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# ode15i

Solve fully implicit differential equations — variable order method

## Syntax

``````[t,y] = ode15i(odefun,tspan,y0,yp0)``````
``````[t,y] = ode15i(odefun,tspan,y0,yp0,options)``````
``````[t,y,te,ye,ie] = ode15i(odefun,tspan,y0,yp0,options)``````
``sol = ode15i(___)``

## Description

example

``````[t,y] = ode15i(odefun,tspan,y0,yp0)```, where `tspan = [t0 tf]`, integrates the system of differential equations $f\left(t,y,y\text{'}\right)=0$ from `t0` to `tf` with initial conditions `y0` and `yp0`. Each row in the solution array `y` corresponds to a value returned in column vector `t`.```

example

``````[t,y] = ode15i(odefun,tspan,y0,yp0,options)``` also uses the integration settings defined by `options`, which is an argument created using the `odeset` function. For example, use the `AbsTol` and `RelTol` options to specify absolute and relative error tolerances, or the `Jacobian` option to provide the Jacobian matrix.```
``````[t,y,te,ye,ie] = ode15i(odefun,tspan,y0,yp0,options)``` additionally finds where functions of `(t,y,y')`, called event functions, are zero. In the output, `te` is the time of the event, `ye` is the solution at the time of the event, and `ie` is the index of the triggered event.For each event function, specify whether the integration is to terminate at a zero and whether the direction of the zero crossing matters. Do this by setting the `'Events'` property to a function, such as `myEventFcn` or `@myEventFcn`, and creating a corresponding function: [`value`,`isterminal`,`direction`] = `myEventFcn`(`t`,`y`,`yp`). For more information, see ODE Event Location.```
````sol = ode15i(___)` returns a structure that you can use with `deval` to evaluate the solution at any point on the interval `[t0 tf]`. You can use any of the input argument combinations in previous syntaxes.```

## Examples

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Use `decic` to compute consistent initial conditions for the Weissinger implicit ODE. `decic` holds fixed the initial value for y(t0) and computes a consistent initial value for y'(t0). The `weissinger` function evaluates the residual of the implicit ODE.

```t0 = 1; y0 = sqrt(3/2); yp0 = 0; [y0,yp0] = decic(@weissinger,t0,y0,1,yp0,0);```

Use the result returned by `decic` with `ode15i` to solve the ODE. Plot the numerical solution, `y`, against the analytical solution, `ytrue`.

```[t,y] = ode15i(@weissinger,[1 10],y0,yp0); ytrue = sqrt(t.^2 + 0.5); plot(t,y,t,ytrue,'o')```

This example reformulates a system of ODEs as a fully implicit system of differential algebraic equations (DAEs). The Robertson problem coded by hb1ode.m is a classic test problem for programs that solve stiff ODEs. The system of equations is

`hb1ode` solves this system of ODEs to steady state with the initial conditions , , and . But the equations also satisfy a linear conservation law,

In terms of the solution and initial conditions, the conservation law is

The problem can be rewritten as a system of DAEs by using the conservation law to determine the state of . This reformulates the problem as the implicit DAE system

The function `robertsidae` encodes this DAE system.

```function res = robertsidae(t,y,yp) res = [yp(1) + 0.04*y(1) - 1e4*y(2)*y(3); yp(2) - 0.04*y(1) + 1e4*y(2)*y(3) + 3e7*y(2)^2; y(1) + y(2) + y(3) - 1]; ```

The full example code for this formulation of the Robertson problem is available in ihb1dae.m.

Set the error tolerances and the value of .

```options = odeset('RelTol',1e-4,'AbsTol',[1e-6 1e-10 1e-6], ... 'Jacobian',{[],[1 0 0; 0 1 0; 0 0 0]}); ```

Use `decic` to compute consistent initial conditions from guesses. Fix the first two components of `y0` to get the same consistent initial conditions as found by `ode15s` in hb1dae.m, which formulates this problem as a semi-explicit DAE system.

```y0 = [1; 0; 1e-3]; yp0 = [0; 0; 0]; [y0,yp0] = decic(@robertsidae,0,y0,[1 1 0],yp0,[],options); ```

Solve the system of DAEs using `ode15i`.

```tspan = [0 4*logspace(-6,6)]; [t,y] = ode15i(@robertsidae,tspan,y0,yp0,options); ```

Plot the solution components. Since the second solution component is small relative to the others, multiply it by `1e4` before plotting.

```y(:,2) = 1e4*y(:,2); semilogx(t,y) ylabel('1e4 * y(:,2)') title('Robertson DAE problem with a Conservation Law, solved by ODE15I') ```

## Input Arguments

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Functions to solve, specified as a function handle that defines the functions to be integrated.

The function `f = odefun(t,y,yp)`, for a scalar `t` and column vectors `y` and `yp`, must return a column vector `f` of data type `single` or `double` that corresponds to $f\left(t,y,y\text{'}\right)$. `odefun` must accept the three inputs for `t`, `y`, and `yp` even if one of the inputs is not used in the function.

For example, to solve $y\text{'}-y=0$, use this function.

```function f = odefun(t,y,yp) f = yp - y;```

For a system of equations, the output of `odefun` is a vector. Each equation becomes an element in the solution vector. For example, to solve

`$\begin{array}{l}y{\text{'}}_{1}-{y}_{2}=0\\ y{\text{'}}_{2}+1=0\text{\hspace{0.17em}},\end{array}$`

use this function.

```function dy = odefun(t,y,yp) dy = zeros(2,1); dy(1) = yp(1)-y(2); dy(2) = yp(2)+1;```

For information on how to provide additional parameters to the function `odefun`, see Parameterizing Functions.

Example: `@myFcn`

Data Types: `function_handle`

Interval of integration, specified as a vector. At minimum, `tspan` must be a two element vector ```[t0 tf]``` specifying the initial and final times. To obtain solutions at specific times between `t0` and `tf`, use a longer vector of the form `[t0,t1,t2,...,tf]`. The elements in `tspan` must be all increasing or all decreasing.

The solver imposes the initial conditions given by `y0` at the initial time `tspan(1)`, then integrates from `tspan(1)` to `tspan(end)`:

• If `tspan` has two elements, ```[t0 tf]```, then the solver returns the solution evaluated at each internal integration step within the interval.

• If `tspan` has more than two elements `[t0,t1,t2,...,tf]`, then the solver returns the solution evaluated at the given points. However, the solver does not step precisely to each point specified in `tspan`. Instead, the solver uses its own internal steps to compute the solution, then evaluates the solution at the requested points in `tspan`. The solutions produced at the specified points are of the same order of accuracy as the solutions computed at each internal step.

Specifying several intermediate points has little effect on the efficiency of computation, but for large systems it can affect memory management.

The values of `tspan` are used by the solver to calculate suitable values for `InitialStep` and `MaxStep`:

• If `tspan` contains several intermediate points `[t0,t1,t2,...,tf]`, then the specified points give an indication of the scale for the problem, which can affect the value of `InitialStep` used by the solver. Therefore, the solution obtained by the solver might be different depending on whether you specify `tspan` as a two-element vector or as a vector with intermediate points.

• The initial and final values in `tspan` are used to calculate the maximum step size `MaxStep`. Therefore, changing the initial or final values in `tspan` could lead to the solver using a different step sequence, which might change the solution.

Example: `[1 10]`

Example: `[1 3 5 7 9 10]`

Data Types: `single` | `double`

Initial conditions for y, specified as a vector. `y0` must be the same length as the vector output of `odefun`, so that `y0` contains an initial condition for each equation defined in `odefun`.

The initial conditions for `y0` and `yp0` must be consistent, meaning that $f\left({t}_{0},{y}_{0},y{\text{'}}_{0}\right)=0$. Use the `decic` function to compute consistent initial conditions close to guessed values.

Data Types: `single` | `double`

Initial conditions for y’, specified as a vector. `yp0` must be the same length as the vector output of `odefun`, so that `yp0` contains an initial condition for each variable defined in `odefun`.

The initial conditions for `y0` and `yp0` must be consistent, meaning that $f\left({t}_{0},{y}_{0},y{\text{'}}_{0}\right)=0$. Use the `decic` function to compute consistent initial conditions close to guessed values.

Data Types: `single` | `double`

Option structure, specified as a structure array. Use the `odeset` function to create or modify the option structure.

See Summary of ODE Options for a list of which options are compatible with each ODE solver.

Example: `options = odeset('RelTol',1e-5,'Stats','on','OutputFcn',@odeplot)` specifies a relative error tolerance of `1e-5`, turns on the display of solver statistics, and specifies the output function `@odeplot` to plot the solution as it is computed.

Data Types: `struct`

## Output Arguments

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Evaluation points, returned as a column vector.

• If `tspan` contains two elements, ```[t0 tf]```, then `t` contains the internal evaluation points used to perform the integration.

• If `tspan` contains more than two elements, then `t` is the same as `tspan`.

Solutions, returned as an array. Each row in `y` corresponds to the solution at the value returned in the corresponding row of `t`.

Time of events, returned as a column vector. The event times in `te` correspond to the solutions returned in `ye`, and `ie` specifies which event occurred.

Solution at time of events, returned as an array. The event times in `te` correspond to the solutions returned in `ye`, and `ie` specifies which event occurred.

Index of vanishing event function, returned as a column vector. The event times in `te` correspond to the solutions returned in `ye`, and `ie` specifies which event occurred.

Structure for evaluation, returned as a structure array. Use this structure with the `deval` function to evaluate the solution at any point in the interval ```[t0 tf]```. The `sol` structure array always includes these fields:

Structure FieldDescription

`sol.x`

Row vector of the steps chosen by the solver.

`sol.y`

Solutions. Each column `sol.y(:,i)` contains the solution at time `sol.x(i)`.

`sol.solver`

Solver name.

Additionally, if you specify the `Events` option and events are detected, then `sol` also includes these fields:

Structure FieldDescription

`sol.xe`

Points when events occurred. `sol.xe(end)` contains the exact point of a terminal event, if any.

`sol.ye`

Solutions that correspond to events in `sol.xe`.

`sol.ie`

Indices into the vector returned by the function specified in the `Events` option. The values indicate which event the solver detected.

## Tips

• Providing the Jacobian matrix to `ode15i` is critical for reliability and efficiency. Alternatively, if the system is large and sparse, then providing the Jacobian sparsity pattern also assists the solver. In either case, use `odeset` to pass in the matrices using the `Jacobian` or `JPattern` options.

## Algorithms

`ode15i` is a variable-step, variable-order (VSVO) solver based on the backward differentiation formulas (BDFs) of orders 1 to 5. `ode15i` is designed to be used with fully implicit differential equations and index-1 differential algebraic equations (DAEs). The helper function `decic` computes consistent initial conditions that are suitable to be used with `ode15i` [1].

## References

[1] Lawrence F. Shampine, “Solving 0 = F(t, y(t), y′(t)) in MATLAB,” Journal of Numerical Mathematics, Vol.10, No.4, 2002, pp. 291-310.