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ODE solvers and constraints


From: Janmaat, John
Subject: ODE solvers and constraints
Date: Mon, 17 Nov 2008 10:00:20 -0800

Hello,

I'm trying to reverse shoot a solution to an ODE system.  The paths
eventually leave a space I am interested in, but I don't know when.  As
such, using lsode runs into problems if one or more of the variables
explode before the time periods provided are exhausted.

I have read about other ODE solvers which permit constraints to be
tested along the way.  This would work in my situation, as I would test
to see if the variables are outside of a range of interest, and if yes,
stop the evaluation.  Does such an ODE solver exist for Octave?

Thanks,

John.
-- 
=========================
John Janmaat, Assistant Professor of Economics
IK Barber School of Arts and Sciences (Unit 6)
University of British Columbia Okanagan
3333 University Way, Kelowna, BC, V1V 1V7
Canada


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