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deSolve (version 1.2-1)

lsode: General solver for ordinary differential equations (ODE)

Description

Solves the initial value problem for stiff or nonstiff systems of ordinary differential equations (ODE) in the form: $$dy/dt = f(t,y)$$ The Rfunction lsode provides an interface to the Fortran ODE solver of the same name, written by Alan C. Hindmarsh and Andrew H. Sherman The system of ODE's is written as an Rfunction or be defined in compiled code that has been dynamically loaded. In contrast to lsoda, the user has to specify whether or not the problem is stiff and choose the appropriate solution method. lsode is very similar to vode, but uses a fixed-step-interpolate method rather than the variable-coefficient method in vode. In addition, in vode it is possible to choose whether or not a copy of the Jacobian is saved for reuse in the corrector iteration algorithm; In lsode, a copy is not kept.

Usage

lsode(y, times, func, parms, rtol=1e-6, atol=1e-6,  
  jacfunc=NULL, jactype="fullint", mf=NULL, verbose=FALSE, tcrit=NULL,  
  hmin=0, hmax=NULL, hini=0, ynames=TRUE, maxord=NULL, bandup=NULL, 
 banddown=NULL, maxsteps=5000, dllname=NULL, initfunc=dllname, 
  initpar=parms, rpar=NULL, ipar=NULL, nout=0, outnames=NULL, ...)

Arguments

y
the initial (state) values for the ODE system. If y has a name attribute, the names will be used to label the output matrix.
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.
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 Rfunction 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 Det
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 lsode - overrules jactype - provides more options than jactype - see details
verbose
if TRUE: full output to the screen, e.g. will output the settings of vectors *istate* and *rstate* - see details
tcrit
if not NULL, then lsode cannot integrate past tcrit. The Fortran routine lsode overshoots its targets (times points in the vector times), and interpolates values for the desired time p
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
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 during one call to 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.
initfunc
if not NULL, the name of the initialisation function (which initialises values of parameters), as provided in dllname. See package vignette.
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 whet
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
...
additional arguments passed to func and jacfunc allowing this to be a generic function

Value

  • A matrix 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 an additional column (the first) for the time value. There will be one row for each element in times unless the Fortran routine `lsode' returns with an unrecoverable error. If y has a names attribute, it will be used to label the columns of the output value. The output will have the attributes istate, and rstate, two vectors with several useful elements. See details. The first element of istate returns the conditions under which the last call to lsoda returned. Normal is istate[1] = 2. If verbose = TRUE, the settings of istate and rstate will be written to the screen

Details

The work is done by the Fortran subroutine lsode, whose documentation should be consulted for details (it is included as comments in the source file src/opkdmain.f). The implementation is based on the November, 2003 version of lsode, from Netlib. Before using the integrator lsode, the user has to decide whether or not the problem is stiff. If the problem is nonstiff, use method flag mf = 10, which selects a nonstiff (Adams) method, no Jacobian used.. If the problem is stiff, there are four standard choices which can be specified with jactype or mf. The options for jactype are \itemjactype = "fullint" : a full jacobian, calculated internally by lsode, corresponds to mf=22 \itemjactype = "fullusr" : a full jacobian, specified by user function jacfunc, corresponds to mf=21 \itemjactype = "bandusr" : a banded jacobian, specified by user function jacfunc; the size of the bands specified by bandup and banddown, corresponds to mf=24 \itemjactype = "bandint" : a banded jacobian, calculated by lsode; the size of the bands specified by bandup and banddown, corresponds to mf=25 More options are available when specifying mf directly. The legal values of mf are 10, 11, 12, 13, 14, 15, 20, 21, 22, 23, 24, 25. mf is a positive two-digit integer, mf = (10*METH + MITER), where \itemMETH indicates the basic linear multistep method: METH = 1 means the implicit Adams method. METH = 2 means the method based on backward differentiation formulas (BDF-s). \itemMITER indicates the corrector iteration method: MITER = 0 means functional iteration (no Jacobian matrix is involved). MITER = 1 means chord iteration with a user-supplied full (NEQ by NEQ) Jacobian. MITER = 2 means chord iteration with an internally generated (difference quotient) full Jacobian (using NEQ extra calls to func per df/dy value). MITER = 3 means chord iteration with an internally generated diagonal Jacobian approximation (using 1 extra call to func per df/dy evaluation). MITER = 4 means chord iteration with a user-supplied banded Jacobian. MITER = 5 means chord iteration with an internally generated banded Jacobian (using ML+MU+1 extra calls to func per df/dy evaluation). If MITER = 1 or 4, the user must supply a subroutine jacfunc. Inspection of the example below shows how to specify both a banded and full jacobian. The input parameters rtol, and atol determine the error control performed by the solver. See lsoda for details. Models may be defined in compiled C or Fortran code, as well as in an R-function. See package vignette for details. The output will have the attributes *istate*, and *rstate*, two vectors with several useful elements. if verbose = TRUE, the settings of istate and rstate will be written to the screen. the following elements of istate are meaningful: \itemel 1 : returns the conditions under which the last call to lsode returned. 2 if lsode was successful, -1 if excess work done, -2 means excess accuracy requested. (Tolerances too small), -3 means illegal input detected. (See printed message.), -4 means repeated error test failures. (Check all input), -5 means repeated convergence failures. (Perhaps bad Jacobian supplied or wrong choice of MF or tolerances.), -6 means error weight became zero during problem. (Solution component i vanished, and atol or atol(i) = 0.) \itemel 12 : The number of steps taken for the problem so far. \itemel 13 : The number of evaluations for the problem so far., \itemel 14 : The number of Jacobian evaluations and LU decompositions so far., \itemel 15 : The method order last used (successfully)., \itemel 16 : The order to be attempted on the next step., \itemel 17 : if el 1 =-4,-5: the largest component in the error vector, rstate contains the following: \item1: The step size in t last used (successfully). \item2: The step size to be attempted on the next step. \item3: The current value of the independent variable which the solver has actually reached, i.e. the current internal mesh point in t. \item4: A tolerance scale factor, greater than 1.0, computed when a request for too much accuracy was detected. For more information, see the comments in the original code lsode.f

References

\itemAlan C. Hindmarsh, "ODEPACK, A Systematized Collection of ODE Solvers," in Scientific Computing, R. S. Stepleman, et al., Eds. (North-Holland, Amsterdam, 1983), pp. 55-64.

See Also

ode, lsoda, lsodes, lsodar, vode, daspk, rk.

Examples

Run this code
########################################
  # EXAMPLE 1	
  # Various ways to solve the same model.
  ########################################
  
  # the model, 5 state variables
  f1 <- function  (t, y, parms)
  {
    ydot <- vector(len=5)
  
    ydot[1]<-  0.1*y[1] -0.2*y[2]
    ydot[2]<- -0.3*y[1] +0.1*y[2] -0.2*y[3]
    ydot[3]<-           -0.3*y[2] +0.1*y[3] -0.2*y[4]
    ydot[4]<-                     -0.3*y[3] +0.1*y[4] -0.2*y[5]
    ydot[5]<-                               -0.3*y[4] +0.1*y[5]
  
    return(list(ydot))
  }
  
  # the jacobian, written as a full matrix
  fulljac <- function  (t, y, parms)
  {
     jac <- matrix(nrow=5,ncol=5,byrow=TRUE, data=c(
                   0.1, -0.2,  0  ,  0  ,  0  ,
                  -0.3,  0.1, -0.2,  0  ,  0  ,
                   0  , -0.3,  0.1, -0.2,  0  ,
                   0  ,  0  , -0.3,  0.1, -0.2,
                   0  ,  0  ,  0  , -0.3,  0.1)    )
     return(jac)
  }
  
  # the jacobian, written in banded form
  bandjac <- function  (t, y, parms)
  {
     jac <- matrix(nrow=3,ncol=5,byrow=TRUE, data=c(
                   0  , -0.2, -0.2, -0.2, -0.2,
                   0.1,  0.1,  0.1,  0.1,  0.1,
                  -0.3, -0.3, -0.3, -0.3,    0)    )
     return(jac)
  }
  
  # initial conditions and output times 
  yini  <- 1:5
  times <- 1:20
  
  # default: stiff method, internally generated, full jacobian
  out   <- lsode(yini,times,f1,parms=0,jactype="fullint")
  
  # stiff method, user-generated full jacobian
  out2  <- lsode(yini,times,f1,parms=0,jactype="fullusr",
                jacfunc=fulljac)
  
  # stiff method, internally-generated banded jacobian
  # one nonzero band above (up) and below(down) the diagonal
  out3  <- lsode(yini,times,f1,parms=0,jactype="bandint",
                                bandup=1,banddown=1)
  
  # stiff method, user-generated banded jacobian
  out4  <- lsode(yini,times,f1,parms=0,jactype="bandusr",
                jacfunc=bandjac,bandup=1,banddown=1)
  
  # nono-stiff method
  out5  <- lsode(yini,times,f1,parms=0,mf=10)  
  
  ########################################
  # example 2: diffusion on a 2-D grid
  # partially specified jacobian
  ########################################
  
diffusion2D <- function(t,Y,par)
  {
   y <- matrix(nr=n,nc=n,data=Y)
   dY   <- r*y     #production

   #diffusion in X-direction; boundaries=0-concentration
   Flux <- -Dx * rbind(y[1,],(y[2:n,]-y[1:(n-1),]),-y[n,])/dx
   dY   <- dY - (Flux[2:(n+1),]-Flux[1:n,])/dx

   #diffusion in Y-direction
   Flux <- -Dy * cbind(y[,1],(y[,2:n]-y[,1:(n-1)]),-y[,n])/dy
   dY    <- dY - (Flux[,2:(n+1)]-Flux[,1:n])/dy

   return(list(as.vector(dY)))
  }

  # parameters
  dy    <- dx <- 1   # grid size
  Dy    <- Dx <- 1   # diffusion coeff, X- and Y-direction
  r     <- 0.025     # production rate
  times <- c(0,1)

  n  <- 50
  y  <- matrix(nr=n,nc=n,0.)

  pa <-par(ask=FALSE)

  # initial condition
  for (i in 1:n)
    for (j in 1:n)
      {dst <- (i-n/2)^2+(j-n/2)^2
       y[i,j]<-max(0.,1.-1./(n*n)*(dst-n)^2)
       }
  filled.contour(y,color.palette=terrain.colors)

  # jacfunc need not be estimated exactly;
  # a crude approximation, with a smaller bandwidth will do.
  # Here the half-bandwidth 1 is used, whereas the true
  # half-bandwidths are equal to n.
  # This corresponds to ignoring the y-direction coupling in the ODEs.

  print(system.time(
  for (i in 1:20)
  {
  out  <-  lsode(func=diffusion2D,y=as.vector(y),times=times,
            parms=NULL,jactype="bandint", bandup=1,banddown=1)

  filled.contour(matrix(nr=n,nc=n,out[2,-1]),zlim=c(0,1),
                color.palette=terrain.colors,main=i)

  y <- out[2,-1]
  }
  ))
  par(ask=pa)

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