timelags: Time Lagged Values of State Variables and Derivatives.

Description

Functions lagvalue and lagderiv provide access to past (lagged) values of state variables and derivatives.

They are to be used with function dede, to solve delay differential equations.

Usage

lagvalue(t, nr)
lagderiv(t, nr)

Arguments

the time for which the lagged value is wanted; this should be no larger than the current simulation time and no smaller than the initial simulation time.

the number of the lagged value; if NULL then all state variables or derivatives are returned.

Value

a scalar (or vector) with the lagged value(s).

Details

The lagvalue and lagderiv can only be called during the integration, the lagged time should not be smaller than the initial simulation time, nor should it be larger than the current simulation time.

Cubic Hermite interpolation is used to obtain an accurate interpolant at the requested lagged time.

Examples

Run this code

# NOT RUN {
## =============================================================================
## exercise 6 from Shampine and Thompson, 2000
## solving delay differential equations with dde23
##
## two lag values
## =============================================================================

##-----------------------------
## the derivative function
##-----------------------------
derivs <- function(t, y, parms) { 
  History <- function(t) c(cos(t), sin(t))
  if (t < 1)
    lag1 <- History(t - 1)[1]    
  else 
    lag1 <- lagvalue(t - 1)[1] # returns a vector; select first element

  if (t < 2)
    lag2 <- History(t - 2)[2]
  else 
    lag2 <- lagvalue(t - 2,2) # faster than lagvalue(t - 2)[2]

  dy1 <- lag1 * lag2
  dy2 <- -y[1] * lag2
  
  list(c(dy1, dy2), lag1 = lag1, lag2 = lag2)
}

##-----------------------------
## parameters
##-----------------------------

r <- 3.5; m <- 19

##-----------------------------
## initial values and times
##-----------------------------

yinit <- c(y1 = 0, y2 = 0)
times <- seq(0, 20, by = 0.01)

##-----------------------------
## solve the model  
##-----------------------------

yout <- dede(y = yinit, times = times, func = derivs,
  parms = NULL, atol = 1e-9)

##-----------------------------
## plot results
##-----------------------------

plot(yout, type = "l", lwd = 2)

## =============================================================================
## The predator-prey model with time lags, from Hale
## problem 1 from Shampine and Thompson, 2000
## solving delay differential equations with dde23
##
## a vector with lag valuess
## =============================================================================

##-----------------------------
## the derivative function
##-----------------------------
predprey <- function(t, y, parms) {
  tlag <- t - 1
  if (tlag < 0)
    ylag <- c(80, 30)
  else 
    ylag <- lagvalue(tlag)  # returns a vector
  
  dy1 <- a * y[1] * (1 - y[1]/m) + b * y[1] * y[2]
  dy2 <- c * y[2] + d * ylag[1] * ylag[2]
  list(c(dy1, dy2))
}

##-----------------------------
## parameters
##-----------------------------

a <- 0.25; b <- -0.01; c <- -1 ; d <- 0.01; m <- 200

##-----------------------------
## initial values and times
##-----------------------------

yinit <- c(y1 = 80, y2 = 30)
times <- seq(0, 100, by = 0.01)

#-----------------------------
# solve the model  
#-----------------------------

yout <- dede(y = yinit, times = times, func = predprey, parms = NULL)

##-----------------------------
## display, plot results
##-----------------------------

plot(yout, type = "l", lwd = 2, main = "Predator-prey model", mfrow = c(2, 2))
plot(yout[,2], yout[,3], xlab = "y1", ylab = "y2", type = "l", lwd = 2)

diagnostics(yout)

## =============================================================================
##
## A neutral delay differential equation (lagged derivative)   
##  y't = -y'(t-1), y(t) t < 0 = 1/t
##
## =============================================================================

##-----------------------------
## the derivative function
##-----------------------------
derivs <- function(t, y, parms) {
  tlag <- t - 1
  if (tlag < 0)
    dylag <- -1
  else
    dylag <- lagderiv(tlag)

  list(c(dy = -dylag), dylag = dylag)
}

##-----------------------------
## initial values and times
##-----------------------------

yinit <- 0
times <- seq(0, 4, 0.001)

##-----------------------------
## solve the model  
##-----------------------------

yout <- dede(y = yinit, times = times, func = derivs, parms = NULL)

##-----------------------------
## display, plot results
##-----------------------------

plot(yout, type = "l", lwd = 2)
# }