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title: "Numerical ODE Solver"
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  %\VignetteEncoding{UTF-8}
---

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[odeintr](https://github.com/thk686/odeintr) by Timothy H. Keitt is an R package for
integrating differential equations with the
[Boost odeint library](https://headmyshoulder.github.io/odeint-v2/).
It allows specifying the model in C++ code and compiling it on the fly with
Rcpp.

Here we provide an interface to the `odeintr` package, but

1. Use an intuitive way to specify the ODE model with symengine objects;
2. Use symengine's code generation functionality to generate the C++ source
   and compile with `odeintr`.

However, the interface is not stable and may subject to change in future.
This mainly serves an example of how to extend symengine and you are welcome
to check out the
[source code](https://github.com/symengine/symengine.R/blob/master/R/dxdt.R).

```{r}
library(symengine)
```

## Define ordinary differential equations with symengine

A ordinary differential equation could be constructed with `dxdt(x) == rhs`
where `x` and `rhs` will be converted to SymEngine's 'Basic' S4 object.
This works by defining a S4 method of `==` for the return type of `dxdt()`.

For example

```{r}
x <- Symbol("x")
a <- 3
eq <- dxdt(x) == a/(x + 1)
eq
```

## Define ODE system

`ODESystem` will take a list of ordinary differential equations,
generate C++ source code and compile on the fly with Rcpp.
The following is the Lorenz system.

```{r}
sigma <- 10
rho <- 28
beta <- 8/3
use_vars(x, y, z)
```

```{r}
lorenz_sys <- list(
    dxdt(x) == sigma * (y - x),
    dxdt(y) == (rho - z) * x - y,
    dxdt(z) == - beta * z + x * y
)
lorenz_sys <- ODESystem(lorenz_sys, method = "rk5_i")
```

The method argument is passed to `odeintr::compile_sys`.

## Get results

A S4 method of `predict` is defined to run the model with given
initial conditions, duration and step_size.

```{r}
res <- predict(lorenz_sys, init = c(x=1, y=1, z=1),
               duration = 100, step_size = 0.001, start = 0)
head(res)
```

```{r fig.height=5, fig.width=5}
plot(res[, c(2, 4)], type = 'l', col = "steelblue", main = "Lorenz Attractor")
```

## Van der Pol Oscillator

Example of Van der Pol oscillator from `odeintr` package.

```{r}
use_vars(x, y)
vdp_sys <- ODESystem(
    dxdt(x) == y,
    dxdt(y) == 2 * (1 - x * x) * y - x,
    method = "bsd" # Bulirsch-Stoer
)
res <- predict(vdp_sys, init = rep(1e-4, 2), duration = 100, step_size = 0.01)
```

```{r fig.height=5, fig.width=5}
oldpar <- par(mfrow = c(2, 2), mar = rep(0.5, 4), oma = rep(5, 4), xpd = NA)
make.plot <- function(xy, xlab = NA, ylab = NA)
  plot(xy, col = "steelblue", lwd = 2, type = "l",
       axes = FALSE, xlab = xlab, ylab = ylab)
plot.new()
make.plot(res[, c(3, 1)]); axis(3); axis(4)
make.plot(res[, c(1, 2)], "Time", "X1"); axis(1); axis(2)
make.plot(res[, c(3, 2)], "X2"); axis(1); axis(4)
title(main = "Van der Pol Oscillator", outer = TRUE)
par(oldpar)
```


