stan-dev / stan-dev/math

Analytic evolve functions (ODE)

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Description

From @betanalpha on May 21, 2015 12:55

In ODE models some components can be solved analytically such that some state components are given in closed form and some need to be solved numerically. To maintain code consistency in these models it would be nice to have a function that parallels integrate_ode but instead of calling an ODE solver to evolve the state just applies a user-defined function,

real[] evolve_state(function, y0, t0, ts, theta, x_r, x_i) {
  real y[size(y0), size(ts)];
  y[,0] = y0;
  for (n in 1:size(ts))
    y[,n] = function(y[,n - 1], ts[n], theta, x_r, x_i)
  return y;
}

Copied from original issue: stan-dev/stan#1456

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Research direction

Start by reading the existing integrate_ode entry point and the proposed evolve_state signature in this issue. Confirm how the function should apply user-defined state updates across ts while carrying y0, theta, x_r, and x_i; done means the requested analytic evolution behavior is implemented and verified by the relevant project tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
cpp
Domain
backend
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

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