dassl

differential algebraic equation

Calling Sequence

[r [,hd]]=dassl(x0,t0,t [,atol,[rtol]],res [,jac] [,info] [,hd])

Arguments

:x0 is either y0 ( ydot0 is estimated by dassl with zero as first estimate) or the matrix [y0 ydot0]. g(t,y0,ydot0) must be equal to zero. If you only know an estimate of ydot0 set info(7)=1.

:y0 a real column vector of initial conditions. : :ydot0 a real column vector of the time derivative of y at t0

(may be an estimate).

:

: :t0 a real number is the initial instant. : :t a real scalar or vector. Gives instants for which you want the

solution. Note that you can get solution at each dassl’s step point by setting info(2)=1.
: :atol, rtol a real scalars or column vectors of same size as y.
atol, rtol give respectively absolute and relative error tolerances of solution. If vectors the tolerances are specified for each component of y.

: :res an external (function or list or string). Computes the value of g(t,y,ydot). It may be :

  • A Scilab function. Its calling sequence must be [r,ires]=res(t,y,ydot) and res must return the residue r=g(t,y,ydot) and error flag ires. ires = 0 if res succeeds to compute r, =-1 if residue is locally not defined for (t,y,ydot), =-2 if parameters are out of admissible range.
  • A list. This form allows to pass parameters other than t, y, ydot to the function. It must be as follows:
  `list`_(res,x1,x2,...)

where the calling sequence of the function `res` is now
    r=res(t,y,ydot,x1,x2,...)

  `res` still returns `r=g(t,y,ydot)` as a function of
  `(t,y,ydot,x1,x2,...)`.
+ A string. It must refer to the name of a C or Fortran subroutine
  linked with Scilab. In C the calling sequence must be:
  void res(`double`_ *t, `double`_ y[], `double`_ yd[], `double`_ r[],
           `int`_ *ires, `double`_ rpar[], `int`_ ipar[])

In Fortran it must be:
  subroutine res(t,y,yd,r,ires,rpar,ipar)
  `double`_ precision t, y(*),yd(*),r(*),rpar(*)
  integer ires,ipar(*)

The `rpar` and `ipar` arrays must be present but cannot be used.

: :jac an external (function or list or string). Computes the value of dg/dy+cj*dg/dydot for a given value of parameter cj.

  • A Scilab function. Its calling sequence must be r=jac(t,y,ydot,cj) and the jac function must return r=dg(t,y,ydot)/dy+cj*dg(t,y,ydot)/dydot where cj is a real scalar.
  • A list. It must be as follows
  `list`_(jac,x1,x2,...)

where the calling sequence of the function `jac` is now
    r=jac(t,y,ydot,cj,x1,x2,...)

  `jac` still returns `dg/dy+cj*dg/dydot` as a function of
  `(t,y,ydot,cj,x1,x2,...)`.
+ A character string. It must refer to the name of a C or Fortran
  subroutine linked with Scilab. In C the calling sequence must be:
  void jac(`double`_ *t, `double`_ y[], `double`_ yd[], `double`_ pd[],
           `double`_ *cj, `double`_ rpar[], `int`_ ipar[])

In Fortran it must be:
subroutine jac(t,y,yd,pd,cj,rpar,ipar)
`double`_ precision t, y(*),yd(*),pd(*),cj,rpar(*)
integer ipar(*)

: :info optional list which contains 7 elements. Default value is list([],0,[],[],[],0,0).

:info(1) a real scalar which gives the maximum time for which g is
allowed to be evaluated or an empty matrix [] if no limits imposed for time.
: :info(2) a flag which indicates if dassl returns its intermediate
computed values ( flag=1) or only the user specified time point values ( flag=0).
: :info(3) a 2 components vector which give the definition [ml,mu]
of band matrix computed by jac; r(i - j + ml + mu + 1,j) = “dg(i)/dy(j)+cj*dg(i)/dydot(j)” .If jac returns a full matrix set info(3)=[].
: :info(4) a real scalar which gives the maximum step size. Set
info(4)=[] if no limitation.
: :info(5) a real scalar which gives the initial step size. Set
info(5)=[] if not specified.
: :info(6) set info(6)=1 if the solution is known to be non
negative, else set info(6)=0.
: :info(7) set info(7)=1 if ydot0 is just an estimation,
info(7)=0 if g(t0,y0,ydot0)=0.

:

: :hd a real vector which allows to store the dassl context and to
resume integration.
: :r a real matrix. Each column is the vector [t;x(t);xdot(t)] where
t is time index for which the solution had been computed.

:

Description

The dassl function integrate the differential algebraic equation and returns the evolution of y a given time points

g(t,y,ydot)=0
y(t0)=y0  `and`_   ydot(t0)=ydot0

Examples

function [r, ires]=chemres(t, y, yd)
   r=[-0.04*y(1)+1d4*y(2)*y(3)-yd(1)
       0.04*y(1)-1d4*y(2)*y(3)-3d7*y(2)*y(2)-yd(2)
       y(1)+y(2)+y(3)-1];
   ires=0
endfunction

function pd=chemjac(x, y, yd, cj)
    pd=[-0.04-cj , 1d4*y(3)               , 1d4*y(2);
         0.04    ,-1d4*y(3)-2*3d7*y(2)-cj ,-1d4*y(2);
         1       , 1                      , 1       ]
endfunction

y0=[1;0;0];
yd0=[-0.04;0.04;0];
t=[1.d-5:0.02:.4,0.41:.1:4,40,400,4000,40000,4d5,4d6,4d7,4d8,4d9,4d10];

y=dassl([y0,yd0],0,t,chemres);

info=`list`_([],0,[],[],[],0,0);
info(2)=1;
y1=dassl([y0,yd0],0,4d10,chemres,info);
y2=dassl([y0,yd0],0,4d10,chemres,chemjac,info);

//Using extra argument for parameters
//-----------------------------------
function [r, ires]=chemres(t, y, yd, a, b, c)
   r=[-a*y(1)+b*y(2)*y(3)-yd(1)
       a*y(1)-b*y(2)*y(3)-c*y(2)*y(2)-yd(2)
       y(1)+y(2)+y(3)-1];
   ires=0
endfunction

function pd=chemjac(x, y, yd, cj, a, b, c)
    pd=[-a-cj , b*y(3)             , b*y(2);
         a    ,-b*y(3)-2*c*y(2)-cj ,-b*y(2);
         1    , 1                  , 1       ]
endfunction

y3=dassl([y0,yd0],0,t,`list`_(chemres,0.04,1d4,3d7),`list`_(chemjac,0.04,1d4,3d7));

//using C code
//------------
// - create the C code
rescode=['void chemres(double *t, double y[], double yd[], double r[], int *ires, double rpar[], int ipar[])'
         ' {'
         '   r[0] = -0.04*y[0]+1.0e4*y[1]*y[2]                -yd[0];'
         '   r[1] =  0.04*y[0]-1.0e4*y[1]*y[2]-3.0e7*y[1]*y[1]-yd[1];'
         '   r[2] =       y[0]+y[1]+y[2]-1;'
         '   *ires = 0;'
         ' }'];

jaccode=['void chemjac(double *t, double y[], double yd[], double pd[], double *cj, double rpar[], int ipar[])'
         ' {'
         '   /* first column*/'
         '   pd[0] = -0.04-*cj;'
         '   pd[1] =  0.04;'
         '   pd[2] =  1.0;'
         '    /* second column*/'
         '   pd[3] =  1.0e4*y[2];'
         '   pd[4] = -1.0e4*y[2]-2*3.0e7*y[1]-*cj;'
         '   pd[5] =  1.0;'
         '    /* third column*/'
         '   pd[6] =  1.0e4*y[1];'
         '   pd[7] = -1.0e4*y[1];'
         '   pd[8] =  1.0;'
         ' }'];
`mputl`_([rescode;jaccode],`fullfile`_(TMPDIR,'mycode.c')) //create the C file

// - compile it
`ilib_for_link`_(['chemres','chemjac'],`fullfile`_(TMPDIR,'mycode.c'),[],'c','',`fullfile`_(TMPDIR,'loader.sce'));//compile

// - link it with Scilab
`exec`_(`fullfile`_(TMPDIR,'loader.sce')) //incremental linking

// - call dassl
y4=dassl([y0,yd0],0,t,'chemres','chemjac');

See Also

  • ode ordinary differential equation solver
  • dasrt DAE solver with zero crossing
  • impl differential algebraic equation
  • fort Fortran or C user routines call
  • link dynamic linker
  • external Scilab Object, external function or routine

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