Modeling Nonlinear Systems

In this example we will go one step deeper and showcase the direct function generation capabilities in ModelingToolkit.jl to build nonlinear systems. Let's say we wanted to solve for the steady state of the previous ODE. This is the nonlinear system defined by where the derivatives are zero. We use (unknown) variables for our nonlinear system.

using ModelingToolkit, NonlinearSolve

@variables x y z
@parameters σ ρ β

# Define a nonlinear system
eqs = [0 ~ σ*(y-x),
       0 ~ x*(ρ-z)-y,
       0 ~ x*y - β*z]
@named ns = NonlinearSystem(eqs, [x,y,z], [σ,ρ,β])

guess = [x => 1.0,
         y => 0.0,
         z => 0.0]

ps = [
      σ => 10.0
      ρ => 26.0
      β => 8/3
      ]

prob = NonlinearProblem(ns,guess,ps)
sol = solve(prob,NewtonRaphson())

u: 3-element Vector{Float64}:
  0.0
 -5.861075866041436e-17
 -2.1979034497655384e-17

We can similarly ask to generate the NonlinearProblem with the analytical Jacobian function:

prob = NonlinearProblem(ns,guess,ps,jac=true)
sol = solve(prob,NewtonRaphson())

u: 3-element Vector{Float64}:
  0.0
 -5.861075866041436e-17
 -2.1979034497655384e-17