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Integrate-system integrates the system

y_k^^ = f_k(y_1, y_2, ..., y_n), k = 1, ..., n

of differential equations with the method of Runge-Kutta.

The parameter system-derivative is a function that takes a system state (a vector of values for the state variables y_1, ..., y_n) and produces a system derivative (the values y_1^^, ...,y_n^^). The parameter initial-state provides an initial system state, and h is an initial guess for the length of the integration step.

The value returned by integrate-system is an infinite stream of system states.

     (define integrate-system
       (lambda (system-derivative initial-state h)
         (let ((next (runge-kutta-4 system-derivative h)))
           (letrec ((states
                     (cons initial-state
                           (delay (map-streams next

Runge-Kutta-4 takes a function, f, that produces a system derivative from a system state. Runge-Kutta-4 produces a function that takes a system state and produces a new system state.

     (define runge-kutta-4
       (lambda (f h)
         (let ((*h (scale-vector h))
               (*2 (scale-vector 2))
               (*1/2 (scale-vector (/ 1 2)))
               (*1/6 (scale-vector (/ 1 6))))
           (lambda (y)
             ;; y is a system state
             (let* ((k0 (*h (f y)))
                    (k1 (*h (f (add-vectors y (*1/2 k0)))))
                    (k2 (*h (f (add-vectors y (*1/2 k1)))))
                    (k3 (*h (f (add-vectors y k2)))))
               (add-vectors y
                 (*1/6 (add-vectors k0
                                    (*2 k1)
                                    (*2 k2)
     (define elementwise
       (lambda (f)
         (lambda vectors
             (vector-length (car vectors))
             (lambda (i)
               (apply f
                      (map (lambda (v) (vector-ref  v i))
     (define generate-vector
       (lambda (size proc)
         (let ((ans (make-vector size)))
           (letrec ((loop
                     (lambda (i)
                       (cond ((= i size) ans)
                              (vector-set! ans i (proc i))
                              (loop (+ i 1)))))))
             (loop 0)))))
     (define add-vectors (elementwise +))
     (define scale-vector
       (lambda (s)
         (elementwise (lambda (x) (* x s)))))

Map-streams is analogous to map: it applies its first argument (a procedure) to all the elements of its second argument (a stream).

     (define map-streams
       (lambda (f s)
         (cons (f (head s))
               (delay (map-streams f (tail s))))))

Infinite streams are implemented as pairs whose car holds the first element of the stream and whose cdr holds a promise to deliver the rest of the stream.

     (define head car)
     (define tail
       (lambda (stream) (force (cdr stream))))

The following illustrates the use of integrate-system in integrating the system
C dv_C / dt = -i_L - v_C / R
L di_L / dt = v_C

which models a damped oscillator.

     (define damped-oscillator
       (lambda (R L C)
         (lambda (state)
           (let ((Vc (vector-ref state 0))
                 (Il (vector-ref state 1)))
             (vector (- 0 (+ (/ Vc (* R C)) (/ Il C)))
                     (/ Vc L))))))
     (define the-states
          (damped-oscillator 10000 1000 .001)
          '#(1 0)