I am trying to use Events option in ode45, please help!

Hello, I am trying to solve an ODE function using ode45. I need to find the point at which the value is zero (y=0). This is my code:

-----------main code-----------------

% Setting the global variables
global r lambda mu sig D

% Define values
r = 0.06;
lambda = 0.01;
mu = 0.18;
sig = 0.09;
D = 0.18;

% Define boundary points
g01 = 0;
g02 = 100;

% Define tspan
w0 = 0.001;  
wf = 10;   

gf = [g01 g02];
gwspan = [w0 wf]; % reverse the order of tspan for "Final vlaue problem"
options = odeset('Events',@yzero);
[wg,g] = ode45('dg',gwspan,gf,options);

--------------ODE------------------------
function gdot = dg(w,g)

% Define parameters values
global r lambda mu sig;

gdot = zeros(2,1);
gdot(1) = g(2);
gdot(2) = (2/sig^2)*(r*g(1)-((r-lambda)*w+mu)*g(2));
end

----------------Event function ----------------------------
function [value,isterminal,direction] = yzero(~,y)
% Locate the time when the value is zero
% increasing direction and don't stop integration.

value = y(1);   % detect value at zero
isterminal = 0; % don't stop the integration 
direction = 1;  % positive direction only
end

When I run it, I get the following error messeges:

SWITCH expression must be a scalar or string constant.

Error in odeevents (line 31) switch lower(eventFcn)

Error in ode45 (line 147) [haveEventFcn,eventFcn,eventArgs,valt,teout,yeout,ieout] = ...

Error in main_g_GBM (line 29) [wg,g] = ode45('dg_GBM',gwspan,gf,options);

could you please tell me what is wrong with my code? Any help would be really appreciated.

Answer 1

[Walter Roberson]

You used the function name string for your ode function but you used the function handle for you events. The ode routines expect you to be consistent.

Fix:

[wg, g, te] = ode45(@dg, gwspan, gf, options);

Note the change from 'dg' to @dg

The additional te argument is the time of the event.

[Pollydov]

Thanks very much