annotate doc/interpreter/diffeq.txi @ 20606:1b62fc4e1b2f stable

doc: Cuddle parentheses in example code of for loop. * stmt.txi: Cuddle parentheses in example code of for loop.
author Rik <rik@octave.org>
date Wed, 07 Oct 2015 14:41:39 -0700
parents 4197fc428c7d
children fcb792acab9b
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1 @c Copyright (C) 1996-2015 John W. Eaton
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2 @c
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3 @c This file is part of Octave.
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4 @c
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5 @c Octave is free software; you can redistribute it and/or modify it
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6 @c under the terms of the GNU General Public License as published by the
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7 @c Free Software Foundation; either version 3 of the License, or (at
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8 @c your option) any later version.
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9 @c
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10 @c Octave is distributed in the hope that it will be useful, but WITHOUT
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11 @c ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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12 @c FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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13 @c for more details.
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14 @c
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15 @c You should have received a copy of the GNU General Public License
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16 @c along with Octave; see the file COPYING. If not, see
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17 @c <http://www.gnu.org/licenses/>.
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18
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19 @node Differential Equations
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20 @chapter Differential Equations
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21
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22 Octave has built-in functions for solving ordinary differential equations,
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23 and differential-algebraic equations.
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24 All solvers are based on reliable ODE routines written in Fortran.
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25
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26 @menu
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27 * Ordinary Differential Equations::
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28 * Differential-Algebraic Equations::
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29 @end menu
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30
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31 @cindex differential equations
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32 @cindex ODE
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33 @cindex DAE
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34
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35 @node Ordinary Differential Equations
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36 @section Ordinary Differential Equations
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37
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38 The function @code{lsode} can be used to solve ODEs of the form
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39 @tex
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40 $$
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41 {dx\over dt} = f (x, t)
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42 $$
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43 @end tex
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44 @ifnottex
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45
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46 @example
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47 @group
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48 dx
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49 -- = f (x, t)
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50 dt
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51 @end group
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52 @end example
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53
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54 @end ifnottex
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55
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56 @noindent
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57 using @nospell{Hindmarsh's} ODE solver @sc{lsode}.
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58
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60
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61 @DOCSTRING(lsode)
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62
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63 @DOCSTRING(lsode_options)
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64
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65 Here is an example of solving a set of three differential equations using
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66 @code{lsode}. Given the function
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67
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68 @cindex oregonator
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69
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70 @example
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71 @group
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72 ## oregonator differential equation
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73 function xdot = f (x, t)
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74
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75 xdot = zeros (3,1);
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76
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77 xdot(1) = 77.27 * (x(2) - x(1)*x(2) + x(1) \
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78 - 8.375e-06*x(1)^2);
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79 xdot(2) = (x(3) - x(1)*x(2) - x(2)) / 77.27;
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80 xdot(3) = 0.161*(x(1) - x(3));
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81
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82 endfunction
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83 @end group
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84 @end example
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85
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86 @noindent
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87 and the initial condition @code{x0 = [ 4; 1.1; 4 ]}, the set of
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88 equations can be integrated using the command
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89
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90 @example
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91 @group
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92 t = linspace (0, 500, 1000);
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93
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94 y = lsode ("f", x0, t);
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95 @end group
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96 @end example
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97
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98 If you try this, you will see that the value of the result changes
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99 dramatically between @var{t} = 0 and 5, and again around @var{t} = 305.
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100 A more efficient set of output points might be
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101
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102 @example
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103 @group
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104 t = [0, logspace(-1, log10(303), 150), \
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105 logspace(log10(304), log10(500), 150)];
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106 @end group
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107 @end example
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108
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109 See @nospell{Alan C. Hindmarsh},
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110 @cite{ODEPACK, A Systematized Collection of ODE Solvers},
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111 in Scientific Computing, @nospell{R. S. Stepleman}, editor, (1983)
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112 for more information about the inner workings of @code{lsode}.
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113
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114 An m-file for the differential equation used above is included with the
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115 Octave distribution in the examples directory under the name
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116 @file{oregonator.m}.
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117
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118 @node Differential-Algebraic Equations
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119 @section Differential-Algebraic Equations
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120
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121 The function @code{daspk} can be used to solve DAEs of the form
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122 @tex
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123 $$
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124 0 = f (\dot{x}, x, t), \qquad x(t=0) = x_0, \dot{x}(t=0) = \dot{x}_0
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125 $$
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126 @end tex
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127 @ifnottex
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128
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129 @example
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130 0 = f (x-dot, x, t), x(t=0) = x_0, x-dot(t=0) = x-dot_0
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131 @end example
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132
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133 @end ifnottex
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134
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135 @noindent
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136 where
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137 @tex
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138 $\dot{x} = {dx \over dt}$
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139 @end tex
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140 @ifnottex
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141 @math{x-dot}
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142 @end ifnottex
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143 is the derivative of @math{x}. The equation is solved using
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144 @nospell{Petzold's} DAE solver @sc{daspk}.
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145
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146 @DOCSTRING(daspk)
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147
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148 @DOCSTRING(daspk_options)
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149
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150 Octave also includes @sc{dassl}, an earlier version of @sc{daspk},
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151 and @sc{dasrt}, which can be used to solve DAEs with constraints
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152 (stopping conditions).
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153
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6f2d95255911 fix @seealso references to point to existing anchors
Thorsten Meyer <thorsten.meyier@gmx.de>
parents: 7018
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154 @DOCSTRING(dassl)
6f2d95255911 fix @seealso references to point to existing anchors
Thorsten Meyer <thorsten.meyier@gmx.de>
parents: 7018
diff changeset
155
6f2d95255911 fix @seealso references to point to existing anchors
Thorsten Meyer <thorsten.meyier@gmx.de>
parents: 7018
diff changeset
156 @DOCSTRING(dassl_options)
6f2d95255911 fix @seealso references to point to existing anchors
Thorsten Meyer <thorsten.meyier@gmx.de>
parents: 7018
diff changeset
157
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fc2048d4cd21 [project @ 2002-10-22 21:28:42 by jwe]
jwe
parents: 3373
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158 @DOCSTRING(dasrt)
fc2048d4cd21 [project @ 2002-10-22 21:28:42 by jwe]
jwe
parents: 3373
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159
fc2048d4cd21 [project @ 2002-10-22 21:28:42 by jwe]
jwe
parents: 3373
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160 @DOCSTRING(dasrt_options)
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bfe1573bd2ae [project @ 1999-10-19 10:06:07 by jwe]
jwe
parents:
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161
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0850b5212619 doc: Add @nospell macro around proper names in documentation.
Rik <rik@octave.org>
parents: 17744
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162 See @nospell{K. E. Brenan}, et al., @cite{Numerical Solution of Initial-Value
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bfe1573bd2ae [project @ 1999-10-19 10:06:07 by jwe]
jwe
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163 Problems in Differential-Algebraic Equations}, North-Holland (1989) for
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322f43e0e170 Grammarcheck .txi documentation files.
Rik <octave@nomad.inbox5.com>
parents: 10668
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164 more information about the implementation of @sc{dassl}.