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| <div class="titlepage"><div><div><h3 class="title"> |
| <a name="boost_numeric_odeint.getting_started.short_example"></a><a class="link" href="short_example.html" title="Short Example">Short |
| Example</a> |
| </h3></div></div></div> |
| <p> |
| Imaging, you want to numerically integrate a harmonic oscillator with friction. |
| The equations of motion are given by <span class="emphasis"><em>x'' = -x + γ x'</em></span>. |
| Odeint only deals with first order ODEs that have no higher derivatives than |
| x' involved. However, any higher order ODE can be transformed to a system |
| of first order ODEs by introducing the new variables <span class="emphasis"><em>q=x</em></span> |
| and <span class="emphasis"><em>p=x'</em></span> such that <span class="emphasis"><em>w=(q,p)</em></span>. To |
| apply numerical integration one first has to design the right hand side of |
| the equation <span class="emphasis"><em>w' = f(w) = (p,-q+γ p)</em></span>: |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="comment">/* The type of container used to hold the state vector */</span> |
| <span class="keyword">typedef</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span> <span class="keyword">double</span> <span class="special">></span> <span class="identifier">state_type</span><span class="special">;</span> |
| |
| <span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">gam</span> <span class="special">=</span> <span class="number">0.15</span><span class="special">;</span> |
| |
| <span class="comment">/* The rhs of x' = f(x) */</span> |
| <span class="keyword">void</span> <span class="identifier">harmonic_oscillator</span><span class="special">(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&</span><span class="identifier">x</span> <span class="special">,</span> <span class="identifier">state_type</span> <span class="special">&</span><span class="identifier">dxdt</span> <span class="special">,</span> <span class="keyword">const</span> <span class="keyword">double</span> <span class="comment">/* t */</span> <span class="special">)</span> |
| <span class="special">{</span> |
| <span class="identifier">dxdt</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span> |
| <span class="identifier">dxdt</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">gam</span><span class="special">*</span><span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span> |
| <span class="special">}</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| Here we chose <code class="computeroutput"><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span></code> |
| as the state type, but others are also possible, for example <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">array</span><span class="special"><</span><span class="keyword">double</span><span class="special">,</span><span class="number">2</span><span class="special">></span></code>. odeint is designed in such a way that |
| you can easily use your own state types. Next, the ODE is defined which is |
| in this case a simple function calculating <span class="emphasis"><em>f(x)</em></span>. The |
| parameter signature of this function is crucial: the integration methods |
| will always call them in the form <code class="computeroutput"><span class="identifier">f</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span> |
| <span class="identifier">dxdt</span><span class="special">,</span> |
| <span class="identifier">t</span><span class="special">)</span></code> |
| (there are exceptions for some special routines). So, even if there is no |
| explicit time dependence, one has to define <code class="computeroutput"><span class="identifier">t</span></code> |
| as a function parameter. |
| </p> |
| <p> |
| Now, we have to define the initial state from which the integration should |
| start: |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="identifier">state_type</span> <span class="identifier">x</span><span class="special">(</span><span class="number">2</span><span class="special">);</span> |
| <span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="number">1.0</span><span class="special">;</span> <span class="comment">// start at x=1.0, p=0.0</span> |
| <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="number">0.0</span><span class="special">;</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| For the integration itself we'll use the <code class="computeroutput"><span class="identifier">integrate</span></code> |
| function, which is a convenient way to get quick results. It is based on |
| the error-controlled <code class="computeroutput"><span class="identifier">runge_kutta54_cash_karp</span></code> |
| stepper (5th order) and uses adaptive step-size. |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="identifier">size_t</span> <span class="identifier">steps</span> <span class="special">=</span> <span class="identifier">integrate</span><span class="special">(</span> <span class="identifier">harmonic_oscillator</span> <span class="special">,</span> |
| <span class="identifier">x</span> <span class="special">,</span> <span class="number">0.0</span> <span class="special">,</span> <span class="number">10.0</span> <span class="special">,</span> <span class="number">0.1</span> <span class="special">);</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| The integrate function expects as parameters the rhs of the ode as defined |
| above, the initial state <code class="computeroutput"><span class="identifier">x</span></code>, |
| the start-and end-time of the integration as well as the initial time step=size. |
| Note, that <code class="computeroutput"><span class="identifier">integrate</span></code> uses |
| an adaptive step-size during the integration steps so the time points will |
| not be equally spaced. The integration returns the number of steps that were |
| applied and updates x which is set to the approximate solution of the ODE |
| at the end of integration. |
| </p> |
| <p> |
| It is also possible to represent the ode system as a class. The rhs must |
| then be implemented as a functor - a class with an overloaded function call |
| operator: |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="comment">/* The rhs of x' = f(x) defined as a class */</span> |
| <span class="keyword">class</span> <span class="identifier">harm_osc</span> <span class="special">{</span> |
| |
| <span class="keyword">double</span> <span class="identifier">m_gam</span><span class="special">;</span> |
| |
| <span class="keyword">public</span><span class="special">:</span> |
| <span class="identifier">harm_osc</span><span class="special">(</span> <span class="keyword">double</span> <span class="identifier">gam</span> <span class="special">)</span> <span class="special">:</span> <span class="identifier">m_gam</span><span class="special">(</span><span class="identifier">gam</span><span class="special">)</span> <span class="special">{</span> <span class="special">}</span> |
| |
| <span class="keyword">void</span> <span class="keyword">operator</span><span class="special">()</span> <span class="special">(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&</span><span class="identifier">x</span> <span class="special">,</span> <span class="identifier">state_type</span> <span class="special">&</span><span class="identifier">dxdt</span> <span class="special">,</span> <span class="keyword">const</span> <span class="keyword">double</span> <span class="comment">/* t */</span> <span class="special">)</span> |
| <span class="special">{</span> |
| <span class="identifier">dxdt</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span> |
| <span class="identifier">dxdt</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">m_gam</span><span class="special">*</span><span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span> |
| <span class="special">}</span> |
| <span class="special">};</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| which can be used via |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="identifier">harm_osc</span> <span class="identifier">ho</span><span class="special">(</span><span class="number">0.15</span><span class="special">);</span> |
| <span class="identifier">steps</span> <span class="special">=</span> <span class="identifier">integrate</span><span class="special">(</span> <span class="identifier">ho</span> <span class="special">,</span> |
| <span class="identifier">x</span> <span class="special">,</span> <span class="number">0.0</span> <span class="special">,</span> <span class="number">10.0</span> <span class="special">,</span> <span class="number">0.1</span> <span class="special">);</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| In order to observe the solution during the integration steps all you have |
| to do is to provide a reasonable observer. An example is |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="keyword">struct</span> <span class="identifier">push_back_state_and_time</span> |
| <span class="special">{</span> |
| <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span> <span class="identifier">state_type</span> <span class="special">>&</span> <span class="identifier">m_states</span><span class="special">;</span> |
| <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span> <span class="keyword">double</span> <span class="special">>&</span> <span class="identifier">m_times</span><span class="special">;</span> |
| |
| <span class="identifier">push_back_state_and_time</span><span class="special">(</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span> <span class="identifier">state_type</span> <span class="special">></span> <span class="special">&</span><span class="identifier">states</span> <span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span> <span class="keyword">double</span> <span class="special">></span> <span class="special">&</span><span class="identifier">times</span> <span class="special">)</span> |
| <span class="special">:</span> <span class="identifier">m_states</span><span class="special">(</span> <span class="identifier">states</span> <span class="special">)</span> <span class="special">,</span> <span class="identifier">m_times</span><span class="special">(</span> <span class="identifier">times</span> <span class="special">)</span> <span class="special">{</span> <span class="special">}</span> |
| |
| <span class="keyword">void</span> <span class="keyword">operator</span><span class="special">()(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&</span><span class="identifier">x</span> <span class="special">,</span> <span class="keyword">double</span> <span class="identifier">t</span> <span class="special">)</span> |
| <span class="special">{</span> |
| <span class="identifier">m_states</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span> <span class="identifier">x</span> <span class="special">);</span> |
| <span class="identifier">m_times</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span> <span class="identifier">t</span> <span class="special">);</span> |
| <span class="special">}</span> |
| <span class="special">};</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| which stores the intermediate steps in a container. Note, the argument structure |
| of the ()-operator: odeint calls the observer exactly in this way, providing |
| the current state and time. Now, you only have to pass this container to |
| the integration function: |
| </p> |
| <p> |
| </p> |
| <pre class="programlisting"><span class="identifier">vector</span><span class="special"><</span><span class="identifier">state_type</span><span class="special">></span> <span class="identifier">x_vec</span><span class="special">;</span> |
| <span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">times</span><span class="special">;</span> |
| |
| <span class="identifier">steps</span> <span class="special">=</span> <span class="identifier">integrate</span><span class="special">(</span> <span class="identifier">harmonic_oscillator</span> <span class="special">,</span> |
| <span class="identifier">x</span> <span class="special">,</span> <span class="number">0.0</span> <span class="special">,</span> <span class="number">10.0</span> <span class="special">,</span> <span class="number">0.1</span> <span class="special">,</span> |
| <span class="identifier">push_back_state_and_time</span><span class="special">(</span> <span class="identifier">x_vec</span> <span class="special">,</span> <span class="identifier">times</span> <span class="special">)</span> <span class="special">);</span> |
| |
| <span class="comment">/* output */</span> |
| <span class="keyword">for</span><span class="special">(</span> <span class="identifier">size_t</span> <span class="identifier">i</span><span class="special">=</span><span class="number">0</span><span class="special">;</span> <span class="identifier">i</span><span class="special"><=</span><span class="identifier">steps</span><span class="special">;</span> <span class="identifier">i</span><span class="special">++</span> <span class="special">)</span> |
| <span class="special">{</span> |
| <span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">times</span><span class="special">[</span><span class="identifier">i</span><span class="special">]</span> <span class="special"><<</span> <span class="char">'\t'</span> <span class="special"><<</span> <span class="identifier">x_vec</span><span class="special">[</span><span class="identifier">i</span><span class="special">][</span><span class="number">0</span><span class="special">]</span> <span class="special"><<</span> <span class="char">'\t'</span> <span class="special"><<</span> <span class="identifier">x_vec</span><span class="special">[</span><span class="identifier">i</span><span class="special">][</span><span class="number">1</span><span class="special">]</span> <span class="special"><<</span> <span class="char">'\n'</span><span class="special">;</span> |
| <span class="special">}</span> |
| </pre> |
| <p> |
| </p> |
| <p> |
| That is all. You can use functional libraries like <a href="http://www.boost.org/doc/libs/release/libs/lambda/" target="_top">Boost.Lambda</a> |
| or <a href="http://www.boost.org/doc/libs/release/libs/phoenix/" target="_top">Boost.Phoenix</a> |
| to ease the creation of observer functions. |
| </p> |
| <p> |
| The full cpp file for this example can be found here: <a href="https://github.com/headmyshoulder/odeint-v2/blob/master/examples/harmonic_oscillator.cpp" target="_top">harmonic_oscillator.cpp</a> |
| </p> |
| </div> |
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| <td align="left"></td> |
| <td align="right"><div class="copyright-footer">Copyright © 2009-2012 Karsten |
| Ahnert and Mario Mulansky<p> |
| Distributed under the Boost Software License, Version 1.0. (See accompanying |
| file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>) |
| </p> |
| </div></td> |
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