Non-autonomous systems

Non-autonomous systems#

Added in version 0.3.0.

All the ODE systems we have used in the examples thus far belong to the class of autonomous systems. That is, the time variable \(t\) never appears explicitly in the expressions of the ODEs. In this section, we will see how non-autonomous systems can be defined and integrated in heyoka.

The dynamical system we will be focusing on is, again, a pendulum, but this time we will spice things up a little by introducing a velocity-dependent damping effect and a time-dependent external forcing. These additional effects create a rich and complex dynamical picture which is highly sensitive to the initial conditions. See [Hub99] for a detailed analysis of this dynamical system.

The ODE system of the forced damped pendulum reads:

\[\begin{split}\begin{cases} x^\prime = v \\ v^\prime = \cos t - 0.1v - \sin(x) \end{cases}.\end{split}\]

The \(\cos t\) term represents a periodic time-dependent forcing, while \(-0.1v\) is a linear drag representing the effect of air on the pendulum’s bob. Following [Hub99], we take as initial conditions

\[\begin{split}\begin{cases} x\left( 0 \right) = 0 \\ v\left( 0 \right) = 1.85 \end{cases}.\end{split}\]

That is, the pendulum is initially in the vertical position with a positive velocity.

The time variable is represented in heyoka’s expression system by a special placeholder called, in a dizzying display of inventiveness, time. Because the name time is fairly common (e.g., time() is a function in the POSIX API), it is generally a good idea to prepend the namespace heyoka (or its abbreviation, hy) when using the time expression, in order to avoid ambiguities that could confuse the compiler. With that in mind, let’s look at how the forced damped pendulum is defined in heyoka:

    // Create the symbolic variables x and v.
    auto [x, v] = make_vars("x", "v");

    // Create the integrator object
    // in double precision.
    auto ta = taylor_adaptive<double>{// Definition of the ODE system:
                                      // x' = v
                                      // v' = cos(t) - 0.1*v - sin(x)
                                      {prime(x) = v, prime(v) = cos(hy::time) - .1 * v - sin(x)},
                                      // Initial conditions
                                      // for x and v.
                                      {0., 1.85},
                                      // Explicitly specify the
                                      // initial value for the time
                                      // variable.
                                      kw::time = 0.};

Note that, for the sake of completeness, we passed an explicit initial value for the time variable via the keyword argument kw::time. In this specific case, this is superfluous, as the default initial value for the time variable is already zero.

We can now integrate the system for a few time units, checking how the value of \(x\) varies in time:

    // Integrate for 50 time units, and print
    // the value of x every 2 time units.
    for (auto i = 0; i < 25; ++i) {
        ta.propagate_for(2.);
        std::cout << "x = " << ta.get_state()[0] << '\n';
    }

x = 3.49038
x = 5.93825
x = 7.30491
x = 8.12543
x = 5.12362
x = 0.979573
x = -0.90328
x = -0.127736
x = -0.773195
x = 1.8008
x = 2.71244
x = -1.00752
x = -1.55152
x = 1.60996
x = -0.880721
x = -0.970923
x = 2.35702
x = 0.0993313
x = -1.95449
x = 1.46416
x = 0.243313
x = -1.949
x = 1.55939
x = 1.21015
x = -2.06244

After an initial excursion to higher values for \(x\), the system seems to settle into a stable motion. Note that, because this system can exhibit chaotic behaviour, changing the initial conditions might lead to a qualitatively-different long-term behaviour.

Full code listing#

#include <iostream>

#include <heyoka/heyoka.hpp>

using namespace heyoka;
namespace hy = heyoka;

int main()
{
    // Create the symbolic variables x and v.
    auto [x, v] = make_vars("x", "v");

    // Create the integrator object
    // in double precision.
    auto ta = taylor_adaptive<double>{// Definition of the ODE system:
                                      // x' = v
                                      // v' = cos(t) - 0.1*v - sin(x)
                                      {prime(x) = v, prime(v) = cos(hy::time) - .1 * v - sin(x)},
                                      // Initial conditions
                                      // for x and v.
                                      {0., 1.85},
                                      // Explicitly specify the
                                      // initial value for the time
                                      // variable.
                                      kw::time = 0.};

    // Integrate for 50 time units, and print
    // the value of x every 2 time units.
    for (auto i = 0; i < 25; ++i) {
        ta.propagate_for(2.);
        std::cout << "x = " << ta.get_state()[0] << '\n';
    }
}
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