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Chapter Contents
Chapter Introduction
NAG Toolbox

NAG Toolbox: nag_ode_ivp_rkts_diag (d02pt)

Purpose

nag_ode_ivp_rkts_diag (d02pt) provides details about an integration performed by either nag_ode_ivp_rkts_range (d02pe) or nag_ode_ivp_rkts_onestep (d02pf).

Syntax

[fevals, stepcost, waste, stepsok, hnext, iwsav, ifail] = d02pt(iwsav, rwsav)
[fevals, stepcost, waste, stepsok, hnext, iwsav, ifail] = nag_ode_ivp_rkts_diag(iwsav, rwsav)

Description

nag_ode_ivp_rkts_diag (d02pt) and its associated functions (nag_ode_ivp_rkts_range (d02pe), nag_ode_ivp_rkts_onestep (d02pf), nag_ode_ivp_rkts_setup (d02pq), nag_ode_ivp_rkts_reset_tend (d02pr), nag_ode_ivp_rkts_interp (d02ps) and nag_ode_ivp_rkts_errass (d02pu)) solve the initial value problem for a first-order system of ordinary differential equations. The functions, based on Runge–Kutta methods and derived from RKSUITE (see Brankin et al. (1991)), integrate
y = f(t,y)   given   y(t0) = y0
y = f(t,y)   given   y(t0)=y0
where yy is the vector of nn solution components and tt is the independent variable.
After a call to nag_ode_ivp_rkts_range (d02pe) or nag_ode_ivp_rkts_onestep (d02pf), nag_ode_ivp_rkts_diag (d02pt) can be called to obtain information about the cost of the integration and the size of the next step.

References

Brankin R W, Gladwell I and Shampine L F (1991) RKSUITE: A suite of Runge–Kutta codes for the initial value problems for ODEs SoftReport 91-S1 Southern Methodist University

Parameters

Compulsory Input Parameters

1:     iwsav(130130) – int64int32nag_int array
2:     rwsav(350350) – double array
Note: the communication rwsav used by the other functions in the suite must be used here however, only the first 350350 elements will be referenced.
These must be the same arrays supplied in a previous call to nag_ode_ivp_rkts_range (d02pe) or nag_ode_ivp_rkts_onestep (d02pf). They must remain unchanged between calls.

Optional Input Parameters

None.

Input Parameters Omitted from the MATLAB Interface

None.

Output Parameters

1:     fevals – int64int32nag_int scalar
The total number of evaluations of ff used in the integration so far; this includes evaluations of ff required for the secondary integration necessary if nag_ode_ivp_rkts_setup (d02pq) had previously been called with method > 0method>0.
2:     stepcost – int64int32nag_int scalar
The cost in terms of number of evaluations of ff of a typical step with the method being used for the integration. The method is specified by the parameter method in a prior call to nag_ode_ivp_rkts_setup (d02pq).
3:     waste – double scalar
The number of attempted steps that failed to meet the local error requirement divided by the total number of steps attempted so far in the integration. A ‘large’ fraction indicates that the integrator is having trouble with the problem being solved. This can happen when the problem is ‘stiff’ and also when the solution has discontinuities in a low-order derivative.
4:     stepsok – int64int32nag_int scalar
The number of accepted steps.
5:     hnext – double scalar
The step size the integrator will attempt to use for the next step.
6:     iwsav(130130) – int64int32nag_int array
Note: the communication rwsav used by the other functions in the suite must be used here however, only the first 350350 elements will be referenced.
Information about the integration for use on subsequent calls to nag_ode_ivp_rkts_range (d02pe) or nag_ode_ivp_rkts_onestep (d02pf) or other associated functions.
7:     ifail – int64int32nag_int scalar
ifail = 0ifail=0 unless the function detects an error (see [Error Indicators and Warnings]).

Error Indicators and Warnings

Errors or warnings detected by the function:
  ifail = 1ifail=1
On entry, a previous call to the setup function has not been made or the communication arrays have become corrupted, or a catastrophic error has already been detected elsewhere.
You cannot continue integrating the problem.
You cannot call this function before you have called the integrator.
You have already made one call to this function after the integrator could not achieve specified accuracy.
You cannot call this function again.

Accuracy

Not applicable.

Further Comments

When a secondary integration has taken place, that is when global error assessment has been specified using method > 0method>0 in a prior call to nag_ode_ivp_rkts_setup (d02pq), then the approximate number of evaluations of ff used in this secondary integration is given by 2 × stepsok × stepcost2×stepsok×stepcost for method = 2method=2 or 33 and 3 × stepsok × stepcost3×stepsok×stepcost for method = 1method=1.

Example

function nag_ode_ivp_rkts_diag_example
% Set initial conditions and input
method = int64(1);
tstart = 0;
tend = 2*pi;
yinit = [0;1];
hstart = 0;
thresh = [1e-08; 1e-08];
npts = 40;
tol0 =  1.0E-3;
ygot = zeros(npts+1, 2);
tgot = zeros(npts+1, 1);
err1 = zeros(npts+1, 2);
err2 = zeros(npts+1, 2);
ymax = zeros(1, 2);

% Set control for output
tinc = (tend-tstart)/npts;
tol = 10.0*tol0;





% We run through the calculation twice with two tolerance values
for i = 1:2

  tol = tol*0.1;

  % Call setup function
  [iwsav, rwsav, ifail] = ...
    nag_ode_ivp_rkts_setup(tstart, tend, yinit, tol, thresh, method);

  fprintf('\nCalculation with TOL = %8.1e\n\n', tol);
  fprintf('    t         y1        y2       err1     err2\n');
  fprintf(' %6.3f   %7.3f   %7.3f   %7.3f   %7.3f\n', tstart, yinit, 0, 0);

  tgot(1) = tstart;
  ygot(1,:) = yinit;
  twant = tstart;
  for j=1:npts
    twant = twant + tinc;
    [tgot(j+1), ygot(j+1,:), ypgot, ymax, user, iwsav, rwsav, ifail] = ...
      nag_ode_ivp_rkts_range(@f, twant, ygot(j, :), ymax, iwsav, rwsav);

    err1(j+1, i) =  ygot(j+1, 1)-sin(tgot(j+1));
    err2(j+1, i) =  ygot(j+1, 2)-cos(tgot(j+1));

    if rem(j, 5) == 0
      fprintf(' %6.3f   %7.3f   %7.3f   %7.3f   %7.3f\n', tgot(j+1), ygot(j+1, :), err1(j+1, i), err2(j+1));
    end
  end

  [fevals, stepcost, waste, stepsok, hnext, iwsav, ifail] = ...
    nag_ode_ivp_rkts_diag(iwsav, rwsav);
  fprintf('Cost of the integration in evaluations of f is %d\n', fevals);

end

% Plot results
fig = figure('Number', 'off');
title('First-order ODEs using Runge-Kutta Low-order Method using Two Tolerances');
hold on;
axis([0 10 -1.2 1.2]);
xlabel('t');
ylabel('Solution (y, y'')');
plot(tgot, ygot(:, 1), '-xr');
text(ceil(tgot(npts+1)), ygot(npts+1, 1)-0.2, 'y', 'Color', 'r');
plot(tgot, ygot(:, 2), '-xg');
text(ceil(tgot(npts+1)), ygot(npts+1, 2), 'y''', 'Color', 'g');
% Plot errors with a different (log) scale
ax1 = gca;
ax2 = axes('Position',get(ax1,'Position'),...
           'XAxisLocation','bottom',...
           'YAxisLocation','right',...
           'YScale', 'log', ...
           'Color','none',...
           'XColor','k','YColor','k');
hold on;
axis([0 10 1e-7 0.01]);
ylabel('abs(Error)');
plot(ax2, tgot, abs(err1(:, 1)), '-*b');
text(ceil(tgot(npts+1)), err1(npts+1, 1), 'y-error (tol=0.001)', 'Color', 'b');
plot(ax2, tgot, abs(err1(:, 2)), '-sm');
text(ceil(tgot(npts+1)), err1(npts+1, 2), 'y-error (tol=0.0001)', 'Color', 'm');



function [yp, user] = f(t, n, y, user)
  yp = [y(2); -y(1)];
 

Calculation with TOL =  1.0e-03

    t         y1        y2       err1     err2
  0.000     0.000     1.000     0.000     0.000
  0.785     0.707     0.707    -0.000    -0.000
  1.571     0.999    -0.000    -0.001    -0.000
  2.356     0.706    -0.706    -0.001     0.001
  3.142    -0.000    -0.998    -0.000     0.002
  3.927    -0.706    -0.705     0.001     0.002
  4.712    -0.998     0.001     0.002     0.001
  5.498    -0.705     0.706     0.002    -0.002
  6.283     0.001     0.997     0.001    -0.003
Cost of the integration in evaluations of f is 421

Calculation with TOL =  1.0e-04

    t         y1        y2       err1     err2
  0.000     0.000     1.000     0.000     0.000
  0.785     0.707     0.707    -0.000    -0.000
  1.571     1.000    -0.000    -0.000    -0.000
  2.356     0.707    -0.707    -0.000     0.001
  3.142    -0.000    -1.000    -0.000     0.002
  3.927    -0.707    -0.707     0.000     0.002
  4.712    -1.000     0.000     0.000     0.001
  5.498    -0.707     0.707     0.000    -0.002
  6.283     0.000     1.000     0.000    -0.003
Cost of the integration in evaluations of f is 871

function d02pt_example
% Set initial conditions and input
method = int64(1);
tstart = 0;
tend = 2*pi;
yinit = [0;1];
hstart = 0;
thresh = [1e-08; 1e-08];
npts = 40;
tol0 =  1.0E-3;
ygot = zeros(npts+1, 2);
tgot = zeros(npts+1, 1);
err1 = zeros(npts+1, 2);
err2 = zeros(npts+1, 2);
ymax = zeros(1, 2);

% Set control for output
tinc = (tend-tstart)/npts;
tol = 10.0*tol0;





% We run through the calculation twice with two tolerance values
for i = 1:2

  tol = tol*0.1;

  % Call setup function
  [iwsav, rwsav, ifail] = d02pq(tstart, tend, yinit, tol, thresh, method);

  fprintf('\nCalculation with TOL = %8.1e\n\n', tol);
  fprintf('    t         y1        y2       err1     err2\n');
  fprintf(' %6.3f   %7.3f   %7.3f   %7.3f   %7.3f\n', tstart, yinit, 0, 0);

  tgot(1) = tstart;
  ygot(1,:) = yinit;
  twant = tstart;
  for j=1:npts
    twant = twant + tinc;
    [tgot(j+1), ygot(j+1,:), ypgot, ymax, user, iwsav, rwsav, ifail] = ...
      d02pe(@f, twant, ygot(j, :), ymax, iwsav, rwsav);

    err1(j+1, i) =  ygot(j+1, 1)-sin(tgot(j+1));
    err2(j+1, i) =  ygot(j+1, 2)-cos(tgot(j+1));

    if rem(j, 5) == 0
      fprintf(' %6.3f   %7.3f   %7.3f   %7.3f   %7.3f\n', tgot(j+1), ygot(j+1, :), err1(j+1, i), err2(j+1));
    end
  end

  [fevals, stepcost, waste, stepsok, hnext, iwsav, ifail] = d02pt(iwsav, rwsav);
  fprintf('Cost of the integration in evaluations of f is %d\n', fevals);

end

% Plot results
fig = figure('Number', 'off');
title('First-order ODEs using Runge-Kutta Low-order Method using Two Tolerances');
hold on;
axis([0 10 -1.2 1.2]);
xlabel('t');
ylabel('Solution (y, y'')');
plot(tgot, ygot(:, 1), '-xr');
text(ceil(tgot(npts+1)), ygot(npts+1, 1)-0.2, 'y', 'Color', 'r');
plot(tgot, ygot(:, 2), '-xg');
text(ceil(tgot(npts+1)), ygot(npts+1, 2), 'y''', 'Color', 'g');
% Plot errors with a different (log) scale
ax1 = gca;
ax2 = axes('Position',get(ax1,'Position'),...
           'XAxisLocation','bottom',...
           'YAxisLocation','right',...
           'YScale', 'log', ...
           'Color','none',...
           'XColor','k','YColor','k');
hold on;
axis([0 10 1e-7 0.01]);
ylabel('abs(Error)');
plot(ax2, tgot, abs(err1(:, 1)), '-*b');
text(ceil(tgot(npts+1)), err1(npts+1, 1), 'y-error (tol=0.001)', 'Color', 'b');
plot(ax2, tgot, abs(err1(:, 2)), '-sm');
text(ceil(tgot(npts+1)), err1(npts+1, 2), 'y-error (tol=0.0001)', 'Color', 'm');



function [yp, user] = f(t, n, y, user)
  yp = [y(2); -y(1)];
 

Calculation with TOL =  1.0e-03

    t         y1        y2       err1     err2
  0.000     0.000     1.000     0.000     0.000
  0.785     0.707     0.707    -0.000    -0.000
  1.571     0.999    -0.000    -0.001    -0.000
  2.356     0.706    -0.706    -0.001     0.001
  3.142    -0.000    -0.998    -0.000     0.002
  3.927    -0.706    -0.705     0.001     0.002
  4.712    -0.998     0.001     0.002     0.001
  5.498    -0.705     0.706     0.002    -0.002
  6.283     0.001     0.997     0.001    -0.003
Cost of the integration in evaluations of f is 421

Calculation with TOL =  1.0e-04

    t         y1        y2       err1     err2
  0.000     0.000     1.000     0.000     0.000
  0.785     0.707     0.707    -0.000    -0.000
  1.571     1.000    -0.000    -0.000    -0.000
  2.356     0.707    -0.707    -0.000     0.001
  3.142    -0.000    -1.000    -0.000     0.002
  3.927    -0.707    -0.707     0.000     0.002
  4.712    -1.000     0.000     0.000     0.001
  5.498    -0.707     0.707     0.000    -0.002
  6.283     0.000     1.000     0.000    -0.003
Cost of the integration in evaluations of f is 871


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