daspk {deSolve}R Documentation

General Solver for Differential Algebraic Equations (DAE)

Description

Solves either:

using a combination of backward differentiation formula (BDF) and a direct linear system solution method (dense or banded).

The R function daspk provides an interface to the Fortran DAE solver of the same name, written by Linda R. Petzold, Peter N. Brown, Alan C. Hindmarsh and Clement W. Ulrich.

The system of DE's is written as an R function (which may, of course, use .C, .Fortran, .Call, etc., to call foreign code) or be defined in compiled code that has been dynamically loaded.

Usage

daspk(y, times, func = NULL, parms, dy = NULL, res = NULL,
  nalg = 0, rtol = 1e-6, atol = 1e-8, jacfunc = NULL,
  jacres = NULL, jactype = "fullint", estini = NULL,
  verbose = FALSE, tcrit = NULL, hmin = 0, hmax = NULL,
  hini = 0, ynames = TRUE, maxord = 5, bandup = NULL,
  banddown = NULL, maxsteps = 5000, dllname = NULL,
  initfunc = dllname, initpar = parms, rpar = NULL,
  ipar = NULL, nout = 0, outnames = NULL,  ...)

Arguments

y the initial (state) values for the DE system. If y has a name attribute, the names will be used to label the output matrix.
times time sequence for which output is wanted; the first value of times must be the initial time; if only one step is to be taken; set times = NULL.
func cannot be used if the model is a DAE system. If an ODE system, func should be an R-function that computes the values of the derivatives in the ODE system (the model definition) at time t.
func must be defined as: yprime = func(t, y, parms,...).
t is the current time point in the integration, y is the current estimate of the variables in the ODE system. If the initial values y has a names attribute, the names will be available inside func, unless ynames is FALSE. parms is a vector or list of parameters. ... (optional) are any other arguments passed to the function.
The return value of func should be a list, whose first element is a vector containing the derivatives of y with respect to time, and whose next elements are global values that are required at each point in times. The derivatives should be specified in the same order as the specification of the state variables y.
Note that it is not possible to define func as a compiled function in a dynamically loaded shared library. Use res instead.
parms vector or list of parameters used in func, jacfunc, or res
dy the initial derivatives of the state variables of the DE system. Ignored if an ODE.
res if a DAE system: either an R-function that computes the residual function F(t,y,y') of the DAE system (the model defininition) at time t, or a character string giving the name of a compiled function in a dynamically loaded shared library.
If res is a user-supplied R-function, it must be called as: F = func(t, y, dy, parms, ...).
Here t is the current time point in the integration, y is the current estimate of the variables in the ODE system, dy are the corresponding rates of change. If the initial y or dy have a names attribute, the names will be available inside func, unless ynames is FALSE. parms is a vector of parameters.
The return value of res should be a list, whose first element is a vector containing the residuals of the DAE system, i.e. delta = F(t,y,y'), and whose next elements contain output variables that are required at each point in times.
If res is a string, then dllname must give the name of the shared library (without extension) which must be loaded before daspk() is called (see package vignette "compiledCode" for more information).
nalg if a DAE system: the number of algebraic equations (equations not involving derivatives). Algebraic equations should always be the last, i.e. preceeded by the differential equations.
Only used if estini = 1.
rtol relative error tolerance, either a scalar or a vector, one value for each y,
atol absolute error tolerance, either a scalar or a vector, one value for each y.
jacfunc if not NULL, an R function that computes the jacobian of the system of differential equations. Only used in case the system is an ODE (y' = f(t,y)), specified by func. The R calling sequence for jacfunc is identical to that of func.
If the jacobian is a full matrix, jacfunc should return a matrix dydot/dy, where the ith row contains the derivative of dy_i/dt with respect to y_j, or a vector containing the matrix elements by columns (the way R and Fortran store matrices).
If the jacobian is banded, jacfunc should return a matrix containing only the nonzero bands of the jacobian, rotated row-wise. See first example of lsode.
jacres jacres and not jacfunc should be used if the system is specified by the residual function F(t,y,y'), i.e. jacres is used in conjunction with res.
If jacres is an R-function, the calling sequence for jacres is identical to that of res, but with extra parameter cj. Thus it should be called as: jacres = func(t, y, dy, parms, cj, ...). Here t is the current time point in the integration, y is the current estimate of the variables in the ODE system, y' are the corresponding rates of change and cj is a scalar, which is normally proportional to the inverse of the stepsize. If the initial y or dy have a names attribute, the names will be available inside jacres, unless ynames is FALSE. parms is a vector of parameters (which may have a names attribute).
If the jacobian is a full matrix, jacres should return the matrix dG/dy + cj*dG/dyprime, where the ith row is the sum of the derivatives of G_i with respect to y_j and the scaled derivatives of G_i with respect to dy_j.
Ff the jacobian is banded, jacres should return only the nonzero bands of the jacobian, rotated rowwise. See details for the calling sequence when jacres is a string.
jactype the structure of the jacobian, one of "fullint", "fullusr", "bandusr" or "bandint" - either full or banded and estimated internally or by the user.
estini only if a DAE system, and if initial values of y and dy are not consistent (i.e. F(t,y,dy) is not = 0), setting estini = 1 or 2, will solve for them. If estini = 1: dy and the algebraic variables are estimated from y; in this case, the number of algebraic equations must be given (nalg). If estini = 2: y will be estimated from dy.
verbose if TRUE: full output to the screen, e.g. will output the settings of vector istate and rstate - see details.
tcrit the Fortran routine daspk overshoots its targets (times points in the vector times), and interpolates values for the desired time points. If there is a time beyond which integration should not proceed (perhaps because of a singularity), that should be provided in tcrit.
hmin an optional minimum value of the integration stepsize. In special situations this parameter may speed up computations with the cost of precision. Don't use hmin if you don't know why!
hmax an optional maximum value of the integration stepsize. If not specified, hmax is set to the largest difference in times, to avoid that the simulation possibly ignores short-term events. If 0, no maximal size is specified.
hini initial step size to be attempted; if 0, the initial step size is determined by the solver
ynames if FALSE: names of state variables are not passed to function func ; this may speed up the simulation especially for large models.
maxord the maximum order to be allowed. Reduce maxord to save storage space ( <= 5)
bandup number of non-zero bands above the diagonal, in case the jacobian is banded (and jactype one of "bandint","bandusr")
banddown number of non-zero bands below the diagonal, in case the jacobian is banded (and jactype one of "bandint","bandusr")
maxsteps maximal number of steps per output interval taken by the solver; will be recalculated to be at least 500 and a multiple of 500; the solver will give a warning if more than 500 steps are taken, but it will continue till maxsteps steps.
dllname a string giving the name of the shared library (without extension) that contains all the compiled function or subroutine definitions referred to in func/or res and jacfunc. See package vignette "compiledCode".
initfunc if not NULL, the name of the initialisation function (which initialises values of parameters), as provided in ‘dllname’. See package vignette "compiledCode".
initpar only when ‘dllname’ is specified and an initialisation function initfunc is in the dll: the parameters passed to the initialiser, to initialise the common blocks (fortran) or global variables (C, C++).
rpar only when ‘dllname’ is specified: a vector with double precision values passed to the dll-functions whose names are specified by func and jacfunc.
ipar only when ‘dllname’ is specified: a vector with integer values passed to the dll-functions whose names are specified by func and jacfunc.
nout only used if ‘dllname’ is specified and the model is defined in compiled code: the number of output variables calculated in the compiled function func, present in the shared library. Note: it is not automatically checked whether this is indeed the number of output variables calculed in the dll - you have to perform this check in the code - See package vignette "compiledCode".
outnames only used if ‘dllname’ is specified and nout > 0: the names of output variables calculated in the compiled function func, present in the shared library.
... additional arguments passed to func, jacfunc, res and jacres, allowing this to be a generic function.

Details

The daspk solver uses the backward differentiation formulas of orders one through five (specified with maxord) to solve either:

ODEs are specified in func, DAEs are specified in res.

If a DAE system, Values for Y and YPRIME at the initial time must be given as input. Ideally,these values should be consistent, that is, if T, Y, YPRIME are the given initial values, they should satisfy F(T,Y,YPRIME) = 0.
However, if consistent values are not known, in many cases daspk can solve for them: when estini = 1, y' and algebraic variables (their number specified with nalg) will be estimated, when estini = 2, y will be estimated.

The form of the jacobian can be specified by jactype. This is one of:

jactype = "fullint":
a full jacobian, calculated internally by daspk, the default,
jactype = "fullusr":
a full jacobian, specified by user function jacfunc or jacres,
jactype = "bandusr":
a banded jacobian, specified by user function jacfunc or jacres; the size of the bands specified by bandup and banddown,
jactype = "bandint":
a banded jacobian, calculated by daspk; the size of the bands specified by bandup and banddown.

If jactype = "fullusr" or "bandusr" then the user must supply a subroutine jacfunc.

If jactype = "fullusr" or "bandusr" then the user must supply a subroutine jacfunc or jacres.

The input parameters rtol, and atol determine the error control performed by the solver. If the request for precision exceeds the capabilities of the machine, daspk will return an error code. See lsoda for details.

res and jacres may be defined in compiled C or Fortran code, as well as in an R-function. See package vignette "compiledCode" for details. Examples in Fortran are in the ‘dynload’ subdirectory of the deSolve package directory.

The output will have the attributes istate, and rstate, two vectors with several useful elements.

If verbose = TRUE, the settings of istate and rstate will be written to the screen.

The following elements of istate are meaningful:

rstate contains the following:

For more information about possible options, see the comments in the original code daspk.f.

Value

A matrix with up to as many rows as elements in times and as many columns as elements in y plus the number of "global" values returned in the next elements of the return from func or res, plus an additional column (the first) for the time value. There will be one row for each element in times unless the Fortran routine `daspk' returns with an unrecoverable error. If y has a names attribute, it will be used to label the columns of the output value.
The output will have the attributes istate, and rstate, two vectors with several useful elements. See details. The first element of istate returns the conditions under which the last call to daspk returned. Normal is istate[1] = 2. If verbose = TRUE, the settings of istate and rstate will be written to the screen.

Note

In this version, the krylov method is not (yet) supported.

Author(s)

Karline Soetaert <k.soetaert@nioo.knaw.nl>

References

L. R. Petzold, A Description of DASSL: A Differential/Algebraic System Solver, in Scientific Computing, R. S. Stepleman et al. (Eds.), North-Holland, Amsterdam, 1983, pp. 65-68.

K. E. Brenan, S. L. Campbell, and L. R. Petzold, Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations, Elsevier, New York, 1989.

P. N. Brown and A. C. Hindmarsh, Reduced Storage Matrix Methods in Stiff ODE Systems, J. Applied Mathematics and Computation, 31 (1989), pp. 40-91.

P. N. Brown, A. C. Hindmarsh, and L. R. Petzold, Using Krylov Methods in the Solution of Large-Scale Differential-Algebraic Systems, SIAM J. Sci. Comp., 15 (1994), pp. 1467-1488.

P. N. Brown, A. C. Hindmarsh, and L. R. Petzold, Consistent Initial Condition Calculation for Differential-Algebraic Systems, LLNL Report UCRL-JC-122175, August 1995; submitted to SIAM J. Sci. Comp.

Netlib: http://www.netlib.org

See Also

diagnostics to print diagnostic messages.

Examples

## ====================================================
## Coupled chemical reactions including an equilibrium
## modeled as (1) an ODE and (2) as a DAE
##
## The model describes three chemical species A,B,D:
## subjected to equilibrium reaction D <- > A + B
## D is produced at a constant rate, prod
## B is consumed at 1s-t order rate, r
## ====================================================

## Dissociation constant
K <- 1 

## parameters
pars <- c(
        ka   = 1e6,     # forward rate
        r    = 1,
        prod = 0.1)

## ====================================
## Chemical problem formulation 1: ODE
## ====================================

Fun_ODE <- function (t, y, pars)
{
  with (as.list(c(y, pars)), {
    ra  <- ka*D        # forward rate
    rb  <- ka/K *A*B   # backward rate

    ## rates of changes
    dD  <- -ra + rb + prod
    dA  <-  ra - rb
    dB  <-  ra - rb - r*B
    return(list(dy = c(dA, dB, dD),
                CONC = A+B+D))
  })
}

## ======================================================
## Chemical problem formulation 2: DAE
## 1. get rid of the fast reactions ra and rb by taking
## linear combinations   : dD+dA = prod (res1) and
##                         dB-dA = -r*B (res2)
## 2. In addition, the equilibrium condition (eq) reads:
## as ra = rb : ka*D = ka/K*A*B = >      K*D = A*B
## ======================================================

Res_DAE <- function (t, y, yprime, pars)
{
  with (as.list(c(y, yprime, pars)), {

    ## residuals of lumped rates of changes
    res1 <- -dD - dA + prod
    res2 <- -dB + dA - r*B
    
    ## and the equilibrium equation
    eq   <- K*D - A*B

    return(list(c(res1, res2, eq),
                CONC = A+B+D))
  })
}

times <- seq(0, 100, by = 2)

## Initial conc; D is in equilibrium with A,B
y     <- c(A = 2, B = 3, D = 2*3/K)

## ODE model solved with daspk
ODE <- as.data.frame(daspk(y = y, times = times, func = Fun_ODE,
                     parms = pars, atol = 1e-10, rtol = 1e-10))

## Initial rate of change
dy  <- c(dA = 0, dB = 0, dD = 0) 

## DAE model solved with daspk
DAE <- as.data.frame(daspk(y = y, dy = dy, times = times,
         res = Res_DAE, parms = pars, atol = 1e-10, rtol = 1e-10))

## ================
## plotting output
## ================
opa <- par(mfrow = c(2,2))
for (i in 2:5) 
{
plot(ODE$time,ODE[,i],xlab = "time",
     ylab = "conc",main = names(ODE)[i],type = "l")
points(DAE$time,DAE[,i],col = "red")
}
legend("bottomright",lty = c(1,NA),pch = c(NA,1),
       col = c("black","red"),legend = c("ODE","DAE"))      
       
# difference between both implementations:
max(abs(ODE-DAE))

## ======================================
## same DAE model, now with the jacobian
## ======================================
jacres_DAE <- function (t, y, yprime, pars, cj)
{
    with (as.list(c(y, yprime, pars)), {
##    res1 = -dD - dA + prod
      PD[1,1] <- -1*cj      # d(res1)/d(A)-cj*d(res1)/d(dA)
      PD[1,2] <- 0          # d(res1)/d(B)-cj*d(res1)/d(dB)
      PD[1,3] <- -1*cj      # d(res1)/d(D)-cj*d(res1)/d(dD)
##     res2 = -dB + dA - r*B
      PD[2,1] <- 1*cj
      PD[2,2] <- -r -1*cj
      PD[2,3] <- 0
##    eq = K*D - A*B
      PD[3,1] <- -B
      PD[3,2] <- -A
      PD[3,3] <- K
      return(PD)
   })
}

PD <- matrix(nc = 3, nr = 3, 0)

DAE2 <- as.data.frame(daspk(y = y, dy = dy, times = times,
          res = Res_DAE, jacres = jacres_DAE, jactype = "fullusr",
          parms = pars, atol = 1e-10, rtol = 1e-10))
         
max(abs(DAE-DAE2))

## See \dynload subdirectory for a FORTRAN implementation of this model

[Package deSolve version 1.3 Index]