Examples

The following program solves the second-order nonlinear Van der Pol oscillator equation,

This can be converted into a first order system suitable for use with the library by introducing a separate variable for the velocity, @math{y = x'(t)},

The program begins by defining functions for these derivatives and their Jacobian,

#include <stdio.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_odeiv.h>

int
func (double t, const double y[], double f[],
      void *params)
{
  double mu = *(double *)params;
  f[0] = y[1];
  f[1] = -y[0] - mu*y[1]*(y[0]*y[0] - 1);
  return GSL_SUCCESS;
}

int
jac (double t, const double y[], double *dfdy, 
     double dfdt[], void *params)
{
  double mu = *(double *)params;
  gsl_matrix_view dfdy_mat 
    = gsl_matrix_view_array (dfdy, 2, 2);
  gsl_matrix * m = &dfdy_mat.matrix; 
  gsl_matrix_set (m, 0, 0, 0.0);
  gsl_matrix_set (m, 0, 1, 1.0);
  gsl_matrix_set (m, 1, 0, -2.0*mu*y[0]*y[1] - 1.0);
  gsl_matrix_set (m, 1, 1, -mu*(y[0]*y[0] - 1.0));
  dfdt[0] = 0.0;
  dfdt[1] = 0.0;
  return GSL_SUCCESS;
}

int
main (void)
{
  const gsl_odeiv_step_type * T 
    = gsl_odeiv_step_rk8pd;

  gsl_odeiv_step * s 
    = gsl_odeiv_step_alloc (T, 2);
  gsl_odeiv_control * c 
    = gsl_odeiv_control_y_new (1e-6, 0.0);
  gsl_odeiv_evolve * e 
    = gsl_odeiv_evolve_alloc (2);

  double mu = 10;
  gsl_odeiv_system sys = {func, jac, 2, &mu};

  double t = 0.0, t1 = 100.0;
  double h = 1e-6;
  double y[2] = { 1.0, 0.0 };

  gsl_ieee_env_setup();

  while (t < t1)
    {
      int status = gsl_odeiv_evolve_apply (e, c, s,
                                           &sys, 
                                           &t, t1,
                                           &h, y);

      if (status != GSL_SUCCESS)
          break;

      printf("%.5e %.5e %.5e\n", t, y[0], y[1]);
    }

  gsl_odeiv_evolve_free(e);
  gsl_odeiv_control_free(c);
  gsl_odeiv_step_free(s);
  return 0;
}

The main loop of the program evolves the solution from @math{(y, y') = (1, 0)} at @math{t=0} to @math{t=100}. The step-size @math{h} is automatically adjusted by the controller to maintain an absolute accuracy of @c{$10^{-6}$} @math{10^{-6}} in the function values y.

@image{vdp} Numerical solution of the Van der Pol oscillator equation using Prince-Dormand 8th order Runge-Kutta.

To obtain the values at regular intervals, rather than the variable spacings chosen by the control function, the main loop can be modified to advance the solution from one point to the next. For example, the following main loop prints the solution at the fixed points @math{t = 0, 1, 2, \dots, 100},

  for (i = 1; i <= 100; i++)
    {
      double ti = i * t1 / 100.0;

      while (t < ti)
        {
          gsl_odeiv_evolve_apply (e, c, s, 
                                  &sys, 
                                  &t, ti, &h,
                                  y);
        }
 
      printf("%.5e %.5e %.5e\n", t, y[0], y[1]);
    }