R: Solver for Ordinary Differential Equations (ODE) for COMPLEX...
zvode
R Documentation
Solver for Ordinary Differential Equations (ODE) for COMPLEX variables
Description
Solves the initial value problem for stiff or nonstiff systems of
ordinary differential equations (ODE) in the form:
dy/dt = f(t,y)
where dy and y are complex variables.
The R function zvode provides an interface to the FORTRAN ODE
solver of the same name, written by Peter N. Brown, Alan C. Hindmarsh
and George D. Byrne.
the initial (state) values for the ODE system. If y
has a name attribute, the names will be used to label the output
matrix. y has to be complex
times
time sequence for which output is wanted; the first
value of times must be the initial time; if only one step is
to be taken; set times = NULL.
func
either an R-function that computes the values of the
derivatives in the ODE system (the model definition) at time
t, or a character string giving the name of a compiled function in a
dynamically loaded shared library.
If func is an R-function, it must be defined as:
func <- function(t, y, parms, ...). t is the current time
point in the integration, y is the current estimate of the
variables in the ODE system. If the initial values y has a
names attribute, the names will be available inside func.
parms is a vector or list of parameters; ... (optional) are
any other arguments passed to the function.
The return value of func should be a list, whose first
element is a vector containing the derivatives of y with
respect to time, and whose next elements are global values
that are required at each point in times. The derivatives
must be specified in the same order as the state variables y.
They should be complex numbers.
If func is
a string, then dllname must give the name of the shared
library (without extension) which must be loaded before
zvode() is called. See package vignette "compiledCode"
for more details.
parms
vector or list of parameters used in func or
jacfunc.
rtol
relative error tolerance, either a scalar or an array as
long as y. See details.
atol
absolute error tolerance, either a scalar or an array as
long as y. See details.
jacfunc
if not NULL, an R function that computes the
Jacobian of the system of differential equations
dydot(i)/dy(j), or
a string giving the name of a function or subroutine in
‘dllname’ that computes the Jacobian (see vignette
"compiledCode" for more about this option).
In some circumstances, supplying
jacfunc can speed up the computations, if the system is
stiff. The R calling sequence for jacfunc is identical to
that of func.
If the Jacobian is a full matrix, jacfunc should return a
matrix dydot/dy, where the ith row contains the derivative of
dy_i/dt with respect to y_j, or a vector containing the
matrix elements by columns (the way R and FORTRAN store matrices).
Its elements should be complex numbers.
If the Jacobian is banded, jacfunc should return a matrix
containing only the nonzero bands of the Jacobian, rotated
row-wise. See first example of lsode.
jactype
the structure of the Jacobian, one of
"fullint", "fullusr", "bandusr" or
"bandint" - either full or banded and estimated internally or
by user; overruled if mf is not NULL.
mf
the "method flag" passed to function zvode - overrules
jactype - provides more options than jactype - see
details.
verbose
if TRUE: full output to the screen, e.g. will
print the diagnostiscs of the integration - see details.
tcrit
if not NULL, then zvode cannot integrate
past tcrit. The FORTRAN routine dvode overshoots its
targets (times points in the vector times), and interpolates
values for the desired time points. If there is a time beyond which
integration should not proceed (perhaps because of a singularity),
that should be provided in tcrit.
hmin
an optional minimum value of the integration stepsize. In
special situations this parameter may speed up computations with the
cost of precision. Don't use hmin if you don't know why!
hmax
an optional maximum value of the integration stepsize. If
not specified, hmax is set to the largest difference in
times, to avoid that the simulation possibly ignores
short-term events. If 0, no maximal size is specified.
hini
initial step size to be attempted; if 0, the initial step
size is determined by the solver.
ynames
logical; if FALSE: names of state variables are not
passed to function func ; this may speed up the simulation
especially for multi-D models.
maxord
the maximum order to be allowed. NULL uses the default,
i.e. order 12 if implicit Adams method (meth = 1), order 5 if BDF
method (meth = 2). Reduce maxord to save storage space.
bandup
number of non-zero bands above the diagonal, in case
the Jacobian is banded.
banddown
number of non-zero bands below the diagonal, in case
the Jacobian is banded.
maxsteps
maximal number of steps per output interval taken by the
solver.
dllname
a string giving the name of the shared library
(without extension) that contains all the compiled function or
subroutine definitions refered to in func and jacfunc.
See package vignette "compiledCode".
initfunc
if not NULL, the name of the initialisation function
(which initialises values of parameters), as provided in
‘dllname’. See package vignette "compiledCode".
initpar
only when ‘dllname’ is specified and an
initialisation function initfunc is in the dll: the
parameters passed to the initialiser, to initialise the common
blocks (FORTRAN) or global variables (C, C++).
rpar
only when ‘dllname’ is specified: a vector with
double precision values passed to the DLL-functions whose names are
specified by func and jacfunc.
ipar
only when ‘dllname’ is specified: a vector with
integer values passed to the dll-functions whose names are specified
by func and jacfunc.
nout
only used if dllname is specified and the model is
defined in compiled code: the number of output variables calculated
in the compiled function func, present in the shared
library. Note: it is not automatically checked whether this is
indeed the number of output variables calculated in the DLL - you have
to perform this check in the code - See package vignette "compiledCode".
outnames
only used if ‘dllname’ is specified and
nout > 0: the names of output variables calculated in the
compiled function func, present in the shared library.
These names will be used to label the output matrix.
forcings
only used if ‘dllname’ is specified: a list with
the forcing function data sets, each present as a two-columned matrix,
with (time,value); interpolation outside the interval
[min(times), max(times)] is done by taking the value at
the closest data extreme.
See forcings or package vignette "compiledCode".
initforc
if not NULL, the name of the forcing function
initialisation function, as provided in
‘dllname’. It MUST be present if forcings has been given a
value.
See forcings or package vignette "compiledCode".
fcontrol
A list of control parameters for the forcing functions.
forcings or package vignette "compiledCode"
...
additional arguments passed to func and
jacfunc allowing this to be a generic function.
Details
see vode, the double precision version, for details.
Value
A matrix of class deSolve with up to as many rows as elements
in times and as many columns as elements in y plus the
number of "global" values returned in the next elements of the return
from func,
plus and additional column for the time value. There will be a row
for each element in times unless the FORTRAN routine ‘zvode’
returns with an unrecoverable error. If y has a names
attribute, it will be used to label the columns of the output value.
Note
From version 1.10.4, the default of atol was changed from 1e-8 to 1e-6,
to be consistent with the other solvers.
The following text is adapted from the zvode.f source code:
When using zvode for a stiff system, it should only be used for
the case in which the function f is analytic, that is, when each f(i)
is an analytic function of each y(j). Analyticity means that the
partial derivative df(i)/dy(j) is a unique complex number, and this
fact is critical in the way zvode solves the dense or banded linear
systems that arise in the stiff case. For a complex stiff ODE system
in which f is not analytic, zvode is likely to have convergence
failures, and for this problem one should instead use ode on the
equivalent real system (in the real and imaginary parts of y).
Author(s)
Karline Soetaert <karline.soetaert@nioz.nl>
References
P. N. Brown, G. D. Byrne, and A. C. Hindmarsh, 1989. VODE: A Variable
Coefficient ODE Solver, SIAM J. Sci. Stat. Comput., 10, pp. 1038-1051.
Also, LLNL Report UCRL-98412, June 1988.
G. D. Byrne and A. C. Hindmarsh, 1975. A Polyalgorithm for the
Numerical Solution of Ordinary Differential Equations. ACM
Trans. Math. Software, 1, pp. 71-96.
A. C. Hindmarsh and G. D. Byrne, 1977. EPISODE: An Effective Package
for the Integration of Systems of Ordinary Differential
Equations. LLNL Report UCID-30112, Rev. 1.
G. D. Byrne and A. C. Hindmarsh, 1976. EPISODEB: An Experimental
Package for the Integration of Systems of Ordinary Differential
Equations with Banded Jacobians. LLNL Report UCID-30132, April 1976.
A. C. Hindmarsh, 1983. ODEPACK, a Systematized Collection of ODE
Solvers. in Scientific Computing, R. S. Stepleman et al., eds.,
North-Holland, Amsterdam, pp. 55-64.
K. R. Jackson and R. Sacks-Davis, 1980. An Alternative Implementation
of Variable Step-Size Multistep Formulas for Stiff ODEs. ACM
Trans. Math. Software, 6, pp. 295-318.