owl-ode

Owl's ODE solvers
Library owl-ode
Module Owl_ode . Ode

Ode library

val step : (module Owl_ode_base.Types.Solver with type f = 'a and type solve_output = 'b and type state = 'c and type step_output = 'd) -> 'a -> dt:float -> 'c -> float -> 'd

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 Owl_ode_base.Types.Solver with type f = 'a and type solve_output = 'b and type state = 'c and type step_output = 'd) -> 'a -> 'c -> Owl_ode_base.Types.tspec -> unit -> 'b

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_base.Types.tspec for further information.

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

Refer to the documentation of the Owl_ode_base.Types.Solver type for further information.