The procedure integrate-system integrates the system

yk = fk(y1, y2, …, yn), k = 1, …, n

of differential equations with the method of Runge-Kutta.

The parameter system-derivative is a function that takes a system state (a vector of values for the state variables y1, …, yn) and produces a system derivative (the values y1, …, yn). The parameter initial-state provides an initial system state, and h is an initial guess for the length of the integration step.

The value returned by integrate-system is an infinite stream of system states.

(define (integrate-system system-derivative
  (let ((next (runge-kutta-4 system-derivative h)))
    (letrec ((states
              (cons initial-state
                    (delay (map-streams next
The procedure runge-kutta-4 takes a function, f, that produces a system derivative from a system state. It produces a function that takes a system state and produces a new system state.

(define (runge-kutta-4 f h)
  (let ((*h (scale-vector h))
        (*2 (scale-vector 2))
        (*1/2 (scale-vector (/ 1 2)))
        (*1/6 (scale-vector (/ 1 6))))
    (lambda (y)
      ;; y is a system state
      (let* ((k0 (*h (f y)))
             (k1 (*h (f (add-vectors y (*1/2 k0)))))
             (k2 (*h (f (add-vectors y (*1/2 k1)))))
             (k3 (*h (f (add-vectors y k2)))))
        (add-vectors y
          (*1/6 (add-vectors k0
                             (*2 k1)
                             (*2 k2)

(define (elementwise f)
  (lambda vectors
     (vector-length (car vectors))
     (lambda (i)
       (apply f
              (map (lambda (v) (vector-ref  v i))

(define (generate-vector size proc)
  (let ((ans (make-vector size)))
    (letrec ((loop
              (lambda (i)
                (cond ((= i size) ans)
                       (vector-set! ans i (proc i))
                       (loop (+ i 1)))))))
      (loop 0))))

(define add-vectors (elementwise +))

(define (scale-vector s)
  (elementwise (lambda (x) (* x s))))
The map-streams procedure is analogous to map: it applies its first argument (a procedure) to all the elements of its second argument (a stream).

(define (map-streams f s)
  (cons (f (head s))
        (delay (map-streams f (tail s)))))
Infinite streams are implemented as pairs whose car holds the first element of the stream and whose cdr holds a promise to deliver the rest of the stream.

(define head car)
(define (tail stream)
  (force (cdr stream)))

The following illustrates the use of integrate-system in integrating the system

= −iL

= vC

which models a damped oscillator.

(define (damped-oscillator R L C)
  (lambda (state)
    (let ((Vc (vector-ref state 0))
          (Il (vector-ref state 1)))
      (vector (- 0 (+ (/ Vc (* R C)) (/ Il C)))
              (/ Vc L)))))

(define the-states
     (damped-oscillator 10000 1000 .001)
     '#(1 0)