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ODE Problems

Mathematical Specification of an ODE Problem

To define an ODE Problem, you simply need to give the function f and the initial condition u₀ which define an ODE:

\frac{du}{dt} = f(u,p,t)

f should be specified as f(u,p,t) (or in-place as f(du,u,p,t)), and u₀ should be an AbstractArray (or number) whose geometry matches the desired geometry of u. Note that we are not limited to numbers or vectors for u₀; one is allowed to provide u₀ as arbitrary matrices / higher dimension tensors as well.

Problem Type

Constructors

  • ODEProblem(f::ODEFunction,u0,tspan,callback=CallbackSet())
  • ODEProblem{isinplace}(f,u0,tspan,callback=CallbackSet()) : Defines the ODE with the specified functions. isinplace optionally sets whether the function is inplace or not. This is determined automatically, but not inferred.

For specifying Jacobians and mass matrices, see the DiffEqFunctions page.

Fields

  • f: The function in the ODE.
  • u0: The initial condition.
  • tspan: The timespan for the problem.
  • callback: A callback to be applied to every solver which uses the problem. Defaults to nothing.

Example Problems

Example problems can be found in DiffEqProblemLibrary.jl.

To use a sample problem, such as prob_ode_linear, you can do something like:

# Pkg.add("DiffEqProblemLibrary")
using DiffEqProblemLibrary
prob = prob_ode_linear
sol = solve(prob)
DiffEqProblemLibrary.prob_ode_linear
DiffEqProblemLibrary.prob_ode_2Dlinear
DiffEqProblemLibrary.prob_ode_bigfloatlinear
DiffEqProblemLibrary.prob_ode_bigfloat2Dlinear
DiffEqProblemLibrary.prob_ode_large2Dlinear
DiffEqProblemLibrary.prob_ode_2Dlinear_notinplace
DiffEqProblemLibrary.prob_ode_threebody
DiffEqProblemLibrary.prob_ode_pleides
DiffEqProblemLibrary.prob_ode_vanderpol
DiffEqProblemLibrary.prob_ode_vanderpol_stiff
DiffEqProblemLibrary.prob_ode_rober
DiffEqProblemLibrary.prob_ode_rigidbody