Problem interface

Problem interface

Functional and Condensed Problem Inputs

Note that the initial condition can be written as a function of parameters and initial time:


and be resolved before going to the solver. Additionally, the initial condition can be a distribution from Distributions.jl, in which case a sample initial condition will be taken each time init or solve is called.

In addition, tspan supports the following forms. The single value form t is equivalent to (zero(t),t). The functional form is allowed:


which outputs a tuple.


prob = ODEProblem((u,p,t)->u,(p,t0)->p[1],(p)->(0.0,p[2]),(2.0,1.0))
using Distributions
prob = ODEProblem((u,p,t)->u,(p,t)->Normal(p,1),(0.0,1.0),1.0)

Lower Level __init and __solve

At the high level, known problematic problems will emit warnings before entering the solver to better clarify the error to the user. The following cases are checked if the solver is adaptive:

If there is an exception to these rules, please file an issue. If one wants to go around the high level solve interface and its warnings, one can call __init or __solve instead.

Modification of problem types

Problem-related types in DifferentialEquations.jl are immutable. This helps, e.g., parallel solvers to efficiently handle problem types.

However, you may want to modify the problem after it is created. For example, to simulate it for longer timespan. It can be done by the remake function:

prob1 = ODEProblem((u,p,t) -> u/2, 1.0, (0.0,1.0))
prob2 = remake(prob1; tspan=(0.0,2.0))

A general syntax of remake is

modified_problem = remake(original_problem;
  field_1 = value_1,
  field_2 = value_2,

where field_N and value_N are renamed to appropriate field names and new desired values.