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deSolve (version 1.2-1)

daspk: General solver for differential algebraic equations (DAE)

Description

Solves either: \itema system of ordinary differential equations (ODE) of the form $$y'=f(t,y,...)$$ \itema system of differential algebraic equations (DAE) of the form $$F(t,y,y')=0$$ using a combination of backward differentiation formula (BDF) and a direct linear system solution method (dense or banded). The Rfunction daspk provides an interface to the Fortran DAE solver of the same name, written by Linda R. Petzold, Peter N. Brown, Alan C. Hindmarsh and Clement W. Ulrich. The system of DE's is written as an Rfunction (which may, of course, use .C, .Fortran, .Call, etc., to call foreign code) or be defined in compiled code that has been dynamically loaded.

Usage

daspk(y, times, func=NULL, parms, dy=NULL, res=NULL, nalg=0,
  rtol=1e-6, atol=1e-8, jacfunc=NULL, jacres=NULL,
  jactype="fullint", estini = NULL, verbose=FALSE, 
  tcrit=NULL, hmin=0, hmax=NULL, hini = 0, ynames =TRUE, maxord = 5,
  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 DE 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
cannot be used if the model is a DAE system. If an ODE system, func should be an R-function that computes the values of the derivatives in the ODE system (the model definition) at time t. func must be define
parms
vector or list of parameters used in func, jacfunc, or res
dy
the initial derivatives of the state variables of the DE system. Ignored if an ODE.
res
if a DAE system: either an R-function that computes the residual function F(t,y,y') of the DAE system (the model defininition) at time t, or a character string giving the name of a compiled function in a dynamically loaded shared library. If
nalg
if a DAE system: the number of algebraic equations (equations not involving derivatives). Algebraic equations should always be the last, i.e. preceeded by the differential equations. Only used if estini = 1
rtol
relative error tolerance, either a scalar or a vector, one value for each y
atol
absolute error tolerance, either a scalar or a vector, one value for each y
jacfunc
if not NULL, an Rfunction that computes the jacobian of the system of differential equations. Only used in case the system is an ODE (y'=f(t,y)), specified by func. The Rcalling sequence for jacfunc is ident
jacres
jacres and not jacfunc should be used if the system is specified by the residual function F(t,y,y'), i.e. jacres is used in conjunction with res. If jacres is an R-function, th
jactype
the structure of the jacobian, one of "fullint", "fullusr", "bandusr" or "bandint" - either full or banded and estimated internally or by the user
estini
only if a DAE system, and if initial values of y and dyare not consistent (i.e. F(t,y,dy) is not=0), setting estini=1 or 2, will solve for them. If estini = 1: dy and the algebraic variabl
verbose
if TRUE: full output to the screen, e.g. will output the settings of vector *istate* and *rstate* - see details
tcrit
the Fortran routine daspk 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
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 large models
maxord
the maximum order to be allowed. Reduce maxord to save storage space (
bandup
number of non-zero bands above the diagonal, in case the jacobian is banded (and jactype one of "bandint","bandusr")
banddown
number of non-zero bands below the diagonal, in case the jacobian is banded (and jactype one of "bandint","bandusr")
maxsteps
maximal number of steps during one call to the solver; will be recalculated to be at least 500 and a multiple of 500; the solver will give a warning if more than 500 steps are taken, but it will continue till maxsteps steps
dllname
a string giving the name of the shared library (without extension) that contains all the compiled function or subroutine definitions referred to in func/or res 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, jacfunc, res and jacres, 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 or res, plus an additional column (the first) for the time value. There will be one row for each element in times unless the Fortran routine `daspk' 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 daspk solver uses the backward differentiation formulas of orders one through five (specified with maxord) to solve either: \iteman ODE system of the form $$y'=f(t,y,...)$$ for y = Y, or \itema DAE system of the form $$F(t,y,y') = 0$$ for y = Y and y' = YPRIME. ODEs are specified in func, DAEs are specified in res. If a DAE system, Values for Y and YPRIME at the initial time must be given as input. Ideally,these values should be consistent, that is, if T, Y, YPRIME are the given initial values, they should satisfy F(T,Y,YPRIME) = 0. However, if consistent values are not known, in many cases daspk can solve for them: when estini = 1, y' and algebraic variables (their number specified with nalg) will be estimated, when estini = 2, y will be estimated. The form of the jacobian can be specified by jactype. This is one of: \itemjactype = "fullint" : a full jacobian, calculated internally by daspk, the default \itemjactype = "fullusr" : a full jacobian, specified by user function jacfunc or jacres \itemjactype = "bandusr" : a banded jacobian, specified by user function jacfunc or jacres; the size of the bands have to be specified by bandup and banddown \itemjactype = "bandint" : a banded jacobian, calculated by daspk; the size of the bands have to be specified by bandup and banddown if jactype= "fullusr" or "bandusr" then the user must supply a subroutine jacfunc or jacres. The input parameters rtol, and atol determine the error control performed by the solver. If the request for precision exceeds the capabilities of the machine, daspk will return an error code. See lsoda for details. res and jacres may be defined in compiled C or Fortran code, as well as in an R-function. See package vignette for details. Examples in Fortran are in the dynload subdirectory of the deSolve package directory. 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 daspk returned. 2 if daspk 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 function evaluations for the problem so far., \itemel 14 : The number of Jacobian evaluations 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, \itemel 20 : The number of matrix LU decompositions so far., \itemel 21 : The number of nonlinear (Newton) iterations so far., \itemel 22 : The number of convergence failures of the solver so far , \itemel 23 : The number of error test failures of the integrator so far. 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 about possible options, see the comments in the original code daspk.f

References

\item1. L. R. Petzold, A Description of DASSL: A Differential/Algebraic System Solver, in Scientific Computing, R. S. Stepleman et al. (Eds.), North-Holland, Amsterdam, 1983, pp. 65-68. \item2. K. E. Brenan, S. L. Campbell, and L. R. Petzold, Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations, Elsevier, New York, 1989. \item3. P. N. Brown and A. C. Hindmarsh, Reduced Storage Matrix Methods in Stiff ODE Systems, J. Applied Mathematics and Computation, 31 (1989), pp. 40-91. \item4. P. N. Brown, A. C. Hindmarsh, and L. R. Petzold, Using Krylov Methods in the Solution of Large-Scale Differential-Algebraic Systems, SIAM J. Sci. Comp., 15 (1994), pp. 1467-1488. \item5. P. N. Brown, A. C. Hindmarsh, and L. R. Petzold, Consistent Initial Condition Calculation for Differential-Algebraic Systems, LLNL Report UCRL-JC-122175, August 1995; submitted to SIAM J. Sci. Comp. Netlib: http://www.netlib.org

See Also

\itemlsoda, lsodar, lsode, lsodes, vode

Examples

Run this code
#------------------------------------------------------
  # Coupled chemical reactions including an equilibrium
  # modeled as (1) an ODE and (2) as a DAE
  #
  # The model describes three chemical species A,B,D:
  # subjected to equilibrium reaction D <-> A + B     
  # D is produced at a constant rate, prod
  # B is consumed at 1s-t order rate, r
  #------------------------------------------------------
  
  # Dissociation constant
  K = 1 
  
  # parameters
  pars <- c(
          ka    = 1e6,     # forward rate
          r     = 1,
          prod  = 0.1) 
  
  #-------------------------------------
  # Chemical problem formulation 1: ODE
  #-------------------------------------
  
  Fun_ODE <- function (t,y,pars)
      {
      with (as.list(c(y,pars)), {
        ra  = ka*D        # forward rate
        rb  = ka/K *A*B   # backward rate
  
        # rates of changes
        dD  = -ra + rb + prod
        dA  =  ra - rb
        dB  =  ra - rb - r*B
        return(list(dy=c(dA,dB,dD),
                    CONC=A+B+D))
  })
  }
  
  #-------------------------------------------------------
  # Chemical problem formulation 2: DAE
  # 1. get rid of the fast reactions ra and rb by taking
  # linear combinations   : dD+dA = prod (res1) and 
  #                         dB-dA = -r*B (res2)
  # 2. In addition, the equilibrium condition (eq) reads:
  # as ra=rb : ka*D=ka/K*A*B =>      K*D=A*B
  #-------------------------------------------------------
  
  Res_DAE <- function (t,y,yprime, pars)
      {
      with (as.list(c(y,yprime,pars)), {
  
        # residuals of lumped rates of changes
        res1 = -dD - dA + prod
        res2 = -dB + dA - r*B
        
        # and the equilibrium equation
        eq = K*D - A*B
  
        return(list(c(res1,res2,eq),
                    CONC=A+B+D))
  })
  }
  
  times <- seq(0,100,by=2)
  
  # Initial conc; D is in equilibrium with A,B
  y     <- c(A=2,B=3,D=2*3/K)
  
  # ODE model solved with daspk
  ODE <- as.data.frame(daspk(y=y,times=times,func=Fun_ODE,
                       parms=pars,atol=1e-10,rtol=1e-10))
  
  # Initial rate of change
  dy    <- c(dA=0, dB=0, dD=0) 
  
  # DAE model solved with daspk
  DAE <- as.data.frame(daspk(y=y,dy=dy,times=times,
           res=Res_DAE,parms=pars,atol=1e-10,rtol=1e-10))
  
  #------------------------------------------------------
  # plotting output
  #------------------------------------------------------
  opa <- par(mfrow=c(2,2))
  for (i in 2:5) 
  {
  plot(ODE$time,ODE[,i],xlab="time",
       ylab="conc",main=names(ODE)[i],type="l")
  points(DAE$time,DAE[,i],col="red")
  }
  legend("bottomright",lty=c(1,NA),pch=c(NA,1),
         col=c("black","red"),legend=c("ODE","DAE"))      
         
  # difference between both implementations:
  max(abs(ODE-DAE))
  
  #------------------------------------------------------
  # same DAE model, now with the jacobian
  #------------------------------------------------------
  jacres_DAE <- function (t,y,yprime, pars,cj)
      {
      with (as.list(c(y,yprime,pars)), {
  #     res1 = -dD - dA + prod
        PD[1,1] <- -1*cj      #d(res1)/d(A)-cj*d(res1)/d(dA)
        PD[1,2] <- 0          #d(res1)/d(B)-cj*d(res1)/d(dB)
        PD[1,3] <- -1*cj      #d(res1)/d(D)-cj*d(res1)/d(dD)
  #     res2 = -dB + dA - r*B       
        PD[2,1] <- 1*cj
        PD[2,2] <- -r  -1*cj
        PD[2,3] <- 0
  #     eq = K*D - A*B 
        PD[3,1] <- -B
        PD[3,2] <- -A
        PD[3,3] <- K
        return(PD)
  })
  }
  
  PD <- matrix(nc= 3, nr=3,0)
  
  DAE2 <- as.data.frame(daspk(y=y,dy=dy,times=times,
           res=Res_DAE, jacres=jacres_DAE, jactype="fullusr",
           parms=pars,atol=1e-10,rtol=1e-10))
           
  max(abs(DAE-DAE2))
# See \dynload subdirectory for a FORTRAN implementation of this model

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