Numerical Solution mth Order Differential Equation System
odesolv
Language Reference for FDA Library

Numerical Solution mth Order Differential Equation System

DESCRIPTION:

The system of differential equations is linear, with possibly time-varying coefficient functions. The numerical solution is computed with the Runge-Kutta method.

USAGE:

odesolv(bwtlist, ystart=diag(rep(1,norder)),
        h0=width/100, hmin=width*1e-10, hmax=width*0.5,
        EPS=1e-4, MAXSTP=1000)

REQUIRED ARGUMENTS:

bwtlist
a list whose members are functional parameter objects defining the weight functions for the linear differential equation.

OPTIONAL ARGUMENTS:

ystart
a vector of initial values for the equations. These are the values at time 0 of the solution and its first m - 1 derivatives.
h0
a positive initial step size.
hmin
the minimum allowable step size.
hmax
the maximum allowable step size.
EPS
a convergence criterion.
MAXSTP
the maximum number of steps allowed.

VALUE:

a named list of length 2 containing
tp
a vector of time values at which the system is evaluated
yp
a matrix of variable values corresponding to tp.

DETAILS:

This function is required to compute a set of solutions of an estimated linear differential equation in order compute a fit to the data that solves the equation. Such a fit will be a linear combinations of m independent solutions.

SEE ALSO:

pda.fd, ivp.ab

EXAMPLES:

See the analyses of the lip data.