propagate_s: Propagate stochastic model forward over a series ot timesteps

In mcrucifix/iceages: Ice age models and analysis

Propagate stochastic model forward over a series ot timesteps

Description

Essentially a wrapper to propagate_1step_S. Propagate determinstic model forward over a series ot timesteps. The numerical scheme is supplied by the model (see original codes). A routine Npropagate_s should be provided in a forthcoming package version, to integrate simultaneously a bunch of initial conditions

Usage

propagate_s(model, times, init, par, Astro, seed=01425, deltat=.1,isum= 1)

Arguments

model	One of the deterministic models out of the packaged model list (data(models)) or user-supplied.
times	Vector of times. times[1] at which the model trajectory is being evalueted. Is used as the initial condition
init	State vector of initial conditions
par	Parameter vector
Astro	Astronomical forcing list, as supplied by routine read_astro
seed	Random number seed (is converted to an integer)
deltat	Time step used supplied to stochsatic propagator
isum	Every random number is obtained as the sum of isum random numbers, then divided by sqrt{isum}. See application in examples below

.

Value

Matrix, with columns as follows:

• Column 1 .. n:States at specified times (n is the system dimension)

• Column n+1:precession according to the astronomical solution

• Column n+2:obliquity according to the astronomical solution

Author(s)

M. Crucifix (2012)

See Also

propagate_d (deterministic version)

Examples

## check convergence of time series

require(iceages)
data(models)
Astro <- read_astro(34,34)
times=seq(-80,0,0.1)


# test brownian bridge
bb <- function(spar, title='Brownian bridge: vdp mode')
{
  bs = c(1,2,5,10,20)
  for (j in seq(along=bs))
  {
    print(bs[j])
    print(0.1/bs[j])
    STOCH <- propagate_s(models$cr12_s, init=c(0., 0.), 
                       par=spar, times=times, Astro=Astro, 
                       isum=bs[j], deltat=0.01*bs[j], seed=132);
    if (j==1)
    {
       plot(times, STOCH[,1], type='l', main =title)
    } else {   
       lines(times, STOCH[,1], type='l', col=j)
   } 
  }
  legend('topright', legend=bs, lty=1, col=seq(along=bs))
}

# van der pol mode

spar1 = c(alpha = 30., beta0 =  0.7, beta1 = 0,  
         beta2 = 0., delta = 1., 
         gammapre = 0.7, gammaobl = 0.6,
         omega = 3.695, sigmax=0.3, sigmay=0.3)

bb(spar1, title='van der pol mode')

# 1-d mode
spar2 = c(alpha = 30., beta0 =  0.0, beta1 = 0.70,  
         beta2 = 1.4, delta = 0., 
         gammapre = 3.696, gammaobl = 3.20,
         omega = 3.695, sigmax=0.8, sigmay=0.8)


bb(spar2, title='1-d mode')

# intermediate

spar = 0.5*(spar1 + spar2)

bb(spar=0.5*(spar1+spar2), title='intermediate')

mcrucifix/iceages documentation built on June 9, 2024, 9:37 a.m.