timeout using parfor loop and ode15s

I am working on a problem where I integrate a system of ODEs from multiple initial points. I am using a parfor loop to parallelize over the initial points. However, a fraction of the initial points result in systems of ODEs that take excessive amounts of computing time to solve. I would like to be able to have these points timeout automatically and free the computing resources so the computer can move on to the next point. Can anyone tell me how to do this?

Answer 1

[Alex Ryabov]

Hi I just came across the same problem. I run a simulation with different parameters and for some parameters it takes very long time. Sometimes it's just a numerical instability.

To stop the function by a timeout I use events . This example will stop the calculation after 5 seconds and you will get what the solver could calculate during this time.

function Results = RunCalculation(Parameters)

% 1. define a link to an an event function which will stop calculation
xoverFcn = @(T, Y) MyEventFunction(T, Y);

% 2. register this function as an event function
options = odeset('Events',xoverFcn);

% 3. start a stopwatch timer, if you already use one, define a new one: 
% tic(ticID)
% then ticID should be unique for each run and global for this function. 
tic;

% Run the model
[T,Y] = ode45(NPZModel, TSpan, [1, 1, 1], options);

%%Define the event function
function [VALUE, ISTERMINAL, DIRECTION] = MyEventFunction(T, Y)

%The event function stops when VALUE == 0 and
%ISTERMINAL==1

%a. Define the timeout in seconds
TimeOut = 5;
%
%b. The solver runs until this VALUE is negative (does not change the sign)
    VALUE = toc-TimeOut

%c. The function should terminate the execution, so
ISTERMINAL = 1;

%d. The direction does not matter
DIRECTION = 0;