d02ejf
d02ejf
© Numerical Algorithms Group, 2002.
Purpose
D02EJF ODEs, stiff IVP, BDF method, until function of solution is zero,
intermediate output (simple driver)
Synopsis
[x,y,tol,ifail] = d02ejf(x,xend,y,fcn,pederv,tol,output,g<,relabs,ifail>)
Description
The routine advances the solution of a system of ordinary
differential equations
y' =f (x,y ,y ,...,y ), i=1,2,...,n,
i i 1 2 n
from x = X to x = XEND using a variable-order, variable-step
method implementing the BDF. The system is defined by a
subroutine FCN supplied by the user, which evaluates f in terms
i
of x and y ,y ,...,y . The initial values of y ,y ,...,y must
1 2 n 1 2 n
be given at x = X.
The solution is returned via the user-supplied routine OUTPUT at
points specified by the user, if desired: this solution is
1
obtained by C interpolation on solution values produced by the
method. As the integration proceeds a check can be made on the
user-specified function g(x,y) to determine an interval where it
changes sign. The position of this sign change is then determined
1
accurately by C interpolation to the solution. It is assumed
that g(x,y) is a continuous function of the variables, so that a
solution of g(x,y) = 0.0 can be determined by searching for a
change in sign in g(x,y). The accuracy of the integration, the
interpolation and, indirectly, of the determination of the
position where g(x,y) = 0.0, is controlled by the parameters TOL
and RELABS. The Jacobian of the system y'=f(x,y) may be supplied
in routine PEDERV, if it is available.
Parameters
d02ejf
Required Input Arguments:
x real
xend real
y (:) real
fcn function (User-Supplied)
pederv function (User-Supplied)
tol real
output function (User-Supplied)
g function (User-Supplied)
Optional Input Arguments: <Default>
relabs (1) string 'm'
ifail integer -1
Output Arguments:
x real
y (:) real
tol real
ifail integer