GNU Scientific Library – Reference Manual: ODE Example programs

The following program solves the second-order nonlinear Van der Pol oscillator equation,

u''(t) + \mu u'(t) (u(t)^2 - 1) + u(t) = 0

This can be converted into a first order system suitable for use with the routines described in this chapter by introducing a separate variable for the velocity, v = u'(t),

u' = v
v' = -u + \mu v (1-u^2)

The program begins by defining functions for these derivatives and their Jacobian. The main function uses driver level functions to solve the problem. The program evolves the solution from (u, v) = (1, 0) at t=0 to t=100. The step-size h is automatically adjusted by the controller to maintain an absolute accuracy of 10^{-6} in the function values (u, v). The loop in the example prints the solution at the points t_i = 1, 2, \dots, 100.

#include <stdio.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_odeiv2.h>

int
func (double t, const double y[], double f[],
      void *params)
{
  (void)(t); /* avoid unused parameter warning */
  double mu = *(double *)params;
  f[0] = y[1];
  f[1] = -y[0] - mu*y[1]*(y[0]*y[0] - 1);
  return GSL_SUCCESS;
}

int
jac (double t, const double y[], double *dfdy, 
     double dfdt[], void *params)
{
  (void)(t); /* avoid unused parameter warning */
  double mu = *(double *)params;
  gsl_matrix_view dfdy_mat 
    = gsl_matrix_view_array (dfdy, 2, 2);
  gsl_matrix * m = &dfdy_mat.matrix; 
  gsl_matrix_set (m, 0, 0, 0.0);
  gsl_matrix_set (m, 0, 1, 1.0);
  gsl_matrix_set (m, 1, 0, -2.0*mu*y[0]*y[1] - 1.0);
  gsl_matrix_set (m, 1, 1, -mu*(y[0]*y[0] - 1.0));
  dfdt[0] = 0.0;
  dfdt[1] = 0.0;
  return GSL_SUCCESS;
}

int
main (void)
{
  double mu = 10;
  gsl_odeiv2_system sys = {func, jac, 2, &mu};

  gsl_odeiv2_driver * d = 
    gsl_odeiv2_driver_alloc_y_new (&sys, gsl_odeiv2_step_rk8pd,
				  1e-6, 1e-6, 0.0);
  int i;
  double t = 0.0, t1 = 100.0;
  double y[2] = { 1.0, 0.0 };

  for (i = 1; i <= 100; i++)
    {
      double ti = i * t1 / 100.0;
      int status = gsl_odeiv2_driver_apply (d, &t, ti, y);

      if (status != GSL_SUCCESS)
	{
	  printf ("error, return value=%d\n", status);
	  break;
	}

      printf ("%.5e %.5e %.5e\n", t, y[0], y[1]);
    }

  gsl_odeiv2_driver_free (d);
  return 0;
}

The user can work with the lower level functions directly, as in the following example. In this case an intermediate result is printed after each successful step instead of equidistant time points.

int
main (void)
{
  const gsl_odeiv2_step_type * T 
    = gsl_odeiv2_step_rk8pd;

  gsl_odeiv2_step * s 
    = gsl_odeiv2_step_alloc (T, 2);
  gsl_odeiv2_control * c 
    = gsl_odeiv2_control_y_new (1e-6, 0.0);
  gsl_odeiv2_evolve * e 
    = gsl_odeiv2_evolve_alloc (2);

  double mu = 10;
  gsl_odeiv2_system sys = {func, jac, 2, &mu};

  double t = 0.0, t1 = 100.0;
  double h = 1e-6;
  double y[2] = { 1.0, 0.0 };

  while (t < t1)
    {
      int status = gsl_odeiv2_evolve_apply (e, c, s,
                                           &sys, 
                                           &t, t1,
                                           &h, y);

      if (status != GSL_SUCCESS)
          break;

      printf ("%.5e %.5e %.5e\n", t, y[0], y[1]);
    }

  gsl_odeiv2_evolve_free (e);
  gsl_odeiv2_control_free (c);
  gsl_odeiv2_step_free (s);
  return 0;
}

For functions with multiple parameters, the appropriate information can be passed in through the params argument in gsl_odeiv2_system definition (mu in this example) by using a pointer to a struct.

It is also possible to work with a non-adaptive integrator, using only the stepping function itself, gsl_odeiv2_driver_apply_fixed_step or gsl_odeiv2_evolve_apply_fixed_step. The following program uses the driver level function, with fourth-order Runge-Kutta stepping function with a fixed stepsize of 0.001.

int
main (void)
{
  double mu = 10;
  gsl_odeiv2_system sys = { func, jac, 2, &mu };

  gsl_odeiv2_driver *d =
    gsl_odeiv2_driver_alloc_y_new (&sys, gsl_odeiv2_step_rk4,
                                   1e-3, 1e-8, 1e-8);

  double t = 0.0;
  double y[2] = { 1.0, 0.0 };
  int i, s;

  for (i = 0; i < 100; i++)
    {
      s = gsl_odeiv2_driver_apply_fixed_step (d, &t, 1e-3, 1000, y);

      if (s != GSL_SUCCESS)
        {
          printf ("error: driver returned %d\n", s);
          break;
        }

      printf ("%.5e %.5e %.5e\n", t, y[0], y[1]);
    }

  gsl_odeiv2_driver_free (d);
  return s;
}

27.6 Examples