How to solve ODE match problem ？

Question

Victor Kang 2017-9-12

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/356349-how-to-solve-ode-match-problem

评论： Victor Kang 2017-9-13

my code is

global r;
y0=zeros(1,r^3);
t=[0,10];
[x,y]=ode23('diffusion',t,y0);

And the diffusion function is(I've simplified the code)

function [ c ] = diffusion(t,f)
global r;
for x=0:r-1
    for y=0:r-1
        for z=0:r-1
            df(x*r*r+y*r+z+1)=f(x*r*r+y*r+z+1)*d;
         end
    end
end
c=df(:);
end

_Then the problem is

"错误使用 odearguments (line 90) Number of rows in exponent vector Alpha and volatility matrix Sigma must match.

出错 ode23 (line 114) odearguments(FcnHandlesUsed, solver_name, ode, tspan, y0, options, varargin);

出错 dif (line 10) [x,y]=ode23('diffusion',t,y0);"

How to solve this problem? Thanks a lot. If you want, you can download all my code.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Walter Roberson 2017-9-12

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/356349-how-to-solve-ode-match-problem#answer_281297

The Finance diffusion class constructor https://www.mathworks.com/help/finance/diffusion_constructor.html is taking priority over your local diffusion function.

Have a look at https://www.mathworks.com/help/matlab/matlab_prog/function-precedence-order.html and see that @ class constructors are step 7 but functions in the current folder are step 9.

The easiest fix is to rename your diffusion function to something else.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Victor Kang 2017-9-13

Thanks! It is clearly that I've made a foolish mistake that my function's name is same as the diffusion tools. Without your help, I may wast more hours in it. Thanks a lot.

请先登录，再进行评论。