Ode (p.owl-ode.0.0.7.doc.owl-ode.Owl

Ode library

val odeint : 
  (module Types.SolverT with type output = 'a and type s = 'b and type t = 'c) ->
  ('b -> float -> 'c) ->
  'b ->
  Types.tspec_t ->
  unit ->
  'a

odeint (module Solver) f y0 timespec () numerically integrates an initial value problem for a system of ODEs given an initial value:

∂ₜ y = f(y, t)

y(t₀) = y₀

Here t is a one-dimensional independent variable (time), y(t) is an n-dimensional vector-valued function (state), and the n-dimensional vector-valued function f(y, t) determines the differential equations.

The goal is to find y(t) approximately satisfying the differential equations, given an initial value y(t₀)=y₀. The time t₀ is passed as part of the timespec, that includes also the final integration time and a time step. Refer to Owl_ode.Types.tspec_t for further information.

The solver has to be passed as a first-class module and have a common type, Owl_ode.Types.SolverT. This is useful to write new custom solvers or extend and customise the provided ones.

Refer to the documentation of the Owl_ode.Types.SolverT type for further information.