Dynamical, Hamiltonian and 2nd Order ODE Problems

# Dynamical, Hamiltonian and 2nd Order ODE Problems

## Mathematical Specification of a Dynamical ODE Problem

These algorithms require a Partitioned ODE of the form:

$\frac{dv}{dt} = f_1(u,t) \\ \frac{du}{dt} = f_2(v) \\$

This is a Partitioned ODE partitioned into two groups, so the functions should be specified as f1(dv,v,u,p,t) and f2(du,v,u,p,t) (in the inplace form), where f1 is independent of v (unless specified by the solver), and f2 is independent of u and t. This includes discretizations arising from SecondOrderODEProblems where the velocity is not used in the acceleration function, and Hamiltonians where the potential is (or can be) time-dependent but the kinetic energy is only dependent on v.

Note that some methods assume that the integral of f2 is a quadratic form. That means that f2=v'*M*v, i.e. $\int f_2 = \frac{1}{2} m v^2$, giving du = v. This is equivalent to saying that the kinetic energy is related to $v^2$. The methods which require this assumption will lose accuracy if this assumption is violated. Methods listed make note of this requirement with "Requires quadratic kinetic energy".

### Constructor

DynamicalODEProblem{isinplace}(f1,f2,v0,u0,tspan,callback=CallbackSet(),mass_matrix=I)

Defines the ODE with the specified functions. isinplace optionally sets whether the function is inplace or not. This is determined automatically, but not inferred.

### Fields

• f1 and f2: The functions in the ODE.

• v0 and u0: The initial conditions.

• tspan: The timespan for the problem.

• callback: A callback to be applied to every solver which uses the problem. Defaults to nothing.

• mass_matrix: The mass-matrix. Defaults to I, the UniformScaling identity matrix.

## Mathematical Specification of a 2nd Order ODE Problem

To define a 2nd Order ODE Problem, you simply need to give the function $f$ and the initial condition $u₀$ which define an ODE:

$u'' = f(u',u,p,t)$

f should be specified as f(du,u,p,t) (or in-place as f(ddu,du,u,p,t)), and u₀ should be an AbstractArray (or number) whose geometry matches the desired geometry of u. Note that we are not limited to numbers or vectors for u₀; one is allowed to provide u₀ as arbitrary matrices / higher dimension tensors as well.

From this form, a dynamical ODE:

$v' = f(v,u,p,t) \\ u' = v \\$

is generated.

### Constructors

SecondOrderODEProblem{isinplace}(f,du0,u0,tspan,callback=CallbackSet(),mass_matrix=I)

Defines the ODE with the specified functions.

### Fields

• f: The function for the second derivative.

• du0: The initial derivative.

• u0: The initial condition.

• tspan: The timespan for the problem.

• callback: A callback to be applied to every solver which uses the problem. Defaults to nothing.

• mass_matrix: The mass-matrix. Defaults to I, the UniformScaling identity matrix.

## Hamiltonian Problems

HamiltonianProblems are provided by DiffEqPhysics.jl and provide an easy way to define equations of motion from the corresponding Hamiltonian. To define a HamiltonianProblem one only needs to specify the Hamiltonian:

$H(p,q)$

and autodifferentiation (via ForwardDiff.jl) will create the appropriate equations.

### Constructors

HamiltonianProblem{T}(H,p0,q0,tspan;kwargs...)

### Fields

• H: The Hamiltonian H(p,q,params) which returns a scalar.

• p0: The initial momentums.

• q0: The initial positions.

• tspan: The timespan for the problem.

• callback: A callback to be applied to every solver which uses the problem. Defaults to nothing.

• mass_matrix: The mass-matrix. Defaults to I, the UniformScaling identity matrix.