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OdeGearControl: Example and Test
Define  X : \R \rightarrow \R^2 by  \[
\begin{array}{rcl}
X_0 (t) & = &  - \exp ( - w_0 t )  \\
X_1 (t) & = & \frac{w_0}{w_1 - w_0} [ \exp ( - w_0 t ) - \exp( - w_1 t )]
\end{array}
\] 
It follows that  X_0 (0) = 1 ,  X_1 (0) = 0 and  \[
\begin{array}{rcl}
     X_0^{(1)} (t) & = & - w_0 X_0 (t)  \\
     X_1^{(1)} (t) & = & + w_0 X_0 (t) - w_1 X_1 (t) 
\end{array}
\] 
The example tests OdeGearControl using the relations above:
 

# include <cppad/cppad.hpp>
# include <cppad/ode_gear_control.hpp>   // CppAD::OdeGearControl

namespace {
	// --------------------------------------------------------------
	class Fun {
	private:
		 CPPAD_TEST_VECTOR<double> w;
	public:
		// constructor
		Fun(const CPPAD_TEST_VECTOR<double> &w_) : w(w_)
		{ } 

		// set f = x'(t)
		template <typename Scalar>
		void Ode(
			const Scalar                    &t, 
			const CPPAD_TEST_VECTOR<Scalar> &x, 
			CPPAD_TEST_VECTOR<Scalar>       &f)
		{	f[0] = - w[0] * x[0];
			f[1] = + w[0] * x[0] - w[1] * x[1];	
		}

		void Ode_dep(
			const double                    &t, 
			const CPPAD_TEST_VECTOR<double> &x, 
			CPPAD_TEST_VECTOR<double>       &f_x)
		{	using namespace CppAD;

			size_t n  = x.size();	
			CPPAD_TEST_VECTOR< AD<double> > T(1);
			CPPAD_TEST_VECTOR< AD<double> > X(n);
			CPPAD_TEST_VECTOR< AD<double> > F(n);

			// set argument values
			T[0] = t;
			size_t i, j;
			for(i = 0; i < n; i++)
				X[i] = x[i];

			// declare independent variables
			Independent(X);

			// compute f(t, x)
			this->Ode(T[0], X, F);

			// define AD function object
			ADFun<double> Fun(X, F);

			// compute partial of f w.r.t x
			CPPAD_TEST_VECTOR<double> dx(n);
			CPPAD_TEST_VECTOR<double> df(n);
			for(j = 0; j < n; j++)
				dx[j] = 0.;
			for(j = 0; j < n; j++)
			{	dx[j] = 1.;
				df = Fun.Forward(1, dx);
				for(i = 0; i < n; i++)
					f_x [i * n + j] = df[i];
				dx[j] = 0.;
			}
		}
	};
}

bool OdeGearControl(void)
{	bool ok = true;     // initial return value

	CPPAD_TEST_VECTOR<double> w(2);
	w[0] = 10.;
	w[1] = 1.;
	Fun F(w);

	CPPAD_TEST_VECTOR<double> xi(2);
	xi[0] = 1.;
	xi[1] = 0.;

	CPPAD_TEST_VECTOR<double> eabs(2);
	eabs[0] = 1e-4;
	eabs[1] = 1e-4;

	// return values
	CPPAD_TEST_VECTOR<double> ef(2);
	CPPAD_TEST_VECTOR<double> maxabs(2);
	CPPAD_TEST_VECTOR<double> xf(2);
	size_t                nstep;

	// input values
	size_t  M   = 5;
	double ti   = 0.;
	double tf   = 1.;
	double smin = 1e-8;
	double smax = 1.;
	double sini = 1e-10;
	double erel = 0.;
	
	xf = CppAD::OdeGearControl(F, M,
		ti, tf, xi, smin, smax, sini, eabs, erel, ef, maxabs, nstep);

	double x0 = exp(-w[0]*tf);
	ok &= CppAD::NearEqual(x0, xf[0], 1e-4, 1e-4);
	ok &= CppAD::NearEqual(0., ef[0], 1e-4, 1e-4);

	double x1 = w[0] * (exp(-w[0]*tf) - exp(-w[1]*tf))/(w[1] - w[0]);
	ok &= CppAD::NearEqual(x1, xf[1], 1e-4, 1e-4);
	ok &= CppAD::NearEqual(0., ef[1], 1e-4, 1e-4);

	return ok;
}


Input File: example/ode_gear_control.cpp