How to introduce a random variable in ode45?

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J Alonso 2014-3-2

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https://ww2.mathworks.cn/matlabcentral/answers/119851-how-to-introduce-a-random-variable-in-ode45

评论： J Alonso 2014-3-2

Hi to all, I am quite new in Matlab, thanks in advance for your help. I am trying to solve a system of differential equations similar to:

r1'(t)=f(r1,r2,t)+g(r1,r2,t)*z(t);

r2'(t)=j(r1,r2,t)+h(r1,r2,t)*z(t);

I am using ode45 by defining a function file with f, g, j and h. Now my problem is to introduce z(t) as a random number for a normal distribution. This random numbers can be obtained using normrnd(mu,sigma), however, I need my program to take on different random number for each time but use the same at each time for r1' and r2'. Thanks a lot for your help.

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Paul 2014-3-2

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https://ww2.mathworks.cn/matlabcentral/answers/119851-how-to-introduce-a-random-variable-in-ode45#answer_126789

编辑：Paul 2014-3-2

在 MATLAB Online 中打开

Add

rng('shuffle')

before calling normrnd.

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Paul 2014-3-2

编辑：Paul 2014-3-2

在 MATLAB Online 中打开

function z=f(t,r)
z=zeros(2,1);
rng('shuffle')
z(1)=f(r1,r2,t)+g(r1,r2,t)*normrnd(mu,sigma); z(2)=j(r1,r2,t)+h(r1,r2,t)*normrnd(mu,sigma);

J Alonso 2014-3-2

Thanks, now it works.

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MATLAB Mathematics Numerical Integration and Differential Equations Ordinary Differential Equations

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