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Chapter Contents
Chapter Introduction
NAG Toolbox

NAG Toolbox: nag_ode_ivp_stiff_nat_interp (d02xj)

▸▿ Contents

    1  Purpose
    2  Syntax
    3  Description
    4  References
▸▿ 5  Parameters
    6  Error Indicators and Warnings
    7  Accuracy
    8  Further Comments
    9  Example

Purpose

nag_ode_ivp_stiff_nat_interp (d02xj) interpolates components of the solution of a system of first-order ordinary differential equations from information provided by the integrators in Sub-chapter D02M–N.

Syntax

[sol, ifail] = d02xj(xsol, m, ysav, neq, x, nqu, hu, h, 'sdysav', sdysav)
[sol, ifail] = nag_ode_ivp_stiff_nat_interp(xsol, m, ysav, neq, x, nqu, hu, h, 'sdysav', sdysav)

Description

nag_ode_ivp_stiff_nat_interp (d02xj) evaluates the first m components of the solution of a system of ordinary differential equations at any point using natural polynomial interpolation based on information generated by the integrator. This information must be passed unchanged to nag_ode_ivp_stiff_nat_interp (d02xj). nag_ode_ivp_stiff_nat_interp (d02xj) should not normally be used to extrapolate outside the range of values obtained from the above functions.

References

None.

Parameters

Compulsory Input Parameters

1:     xsol – double scalar
The point at which the first m components of the solution are to be evaluated. xsol should not be an extrapolation point, that is xsol should satisfy xsol-x×hu≤0.0. Extrapolation is permitted but not recommended.
2:     m – int64int32nag_int scalar
m, the number of components of the solution whose values at xsol are required. The first m components are evaluated.
Constraint: 1≤m≤neq.
3:     ysavldysavsdysav – double array
ldysav, the first dimension of the array, must satisfy the constraint ldysav≥1.
The values provided in the argument ysav on return from the integrator.
4:     neq – int64int32nag_int scalar
The value used for the argument neq when calling the integrator.
Constraint: 1≤neq≤ldysav.
5:     x – double scalar
The latest value at which the solution has been computed, as provided in the argument tcur on return from the optional output nag_ode_ivp_stiff_integ_diag (d02ny).
6:     nqu – int64int32nag_int scalar
The order of the method used up to the latest value at which the solution has been computed, as provided in the argument nqu on return from the optional output nag_ode_ivp_stiff_integ_diag (d02ny).
Constraint: nqu≥1.
7:     hu – double scalar
The last successful step used, that is the step used in the integration to get to x, as provided in the argument hu on return from the optional output nag_ode_ivp_stiff_integ_diag (d02ny).
8:     h – double scalar
The next step size to be attempted in the integration, as provided in the argument h on return from the optional output nag_ode_ivp_stiff_integ_diag (d02ny).

Optional Input Parameters

1:     sdysav – int64int32nag_int scalar
Default: the second dimension of the array ysav.
The value used for the argument sdysav when calling the integrator.
Constraint: sdysav≥nqu+1.

Output Parameters

1:     solm – double array
The calculated value of the ith component of the solution at xsol, for i=1,2,…,m.
2:     ifail – int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).
If nag_ode_ivp_stiff_nat_interp (d02xj) is to be used for extrapolation, ifail must be set to 1 before entry. It is then essential to test the value of ifail on exit for ifail=1 or 2.

Error Indicators and Warnings

Errors or warnings detected by the function:

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

   ifail=1
On entry,m<1,
orneq<1,
orldysav<1,
orneq>ldysav,
orm>neq,
ornqu<1,
orsdysav<nqu+1.
   ifail=2
On entry, hu=0.0 or h=0.0. This error can only occur if h and hu have been changed by you or possibly if the integrator has failed before calling nag_ode_ivp_stiff_nat_interp (d02xj).
W  ifail=3
nag_ode_ivp_stiff_nat_interp (d02xj) has been called for extrapolation. Before returning with this error exit, the value of the solution at xsol is calculated and placed in sol.
   ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
   ifail=-399
Your licence key may have expired or may not have been installed correctly.
   ifail=-999
Dynamic memory allocation failed.

Accuracy

The solution values returned will be of a similar accuracy to those computed by the integrator.

Further Comments

nag_ode_ivp_stiff_nat_interp (d02xj) is that employed for prediction purposes internally by the integrator. It is supplied for purposes of consistency only. You are recommended to employ the C1 interpolant provided by nag_ode_ivp_stiff_c1_interp (d02xk) wherever possible.

Example

See Example in nag_ode_ivp_stiff_imp_fulljac (d02ng).

Open in the MATLAB editor: d02xj_example

function d02xj_example


fprintf('d02xj example results\n\n');

% Initialize setup variables and arrays.
neq    = int64(3);
neqmax = neq;
maxord = int64(5);
sdysav = maxord+1;
petzld = false;
tcrit  = 0;
hmin   = 1.0e-10;
hmax   = 10;
h0     = 0;
maxstp = int64(200);
mxhnil = int64(5);

const = zeros(6, 1);
rwork = zeros(50+4*neq, 1);

% d02nv is a setup routine to be called prior to d02ng.
[const, rwork, ifail] = ...
d02nv( ...
       neqmax, sdysav, maxord, 'Functional', petzld, ...
       const, tcrit, hmin, hmax, h0, maxstp, mxhnil, 'Average-L2', rwork);

nwkjac = int64(neq*(neq+1));
% Numerical Jacobian.
[rwork, ifail] = d02ns( ...
                        neq, neqmax, 'Numerical', nwkjac, rwork);

% Initialize integration variables and arrays

sol   = zeros(neq, 1);
wkjac = zeros(nwkjac, 1);
ysave = zeros(neq, sdysav);
ydot  = zeros(neq, 1);
inform(1:23) = int64(0);
algequ = false(neq, 1);

% Integrate to tout by overshooting tout in one step mode (itask=2);
% use BDF with functional iteration; use vector tolerances (itol=4);
% dummy d02nbz and d02nby are used for Jacobian and monitor functions.
t    = 0;
tout = 0.1;
itask  = int64(2);
itrace = int64(0);
y      = [1; 0; 0];
lderiv = [false; false];
itol = int64(4);
rtol = [0.0001; 0.001; 0.0001];
atol = [1e-07; 1e-08; 1e-07];

% Output header and initial results.
fprintf('    x             y_1            y_2            y_3\n');
fprintf('%8.3f       %8.4f       %8.6f       %8.4f\n',t,y);

% Prepare to store results for plotting.
ncall = 1;
tkeep = t;
ykeep = y;
tstep = 0.02;

% xout is intermediate output points for printing solution.
iout = 1;
xout = iout*tstep;

while t < tout
  % Calculate solution at this point.
  [t, tout, y, ydot, rwork, inform, ysave, wkjac, lderiv, ifail] = ...
  d02ng( ...
         t, tout, y, ydot, rwork, rtol, atol, itol, ...
         inform, @resid, ysave, 'd02ngz', wkjac, 'd02nby', ...
         lderiv, itask, itrace);
  if (t<tstep)
    ncall = ncall+1;
    ykeep(:,ncall) = y;
    tkeep(ncall) = t;
  elseif (xout <= t)
    % Passed over intermediate output point (xout)
    % Interpolate the solution to get its value at xout.
    [hu, h, tcur, tolsf, nst, nre, nje, nqu, nq, niter, imxer, algequ, ...
     ifail] = d02ny(...
                     neq, neqmax, rwork, inform);
    [sol, ifail] = d02xj( ...
                          xout, neq, ysave, neq, tcur, ...
                          nqu, hu, h, 'sdysav', sdysav);

    % Accumulate results for plotting.
    ncall = ncall + 1;
    ykeep(:,ncall) = sol;
    tkeep(ncall) = xout;
    % output intermediate results
    fprintf('%8.3f       %8.4f       %8.6f       %8.4f\n',xout,sol);

    % Bump the counter for the next output point.
    iout = iout + 1;
    xout = iout*tstep;
  end
end



function [r, ires] = resid(neq, t, y, ydot, ires)
% Evaluate the residual.
r(1:3) = -ydot(1:3);
if ires == 1
  r(1) = -0.04*y(1) + 1.0e4*y(2)*y(3) + r(1);
  r(2) =  0.04*y(1) - 1.0e4*y(2)*y(3) - 3.0e7*y(2)*y(2) + r(2);
  r(3) =  3.0e7*y(2)*y(2) + r(3);
end

d02xj example results

    x             y_1            y_2            y_3
   0.000         1.0000       0.000000         0.0000
   0.020         0.9992       0.000036         0.0008
   0.040         0.9984       0.000036         0.0016
   0.060         0.9976       0.000036         0.0023
   0.080         0.9969       0.000036         0.0031
   0.100         0.9961       0.000036         0.0039
PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
NAG Toolbox
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