d02pe
is the AD Library version of the primal routine
d02pef.
Based (in the C++ interface) on overload resolution,
d02pe can be used for primal, tangent and adjoint
evaluation. It supports tangents and adjoints of first order.
Note: this function can be used with AD tools other than dco/c++. For details, please contact
NAG.
d02pe
is the AD Library version of the primal routine
d02pef.
d02pef solves an initial value problem for a first-order system of ordinary differential equations using Runge–Kutta methods.
For further information see
Section 3 in the documentation for
d02pef.
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
A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine.
A tooltip popup for all arguments can be found by hovering over the argument name in
Section 2 and in this section.
d02pe preserves all error codes from
d02pef and in addition can return:
An unexpected AD error has been triggered by this routine. Please
contact
NAG.
See
Section 4.8.2 in the NAG AD Library Introduction for further information.
The routine was called using a mode that has not yet been implemented.
On entry: ad_handle is nullptr.
This check is only made if the overloaded C++ interface is used with arguments not of type double.
A C++ exception was thrown.
The error message will show the details of the C++ exception text.
Dynamic memory allocation failed for AD.
See
Section 4.8.1 in the NAG AD Library Introduction for further information.
Not applicable.
None.
The following examples are variants of the example for
d02pef,
modified to demonstrate calling the NAG AD Library.
This example solves the equation
reposed as
over the range
with initial conditions
and
. Relative error control is used with threshold values of
for each solution component and compute the solution at intervals of length
across the range. A low-order Runge–Kutta method (see
d02pq) is also used with tolerances
and
in turn so that the solutions can be compared.