NAG Library Function Document
nag_pde_parab_1d_fd_ode (d03phc)
1
Purpose
nag_pde_parab_1d_fd_ode (d03phc) integrates a system of linear or nonlinear parabolic partial differential equations (PDEs) in one space variable, with scope for coupled ordinary differential equations (ODEs). The spatial discretization is performed using finite differences, and the method of lines is employed to reduce the PDEs to a system of ODEs. The resulting system is solved using a backward differentiation formula method or a Theta method (switching between Newton's method and functional iteration).
2
Specification
#include <nag.h> |
#include <nagd03.h> |
void |
nag_pde_parab_1d_fd_ode (Integer npde,
Integer m,
double *ts,
double tout,
void |
(*pdedef)(Integer npde,
double t,
double x,
const double u[],
const double ux[],
Integer nv,
const double v[],
const double vdot[],
double p[],
double q[],
double r[],
Integer *ires,
Nag_Comm *comm),
|
|
void |
(*bndary)(Integer npde,
double t,
const double u[],
const double ux[],
Integer nv,
const double v[],
const double vdot[],
Integer ibnd,
double beta[],
double gamma[],
Integer *ires,
Nag_Comm *comm),
|
|
double u[],
Integer npts,
const double x[],
Integer nv,
void |
(*odedef)(Integer npde,
double t,
Integer nv,
const double v[],
const double vdot[],
Integer nxi,
const double xi[],
const double ucp[],
const double ucpx[],
const double rcp[],
const double ucpt[],
const double ucptx[],
double f[],
Integer *ires,
Nag_Comm *comm),
|
|
Integer nxi,
const double xi[],
Integer neqn,
const double rtol[],
const double atol[],
Integer itol,
Nag_NormType norm,
Nag_LinAlgOption laopt,
const double algopt[],
double rsave[],
Integer lrsave,
Integer isave[],
Integer lisave,
Integer itask,
Integer itrace,
const char *outfile,
Integer *ind,
Nag_Comm *comm, Nag_D03_Save *saved,
NagError *fail) |
|
3
Description
nag_pde_parab_1d_fd_ode (d03phc) integrates the system of parabolic-elliptic equations and coupled ODEs
where
(1) defines the PDE part and
(2) generalizes the coupled ODE part of the problem.
In
(1),
and
depend on
,
,
,
and
;
depends on
,
,
,
,
and
linearly on
. The vector
is the set of PDE solution values
and the vector
is the partial derivative with respect to
. The vector
is the set of ODE solution values
and
denotes its derivative with respect to time.
In
(2),
represents a vector of
spatial coupling points at which the ODEs are coupled to the PDEs. These points may or may not be equal to some of the PDE spatial mesh points.
,
,
,
and
are the functions
,
,
,
and
evaluated at these coupling points. Each
may only depend linearly on time derivatives. Hence the equation
(2) may be written more precisely as
where
,
is a vector of length
nv,
is an
nv by
nv matrix,
is an
nv by
matrix and the entries in
,
and
may depend on
,
,
,
and
. In practice you only need to supply a vector of information to define the ODEs and not the matrices
and
. (See
Section 5 for the specification of
odedef.)
The integration in time is from to , over the space interval , where and are the leftmost and rightmost points of a user-defined mesh . The coordinate system in space is defined by the values of ; for Cartesian coordinates, for cylindrical polar coordinates and for spherical polar coordinates.
The PDE system which is defined by the functions
,
and
must be specified in
pdedef.
The initial values of the functions and must be given at .
The functions
which may be thought of as fluxes, are also used in the definition of the boundary conditions. The boundary conditions must have the form
where
or
.
The boundary conditions must be specified in
bndary. The function
may depend
linearly on
.
The problem is subject to the following restrictions:
(i) |
In (1), , for , may only appear linearly in the functions
, for , with a similar restriction for ; |
(ii) |
and the flux must not depend on any time derivatives; |
(iii) |
, so that integration is in the forward direction; |
(iv) |
the evaluation of the terms , and is done approximately at the mid-points of the mesh , for , by calling the pdedef for each mid-point in turn. Any discontinuities in these functions must therefore be at one or more of the mesh points ; |
(v) |
at least one of the functions must be nonzero so that there is a time derivative present in the PDE problem; |
(vi) |
if and , which is the left boundary point, then it must be ensured that the PDE solution is bounded at this point. This can be done by either specifying the solution at or by specifying a zero flux there, that is and . See also Section 9 below. |
The algebraic-differential equation system which is defined by the functions
must be specified in
odedef. You must also specify the coupling points
in the array
xi.
The parabolic equations are approximated by a system of ODEs in time for the values of at mesh points. For simple problems in Cartesian coordinates, this system is obtained by replacing the space derivatives by the usual central, three-point finite difference formula. However, for polar and spherical problems, or problems with nonlinear coefficients, the space derivatives are replaced by a modified three-point formula which maintains second order accuracy. In total there are ODEs in the time direction. This system is then integrated forwards in time using a backward differentiation formula (BDF) or a Theta method.
4
References
Berzins M (1990) Developments in the NAG Library software for parabolic equations Scientific Software Systems (eds J C Mason and M G Cox) 59–72 Chapman and Hall
Berzins M, Dew P M and Furzeland R M (1989) Developing software for time-dependent problems using the method of lines and differential-algebraic integrators Appl. Numer. Math. 5 375–397
Berzins M and Furzeland R M (1992) An adaptive theta method for the solution of stiff and nonstiff differential equations Appl. Numer. Math. 9 1–19
Skeel R D and Berzins M (1990) A method for the spatial discretization of parabolic equations in one space variable SIAM J. Sci. Statist. Comput. 11(1) 1–32
5
Arguments
- 1:
– IntegerInput
-
On entry: the number of PDEs to be solved.
Constraint:
.
- 2:
– IntegerInput
-
On entry: the coordinate system used:
- Indicates Cartesian coordinates.
- Indicates cylindrical polar coordinates.
- Indicates spherical polar coordinates.
Constraint:
, or .
- 3:
– double *Input/Output
-
On entry: the initial value of the independent variable .
On exit: the value of
corresponding to the solution values in
u. Normally
.
Constraint:
.
- 4:
– doubleInput
-
On entry: the final value of to which the integration is to be carried out.
- 5:
– function, supplied by the userExternal Function
-
pdedef must evaluate the functions
,
and
which define the system of PDEs. The functions may depend on
,
,
,
and
.
may depend linearly on
.
pdedef is called approximately midway between each pair of mesh points in turn by
nag_pde_parab_1d_fd_ode (d03phc).
The specification of
pdedef is:
void |
pdedef (Integer npde,
double t,
double x,
const double u[],
const double ux[],
Integer nv,
const double v[],
const double vdot[],
double p[],
double q[],
double r[],
Integer *ires,
Nag_Comm *comm)
|
|
- 1:
– IntegerInput
-
On entry: the number of PDEs in the system.
- 2:
– doubleInput
-
On entry: the current value of the independent variable .
- 3:
– doubleInput
-
On entry: the current value of the space variable .
- 4:
– const doubleInput
-
On entry: contains the value of the component , for .
- 5:
– const doubleInput
-
On entry: contains the value of the component , for .
- 6:
– IntegerInput
-
On entry: the number of coupled ODEs in the system.
- 7:
– const doubleInput
-
On entry: if , contains the value of the component , for .
- 8:
– const doubleInput
-
On entry: if
,
contains the value of component
, for
.
Note:
, for , may only appear linearly in
, for .
- 9:
– doubleOutput
-
Note: the th element of the matrix is stored in .
On exit: must be set to the value of , for and .
- 10:
– doubleOutput
-
On exit: must be set to the value of , for .
- 11:
– doubleOutput
-
On exit: must be set to the value of , for .
- 12:
– Integer *Input/Output
-
On entry: set to .
On exit: should usually remain unchanged. However, you may set
ires to force the integration function to take certain actions as described below:
- Indicates to the integrator that control should be passed back immediately to the calling function with the error indicator set to NE_USER_STOP.
- Indicates to the integrator that the current time step should be abandoned and a smaller time step used instead. You may wish to set when a physically meaningless input or output value has been generated. If you consecutively set , nag_pde_parab_1d_fd_ode (d03phc) returns to the calling function with the error indicator set to NE_FAILED_DERIV.
- 13:
– Nag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to
pdedef.
- user – double *
- iuser – Integer *
- p – Pointer
The type Pointer will be
void *. Before calling
nag_pde_parab_1d_fd_ode (d03phc) you may allocate memory and initialize these pointers with various quantities for use by
pdedef when called from
nag_pde_parab_1d_fd_ode (d03phc) (see
Section 3.3.1.1 in How to Use the NAG Library and its Documentation).
Note: pdedef should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by
nag_pde_parab_1d_fd_ode (d03phc). If your code inadvertently
does return any NaNs or infinities,
nag_pde_parab_1d_fd_ode (d03phc) is likely to produce unexpected results.
- 6:
– function, supplied by the userExternal Function
-
bndary must evaluate the functions
and
which describe the boundary conditions, as given in
(4).
The specification of
bndary is:
void |
bndary (Integer npde,
double t,
const double u[],
const double ux[],
Integer nv,
const double v[],
const double vdot[],
Integer ibnd,
double beta[],
double gamma[],
Integer *ires,
Nag_Comm *comm)
|
|
- 1:
– IntegerInput
-
On entry: the number of PDEs in the system.
- 2:
– doubleInput
-
On entry: the current value of the independent variable .
- 3:
– const doubleInput
-
On entry:
contains the value of the component
at the boundary specified by
ibnd, for
.
- 4:
– const doubleInput
-
On entry:
contains the value of the component
at the boundary specified by
ibnd, for
.
- 5:
– IntegerInput
-
On entry: the number of coupled ODEs in the system.
- 6:
– const doubleInput
-
On entry: if , contains the value of the component , for .
- 7:
– const doubleInput
-
On entry: if
,
contains the value of component
, for
.
Note:
, for , may only appear linearly in
, for .
- 8:
– IntegerInput
-
On entry: specifies which boundary conditions are to be evaluated.
- bndary must set up the coefficients of the left-hand boundary, .
- bndary must set up the coefficients of the right-hand boundary, .
- 9:
– doubleOutput
-
On exit:
must be set to the value of
at the boundary specified by
ibnd, for
.
- 10:
– doubleOutput
-
On exit:
must be set to the value of
at the boundary specified by
ibnd, for
.
- 11:
– Integer *Input/Output
-
On entry: set to .
On exit: should usually remain unchanged. However, you may set
ires to force the integration function to take certain actions as described below:
- Indicates to the integrator that control should be passed back immediately to the calling function with the error indicator set to NE_USER_STOP.
- Indicates to the integrator that the current time step should be abandoned and a smaller time step used instead. You may wish to set when a physically meaningless input or output value has been generated. If you consecutively set , nag_pde_parab_1d_fd_ode (d03phc) returns to the calling function with the error indicator set to NE_FAILED_DERIV.
- 12:
– Nag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to
bndary.
- user – double *
- iuser – Integer *
- p – Pointer
The type Pointer will be
void *. Before calling
nag_pde_parab_1d_fd_ode (d03phc) you may allocate memory and initialize these pointers with various quantities for use by
bndary when called from
nag_pde_parab_1d_fd_ode (d03phc) (see
Section 3.3.1.1 in How to Use the NAG Library and its Documentation).
Note: bndary should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by
nag_pde_parab_1d_fd_ode (d03phc). If your code inadvertently
does return any NaNs or infinities,
nag_pde_parab_1d_fd_ode (d03phc) is likely to produce unexpected results.
- 7:
– doubleInput/Output
-
On entry: the initial values of the dependent variables defined as follows:
-
contain , for and , and
-
contain , for .
On exit: the computed solution
, for and , and
, for , evaluated at .
- 8:
– IntegerInput
-
On entry: the number of mesh points in the interval .
Constraint:
.
- 9:
– const doubleInput
-
On entry: the mesh points in the space direction. must specify the left-hand boundary, , and must specify the right-hand boundary, .
Constraint:
.
- 10:
– IntegerInput
-
On entry: the number of coupled ODE components.
Constraint:
.
- 11:
– function, supplied by the userExternal Function
-
odedef must evaluate the functions
, which define the system of ODEs, as given in
(3).
If
,
odedef will never be called and the NAG defined null void function pointer, NULLFN, can be supplied in the call to
nag_pde_parab_1d_fd_ode (d03phc).
The specification of
odedef is:
void |
odedef (Integer npde,
double t,
Integer nv,
const double v[],
const double vdot[],
Integer nxi,
const double xi[],
const double ucp[],
const double ucpx[],
const double rcp[],
const double ucpt[],
const double ucptx[],
double f[],
Integer *ires,
Nag_Comm *comm)
|
|
- 1:
– IntegerInput
-
On entry: the number of PDEs in the system.
- 2:
– doubleInput
-
On entry: the current value of the independent variable .
- 3:
– IntegerInput
-
On entry: the number of coupled ODEs in the system.
- 4:
– const doubleInput
-
On entry: if , contains the value of the component , for .
- 5:
– const doubleInput
-
On entry: if , contains the value of component , for .
- 6:
– IntegerInput
-
On entry: the number of ODE/PDE coupling points.
- 7:
– const doubleInput
-
On entry: if , contains the ODE/PDE coupling points, , for .
- 8:
– const doubleInput
-
Note: the th element of the matrix is stored in .
On entry: if , contains the value of at the coupling point , for and .
- 9:
– const doubleInput
-
Note: the th element of the matrix is stored in .
On entry: if , contains the value of at the coupling point , for and .
- 10:
– const doubleInput
-
Note: the th element of the matrix is stored in .
On entry: contains the value of the flux at the coupling point , for and .
- 11:
– const doubleInput
-
Note: the th element of the matrix is stored in .
On entry: if , contains the value of at the coupling point , for and .
- 12:
– const doubleInput
-
Note: the th element of the matrix is stored in .
On entry: contains the value of at the coupling point , for and .
- 13:
– doubleOutput
-
On exit:
must contain the
th component of
, for
, where
is defined as
or
The definition of
is determined by the input value of
ires.
- 14:
– Integer *Input/Output
-
On entry: the form of
that must be returned in the array
f.
- Equation (5) must be used.
- Equation (6) must be used.
On exit: should usually remain unchanged. However, you may reset
ires to force the integration function to take certain actions as described below:
- Indicates to the integrator that control should be passed back immediately to the calling function with the error indicator set to NE_USER_STOP.
- Indicates to the integrator that the current time step should be abandoned and a smaller time step used instead. You may wish to set when a physically meaningless input or output value has been generated. If you consecutively set , nag_pde_parab_1d_fd_ode (d03phc) returns to the calling function with the error indicator set to NE_FAILED_DERIV.
- 15:
– Nag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to
odedef.
- user – double *
- iuser – Integer *
- p – Pointer
The type Pointer will be
void *. Before calling
nag_pde_parab_1d_fd_ode (d03phc) you may allocate memory and initialize these pointers with various quantities for use by
odedef when called from
nag_pde_parab_1d_fd_ode (d03phc) (see
Section 3.3.1.1 in How to Use the NAG Library and its Documentation).
Note: odedef should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by
nag_pde_parab_1d_fd_ode (d03phc). If your code inadvertently
does return any NaNs or infinities,
nag_pde_parab_1d_fd_ode (d03phc) is likely to produce unexpected results.
- 12:
– IntegerInput
-
On entry: the number of ODE/PDE coupling points.
Constraints:
- if , ;
- if , .
- 13:
– const doubleInput
-
On entry: if , , for , must be set to the ODE/PDE coupling points.
Constraint:
.
- 14:
– IntegerInput
-
On entry: the number of ODEs in the time direction.
Constraint:
.
- 15:
– const doubleInput
-
Note: the dimension,
dim, of the array
rtol
must be at least
- when or ;
- when or .
On entry: the relative local error tolerance.
Constraint:
for all relevant .
- 16:
– const doubleInput
-
Note: the dimension,
dim, of the array
atol
must be at least
- when or ;
- when or .
On entry: the absolute local error tolerance.
Constraint:
for all relevant
.
Note: corresponding elements of
rtol and
atol cannot both be
.
- 17:
– IntegerInput
-
On entry: a value to indicate the form of the local error test.
itol indicates to
nag_pde_parab_1d_fd_ode (d03phc) whether to interpret either or both of
rtol or
atol as a vector or scalar. The error test to be satisfied is
, where
is defined as follows:
itol | rtol | atol | |
1 | scalar | scalar | |
2 | scalar | vector | |
3 | vector | scalar | |
4 | vector | vector | |
In the above, denotes the estimated local error for the th component of the coupled PDE/ODE system in time, , for .
The choice of norm used is defined by the argument
norm.
Constraint:
.
- 18:
– Nag_NormTypeInput
-
On entry: the type of norm to be used.
- Maximum norm.
- Averaged norm.
If
denotes the norm of the vector
u of length
neqn, then for the averaged
norm
while for the maximum norm
See the description of
itol for the formulation of the weight vector
.
Constraint:
or .
- 19:
– Nag_LinAlgOptionInput
-
On entry: the type of matrix algebra required.
- Full matrix methods to be used.
- Banded matrix methods to be used.
- Sparse matrix methods to be used.
Constraint:
, or .
Note: you are recommended to use the banded option when no coupled ODEs are present (i.e., ).
- 20:
– const doubleInput
-
On entry: may be set to control various options available in the integrator. If you wish to employ all the default options,
should be set to
. Default values will also be used for any other elements of
algopt set to zero. The permissible values, default values, and meanings are as follows:
- Selects the ODE integration method to be used. If , a BDF method is used and if , a Theta method is used. The default value is .
If ,
, for are not used.
- Specifies the maximum order of the BDF integration formula to be used. may be , , , or . The default value is .
- Specifies what method is to be used to solve the system of nonlinear equations arising on each step of the BDF method. If a modified Newton iteration is used and if a functional iteration method is used. If functional iteration is selected and the integrator encounters difficulty, there is an automatic switch to the modified Newton iteration. The default value is .
- Specifies whether or not the Petzold error test is to be employed. The Petzold error test results in extra overhead but is more suitable when algebraic equations are present, such as
, for , for some or when there is no dependence in the coupled ODE system. If , the Petzold test is used. If , the Petzold test is not used. The default value is .
If ,
, for , are not used.
- Specifies the value of Theta to be used in the Theta integration method. . The default value is .
- Specifies what method is to be used to solve the system of nonlinear equations arising on each step of the Theta method. If , a modified Newton iteration is used and if , a functional iteration method is used. The default value is .
- Specifies whether or not the integrator is allowed to switch automatically between modified Newton and functional iteration methods in order to be more efficient. If , switching is allowed and if , switching is not allowed. The default value is .
- Specifies a point in the time direction, , beyond which integration must not be attempted. The use of is described under the argument itask. If , a value of for , say, should be specified even if itask subsequently specifies that will not be used.
- Specifies the minimum absolute step size to be allowed in the time integration. If this option is not required, should be set to .
- Specifies the maximum absolute step size to be allowed in the time integration. If this option is not required, should be set to .
- Specifies the initial step size to be attempted by the integrator. If , the initial step size is calculated internally.
- Specifies the maximum number of steps to be attempted by the integrator in any one call. If , no limit is imposed.
- Specifies what method is to be used to solve the nonlinear equations at the initial point to initialize the values of , , and . If , a modified Newton iteration is used and if , functional iteration is used. The default value is .
and are used only for the sparse matrix algebra option, .
- Governs the choice of pivots during the decomposition of the first Jacobian matrix. It should lie in the range , with smaller values biasing the algorithm towards maintaining sparsity at the expense of numerical stability. If lies outside this range then the default value is used. If the functions regard the Jacobian matrix as numerically singular then increasing towards may help, but at the cost of increased fill-in. The default value is .
- Is used as a relative pivot threshold during subsequent Jacobian decompositions (see ) below which an internal error is invoked. If is greater than no check is made on the pivot size, and this may be a necessary option if the Jacobian is found to be numerically singular (see ). The default value is .
- 21:
– doubleCommunication Array
-
If
,
rsave need not be set on entry.
If
,
rsave must be unchanged from the previous call to the function because it contains required information about the iteration.
- 22:
– IntegerInput
-
On entry: the dimension of the array
rsave.
Constraint:
If , .
If , .
If , .
Where
| is the lower or upper half bandwidths such that , for PDE problems only (no coupled ODEs); or , for coupled PDE/ODE problems. |
| |
| |
Note: when
, the value of
lrsave may be too small when supplied to the integrator. An estimate of the minimum size of
lrsave is printed on the current error message unit if
and the function returns with
NE_INT_2.
.
- 23:
– IntegerCommunication Array
-
If
,
isave need not be set on entry.
If
,
isave must be unchanged from the previous call to the function because it contains required information about the iteration. In particular:
- Contains the number of steps taken in time.
- Contains the number of residual evaluations of the resulting ODE system used. One such evaluation involves computing the PDE functions at all the mesh points, as well as one evaluation of the functions in the boundary conditions.
- Contains the number of Jacobian evaluations performed by the time integrator.
- Contains the order of the last backward differentiation formula method used.
- Contains the number of Newton iterations performed by the time integrator. Each iteration involves an ODE residual evaluation followed by a back-substitution using the decomposition of the Jacobian matrix.
- 24:
– IntegerInput
-
On entry: the dimension of the array
isave. Its size depends on the type of matrix algebra selected:
- if , ;
- if , ;
- if , .
Note: when using the sparse option, the value of
lisave may be too small when supplied to the integrator. An estimate of the minimum size of
lisave is printed if
and the function returns with
NE_INT_2.
- 25:
– IntegerInput
-
On entry: specifies the task to be performed by the ODE integrator.
- Normal computation of output values u at .
- One step and return.
- Stop at first internal integration point at or beyond .
- Normal computation of output values u at but without overshooting where is described under the argument algopt.
- Take one step in the time direction and return, without passing , where is described under the argument algopt.
Constraint:
, , , or .
- 26:
– IntegerInput
-
On entry: the level of trace information required from
nag_pde_parab_1d_fd_ode (d03phc) and the underlying ODE solver.
itrace may take the value
,
,
,
or
.
- No output is generated.
- Only warning messages from the PDE solver are printed.
- Output from the underlying ODE solver is printed. This output contains details of Jacobian entries, the nonlinear iteration and the time integration during the computation of the ODE system.
If , is assumed and similarly if , is assumed.
The advisory messages are given in greater detail as
itrace increases.
- 27:
– const char *Input
-
On entry: the name of a file to which diagnostic output will be directed. If
outfile is
NULL the diagnostic output will be directed to standard output.
- 28:
– Integer *Input/Output
-
On entry: indicates whether this is a continuation call or a new integration.
- Starts or restarts the integration in time.
- Continues the integration after an earlier exit from the function. In this case, only the arguments tout and fail should be reset between calls to nag_pde_parab_1d_fd_ode (d03phc).
Constraint:
or .
On exit: .
- 29:
– Nag_Comm *
-
The NAG communication argument (see
Section 3.3.1.1 in How to Use the NAG Library and its Documentation).
- 30:
– Nag_D03_Save *Communication Structure
-
saved must remain unchanged following a previous call to a
Chapter d03 function and prior to any subsequent call to a
Chapter d03 function.
- 31:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ACC_IN_DOUBT
-
Integration completed, but small changes in
atol or
rtol are unlikely to result in a changed solution.
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_FAILED_DERIV
-
In setting up the ODE system an internal auxiliary was unable to initialize the derivative. This could be due to your setting
in
pdedef or
bndary.
- NE_FAILED_START
-
atol and
rtol were too small to start integration.
- NE_FAILED_STEP
-
Error during Jacobian formulation for ODE system. Increase
itrace for further details.
Repeated errors in an attempted step of underlying ODE solver. Integration was successful as far as
ts:
.
Underlying ODE solver cannot make further progress from the point
ts with the supplied values of
atol and
rtol.
.
- NE_INCOMPAT_PARAM
-
On entry, and .
Constraint: or
- NE_INT
-
ires set to an invalid value in call to
pdedef,
bndary, or
odedef.
On entry, .
Constraint: or .
On entry, .
Constraint: , , , or .
On entry, .
Constraint: , , or .
On entry, .
Constraint: , or .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, on initial entry .
Constraint: on initial entry .
- NE_INT_2
-
On entry, corresponding elements and are both zero: and .
On entry,
lisave is too small:
. Minimum possible dimension:
.
On entry,
lrsave is too small:
. Minimum possible dimension:
.
On entry, and .
Constraint: when .
On entry, and .
Constraint: when .
When using the sparse option
lisave or
lrsave is too small:
,
.
- NE_INT_4
-
On entry, , , and .
Constraint: .
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
Serious error in internal call to an auxiliary. Increase
itrace for further details.
- NE_ITER_FAIL
-
In solving ODE system, the maximum number of steps has been exceeded. .
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
- NE_NOT_CLOSE_FILE
-
Cannot close file .
- NE_NOT_STRICTLY_INCREASING
-
On entry, , and .
Constraint: .
On entry, mesh points
x appear to be badly ordered:
,
,
and
.
- NE_NOT_WRITE_FILE
-
Cannot open file for writing.
- NE_REAL_2
-
On entry, at least one point in
xi lies outside
:
and
.
On entry, and .
Constraint: .
On entry, is too small:
and .
- NE_REAL_ARRAY
-
On entry, and .
Constraint: .
On entry, and .
Constraint: .
- NE_SING_JAC
-
Singular Jacobian of ODE system. Check problem formulation.
- NE_TIME_DERIV_DEP
-
Flux function appears to depend on time derivatives.
- NE_USER_STOP
-
In evaluating residual of ODE system,
has been set in
pdedef,
bndary, or
odedef. Integration is successful as far as
ts:
.
- NE_ZERO_WTS
-
Zero error weights encountered during time integration.
7
Accuracy
nag_pde_parab_1d_fd_ode (d03phc) controls the accuracy of the integration in the time direction but not the accuracy of the approximation in space. The spatial accuracy depends on both the number of mesh points and on their distribution in space. In the time integration only the local error over a single step is controlled and so the accuracy over a number of steps cannot be guaranteed. You should therefore test the effect of varying the accuracy arguments
atol and
rtol.
8
Parallelism and Performance
nag_pde_parab_1d_fd_ode (d03phc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_pde_parab_1d_fd_ode (d03phc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The argument specification allows you to include equations with only first-order derivatives in the space direction but there is no guarantee that the method of integration will be satisfactory for such systems. The position and nature of the boundary conditions in particular are critical in defining a stable problem. It may be advisable in such cases to reduce the whole system to first-order and to use the Keller box scheme function
nag_pde_parab_1d_keller_ode (d03pkc).
The time taken depends on the complexity of the parabolic system and on the accuracy requested. For a given system and a fixed accuracy it is approximately proportional to
neqn.
10
Example
This example provides a simple coupled system of one PDE and one ODE.
for
;
;
.
The left boundary condition at
is
The right boundary condition at
is
The initial conditions at
are defined by the exact solution:
and the coupling point is at
.
10.1
Program Text
Program Text (d03phce.c)
10.2
Program Data
None.
10.3
Program Results
Program Results (d03phce.r)