Implicit Problems (DAEs)

In the next sections we show how to use the solver IDA to solve an implicit ordinary differential equation (DAE) on the form,

\[0 = F(t,y,\dot{y}),\quad y(t_0) = y_0,\quad \dot{y}(t_0) = \dot{y_0}\]

Problem formulation

The problem consists of a residual function \(F\) together with initial values for the time, states and state derivatives. The residual takes as input time \(t\), state \(y\) and state derivative \(\dot{y}\) and returns a vector. This vector is a zero vector if the data corresponds to a point on the solution, i.e. consistent data, otherwise the data is inconsistent and the numerical solver attempts to change \(y\) and \(\dot{y}\) before proceeding in time \(t\).

The initial data should be consistent. Otherwise a numerical method might encounter problems at the start.

An example of a residual is shown below (Python):

import numpy as np

def residual(t,y,yd):

    res_0 = yd[0]-y[2]
    res_1 = yd[1]-y[3]
    res_2 = yd[2]+y[4]*y[0]
    res_3 = yd[3]+y[4]*y[1]+9.82
    res_4 = y[2]**2+y[3]**2-y[4]*(y[0]**2+y[1]**2)-y[1]*9.82

    return np.array([res_0,res_1,res_2,res_3,res_4])

The initial conditions to the residual need also to be specified:

#The initial conditions
t0  = 0.0 #Initial time
y0  = [1.0, 0.0, 0.0, 0.0, 0.0] #Initial states
yd0 = [0.0, 0.0, 0.0, -9.82, 0.0] #Initial state derivatives

All this is packed into an Assimulo problem class:

from assimulo.problem import Implicit_Problem #Imports the problem formulation from Assimulo

model = Implicit_Problem(residual, y0, yd0, t0) #Create an Assimulo problem = 'Pendulum'        #Specifies the name of problem (optional)

Creating an Assimulo solver instance

And now to create the actual solver object for SUNDIAL’s IDA:

from assimulo.solvers import IDA #Imports the solver IDA from Assimulo

sim = IDA(model)


To simulate the problem using the default values, simply specify the final time of the simulation and the number of communication points and simulate which returns the result:

tfinal = 10.0        #Specify the final time
ncp = 500            #Number of communication points (number of return points)

t, y, yd = sim.simulate(tfinal, ncp) #Use the .simulate method to simulate and provide the final time and ncp (optional)

This will give all sorts of information in the prompt, the statistics of the solver, how many function calls were needed, among others. Also information about the solver, which options the problem was solved with.

To plot the simulation result, plot functionality from pylab can be used:

#Plot the result

The plot is given below,


together with the statistics.

Final Run Statistics: Pendulum

 Number of Error Test Failures             = 30
 Number of F-Eval During Jac-Eval          = 385
 Number of Function Evaluations            = 1967
 Number of Jacobian Evaluations            = 77
 Number of Nonlinear Convergence Failures  = 0
 Number of Nonlinear Iterations            = 1967
 Number of Root Evaluations                = 0
 Number of Steps                           = 1443

Solver options:

 Solver                :  IDA (BDF)
 Maxord                :  5
 Suppress Alg          :  False
 Tolerances (absolute) :  1e-06
 Tolerances (relative) :  1e-06

Simulation interval    : 0.0 - 10.0 seconds.
Elapsed simulation time: 0.16 seconds.

For the complete example,