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26<div class="titlepage"><div><div><h3 class="title">
27<a name="boost_numeric_odeint.getting_started.short_example"></a><a class="link" href="short_example.html" title="Short Example">Short
28      Example</a>
29</h3></div></div></div>
30<p>
31        Imaging, you want to numerically integrate a harmonic oscillator with friction.
32        The equations of motion are given by <span class="emphasis"><em>x'' = -x + γ x'</em></span>.
33        Odeint only deals with first order ODEs that have no higher derivatives than
34        x' involved. However, any higher order ODE can be transformed to a system
35        of first order ODEs by introducing the new variables <span class="emphasis"><em>q=x</em></span>
36        and <span class="emphasis"><em>p=x'</em></span> such that <span class="emphasis"><em>w=(q,p)</em></span>. To
37        apply numerical integration one first has to design the right hand side of
38        the equation <span class="emphasis"><em>w' = f(w) = (p,-q+γ p)</em></span>:
39      </p>
40<p>
41</p>
42<pre class="programlisting"><span class="comment">/* The type of container used to hold the state vector */</span>
43<span class="keyword">typedef</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span> <span class="keyword">double</span> <span class="special">&gt;</span> <span class="identifier">state_type</span><span class="special">;</span>
44
45<span class="keyword">const</span> <span class="keyword">double</span> <span class="identifier">gam</span> <span class="special">=</span> <span class="number">0.15</span><span class="special">;</span>
46
47<span class="comment">/* The rhs of x' = f(x) */</span>
48<span class="keyword">void</span> <span class="identifier">harmonic_oscillator</span><span class="special">(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">x</span> <span class="special">,</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">dxdt</span> <span class="special">,</span> <span class="keyword">const</span> <span class="keyword">double</span> <span class="comment">/* t */</span> <span class="special">)</span>
49<span class="special">{</span>
50    <span class="identifier">dxdt</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span>
51    <span class="identifier">dxdt</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">gam</span><span class="special">*</span><span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span>
52<span class="special">}</span>
53</pre>
54<p>
55      </p>
56<p>
57        Here we chose <code class="computeroutput"><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span></code>
58        as the state type, but others are also possible, for example <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">array</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">,</span><span class="number">2</span><span class="special">&gt;</span></code>. odeint is designed in such a way that
59        you can easily use your own state types. Next, the ODE is defined which is
60        in this case a simple function calculating <span class="emphasis"><em>f(x)</em></span>. The
61        parameter signature of this function is crucial: the integration methods
62        will always call them in the form <code class="computeroutput"><span class="identifier">f</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span>
63        <span class="identifier">dxdt</span><span class="special">,</span>
64        <span class="identifier">t</span><span class="special">)</span></code>
65        (there are exceptions for some special routines). So, even if there is no
66        explicit time dependence, one has to define <code class="computeroutput"><span class="identifier">t</span></code>
67        as a function parameter.
68      </p>
69<p>
70        Now, we have to define the initial state from which the integration should
71        start:
72      </p>
73<p>
74</p>
75<pre class="programlisting"><span class="identifier">state_type</span> <span class="identifier">x</span><span class="special">(</span><span class="number">2</span><span class="special">);</span>
76<span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="number">1.0</span><span class="special">;</span> <span class="comment">// start at x=1.0, p=0.0</span>
77<span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="number">0.0</span><span class="special">;</span>
78</pre>
79<p>
80      </p>
81<p>
82        For the integration itself we'll use the <code class="computeroutput"><span class="identifier">integrate</span></code>
83        function, which is a convenient way to get quick results. It is based on
84        the error-controlled <code class="computeroutput"><span class="identifier">runge_kutta54_cash_karp</span></code>
85        stepper (5th order) and uses adaptive step-size.
86      </p>
87<p>
88</p>
89<pre class="programlisting"><span class="identifier">size_t</span> <span class="identifier">steps</span> <span class="special">=</span> <span class="identifier">integrate</span><span class="special">(</span> <span class="identifier">harmonic_oscillator</span> <span class="special">,</span>
90        <span class="identifier">x</span> <span class="special">,</span> <span class="number">0.0</span> <span class="special">,</span> <span class="number">10.0</span> <span class="special">,</span> <span class="number">0.1</span> <span class="special">);</span>
91</pre>
92<p>
93      </p>
94<p>
95        The integrate function expects as parameters the rhs of the ode as defined
96        above, the initial state <code class="computeroutput"><span class="identifier">x</span></code>,
97        the start-and end-time of the integration as well as the initial time step=size.
98        Note, that <code class="computeroutput"><span class="identifier">integrate</span></code> uses
99        an adaptive step-size during the integration steps so the time points will
100        not be equally spaced. The integration returns the number of steps that were
101        applied and updates x which is set to the approximate solution of the ODE
102        at the end of integration.
103      </p>
104<p>
105        It is also possible to represent the ode system as a class. The rhs must
106        then be implemented as a functor - a class with an overloaded function call
107        operator:
108      </p>
109<p>
110</p>
111<pre class="programlisting"><span class="comment">/* The rhs of x' = f(x) defined as a class */</span>
112<span class="keyword">class</span> <span class="identifier">harm_osc</span> <span class="special">{</span>
113
114    <span class="keyword">double</span> <span class="identifier">m_gam</span><span class="special">;</span>
115
116<span class="keyword">public</span><span class="special">:</span>
117    <span class="identifier">harm_osc</span><span class="special">(</span> <span class="keyword">double</span> <span class="identifier">gam</span> <span class="special">)</span> <span class="special">:</span> <span class="identifier">m_gam</span><span class="special">(</span><span class="identifier">gam</span><span class="special">)</span> <span class="special">{</span> <span class="special">}</span>
118
119    <span class="keyword">void</span> <span class="keyword">operator</span><span class="special">()</span> <span class="special">(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">x</span> <span class="special">,</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">dxdt</span> <span class="special">,</span> <span class="keyword">const</span> <span class="keyword">double</span> <span class="comment">/* t */</span> <span class="special">)</span>
120    <span class="special">{</span>
121        <span class="identifier">dxdt</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span>
122        <span class="identifier">dxdt</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">m_gam</span><span class="special">*</span><span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span>
123    <span class="special">}</span>
124<span class="special">};</span>
125</pre>
126<p>
127      </p>
128<p>
129        which can be used via
130      </p>
131<p>
132</p>
133<pre class="programlisting"><span class="identifier">harm_osc</span> <span class="identifier">ho</span><span class="special">(</span><span class="number">0.15</span><span class="special">);</span>
134<span class="identifier">steps</span> <span class="special">=</span> <span class="identifier">integrate</span><span class="special">(</span> <span class="identifier">ho</span> <span class="special">,</span>
135        <span class="identifier">x</span> <span class="special">,</span> <span class="number">0.0</span> <span class="special">,</span> <span class="number">10.0</span> <span class="special">,</span> <span class="number">0.1</span> <span class="special">);</span>
136</pre>
137<p>
138      </p>
139<p>
140        In order to observe the solution during the integration steps all you have
141        to do is to provide a reasonable observer. An example is
142      </p>
143<p>
144</p>
145<pre class="programlisting"><span class="keyword">struct</span> <span class="identifier">push_back_state_and_time</span>
146<span class="special">{</span>
147    <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span> <span class="identifier">state_type</span> <span class="special">&gt;&amp;</span> <span class="identifier">m_states</span><span class="special">;</span>
148    <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span> <span class="keyword">double</span> <span class="special">&gt;&amp;</span> <span class="identifier">m_times</span><span class="special">;</span>
149
150    <span class="identifier">push_back_state_and_time</span><span class="special">(</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span> <span class="identifier">state_type</span> <span class="special">&gt;</span> <span class="special">&amp;</span><span class="identifier">states</span> <span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span> <span class="keyword">double</span> <span class="special">&gt;</span> <span class="special">&amp;</span><span class="identifier">times</span> <span class="special">)</span>
151    <span class="special">:</span> <span class="identifier">m_states</span><span class="special">(</span> <span class="identifier">states</span> <span class="special">)</span> <span class="special">,</span> <span class="identifier">m_times</span><span class="special">(</span> <span class="identifier">times</span> <span class="special">)</span> <span class="special">{</span> <span class="special">}</span>
152
153    <span class="keyword">void</span> <span class="keyword">operator</span><span class="special">()(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">x</span> <span class="special">,</span> <span class="keyword">double</span> <span class="identifier">t</span> <span class="special">)</span>
154    <span class="special">{</span>
155        <span class="identifier">m_states</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span> <span class="identifier">x</span> <span class="special">);</span>
156        <span class="identifier">m_times</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span> <span class="identifier">t</span> <span class="special">);</span>
157    <span class="special">}</span>
158<span class="special">};</span>
159</pre>
160<p>
161      </p>
162<p>
163        which stores the intermediate steps in a container. Note, the argument structure
164        of the ()-operator: odeint calls the observer exactly in this way, providing
165        the current state and time. Now, you only have to pass this container to
166        the integration function:
167      </p>
168<p>
169</p>
170<pre class="programlisting"><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">state_type</span><span class="special">&gt;</span> <span class="identifier">x_vec</span><span class="special">;</span>
171<span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">times</span><span class="special">;</span>
172
173<span class="identifier">steps</span> <span class="special">=</span> <span class="identifier">integrate</span><span class="special">(</span> <span class="identifier">harmonic_oscillator</span> <span class="special">,</span>
174        <span class="identifier">x</span> <span class="special">,</span> <span class="number">0.0</span> <span class="special">,</span> <span class="number">10.0</span> <span class="special">,</span> <span class="number">0.1</span> <span class="special">,</span>
175        <span class="identifier">push_back_state_and_time</span><span class="special">(</span> <span class="identifier">x_vec</span> <span class="special">,</span> <span class="identifier">times</span> <span class="special">)</span> <span class="special">);</span>
176
177<span class="comment">/* output */</span>
178<span class="keyword">for</span><span class="special">(</span> <span class="identifier">size_t</span> <span class="identifier">i</span><span class="special">=</span><span class="number">0</span><span class="special">;</span> <span class="identifier">i</span><span class="special">&lt;=</span><span class="identifier">steps</span><span class="special">;</span> <span class="identifier">i</span><span class="special">++</span> <span class="special">)</span>
179<span class="special">{</span>
180    <span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="identifier">times</span><span class="special">[</span><span class="identifier">i</span><span class="special">]</span> <span class="special">&lt;&lt;</span> <span class="char">'\t'</span> <span class="special">&lt;&lt;</span> <span class="identifier">x_vec</span><span class="special">[</span><span class="identifier">i</span><span class="special">][</span><span class="number">0</span><span class="special">]</span> <span class="special">&lt;&lt;</span> <span class="char">'\t'</span> <span class="special">&lt;&lt;</span> <span class="identifier">x_vec</span><span class="special">[</span><span class="identifier">i</span><span class="special">][</span><span class="number">1</span><span class="special">]</span> <span class="special">&lt;&lt;</span> <span class="char">'\n'</span><span class="special">;</span>
181<span class="special">}</span>
182</pre>
183<p>
184      </p>
185<p>
186        That is all. You can use functional libraries like <a href="http://www.boost.org/doc/libs/release/libs/lambda/" target="_top">Boost.Lambda</a>
187        or <a href="http://www.boost.org/doc/libs/release/libs/phoenix/" target="_top">Boost.Phoenix</a>
188        to ease the creation of observer functions.
189      </p>
190<p>
191        The full cpp file for this example can be found here: <a href="https://github.com/headmyshoulder/odeint-v2/blob/master/examples/harmonic_oscillator.cpp" target="_top">harmonic_oscillator.cpp</a>
192      </p>
193</div>
194<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
195<td align="left"></td>
196<td align="right"><div class="copyright-footer">Copyright © 2009-2015 Karsten Ahnert and Mario Mulansky<p>
197        Distributed under the Boost Software License, Version 1.0. (See accompanying
198        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
199      </p>
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