File: ODE-Example-programs.html

package info (click to toggle)
gsl-ref-html 2.3-1
  • links: PTS
  • area: non-free
  • in suites: bookworm, bullseye, buster, sid, trixie
  • size: 6,876 kB
  • ctags: 4,574
  • sloc: makefile: 35
file content (266 lines) | stat: -rw-r--r-- 9,238 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016 The GSL Team.

Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with the
Invariant Sections being "GNU General Public License" and "Free Software
Needs Free Documentation", the Front-Cover text being "A GNU Manual",
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled "GNU Free Documentation
License".

(a) The Back-Cover Text is: "You have the freedom to copy and modify this
GNU Manual." -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library &ndash; Reference Manual: ODE Example programs</title>

<meta name="description" content="GNU Scientific Library &ndash; Reference Manual: ODE Example programs">
<meta name="keywords" content="GNU Scientific Library &ndash; Reference Manual: ODE Example programs">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="Ordinary-Differential-Equations.html#Ordinary-Differential-Equations" rel="up" title="Ordinary Differential Equations">
<link href="ODE-References-and-Further-Reading.html#ODE-References-and-Further-Reading" rel="next" title="ODE References and Further Reading">
<link href="Driver.html#Driver" rel="previous" title="Driver">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>


</head>

<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="ODE-Example-programs"></a>
<div class="header">
<p>
Next: <a href="ODE-References-and-Further-Reading.html#ODE-References-and-Further-Reading" accesskey="n" rel="next">ODE References and Further Reading</a>, Previous: <a href="Driver.html#Driver" accesskey="p" rel="previous">Driver</a>, Up: <a href="Ordinary-Differential-Equations.html#Ordinary-Differential-Equations" accesskey="u" rel="up">Ordinary Differential Equations</a> &nbsp; [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Examples-19"></a>
<h3 class="section">27.6 Examples</h3>
<a name="index-Van-der-Pol-oscillator_002c-example"></a>
<p>The following program solves the second-order nonlinear Van der Pol
oscillator equation,
</p>
<div class="example">
<pre class="example">u''(t) + \mu u'(t) (u(t)^2 - 1) + u(t) = 0
</pre></div>

<p>This can be converted into a first order system suitable for use with
the routines described in this chapter by introducing a separate
variable for the velocity, <em>v = u'(t)</em>,
</p>
<div class="example">
<pre class="example">u' = v
v' = -u + \mu v (1-u^2)
</pre></div>

<p>The program begins by defining functions for these derivatives and
their Jacobian. The main function uses driver level functions to solve
the problem. The program evolves the solution from <em>(u, v) = (1,
0)</em> at <em>t=0</em> to <em>t=100</em>.  The step-size <em>h</em> is
automatically adjusted by the controller to maintain an absolute
accuracy of <em>10^{-6}</em> in the function values <em>(u, v)</em>.  
The loop in the example prints the solution at the points
<em>t_i = 1, 2, \dots, 100</em>.
</p>
<div class="example">
<pre class="verbatim">#include &lt;stdio.h&gt;
#include &lt;gsl/gsl_errno.h&gt;
#include &lt;gsl/gsl_matrix.h&gt;
#include &lt;gsl/gsl_odeiv2.h&gt;

int
func (double t, const double y[], double f[],
      void *params)
{
  (void)(t); /* avoid unused parameter warning */
  double mu = *(double *)params;
  f[0] = y[1];
  f[1] = -y[0] - mu*y[1]*(y[0]*y[0] - 1);
  return GSL_SUCCESS;
}

int
jac (double t, const double y[], double *dfdy, 
     double dfdt[], void *params)
{
  (void)(t); /* avoid unused parameter warning */
  double mu = *(double *)params;
  gsl_matrix_view dfdy_mat 
    = gsl_matrix_view_array (dfdy, 2, 2);
  gsl_matrix * m = &amp;dfdy_mat.matrix; 
  gsl_matrix_set (m, 0, 0, 0.0);
  gsl_matrix_set (m, 0, 1, 1.0);
  gsl_matrix_set (m, 1, 0, -2.0*mu*y[0]*y[1] - 1.0);
  gsl_matrix_set (m, 1, 1, -mu*(y[0]*y[0] - 1.0));
  dfdt[0] = 0.0;
  dfdt[1] = 0.0;
  return GSL_SUCCESS;
}

int
main (void)
{
  double mu = 10;
  gsl_odeiv2_system sys = {func, jac, 2, &amp;mu};

  gsl_odeiv2_driver * d = 
    gsl_odeiv2_driver_alloc_y_new (&amp;sys, gsl_odeiv2_step_rk8pd,
				  1e-6, 1e-6, 0.0);
  int i;
  double t = 0.0, t1 = 100.0;
  double y[2] = { 1.0, 0.0 };

  for (i = 1; i &lt;= 100; i++)
    {
      double ti = i * t1 / 100.0;
      int status = gsl_odeiv2_driver_apply (d, &amp;t, ti, y);

      if (status != GSL_SUCCESS)
	{
	  printf (&quot;error, return value=%d\n&quot;, status);
	  break;
	}

      printf (&quot;%.5e %.5e %.5e\n&quot;, t, y[0], y[1]);
    }

  gsl_odeiv2_driver_free (d);
  return 0;
}
</pre></div>

<p>The user can work with the lower level functions directly, as in
the following example. In this case an intermediate result is printed
after each successful step instead of equidistant time points. 
</p>
<div class="example">
<pre class="verbatim">int
main (void)
{
  const gsl_odeiv2_step_type * T 
    = gsl_odeiv2_step_rk8pd;

  gsl_odeiv2_step * s 
    = gsl_odeiv2_step_alloc (T, 2);
  gsl_odeiv2_control * c 
    = gsl_odeiv2_control_y_new (1e-6, 0.0);
  gsl_odeiv2_evolve * e 
    = gsl_odeiv2_evolve_alloc (2);

  double mu = 10;
  gsl_odeiv2_system sys = {func, jac, 2, &amp;mu};

  double t = 0.0, t1 = 100.0;
  double h = 1e-6;
  double y[2] = { 1.0, 0.0 };

  while (t &lt; t1)
    {
      int status = gsl_odeiv2_evolve_apply (e, c, s,
                                           &amp;sys, 
                                           &amp;t, t1,
                                           &amp;h, y);

      if (status != GSL_SUCCESS)
          break;

      printf (&quot;%.5e %.5e %.5e\n&quot;, t, y[0], y[1]);
    }

  gsl_odeiv2_evolve_free (e);
  gsl_odeiv2_control_free (c);
  gsl_odeiv2_step_free (s);
  return 0;
}
</pre></div>

<p>For functions with multiple parameters, the appropriate information
can be passed in through the <var>params</var> argument in
<code>gsl_odeiv2_system</code> definition (<var>mu</var> in this example) by using
a pointer to a struct.
</p>

<p>It is also possible to work with a non-adaptive integrator, using only
the stepping function itself,
<code>gsl_odeiv2_driver_apply_fixed_step</code> or
<code>gsl_odeiv2_evolve_apply_fixed_step</code>. The following program uses
the driver level function, with fourth-order
Runge-Kutta stepping function with a fixed stepsize of
0.001.
</p>
<div class="example">
<pre class="verbatim">int
main (void)
{
  double mu = 10;
  gsl_odeiv2_system sys = { func, jac, 2, &amp;mu };

  gsl_odeiv2_driver *d =
    gsl_odeiv2_driver_alloc_y_new (&amp;sys, gsl_odeiv2_step_rk4,
                                   1e-3, 1e-8, 1e-8);

  double t = 0.0;
  double y[2] = { 1.0, 0.0 };
  int i, s;

  for (i = 0; i &lt; 100; i++)
    {
      s = gsl_odeiv2_driver_apply_fixed_step (d, &amp;t, 1e-3, 1000, y);

      if (s != GSL_SUCCESS)
        {
          printf (&quot;error: driver returned %d\n&quot;, s);
          break;
        }

      printf (&quot;%.5e %.5e %.5e\n&quot;, t, y[0], y[1]);
    }

  gsl_odeiv2_driver_free (d);
  return s;
}
</pre></div>

<hr>
<div class="header">
<p>
Next: <a href="ODE-References-and-Further-Reading.html#ODE-References-and-Further-Reading" accesskey="n" rel="next">ODE References and Further Reading</a>, Previous: <a href="Driver.html#Driver" accesskey="p" rel="previous">Driver</a>, Up: <a href="Ordinary-Differential-Equations.html#Ordinary-Differential-Equations" accesskey="u" rel="up">Ordinary Differential Equations</a> &nbsp; [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>



</body>
</html>