package owl-ode

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Ode library

owl-ode
- Owl_ode
  - Native
    
    D
    
    Generic
    
    S
  - Symplectic
    
    D
    
    Generic
    
    S

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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.