Split ODE Problems

Split ODE Problems

Mathematical Specification of a Split ODE Problem

To define a SplitODEProblem, you simply need to give a two functions functions $f_1$ and $f_2$ along with an initial condition $u₀$ which define an ODE:

\[\frac{du}{dt} = f_1(u,p,t) + f_2(u,p,t)\]

f should be specified as f(u,p,t) (or in-place as f(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.

Many splits are at least partially linear. That is the equation:

\[\frac{du}{dt} = Au + f_2(u,p,t)\]

For how to define a linear function A, see the documentation for the DiffEqOperators.

Constructors

SplitODEProblem(f::SplitFunction,u0,tspan,p=nothing;kwargs...)
SplitODEProblem{isinplace}(f1,f2,u0,tspan,p=nothing;kwargs...)

The isinplace parameter can be omitted and will be determined using the signature of f2. Note that both f1 and f2 should support the in-place style if isinplace is true or they should both support the out-of-place style if isinplace is false. You cannot mix up the two styles.

Under the hood, a SplitODEProblem is just a regular ODEProblem whose f is a SplitFunction. Therefore you can solve a SplitODEProblem using the same solvers for ODEProblem. For solvers dedicated to split problems, see Split ODE Solvers.

For specifying Jacobians and mass matrices, see the DiffEqFunctions page.

Fields