R Language => Lösen von ODEs in R

Syntax

ode (y, times, func, parms, method, ...)

Parameter

Parameter	Einzelheiten
y	(benannter) numerischer Vektor: die ursprünglichen (Zustands-) Werte für das ODE-System
mal	Zeitfolge, für die Ausgabe gewünscht wird; Der erste Wert der Zeiten muss die Anfangszeit sein
func	Name der Funktion, die die Werte der Ableitungen im ODE-System berechnet
Parms	(benannter) numerischer Vektor: an func übergebene Parameter
Methode	Der zu verwendende Integrator ist standardmäßig: lsoda

Bemerkungen

Beachten Sie, dass die Änderungsrate in derselben Reihenfolge wie die Angabe der Zustandsvariablen zurückgegeben werden muss. Im Beispiel "Das Lorenz-Modell" bedeutet dies, dass in der Funktion "Lorenz" der Befehl steht

return(list(c(dX, dY, dZ)))

hat die gleiche Reihenfolge wie die Definition der Zustandsvariablen

yini <- c(X = 1, Y = 1, Z = 1)

Das Lorenz-Modell

Das Lorenz-Modell beschreibt die Dynamik der drei Zustandsvariablen X, Y und Z. Die Modellgleichungen sind:

$\frac{dX}{dt} = a \cdot X + Y \cdot Z$

$\frac{dY}{dt} = b \cdot (Y-Z)$

$\frac{dZ}{dT} = - X \cdot Y + c \cdot Y - Z$

Die Anfangsbedingungen sind:

$X(0) = Y(0) = Z(0) = 1$

und a, b und c sind drei Parameter mit

$a = -8/3$

$b = -10$

$c = 28$

library(deSolve)

## -----------------------------------------------------------------------------
## Define R-function
## ----------------------------------------------------------------------------    

Lorenz <- function (t, y, parms) {
  with(as.list(c(y, parms)), {
    dX <- a * X + Y * Z
    dY <- b * (Y - Z)
    dZ <- -X * Y + c * Y - Z

    return(list(c(dX, dY, dZ)))
  })
}

## -----------------------------------------------------------------------------
## Define parameters and variables
## -----------------------------------------------------------------------------

parms <- c(a = -8/3, b = -10, c = 28)
yini <- c(X = 1, Y = 1, Z = 1)
times <- seq(from = 0, to = 100, by = 0.01)


## -----------------------------------------------------------------------------
## Solve the ODEs
## -----------------------------------------------------------------------------

out <- ode(y = yini, times = times, func = Lorenz, parms = parms)

## -----------------------------------------------------------------------------
## Plot the results
## -----------------------------------------------------------------------------

plot(out, lwd = 2)
plot(out[,"X"], out[,"Y"], 
     type = "l", xlab = "X",
     ylab = "Y", main = "butterfly")

Lotka-Volterra oder: Beute gegen Raubtier

library(deSolve)    

## -----------------------------------------------------------------------------
## Define R-function
## -----------------------------------------------------------------------------   

LV <- function(t, y, parms) {
    with(as.list(c(y, parms)), {
  
        dP <- rG * P * (1 - P/K) - rI * P * C
        dC <- rI * P * C * AE - rM * C
            
        return(list(c(dP, dC), sum = C+P))
    })
}

## -----------------------------------------------------------------------------
## Define parameters and variables
## -----------------------------------------------------------------------------

parms <- c(rI = 0.2, rG = 1.0, rM = 0.2, AE = 0.5, K = 10)
yini <- c(P = 1, C = 2)
times <- seq(from = 0, to = 200, by = 1)

## -----------------------------------------------------------------------------
## Solve the ODEs
## -----------------------------------------------------------------------------

out <- ode(y = yini, times = times, func = LV, parms = parms)

## -----------------------------------------------------------------------------
## Plot the results
## -----------------------------------------------------------------------------

matplot(out[ ,1], out[ ,2:4], type = "l", xlab = "time", ylab = "Conc",
        main = "Lotka-Volterra", lwd = 2)
legend("topright", c("prey", "predator", "sum"), col = 1:3, lty = 1:3)

ODEs in kompilierten Sprachen - Definition in R

library(deSolve)

## -----------------------------------------------------------------------------
## Define parameters and variables
## -----------------------------------------------------------------------------

eps <- 0.01; 
M <- 10
k <- M * eps^2/2
L <- 1 
L0 <- 0.5 
r <- 0.1 
w <- 10 
g <- 1

parameter <- c(eps = eps, M = M, k = k, L = L, L0 = L0, r = r, w = w, g = g)

yini <- c(xl = 0, yl = L0, xr = L, yr = L0,
          ul = -L0/L, vl = 0,
          ur = -L0/L, vr = 0,
          lam1 = 0, lam2 = 0)


times <- seq(from = 0, to = 3, by = 0.01)

## -----------------------------------------------------------------------------
## Define R-function
## -----------------------------------------------------------------------------

caraxis_R <- function(t, y, parms) {
  with(as.list(c(y, parms)), {

    yb <- r * sin(w * t)
    xb <- sqrt(L * L - yb * yb)
    Ll <- sqrt(xl^2 + yl^2)
    Lr <- sqrt((xr - xb)^2 + (yr - yb)^2)

    dxl <- ul; dyl <- vl; dxr <- ur; dyr <- vr

    dul  <- (L0-Ll) * xl/Ll      + 2 * lam2 * (xl-xr) + lam1*xb
    dvl  <- (L0-Ll) * yl/Ll      + 2 * lam2 * (yl-yr) + lam1*yb - k * g

    dur  <- (L0-Lr) * (xr-xb)/Lr - 2 * lam2 * (xl-xr)
    dvr  <- (L0-Lr) * (yr-yb)/Lr - 2 * lam2 * (yl-yr) - k * g

    c1   <- xb * xl + yb * yl
    c2   <- (xl - xr)^2 + (yl - yr)^2 - L * L

    return(list(c(dxl, dyl, dxr, dyr, dul, dvl, dur, dvr, c1, c2)))
  })
}

ODEs in kompilierten Sprachen - Definition in C

sink("caraxis_C.c")
cat("
/* suitable names for parameters and state variables */

#include <R.h>
#include <math.h> 
static double parms[8];

#define eps parms[0]
#define m   parms[1]
#define k   parms[2]
#define L   parms[3]
#define L0  parms[4]
#define r   parms[5]
#define w   parms[6]
#define g   parms[7]

/*----------------------------------------------------------------------
 initialising the parameter common block
----------------------------------------------------------------------
*/
void init_C(void (* daeparms)(int *, double *)) {
  int N = 8;
  daeparms(&N, parms);
    }
/* Compartments */

#define xl y[0]
#define yl y[1]
#define xr y[2]
#define yr y[3]
#define lam1 y[8]
#define lam2 y[9]

/*----------------------------------------------------------------------
 the residual function
----------------------------------------------------------------------
*/
void caraxis_C (int *neq, double *t, double *y, double *ydot, 
              double *yout, int* ip)
{
  double yb, xb, Lr, Ll;

  yb  = r * sin(w * *t) ;
  xb  = sqrt(L * L - yb * yb);
  Ll  = sqrt(xl * xl + yl * yl) ;
  Lr  = sqrt((xr-xb)*(xr-xb) + (yr-yb)*(yr-yb));

  ydot[0] = y[4];
  ydot[1] = y[5];
  ydot[2] = y[6];
  ydot[3] = y[7];

  ydot[4] = (L0-Ll) * xl/Ll + lam1*xb + 2*lam2*(xl-xr)    ;
  ydot[5] = (L0-Ll) * yl/Ll + lam1*yb + 2*lam2*(yl-yr) - k*g;
  ydot[6] = (L0-Lr) * (xr-xb)/Lr      - 2*lam2*(xl-xr)       ;
  ydot[7] = (L0-Lr) * (yr-yb)/Lr      - 2*lam2*(yl-yr) - k*g   ;

  ydot[8]  = xb * xl + yb * yl;
  ydot[9]  = (xl-xr) * (xl-xr) + (yl-yr) * (yl-yr) - L*L;

}
", fill = TRUE)
sink()
system("R CMD SHLIB caraxis_C.c")
dyn.load(paste("caraxis_C", .Platform$dynlib.ext, sep = ""))
dllname_C <- dyn.load(paste("caraxis_C", .Platform$dynlib.ext, sep = ""))[[1]]

ODEs in kompilierten Sprachen - Definition in Fortran

sink("caraxis_fortran.f")
cat("
c----------------------------------------------------------------
c Initialiser for parameter common block
c----------------------------------------------------------------
       subroutine init_fortran(daeparms)

        external daeparms
        integer, parameter :: N = 8
        double precision parms(N)
        common /myparms/parms

        call daeparms(N, parms)
        return
        end

c----------------------------------------------------------------
c rate of change
c----------------------------------------------------------------
        subroutine caraxis_fortran(neq, t, y, ydot, out, ip)
        implicit none
        integer          neq, IP(*)
        double precision t, y(neq), ydot(neq), out(*)
        double precision eps, M, k, L, L0, r, w, g
        common /myparms/ eps, M, k, L, L0, r, w, g

        double precision xl, yl, xr, yr, ul, vl, ur, vr, lam1, lam2
        double precision yb, xb, Ll, Lr, dxl, dyl, dxr, dyr
        double precision dul, dvl, dur, dvr, c1, c2

c expand state variables 
         xl = y(1)
         yl = y(2)
         xr = y(3) 
         yr = y(4) 
         ul = y(5) 
         vl = y(6) 
         ur = y(7) 
         vr = y(8) 
         lam1 = y(9) 
         lam2 = y(10)

         yb = r * sin(w * t)
         xb = sqrt(L * L - yb * yb)
         Ll = sqrt(xl**2 + yl**2)
         Lr = sqrt((xr - xb)**2 + (yr - yb)**2)
    
         dxl = ul
         dyl = vl
         dxr = ur
         dyr = vr
    
         dul = (L0-Ll) * xl/Ll      + 2 * lam2 * (xl-xr) + lam1*xb
         dvl = (L0-Ll) * yl/Ll      + 2 * lam2 * (yl-yr) + lam1*yb - k*g
         dur = (L0-Lr) * (xr-xb)/Lr - 2 * lam2 * (xl-xr)
         dvr = (L0-Lr) * (yr-yb)/Lr - 2 * lam2 * (yl-yr) - k*g
    
         c1  = xb * xl + yb * yl
         c2  = (xl - xr)**2 + (yl - yr)**2 - L * L
    
c function values in ydot
         ydot(1)  = dxl
         ydot(2)  = dyl
         ydot(3)  = dxr
         ydot(4)  = dyr
         ydot(5)  = dul
         ydot(6)  = dvl
         ydot(7)  = dur
         ydot(8)  = dvr
         ydot(9)  = c1
         ydot(10) = c2
        return
        end
", fill = TRUE)

sink()
system("R CMD SHLIB caraxis_fortran.f")
dyn.load(paste("caraxis_fortran", .Platform$dynlib.ext, sep = ""))
dllname_fortran <- dyn.load(paste("caraxis_fortran", .Platform$dynlib.ext, sep = ""))[[1]]

ODEs in kompilierten Sprachen - ein Benchmark-Test

Wenn Sie den Code in den drei Beispielen zuvor kompiliert und geladen haben (ODEs in kompilierten Sprachen - Definition in R, ODEs in kompilierten Sprachen - Definition in C und ODEs in kompilierten Sprachen - Definition in Fortran), können Sie einen Benchmark-Test durchführen.

library(microbenchmark)

R <- function(){
  out <- ode(y = yini, times = times, func = caraxis_R,
             parms = parameter)
}


C <- function(){
  out <- ode(y = yini, times = times, func = "caraxis_C",
             initfunc = "init_C", parms = parameter,
             dllname = dllname_C)
}

fortran <- function(){
  out <- ode(y = yini, times = times, func = "caraxis_fortran",
             initfunc = "init_fortran", parms = parameter, 
             dllname = dllname_fortran)
}

Prüfen Sie, ob die Ergebnisse gleich sind:

all.equal(tail(R()), tail(fortran()))
all.equal(R()[,2], fortran()[,2])
all.equal(R()[,2], C()[,2])

Machen Sie einen Benchmark (Hinweis: An Ihrer Maschine sind die Zeiten natürlich unterschiedlich):

bench <- microbenchmark::microbenchmark(
  R(), 
  fortran(),
  C(),
  times = 1000
)

summary(bench)

     expr         min        lq       mean     median         uq        max neval cld
      R()   31508.928 33651.541 36747.8733 36062.2475 37546.8025 132996.564  1000   b
fortran()     570.674   596.700   686.1084   637.4605   730.1775   4256.555  1000  a 
      C()     562.163   590.377   673.6124   625.0700   723.8460   5914.347  1000  a

Wir sehen deutlich, dass R im Gegensatz zu der Definition in C und Fortran langsam ist. Für große Modelle lohnt es sich, das Problem in eine kompilierte Sprache zu übersetzen. Das Paket cOde ist eine Möglichkeit, ODEs von R nach C zu übersetzen.

Modified text is an extract of the original Stack Overflow Documentation

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R Language
Lösen von ODEs in R

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