Omu_IntOdeTs Class Reference

#include <Omu_IntOdeTs.h>

Inheritance diagram for Omu_IntOdeTs:

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Collaboration diagram for Omu_IntOdeTs:

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List of all members.

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Detailed Description

Solving autonomous ordinary differential equations using Taylor series expansion.

The implementation is adapted from the driver routine forodec of the adol-c automatic differentiation code.

Public Member Functions
	Omu_IntOdeTs (int)
	constructor
	Omu_IntOdeTs ()
	constructor
	~Omu_IntOdeTs ()
	destructor
Implementation of predefined methods.
See also: Omu_Integrator
char *	name ()
	Name of a specific integrator.
void	init_stage (int k, const Omu_VariableVec &x, const Omu_VariableVec &u, const Omu_DependentVec &Ft, bool sa)
	Initialize solution of differential equations for stage k.
void	solve (int kk, double tstart, double tend, const Omu_VariableVec &x, const Omu_VariableVec &u, Omu_Program *sys, Omu_DependentVec &Ft, Omu_StateVec &xt)
	Solve differential equations over one sample period.
Protected Attributes
int	_max_deg
	maximum degree of the taylor series expansion of the ode
double	_tau
	time scaling of the taylor series

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Member Function Documentation

char* Omu_IntOdeTs::name

(

)

[inline, virtual]

Name of a specific integrator.

Implements Omu_Integrator.

void Omu_IntOdeTs::init_stage	(	int	k,
		const Omu_VariableVec &	x,
		const Omu_VariableVec &	u,
		const Omu_DependentVec &	Ft,
		bool	sa
	)			[virtual]

Initialize solution of differential equations for stage k.

Note: The numbers of variables and equation structure (given in F) shall be the same for all sample periods of a stage.

Parameters:

	k	stage
	x	state variables for optimization, including bounds etc.
	u	control parameters for optimization
	Ft	pre-initialized data structures for resisuals and Jacobians
	sa	true if sensitivity analysis shall be performed

Reimplemented from Omu_Integrator.

void Omu_IntOdeTs::solve	(	int	kk,
		double	tstart,
		double	tend,
		const Omu_VariableVec &	x,
		const Omu_VariableVec &	u,
		Omu_Program *	sys,
		Omu_DependentVec &	Ft,
		Omu_StateVec &	xt
	)			[virtual]

Solve differential equations over one sample period.

The differential-algebraic equations can be evaluated by calling Omu_Program::continuous for sys. Note that the first _nd elements of xt are discrete-time states that need to be treated like control parameters u by an integrator. Furthermore, the last _nv elements of xt are expansion variables that are not seen by the optimizer and accordingly no sensitivities are required with respect to them. The default implementation of solve calls the high-level version.

Parameters:

	kk	sample period
	tstart	start time for integration
	tend	end time for integration
	x	state variables for optimization, including bounds etc.
	u	control parameters for optimization
	sys	problem definition for calling Omu_Program::continuous
	Ft	pre-initialized data structures for resisuals and Jacobians
	xt	start values for integration at tstart, dim(xt)=_nxt; initial sensitivity matrices xt.Sx, dim(xt.Sx)=_nxt._nx, and xt.Su, dim(xt.Su)=_nxt._nu, if _sa is true

Return values:

xt

result at tend; xt.Sx and xt.Su at tend if _sa is true

Exceptions:

E_CONV

indicate that the integrator failed to converge; may be caught during optimization step length test

Reimplemented from Omu_Integrator.

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The documentation for this class was generated from the following file:

• Omu_IntOdeTs.h