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Allow secondary equations to update derivatives of primary equation in ODE #31

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maisonobe opened this Issue Dec 4, 2017 · 0 comments

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maisonobe commented Dec 4, 2017

In some cases, additional equations can require to change the derivatives of the primary state.

One use case is optimal control, when the secondary equations handle co-state,
which changes control, and the control changes the primary state. In this
case, the primary and secondary equations are not really independent from each
other, so if possible it would be better to put state and co-state and their
equations all in the primary equations. However, this is not always possible, so
it would be better to explicitly allow secondary equations to have this side effect.

In fact, despite not being advertised, this was possible with Apache Commons Math
3.x and this feature was inadvertently removed in Hipparchus, as a side effect of
cleaning up the API.

@maisonobe maisonobe added the ode label Dec 4, 2017

@maisonobe maisonobe self-assigned this Dec 4, 2017

@maisonobe maisonobe closed this in 096658b Dec 4, 2017

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