ode - ordinary differential equation solver
ode is the standard function for solving explicit ODE systems defined by:
dy/dt=f(t,y) , y(t0)=y0.
It is an interface to various solvers, in particular to ODEPACK. The type of problem solved and the method used depend on the value of the first optional argument type which can be one of the following strings:
In this help we only describe the use of ode for standard explicit ODE systems.
The simplest call of ode is: y=ode(y0,t0,t,f) where y0 is the vector of initial conditions, t0 is the initial time, t is the vector of times at which the solution y is computed and y is matrix of solution vectors y=[y(t(1)),y(t(2)),...].
The input f to ode is an external i.e. a function with specified syntax, or the name of a Fortran subroutine or a C function (character string) with specified calling sequence or a list.
If f is a function, its syntax must be as follows:
ydot = f(t,y)
where t is a real scalar (time) and y a real vector (state). This function is the RHS of the differential equation dy/dt=f(t,y).
If f is a character string, it refers to the name of a Fortran subroutine or a C function, i.e. if ode(y0,t0,t,"fex") is the command, then the subroutine fex is called. This routine must have the following calling sequence: f(n,t,y,ydot). It can be dynamically linked to Scilab by the link function. Examples of such programs can be seen in the files SCIDIR/routines/default/README and SCIDIR/routines/default/Ex-ode.f.
The f argument can also be a list: if ode(y0,t0,t,lst) is the command, then lst must be a list with the following structure:
where f is a function with syntax:
ydot = f(t,y,u1,u2,...,un)
this allows to use parameters as the arguments of f.
The function f can return a p x q matrix instead of a vector. With this matrix notation, we solve the n=p+q ODE's system dY/dt=F(t,Y) where Y is a p x q matrix. Then initial conditions, Y0, must also be a p x q matrix and the result of ode is the p x q(T+1) matrix [Y(t_0),Y(t_1),...,Y(t_T)].
Optional parameters can be given for the error of the solution: rtol and atol are threshold for relative and absolute estimated errors. The estimated error on y(i) is:
and integration is carried out as far as this error is small for all components of the state. If rtol and/or atol is a constant rtol(i) and/or atol(i) are set to this constant value. Default values for rtol and atol are respectively rtol=1.d-5 and atol=1.d-7 for most solvers and rtol=1.d-3 and atol=1.d-4 for "rfk" and "fix".
For stiff problems, it is better to give the Jacobian of the RHS function as the optional argument jac. It is an external i.e. a function with specified syntax, or the name of a Fortran subroutine or a C function (character string) with specified calling sequence or a list.
If jac is a function the syntax should be as follows:
where t is a real scalar (time) and y a real vector (state). The result matrix J must evaluate to df/dx i.e. J(k,i) = dfk /dxi with fk = kth component of f.
If jac is a character string it refers to the name of a Fortran subroutine or a C function, with the following calling sequence: jac(n,t,y,ml,mu,J,nrpd). In most cases you have not to refer ml, mu and nrpd (see source code in SCIDIR/routines/default/Ex-ode.f for an example).
If jac is a list the same conventions as for f apply.
Optional arguments w and iw are vectors for storing information returned by the integration routine. When these vectors are provided in RHS of ode the integration re-starts with the same parameters as in its previous stop.
More options can be given to ODEPACK solvers by using %ODEOPTIONS variable. See odeoptions help.
// Simple one dimension ODE // dy/dt=y^2-y sin(t)+cos(t), y(0)=0 deff("[ydot]=f(t,y)","ydot=y^2-y*sin(t)+cos(t)") y0=0;t0=0;t=0:0.1:%pi; y=ode(y0,t0,t,f) plot(t,y) // Simulation of dx/dt = A x(t) + B u(t) with u(t)=sin(omega*t), // x0=[1;0] // solution x(t) desired at t=0.1, 0.2, 0.5 ,1. // A and u function are passed to RHS function in a list. // B and omega are passed as global variables deff("[xdot]=linear(t,x,A,u)","xdot=A*x+B*u(t)") deff("[ut]=u(t)","ut=sin(omega*t)") A=[1 1;0 2];B=[1;1];omega=5; ode([1;0],0,[0.1,0.2,0.5,1],list(linear,A,u)) // // Matrix notation // Integration of the Riccati differential equation // Xdot=A'*X + X*A - X'*B*X + C , X(0)=Identity // Solution at t=[1,2] deff("[Xdot]=ric(t,X)","Xdot=A''*X+X*A-X''*B*X+C") A=[1,1;0,2]; B=[1,0;0,1]; C=[1,0;0,1]; t0=0;t=0:0.1:%pi; X=ode(eye(A),0,t,ric) // // Computation of exp(A) A=[1,1;0,2]; deff("[xdot]=f(t,x)","xdot=A*x"); ode(eye(A),0,1,f) ode("adams",eye(A),0,1,f) // with stiff matrix, Jacobian given A=[10,0;0,-1]; deff("[xdot]=f(t,x)","xdot=A*x"); deff("[J]=Jacobian(t,y)","J=A") ode("stiff",[0;1],0,1,f,Jacobian)