package owl-ode

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Owl's ODE solvers

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Dune Dependency

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owlbarn

Sources

V0.0.9.tar.gz

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doc/owl-ode/Owl_ode/Ode/index.html

Module `Owl_ode.Ode`

Ode library

val step : 
  (module Types.SolverT
    with type output = 'a
     and type s = 'b
     and type step_output = 'c
     and type t = 'd) ->
  ('b -> float -> 'd) ->
  dt:float ->
  'b ->
  float ->
  'c

step (module Solver) f dt y0 t0 () takes one step with the evolution function f(y,t) starting at time t0 with a step size of dt and returns output of type step_output.

val odeint : 
  (module Types.SolverT
    with type output = 'a
     and type s = 'b
     and type step_output = 'c
     and type t = 'd) ->
  ('b -> float -> 'd) ->
  'b ->
  Types.tspec_t ->
  unit ->
  'a

odeint (module Solver) f y0 timespec () numerically integrates an initial value problem for a system of ODEs given an initial value:

∂ₜ y = f(y, t)

y(t₀) = y₀

Here t is a one-dimensional independent variable (time), y(t) is an n-dimensional vector-valued function (state), and the n-dimensional vector-valued function f(y, t) determines the differential equations.

The goal is to find y(t) approximately satisfying the differential equations, given an initial value y(t₀)=y₀. The time t₀ is passed as part of the timespec, that includes also the final integration time and a time step. Refer to Owl_ode.Types.tspec_t for further information.

The solver has to be passed as a first-class module and have a common type, Owl_ode.Types.SolverT. This is useful to write new custom solvers or extend and customise the provided ones.

Refer to the documentation of the Owl_ode.Types.SolverT type for further information.

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Ode library