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 Post subject: odesolver
PostPosted: Fri Jun 11, 2010 7:44 pm 
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Joined: Fri Jun 11, 2010 7:41 pm
Posts: 2
Can U please tell me how to run odesolver in VBA from Excel?

Thanks!


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 Post subject: Re: odesolver
PostPosted: Sun Jun 13, 2010 11:55 am 
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Joined: Sun May 16, 2010 11:42 pm
Posts: 63
The basics are in the code below; I'll post more details and some examples on my blog in the next few days:

Code:
' Dimension an array for the results
ReDim YA2(0 To M - 1, 0 To N - 1)

' Set up the "State" object to transfer data between the AlgLib code and your code to evealuate the differential equations
' See AlgLib code comments or manual for more details
Call ODESolverRKCK(YA(), N, XA2, M, Eps, Step, State)

' Loop through ODESolver and evaluation of DE until all steps have converged
Rtn = True
Do While Rtn = True
Rtn = ODESolverIteration(State)
' Either hard code evaluation of the Diff Equn(s) or call a VBA function with the name specefied in FuncName as shown below
State.DY = Application.Run(FuncName, State.X, State.Y, CoeffA)
Loop

' Extract the results array from the State function
Call ODESolverResults(State, M, XA2, YA2, Rep)
ODE = YA2


A typical simple function to evaluate the Dif Equn is shown below:

Code:
Function ODEFunc1(X As Double, Y As Variant, CoeffA As Variant) As Variant
Dim ResA(0 To 0) As Double
ResA(0) = CoeffA(1, 1) * Y(0)
ODEFunc1 = ResA
End Function


To call that function insert the line:
FuncName = "ODEFunc1"

Note that Y, CoeffA and the function return value are dimensioned as variants because they may contain 1 or more values.

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Doug Jenkins
http://newtonexcelbach.wordpress.com/


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 Post subject: Re: odesolver
PostPosted: Sun Jun 13, 2010 12:19 pm 
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Joined: Fri Jun 11, 2010 7:41 pm
Posts: 2
Thanks!

By the way, nice blog.


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 Post subject: Re: odesolver
PostPosted: Fri Jun 18, 2010 3:02 am 
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Joined: Sun May 16, 2010 11:42 pm
Posts: 63
I have now posted details of running the AlgLib ODE solver routine via an Excel UDF here:

http://newtonexcelbach.wordpress.com/20 ... ith-excel/

The post includes a link to a download file, including all the necessary code and the five examples shown.

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Doug Jenkins
http://newtonexcelbach.wordpress.com/


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 Post subject: Re: odesolver
PostPosted: Wed Jun 30, 2010 8:46 am 
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Joined: Wed Jun 30, 2010 8:39 am
Posts: 2
Hi,

Great code!

Can I solve systems of differential equations with this code?

I have a system with 9 differential equations that I solve usually with matlab (ode45), but I would love to solve it with an excel base software.

Is it possible?

Best regards

MF


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 Post subject: Re: odesolver
PostPosted: Wed Jun 30, 2010 10:11 am 
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Joined: Sun May 16, 2010 11:42 pm
Posts: 63
Marco - I imagine that it is possible, but I'd have to look into it and I don't have time at the moment.

Maybe Sergey can give some guidance!

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Doug Jenkins
http://newtonexcelbach.wordpress.com/


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 Post subject: Re: odesolver
PostPosted: Thu Jul 01, 2010 8:11 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 878
marcof wrote:
Can I solve systems of differential equations with this code?
I have a system with 9 differential equations that I solve usually with matlab (ode45), but I would love to solve it with an excel base software.

If you talk about something like

Code:
dy0/dx = f0(y0, ..., y8, x)
dy1/dx = f1(y0, ..., y8, x)
...
dy8/dx = f8(y0, ..., y8, x)


then - yes, you can do it. ODESolverState structure has Y and DY fields which are vectors. You can read y0..y8 and x from State.Y[0:8] and State.X and write f0...f8 to State.DY[0:8] every time you return from ODESolverIteration function.


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 Post subject: Re: odesolver
PostPosted: Wed Jul 07, 2010 5:45 pm 
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Joined: Wed Jun 30, 2010 8:39 am
Posts: 2
Brilliant!

Many thanks for your code. I will use it for sure in the near future!!

MF


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