This is an archival dump of old wiki content --- see scipy.org for current material

This was sent in an email from Jesper Friis to the scipy-dev mailing list on 2006-03-06 titled "Test case for integrate/ode.py: banded systems"

I hope this is the correct place to post messages like this. Last Friday I submitted a small patch for integrate/ode.py making it working for banded systems. I have now successfully applied the solver to the banded example problem included in the cvode package. The attached script might both work as a test and as an example on how to solve banded systems.

I think, especially the following comment considering the Jacobian might be of general interest:

```    # The Jacobian.
# For banded systems this function returns a matrix pd of
# size ml+mu*2+1 by neq containing the partial derivatives
# df[k]/du[u]. Here f is the right hand side function in
# udot=f(t,u), ml and mu are the lower and upper half bandwidths
# and neq the number of equations.  The derivatives df[k]/du[l]
# the rows of pd from top down (fortran indexing).
#
# Confusingly, the number of rows VODE expect is not ml+mu+1, but
# given by a parameter nrowpd, which unfortunately is left out in
# the python interface. However, it seems that VODE expect that
# nrowpd = ml+2*mu+1. E.g. for our system with ml=mu=5 VODE expect
# 16 rows. Fortunately the f2py interface prints out an error if
# the number of rows is wrong, so as long ml and mu are known in
# beforehand one can always determine nrowpd by trial and error...
```

Regards /Jesper

```#!/usr/bin/env python

# Test provided provided by Jesper Friis, <jesper.friis@material.ntnu.no>

from scipy import arange,zeros,exp
from scipy.integrate import ode

def test_ode_banded():
"""Banded example copied from CVODE.

The following is a simple example problem with a banded Jacobian,
with the program for its solution by CVODE.
The problem is the semi-discrete form of the advection-diffusion
equation in 2-D:
du/dt = d2 u / dx2 + 0.5 du/dx + d2 u / dy2
on the rectangle 0 <= x <= 2, 0 <= y <= 1, and the time
interval 0 <= t <= 1.  Homogeneous Dirichlet boundary conditions
are posed, and the initial condition is
u(x,y,t=0) = x(2-x)y(1-y)exp(5xy) .
The PDE is discretized on a uniform MX+2 by MY+2 grid with
central differencing, and with boundary values eliminated,
leaving an ODE system of size NEQ = MX*MY.

Assuming that MY < MX a minimum bandwidth banded system can be
constructed by arranging the grid points along columns. This
results in the lower and upper bandwidths ml = mu = MY.

This function solves the problem with the BDF method, Newton
iteration with the VODE band linear solver, and a user-supplied
Jacobian routine. It uses scalar relative and absolute tolerances.
Output is printed at t = 0., .1, .2, ..., 1.
"""
# Some constants
xmax = 2.0              # domain boundaries
ymax = 1.0
mx = 10                 # mesh dimensions
my = 5
dx = xmax/(mx+1.)       # grid spacing
dy = ymax/(my+1.)
neq = mx*my             # number of equations
mu = my                 # half bandwidths
ml = my
atol = 1.e-5            # scalar absolute tolerance
nrowpd = ml+2*mu+1      # number of rows in storage of banded Jacobian
x = dx*(arange(mx)+1.0) # inner grid points
y = dy*(arange(my)+1.0)
t = 0.1*arange(11)      # the times we want to print the solution

# The right hand side function in udot = f(t,u)
def f(t,u):
for j in range(mx):
for i in range(my):
# Get index of gridpoint i,j in u and udot
k = j*my+i
# Extract u at x_j, y_i and four neighboring points
ult = urt = uup = udn = 0.0
uij = u[k]
if j>0:    ult = u[k-my]
if j<mx-1: urt = u[k+my]
if i>0:    uup = u[k-1]
if i<my-1: udn = u[k+1]
hdiff = (ult - 2.0*uij + urt)/(dx*dx)
vdiff = (uup - 2.0*uij + udn)/(dy*dy)
udot[j*my+i] = hdiff + hadv + vdiff
return udot

# The Jacobian.
# For banded systems this function returns a matrix pd of
# size ml+mu*2+1 by neq containing the partial derivatives
# df[k]/du[u]. Here f is the right hand side function in
# udot=f(t,u), ml and mu are the lower and upper half bandwidths
# and neq the number of equations.  The derivatives df[k]/du[l]
# the rows of pd from top down (fortran indexing).
#
# Confusingly, the number of rows VODE expect is not ml+mu+1, but
# given by a parameter nrowpd, which unfortunately is left out in
# the python interface. However, it seems that VODE expect that
# nrowpd = ml+2*mu+1. E.g. for our system with ml=mu=5 VODE expect
# 16 rows. Fortunately the f2py interface prints out an error if
# the number of rows is wrong, so as long ml and mu are known in
# beforehand one can always determine nrowpd by trial and error...
def jac(t,u):
# The components of u that f[i,j] = udot_ij depends on are:
# u[i,j], u[i,j-1], u[i,j+1], u[i-1,j] and u[i+1,j], with
#   df[i,j]/du[i,j]   = -2 (1/dx2 + 1/dy2),          l=k
#   df[i,j]/du[i,j-1] = 1/dx2 - .25/dx,       j>0,    l=k-my
#   df[i,j]/du[i,j+1] = 1/dx2 + .25/dx,       j<MX-1, l=k+my
#   df[i,j]/du[i-1,j] = 1/dy2                 i>0,    l=k-1
#   df[i,j]/du[i+1,j] = 1/dy2                 i<MY-1, l=k+1
# where k=j*my+i.
for j in range(mx):
for i in range(my):
k = j*my+i
pd[mu,k] = -2.0*(1.0/(dx*dx) + 1.0/(dy*dy))
if j > 0:    pd[mu-my,k] = 1.0/(dx*dx) + 0.25/dx
if j < mx-1: pd[mu+my,k] = 1.0/(dx*dx) + 0.25/dx
if i > 0:    pd[mu-1,k]  = 1.0/(dy*dy)
if k < my-1: pd[mu+1,k]  = 1.0/(dy*dy)
return pd

# Initial value
u = zeros(neq,float)
for j in range(mx):
u[j*my:(j+1)*my] = x[j]*(xmax - x[j])*y*(ymax - y)*exp(5*x[j]*y)

# Allocate global work arrays pd and udot
pd   = zeros((nrowpd,neq),float)
udot = zeros(neq,float)

# Solve the problem
print "2-D advection-diffusion equation, mesh dimensions =%3d %3d" %(mx,my)
print "Banded solution, bandwidth = %d" % (ml+mu+1)
r = ode(f, jac)
r.set_integrator('vode',atol=atol,lband=ml,uband=mu,method='bdf')
r.set_initial_value(u, t=t[0])
print 'At t=%4.2f    max.norm(u) = %-12.4e'%(r.t, max(u))
for tout in t[1:]:
u = r.integrate(tout)
print 'At t=%4.2f    max.norm(u) = %-12.4e'%(r.t, max(u))
if not r.successful():
print "An error occurred during integration"
break

test_ode_banded()
```

SciPy: Developer_Zone/Recipes/ODE_Integration_on_Banded_Systems (last edited 2015-10-24 17:48:24 by anonymous)