Re: [boost] library proposal: odeint

Subject: Re: [boost] library proposal: odeint
From: vicente.botet (vicente.botet_at_[hidden])
Date: 2009-12-13 12:18:01

Hi,
----- Original Message ----- 
From: "Karsten Ahnert" <karsten.ahnert_at_[hidden]>
To: <boost_at_[hidden]>
Sent: Sunday, December 13, 2009 4:02 PM
Subject: [boost] library proposal: odeint

> 
> Hi,
> 
> I am new on this list and want to start a discussion if a library for
> solving ordinary differential equations (ODEs) would fit into boost.
> 
> We are developing a lib - odeint - for such problems. odeint can be
> found in the sandbox: https://boost.org/svn/boost/sandbox/odeint, but
> the current stage is far away from being ready for release or submission.

If you don't reach to get the link, try with 

http://svn.boost.org/svn/boost/sandbox/odeint/

 
> ODEs are usually solved iteratively. Therefore, we have introduced two
> stepper concepts, one for steppers with- and one for steppers without
> error estimation. At the moment some explicit solvers are implemented:
> Euler, RK4, Cash Karp, RK78,midpoint and Burlisch-Stoer.
> 
> Here are some examples:
> 
> typedef std::tr1::array< double , 3 > state_type;
> 
> 
> // define the ODE
> void lorenz( state_type &x , state_type &dxdt , double t )
> {
>    const double sigma = 10.0 , R = 28.0 , b = 8.0 / 3.0
>    dxdt[0] = sigma * ( x[1] - x[0] );
>    dxdt[1] = R * x[0] - x[1] - x[0] * x[2];
>    dxdt[2] = x[0]*x[1] - b * x[2];
> }
> 
> 
> state_type x = {{ 1.0 , 0.0 , 0.0 }};
> ode_step_euler< state_type > stepper;
> double t = 0.0;
> 
> // iterate the ODE by hand with constant stepsize
> for( size_t oi=0 ; oi<10000 ; ++oi,t+=dt )
>    stepper.next_step( lorenz , x , t , 0.01 );
> 
> // integrate the ODE with constant stepsize
> // from t = 0.0 to t = 100.0 with dt = 0.01
> // and write t and x[0] to cout
> integrate_const( rk4 , lorenz , 0.0 , 0.01 , x , 100.0 ,
>               cout << _1 << tab << _2[0] << "\n" );
> 
> // stepsize controller for rk5 cash-karp
> controlled_stepper_standard< stepper_rk5_ck< state_type > >
>        rk5_controlled( rk5 , eps_abs, eps_rel, 1.0, 1.0);
> 
> // solve the ODE with an adaptive stepsize controller
> size_t steps = integrate_adaptive( controlled_rk5, lorenz, x, 0.0,
>       10.0 ,  0.01, cout << _1 << tab << _2[0] << "\n" );
> 

Please, could you post in this list when some documentation will be available? I will add a link on the Libraries Under Construction wiki as soon as some documentation is available on line(http://svn.boost.org/trac/boost/wiki/LibrariesUnderConstruction)

Best,
Vicente