x[t], x1[t] x2[t] < 0}, {A2.x[t], x1[t] x2[t] > 0}}]; NDSolve[{system, x1[t] == 3, x2[0] == 2}, {x1, x2}, {t, 0, 10}]. I got the error: "Unable to find initial conditions that satisfy the residual function within specified tolerances. Try giving initial conditions for both values and derivatives of the functions" $\endgroup$ – freddy90 Oct 8 '18 at 15:02
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    $\begingroup$ Why are the initial conditions for both x1 and x2 scalars and not vectors? Try using Indexed[] if you want to refer to a vector-valued function componentwise, just like in your inequality conditions. $\endgroup$ – J. M.'s ennui♦ Oct 8 '18 at 15:05
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    $\begingroup$ It doesn't seem that defining x[t_] = {x1[t], x2[t]} is enough for Mathematica to know the relationship between x[t] and {x1[t],x2[t]}. $\endgroup$ – Chris K Oct 8 '18 at 15:47
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You can use Piecewise in the vector form of the ODE, the only tricky part is how to create the condition. Here are two possibilities:

pm1 = {{0, 1}, {1, 0}};

sol1 = NDSolveValue[
    {
    x'[t] == Piecewise[{{A2.x[t], x[t].pm1.x[t]>0}}, A1.x[t]],
    x[0] == {6, 3}
    },
    x,
    {t, 0, 100}
];

sol2 = NDSolveValue[
    {
    x'[t] == Piecewise[{{A2.x[t], Indexed[x[t], 1] Indexed[x[t], 2] > 0}}, A1.x[t]],
    x[0] == {6, 3}
    },
    x,
    {t, 0, 100}
];

Visualizations:

Plot[
    {Indexed[sol1[t],1], Indexed[sol1[t], 2]},
    {t,0,100},
    PlotRange->All
]

enter image description here

Plot[
    {Indexed[sol2[t],1], Indexed[sol2[t], 2]},
    {t,0,100},
    PlotRange->All
]

enter image description here

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  • $\begingroup$ this approach works bueno under version 10.2. nice idea with the quadratic form. thanks! $\endgroup$ – freddy90 Oct 9 '18 at 15:12
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Like the error message says, I believe WhenEvent needs to change a state variable, not its (highest) derivative. Here's an approach that sets A as a DiscreteVariable that can be changed when needed.

listProduct[x_List] := Times @@ x;

A1 = {{0, -1}, {2, 0}};
A2 = {{0, -2}, {1, 0}};

sol = NDSolve[{x'[t] == A[t].x[t], x[0] == {6, 3}, A[0] == A2,
  WhenEvent[listProduct[x[t]] <= 0, A[t] -> A1],
  WhenEvent[listProduct[x[t]] > 0, A[t] -> A2]}, {x, A}, {t, 0, 100},
  DiscreteVariables -> {A}][[1]];

Plot[Sign[listProduct[x[t] /. sol]], {t, 0, 100}]

Mathematica graphics

listProduct is by rm -rf from this answer.

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4
  • $\begingroup$ What version of mathematica do you use? I tried your code with version 10.2 and I can only integrate till t = 4 without waiting forever $\endgroup$ – freddy90 Oct 8 '18 at 16:18
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    $\begingroup$ v11.3 -- did you try a fresh kernel? $\endgroup$ – Chris K Oct 8 '18 at 16:25
  • $\begingroup$ jep, tried that but unfortunately doesn't change anything… $\endgroup$ – freddy90 Oct 8 '18 at 16:29
  • $\begingroup$ Yeah, my colleague's v10.3 has the same problem. Bug? $\endgroup$ – Chris K Oct 8 '18 at 17:46

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