Re: [Help-gsl] problem

[Tommy Nordgren]

Aug 24, 2005 kl. 5:43 AM skrev address@hidden:

> Hi:
>
> I use ordinary differential equations from GSL. The part of my  
> program is like
> example shown in the document.
>
>   const gsl_odeiv_step_type * T
>     = gsl_odeiv_step_rk8pd;
>
>   gsl_odeiv_step * s
>     = gsl_odeiv_step_alloc (T, 9);
>   gsl_odeiv_control * c
>     = gsl_odeiv_control_y_new (1e-6, 0.0);
>   gsl_odeiv_evolve * e
>     = gsl_odeiv_evolve_alloc (9);
>
>   double mu = 10;
>   gsl_odeiv_system sys = {func, NULL, 9, &mu};
>
>   double t = 0.0;
>   double h = 1e-6;
>
>   for (i = 1; i <no_of_data_points; i++) {
>      t1 = mytable[i];
>      while (t < t1)
>      {
>         int status = gsl_odeiv_evolve_apply (e, c, s,
>                                            &sys,
>                                            &t, t1,
>                                            &h, y);
>
>       if (status != GSL_SUCCESS)
>           break;
>       }
>       ...
>    }
>   gsl_odeiv_evolve_free (e);
>   gsl_odeiv_control_free (c);
>   gsl_odeiv_step_free (s);
>
> The weird thing is that at some i, the program stuck inside of  
> "while" loop and
> never come out. gsl_odeiv_evolve_apply will give t=t, so t is  
> always < t1. As
> result the program never stop. Dose anyone know how to solve this  
> problem?
> Thanks.
>
> Jun Cao
>
>
>
> _______________________________________________
> Help-gsl mailing list
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-gsl
    Are you experiencing a STIFF differential equation set?  
Stiffness is when the equations have multiple solutions with vastly  
different characteristic
lenght scales. With some solvers such as RungeKutta,  it will be  
necessary to follow the diffeqn on the lenght scale of the fastest  
variying solution,
there are other methods necessary to handle such problems. Consult  
the litterature on the topic.
For example consider the function  A exp(-x) + B exp (- 10000 x), The  
second term causes any error in the solution to be multiplied by a  
large factor,
when trying to solve the equation numerically.
The stepping methods gsl_odeiv_step_bsimp, gsl_step_gear1, and  
gsl_step_gear2 can handle stiff problems, I think


"How will the German Government be able to abolish Nuclear Power? I  
don't know. I guess they will have to do as the German Government did  
during the thirties and forties: Use Gas!"
Tommy Nordgren
address@hidden