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.