Timeline for scipy.integrate.odeint: how can odeint access a parameter set that is evolving independently of it?
Current License: CC BY-SA 3.0
6 events
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| Oct 6, 2014 at 10:12 | comment | added | Geoff Oxberry |
@user89: The issue with your process, as I read it, is that it is discontinuous. Even if you were to remove the nondeterministic component (which I view as the more pressing issue right now, because the nondeterministic process seems to make it more of an SDE than an ODE), your right-hand side appears to be discontinuous. Since odeint calls LSODA, and LSODA expects continuously differentiable right-hand side functions, using odeint here is not going to work. (Nor will many other common methods.)
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| Oct 6, 2014 at 7:12 | comment | added | bzm3r | Geoff, what if the process was deterministic? I suppose then the argument could be made that there would be some way to model it using a DE rule? | |
| Oct 6, 2014 at 7:07 | vote | accept | bzm3r | ||
| Oct 5, 2014 at 22:02 | history | edited | Geoff Oxberry | CC BY-SA 3.0 |
Edit to add information specific to problem.
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| Oct 5, 2014 at 19:03 | comment | added | bzm3r | Hi! I put in a toy example in the main post, in order to better explain myself. Is it helpful? | |
| Oct 5, 2014 at 4:22 | history | answered | Geoff Oxberry | CC BY-SA 3.0 |