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ODESystem

System Constructors

ModelingToolkit.ODESystem — Type
struct ODESystem <: ModelingToolkit.AbstractODESystem

A system of ordinary differential equations.

Fields

  • eqs

    The ODEs defining the system.

  • iv

    Independent variable.

  • states

    Dependent (state) variables.

  • ps

    Parameter variables.

  • pins

  • observed

  • tgrad

    Time-derivative matrix. Note: this field will not be defined until calculate_tgrad is called on the system.

  • jac

    Jacobian matrix. Note: this field will not be defined until calculate_jacobian is called on the system.

  • Wfact

    Wfact matrix. Note: this field will not be defined until generate_factorized_W is called on the system.

  • Wfact_t

    Wfact_t matrix. Note: this field will not be defined until generate_factorized_W is called on the system.

  • name

    Name: the name of the system

  • systems

    systems: The internal systems

  • default_u0

    default_u0: The default initial conditions to use when initial conditions are not supplied in ODEProblem.

  • default_p

    default_p: The default parameters to use when parameters are not supplied in ODEProblem.

Example

using ModelingToolkit

@parameters t σ ρ β
@variables x(t) y(t) z(t)
D = Differential(t)

eqs = [D(x) ~ σ*(y-x),
       D(y) ~ x*(ρ-z)-y,
       D(z) ~ x*y - β*z]

de = ODESystem(eqs,t,[x,y,z],[σ,ρ,β])
source

Composition and Accessor Functions

  • sys.eqs or equations(sys): The equations that define the ODE.
  • sys.states or states(sys): The set of states in the ODE.
  • sys.parameters or parameters(sys): The parameters of the ODE.
  • sys.iv or independent_variable(sys): The independent variable of the ODE.

Transformations

ModelingToolkit.ode_order_lowering — Function
ode_order_lowering(sys::ODESystem) -> ODESystem

Takes a Nth order ODESystem and returns a new ODESystem written in first order form by defining new variables which represent the N-1 derivatives.

source
ModelingToolkit.liouville_transform — Function
liouville_transform(sys::Any) -> ODESystem

Generates the Liouville transformed set of ODEs, which is the original ODE system with a new variable trJ appended, corresponding to the -tr(Jacobian). This variable is used for properties like uncertainty propagation from a given initial distribution density.

For example, if $u'=p*u$ and p follows a probability distribution $f(p)$, then the probability density of a future value with a given choice of $p$ is computed by setting the inital trJ = f(p), and the final value of trJ is the probability of $u(t)$.

Example:

using ModelingToolkit, OrdinaryDiffEq, Test

@parameters t α β γ δ
@variables x(t) y(t)
D = Differential(t)

eqs = [D(x) ~ α*x - β*x*y,
       D(y) ~ -δ*y + γ*x*y]

sys = ODESystem(eqs)
sys2 = liouville_transform(sys)
@variables trJ

u0 = [x => 1.0,
      y => 1.0,
      trJ => 1.0]

prob = ODEProblem(sys2,u0,tspan,p)
sol = solve(prob,Tsit5())

Where sol[3,:] is the evolution of trJ over time.

Sources:

Probabilistic Robustness Analysis of F-16 Controller Performance: An Optimal Transport Approach

Abhishek Halder, Kooktae Lee, and Raktim Bhattacharya https://abhishekhalder.bitbucket.io/F16ACC2013Final.pdf

source

Applicable Calculation and Generation Functions

calculate_jacobian
calculate_tgrad
calculate_factorized_W
generate_jacobian
generate_tgrad
generate_factorized_W
jacobian_sparsity

Problem Constructors

DiffEqBase.ODEFunction — Type
function DiffEqBase.ODEFunction{iip}(sys::AbstractODESystem, dvs = states(sys),
                                     ps = parameters(sys);
                                     version = nothing, tgrad=false,
                                     jac = false,
                                     sparse = false,
                                     kwargs...) where {iip}

Create an ODEFunction from the ODESystem. The arguments dvs and ps are used to set the order of the dependent variable and parameter vectors, respectively.

source
DiffEqBase.ODEProblem — Type
function DiffEqBase.ODEProblem{iip}(sys::AbstractODESystem,u0map,tspan,
                                    parammap=DiffEqBase.NullParameters();
                                    version = nothing, tgrad=false,
                                    jac = false,
                                    checkbounds = false, sparse = false,
                                    simplify=false,
                                    linenumbers = true, parallel=SerialForm(),
                                    kwargs...) where iip

Generates an ODEProblem from an ODESystem and allows for automatically symbolically calculating numerical enhancements.

source