Interface for standard solvers for Ordinary Differential Equations (ODE) hiding details of sensitivity analysis. More...

#include <Omu_IntODE.h>

Inheritance diagram for Omu_IntODE:

[legend]

Public Member Functions
	Omu_IntODE ()
	constructor

	~Omu_IntODE ()
	destructor

virtual void	ode_solve (double tstart, VECP y, const VECP u, double tend)=0
	Interface to be implemented by derived ODE solvers. More...

void	syseq (double t, const VECP y, const VECP u, VECP f)
	Callback routine for evaluating the model by derived ODE solvers. More...

Implementation of predefined methods.
See Also Omu_Integrator
void	init (int k, const Omu_StateVec &xc, const Omu_Vec &q, const Omu_DependentVec &Fc, bool sa)
	Initialize integrator, like adaptation of array dimensions and test of pre-conditions, like explicit ODE. More...

void	solve (int kk, double tstart, double tend, const Omu_VariableVec &x, const Omu_VariableVec &u, Omu_Program *sys, Omu_DependentVec &Ft, Omu_StateVec &xt)
	Solve differential equations over one sample period. More...

Public Member Functions inherited from Omu_Integrator
	Omu_Integrator ()
	constructor

virtual	~Omu_Integrator ()
	destructor

virtual const char *	name ()=0
	Name of a specific integrator. More...

virtual void	setup_stages (const Omu_Program *sys)
	Setup stages for integrator. More...

virtual void	setup_struct (int k, const Omu_VariableVec &x, const Omu_VariableVec &u, const Omu_DependentVec &Ft)
	Setup struct for one stage k. More...

virtual void	init_stage (int k, const Omu_VariableVec &x, const Omu_VariableVec &u, const Omu_DependentVec &Ft, bool sa=false)
	Initialize solution of differential equations for stage k. More...

virtual void	solve (int kk, double tstart, double tend, Omu_StateVec &xc, Omu_StateVec &dxc, Omu_Vec &q, Omu_DependentVec &Fc)
	Solve differential equations over one sample period. More...

virtual void	residual (int kk, double t, const Omu_StateVec &xc, const Omu_StateVec &dxc, const Omu_Vec &q, Omu_DependentVec &Fc)
	Callback to evaluate residuals of continuous-time equations. More...

int	K () const
	get number of stages for which integrator has been set up

Protected Member Functions
Depreciated methods (provided for old versions of derived classes).
void	init_stage (int k, const Omu_States &x, const Omu_Vector &u, bool sa=false)
	Initialize solution of differential equations for stage k. More...

Protected Member Functions inherited from Omu_Integrator
virtual void	solve (int kk, double tstart, double tend, const Omu_States &x, const Omu_Vector &u, Omu_Program *sys, VECP xt, MATP Sx=MNULL, MATP Su=MNULL)
	Solve differential equations over sample period. More...

Additional Inherited Members
Protected Attributes inherited from Omu_Integrator
Omu_Program *	_sys
	Pointer to problem definition that is valid during solve.

int	_K
	number of stages for which integrator was set up

int	_k
	index of current stage

int	_kk
	index of current sample period

int	_nxt
	total number of DAE states

int	_nd
	number of discrete-time states

int	_nv
	number of expansion variables

int	_na
	number of algebraic states (no time derivative)

int	_nx
	number of states treated by optimizer (nx=nxt-nv)

int	_nu
	number of control parameters

int	_nq
	number of sensitivity parameters (nq=nx+nu)

bool	_sa
	Indicate if sensitivity analysis is required together with solution of differential equations.

bool	_serr
	Boolean to indicate if sensitivities should be considered for error tolerance (default: false).

int	_n
	Number of continuous-time states during integration (nxt-nd: total number minus discrete-time states).

int	_m
	Number of control parameters during integration (nd+nu: discrete-time states and actual control parameters).

If_List	_ifList
	container for interface elements

double	_stepsize
	Constant stepsize to be taken by integator. More...

double	_min_stepsize
	Minimal stepsize to be taken by integator. More...

double	_rtol
	Relative integration error tolerance (only for variable stepsize).

double	_atol
	Absolute integration error tolerance (only for variable stepsize).

int	_res_evals
	number of residual evaluations

int	_sen_evals
	number of sensitivity evaluations

int	_jac_evals
	number of Jacobian evaluations

Detailed Description

Interface for standard solvers for Ordinary Differential Equations (ODE) hiding details of sensitivity analysis.

Sensitivity equations are appended to the model equations. This base class bypasses the high-level Omu_Integrator::solve method and directly calls sys->continuous (optionally exploiting ADOL-C). Nevertheless discrete-time states and control parameters are treated in one vector of model parameters for derived classes.

Member Function Documentation

void Omu_IntODE::init	(	int	k,
		const Omu_StateVec &	xc,
		const Omu_Vec &	q,
		const Omu_DependentVec &	Fc,
		bool	sa
	)

virtual

Initialize integrator, like adaptation of array dimensions and test of pre-conditions, like explicit ODE.

An explicit ODE is present if Fc.Jdx.is_scalar() and Fc.Jdx[0][0] != 0.0. An algebraic state j, 0<=j<_n can be identified with Fc.Jdx.is_zero_column[j]. Note that the init method should not find consistent initial conditions of a DAE as parameters may jump between sample periods kk afterwards.

Parameters

k	stage
xc	continuous-time states, dim(xc)=_n
q	sensitivity parameters, dim(q)=_nq
Fc	pre-initialized data structures for evaluating residuals, dim(Fc)=_n, including structurally analyzed Jacobians, dim(Fc.Jx)=_n._n, dim(Fc.Jxp)=_n._n, dim(Fc.Jq)=_n._nq
sa	indicates if sensitivity analysis is required

Reimplemented from Omu_Integrator.

void Omu_IntODE::init_stage	(	int	k,
		const Omu_States &	x,
		const Omu_Vector &	u,
		bool	sa = `false`
	)

inlineprotectedvirtual

Initialize solution of differential equations for stage k.

Reimplemented from Omu_Integrator.

virtual void Omu_IntODE::ode_solve	(	double	tstart,
		VECP	y,
		const VECP	u,
		double	tend
	)

pure virtual

Interface to be implemented by derived ODE solvers.

y contains the initial solution and the result for values and sensitivities (dim(y)=_n=_nxt-_nd without sensitivities, dim(y)=_n*(1+_nxt-_nv+_nu) with sensitivities). u contains discrete-time states and control parameters (dim(u)=_m=_nd+_nu).

See Also: Omu_Integrator for more details about the dimensions.

Implemented in Omu_IntRK4, Omu_IntEuler, and Omu_IntRKsuite.

void Omu_IntODE::solve	(	int	kk,
		double	tstart,
		double	tend,
		const Omu_VariableVec &	x,
		const Omu_VariableVec &	u,
		Omu_Program *	sys,
		Omu_DependentVec &	Ft,
		Omu_StateVec &	xt
	)

virtual

Solve differential equations over one sample period.

The differential-algebraic equations can be evaluated by calling Omu_Program::continuous for sys. Note that the first _nd elements of xt are discrete-time states that need to be treated like control parameters u by an integrator. Furthermore, the last _nv elements of xt are expansion variables that are not seen by the optimizer and accordingly no sensitivities are required with respect to them. The default implementation of solve calls the high-level version.

Parameters

kk	sample period
tstart	start time for integration
tend	end time for integration
x	state variables for optimization, including bounds etc.
u	control parameters for optimization
sys	problem definition for calling Omu_Program::continuous
Ft	pre-initialized data structures for resisuals and Jacobians
xt	start values for integration at tstart, dim(xt)=_nxt; initial sensitivity matrices xt.Sx, dim(xt.Sx)=_nxt._nx, and xt.Su, dim(xt.Su)=_nxt._nu, if _sa is true

Return values

xt	result at tend; xt.Sx and xt.Su at tend if _sa is true

Exceptions

E_CONV indicate that the integrator failed to converge; may be caught during optimization step length test

Reimplemented from Omu_Integrator.

void Omu_IntODE::syseq	(	double	t,
		const VECP	y,
		const VECP	u,
		VECP	f
	)

Callback routine for evaluating the model by derived ODE solvers.

The documentation for this class was generated from the following file:

Omu_IntODE.h

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Member Function Documentation