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name = "DiffEqUncertainty" | ||
uuid = "ef61062a-5684-51dc-bb67-a0fcdec5c97d" | ||
authors = ["Chris Rackauckas <[email protected]>"] | ||
version = "v1.2.0" | ||
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[deps] | ||
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e" | ||
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[compat] | ||
julia = "1" | ||
DiffEqBase = "6" | ||
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[extras] | ||
DiffEqProblemLibrary = "a077e3f3-b75c-5d7f-a0c6-6bc4c8ec64a9" | ||
OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed" | ||
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40" | ||
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[targets] | ||
test = ["DiffEqProblemLibrary", "Test", "OrdinaryDiffEq"] |
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using DiffEqUncertainty, DiffEqBase, OrdinaryDiffEq, DiffEqProblemLibrary, DiffEqMonteCarlo | ||
using DiffEqUncertainty, DiffEqBase, OrdinaryDiffEq, DiffEqProblemLibrary | ||
using Test | ||
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using ParameterizedFunctions | ||
g = @ode_def_bare LorenzExample begin | ||
dx = σ*(y-x) | ||
dy = x*(ρ-z) - y | ||
dz = x*y - β*z | ||
end σ ρ β | ||
function g(du,u,p,t) | ||
σ,ρ,β = p | ||
x,y,z = u | ||
du[1] = σ*(y-x) | ||
du[2] = x*(ρ-z) - y | ||
du[3] = x*y - β*z | ||
end | ||
u0 = [1.0;0.0;0.0] | ||
tspan = (0.0,10.0) | ||
p = [10.0,28.0,8/3] | ||
prob = ODEProblem(g,u0,tspan,p) | ||
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cb = ProbIntsUncertainty(1e4,5) | ||
solve(prob,Tsit5()) | ||
monte_prob = MonteCarloProblem(prob) | ||
sim = solve(monte_prob,Tsit5(),num_monte=10,callback=cb,adaptive=false,dt=1/10) | ||
monte_prob = EnsembleProblem(prob) | ||
sim = solve(monte_prob,Tsit5(),trajectories=10,callback=cb,adaptive=false,dt=1/10) | ||
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#using Plots; plotly(); plot(sim,vars=(0,1),linealpha=0.4) | ||
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fitz = @ode_def_nohes FitzhughNagumo begin | ||
dV = 3.0*(V - V^3/3 + R) | ||
dR = -(1/3.0)*(V - 0.2 - 0.2*R) | ||
function fitz(du,u,p,t) | ||
V,R = u | ||
du[1] = 3.0*(V - V^3/3 + R) | ||
du[2] = -(1/3.0)*(V - 0.2 - 0.2*R) | ||
end | ||
u0 = [-1.0;1.0] | ||
tspan = (0.0,20.0) | ||
prob = ODEProblem(fitz,u0,tspan) | ||
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cb = ProbIntsUncertainty(0.1,1) | ||
sol = solve(prob,Euler(),dt=1/10) | ||
monte_prob = MonteCarloProblem(prob) | ||
sim = solve(monte_prob,Euler(),num_monte=100,callback=cb,adaptive=false,dt=1/10) | ||
monte_prob = EnsembleProblem(prob) | ||
sim = solve(monte_prob,Euler(),trajectories=100,callback=cb,adaptive=false,dt=1/10) | ||
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#using Plots; plotly(); plot(sim,vars=(0,1),linealpha=0.4) | ||
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cb = AdaptiveProbIntsUncertainty(5) | ||
sol = solve(prob,Tsit5()) | ||
monte_prob = MonteCarloProblem(prob) | ||
sim = solve(monte_prob,Tsit5(),num_monte=100,callback=cb,abstol=1e-3,reltol=1e-1) | ||
monte_prob = EnsembleProblem(prob) | ||
sim = solve(monte_prob,Tsit5(),trajectories=100,callback=cb,abstol=1e-3,reltol=1e-1) | ||
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#using Plots; plotly(); plot(sim,vars=(0,1),linealpha=0.4) |