LSODE

The LSODE function uses adaptive numerical methods to advance a solution to a system of ordinary differential equations one time-step H, given values for the variables Y and X.

Syntax

Result = LSODE( Y, X, H, Derivs[, Status] [, ATOL=value] [, RTOL=value] )

Return Value

Arguments

Derivs

A scalar string specifying the name of a user-supplied IDL function that calculates the values of the derivatives Dydx at X. The function must accept two arguments: A scalar floating value X, and an n-element vector Y. It must return an n-element vector result.

For example, suppose the values of the derivatives are defined by the following relations:

We can write a function called differential to express these relationships in the IDL language:

Status

An index used for input and output to specify the state of the calculation. This argument contains a positive value if the function was successfully completed. Negative values indicate different errors.

Input Value	Description
1	This is the first call for the problem; initializations will occur. This is the default value.
2	This is not the first call. The calculation is to continue normally.
3	This is not the first call. The calculation is to continue normally, but with a change in input parameters.


Output Value	Description
1	Nothing occurred. (However, an internal counter was set to detect and prevent repeated calls of this type.)
2	The integration was performed successfully, and no roots were found.
3	The integration was successful, and one or more roots were found.
-1	An excessive amount of work was done on this call, but the integration was otherwise successful. To continue, reset STATUS to a value greater than1 and begin again (the excess work step counter will be reset to 0).
-2	The precision of the machine being used is insufficient for the requested amount of accuracy. Integration was successful. To continue, the tolerance parameters must be reset, and STATUS must be set to 3. (If this condition is detected before taking any steps, then an illegal input return (STATUS = -3) occurs instead.)
-3	Illegal input was detected, before processing any integration steps. If the solver detects an infinite loop of calls to the solver with illegal input, it will cause the run to stop.
-4	There were repeated error test failures on one attempted step, before completing the requested task, but the integration was successful. The problem may have a singularity, or the input may be inappropriate.
-5	There were repeated convergence test failures on one attempted step, before completing the requested task, but the integration was successful. This may be caused by an inaccurate jacobian matrix, if one is being used.
-6	ewt(i) became zero for some i during the integration. Pure relative error control was requested on a variable which has now vanished. Integration was successful.

Keywords

ATOL

A scalar or array value that specifies the absolute tolerance. The default value is 1.0e-7. Use ATOL = 0.0 (or ATOL[i] = 0.0) for pure relative error control, and use RTOL = 0.0 for pure absolute error control. For an explanation of how to use ATOL and RTOL together, see RTOL below.

RTOL

A scalar value that specifies the relative tolerance. The default value is 1.0e-7. Use RTOL = 0.0 for pure absolute error control, and use ATOL = 0.0 (or ATOL[i] = 0.0) for pure relative error control.

The estimated local error in the Y[i] argument will be controlled to be less than

Thus, the local error test passes if, in each component, either the absolute error is less than ATOL (or ATOL[i]), or if the relative error is less than RTOL.

Examples

PRO LSODETEST 
 
   ; Define the step size: 
   H = 0.5 
 
   ; Define an initial X value: 
   X = 0.0 
 
   ; Define initial Y values: 
   Y = [4.0, 6.0] 
 
   ; Integrate over the interval (0, 0.5): 
   result = LSODE(Y, X, H, 'differential') 
 
   ; Print the result: 
   PRINT, result 
 
END 
 
FUNCTION differential, X, Y 
   RETURN, [-0.5 * Y[0], 4.0 - 0.3 * Y[1] - 0.1 * Y[0]] 
END