1015 lines
38 KiB
Plaintext
1015 lines
38 KiB
Plaintext
/* [auto_generated]
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boost/numeric/odeint/stepper/controlled_runge_kutta.hpp
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[begin_description]
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The default controlled stepper which can be used with all explicit Runge-Kutta error steppers.
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[end_description]
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Copyright 2010-2013 Karsten Ahnert
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Copyright 2010-2015 Mario Mulansky
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Copyright 2012 Christoph Koke
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Distributed under the Boost Software License, Version 1.0.
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(See accompanying file LICENSE_1_0.txt or
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copy at http://www.boost.org/LICENSE_1_0.txt)
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*/
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#ifndef BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
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#define BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
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#include <cmath>
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#include <boost/config.hpp>
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#include <boost/utility/enable_if.hpp>
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#include <boost/type_traits/is_same.hpp>
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#include <boost/numeric/odeint/util/bind.hpp>
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#include <boost/numeric/odeint/util/unwrap_reference.hpp>
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#include <boost/numeric/odeint/util/copy.hpp>
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#include <boost/numeric/odeint/util/state_wrapper.hpp>
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#include <boost/numeric/odeint/util/is_resizeable.hpp>
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#include <boost/numeric/odeint/util/resizer.hpp>
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#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
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#include <boost/numeric/odeint/algebra/range_algebra.hpp>
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#include <boost/numeric/odeint/algebra/default_operations.hpp>
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#include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
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#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
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#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
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namespace boost {
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namespace numeric {
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namespace odeint {
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template
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<
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class Value ,
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class Algebra ,
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class Operations
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>
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class default_error_checker
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{
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public:
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typedef Value value_type;
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typedef Algebra algebra_type;
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typedef Operations operations_type;
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default_error_checker(
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value_type eps_abs = static_cast< value_type >( 1.0e-6 ) ,
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value_type eps_rel = static_cast< value_type >( 1.0e-6 ) ,
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value_type a_x = static_cast< value_type >( 1 ) ,
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value_type a_dxdt = static_cast< value_type >( 1 ))
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: m_eps_abs( eps_abs ) , m_eps_rel( eps_rel ) , m_a_x( a_x ) , m_a_dxdt( a_dxdt )
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{ }
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template< class State , class Deriv , class Err, class Time >
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value_type error( const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
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{
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return error( algebra_type() , x_old , dxdt_old , x_err , dt );
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}
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template< class State , class Deriv , class Err, class Time >
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value_type error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
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{
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using std::abs;
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// this overwrites x_err !
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algebra.for_each3( x_err , x_old , dxdt_old ,
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typename operations_type::template rel_error< value_type >( m_eps_abs , m_eps_rel , m_a_x , m_a_dxdt * abs(get_unit_value( dt )) ) );
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// value_type res = algebra.reduce( x_err ,
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// typename operations_type::template maximum< value_type >() , static_cast< value_type >( 0 ) );
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return algebra.norm_inf( x_err );
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}
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private:
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value_type m_eps_abs;
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value_type m_eps_rel;
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value_type m_a_x;
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value_type m_a_dxdt;
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};
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template< typename Value, typename Time >
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class default_step_adjuster
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{
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public:
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typedef Time time_type;
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typedef Value value_type;
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default_step_adjuster(const time_type max_dt=static_cast<time_type>(0))
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: m_max_dt(max_dt)
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{}
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time_type decrease_step(time_type dt, const value_type error, const int error_order) const
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{
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// returns the decreased time step
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BOOST_USING_STD_MIN();
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BOOST_USING_STD_MAX();
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using std::pow;
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dt *= max
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BOOST_PREVENT_MACRO_SUBSTITUTION(
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static_cast<value_type>( static_cast<value_type>(9) / static_cast<value_type>(10) *
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pow(error, static_cast<value_type>(-1) / (error_order - 1))),
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static_cast<value_type>( static_cast<value_type>(1) / static_cast<value_type> (5)));
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if(m_max_dt != static_cast<time_type >(0))
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// limit to maximal stepsize even when decreasing
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dt = detail::min_abs(dt, m_max_dt);
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return dt;
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}
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time_type increase_step(time_type dt, value_type error, const int stepper_order) const
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{
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// returns the increased time step
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BOOST_USING_STD_MIN();
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BOOST_USING_STD_MAX();
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using std::pow;
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// adjust the size if dt is smaller than max_dt (providede max_dt is not zero)
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if(error < 0.5)
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{
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// error should be > 0
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error = max BOOST_PREVENT_MACRO_SUBSTITUTION (
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static_cast<value_type>( pow( static_cast<value_type>(5.0) , -static_cast<value_type>(stepper_order) ) ) ,
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error);
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time_type dt_old = dt;
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//error too small - increase dt and keep the evolution and limit scaling factor to 5.0
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dt *= static_cast<value_type>(9)/static_cast<value_type>(10) *
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pow(error, static_cast<value_type>(-1) / stepper_order);
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if(m_max_dt != static_cast<time_type >(0))
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// limit to maximal stepsize
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dt = detail::min_abs(dt, m_max_dt);
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}
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return dt;
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}
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bool check_step_size_limit(const time_type dt)
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{
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if(m_max_dt != static_cast<time_type >(0))
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return detail::less_eq_with_sign(dt, m_max_dt, dt);
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return true;
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}
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time_type get_max_dt() { return m_max_dt; }
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private:
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time_type m_max_dt;
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};
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/*
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* error stepper category dispatcher
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*/
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template<
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class ErrorStepper ,
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class ErrorChecker = default_error_checker< typename ErrorStepper::value_type ,
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typename ErrorStepper::algebra_type ,
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typename ErrorStepper::operations_type > ,
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class StepAdjuster = default_step_adjuster< typename ErrorStepper::value_type ,
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typename ErrorStepper::time_type > ,
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class Resizer = typename ErrorStepper::resizer_type ,
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class ErrorStepperCategory = typename ErrorStepper::stepper_category
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>
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class controlled_runge_kutta ;
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/*
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* explicit stepper version
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*
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* this class introduces the following try_step overloads
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* try_step( sys , x , t , dt )
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* try_step( sys , x , dxdt , t , dt )
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* try_step( sys , in , t , out , dt )
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* try_step( sys , in , dxdt , t , out , dt )
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*/
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/**
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* \brief Implements step size control for Runge-Kutta steppers with error
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* estimation.
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*
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* This class implements the step size control for standard Runge-Kutta
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* steppers with error estimation.
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*
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* \tparam ErrorStepper The stepper type with error estimation, has to fulfill the ErrorStepper concept.
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* \tparam ErrorChecker The error checker
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* \tparam Resizer The resizer policy type.
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*/
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template<
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class ErrorStepper,
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class ErrorChecker,
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class StepAdjuster,
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class Resizer
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>
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class controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster, Resizer ,
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explicit_error_stepper_tag >
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{
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public:
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typedef ErrorStepper stepper_type;
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typedef typename stepper_type::state_type state_type;
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typedef typename stepper_type::value_type value_type;
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typedef typename stepper_type::deriv_type deriv_type;
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typedef typename stepper_type::time_type time_type;
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typedef typename stepper_type::algebra_type algebra_type;
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typedef typename stepper_type::operations_type operations_type;
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typedef Resizer resizer_type;
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typedef ErrorChecker error_checker_type;
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typedef StepAdjuster step_adjuster_type;
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typedef explicit_controlled_stepper_tag stepper_category;
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#ifndef DOXYGEN_SKIP
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typedef typename stepper_type::wrapped_state_type wrapped_state_type;
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typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
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typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster ,
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Resizer , explicit_error_stepper_tag > controlled_stepper_type;
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#endif //DOXYGEN_SKIP
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/**
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* \brief Constructs the controlled Runge-Kutta stepper.
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* \param error_checker An instance of the error checker.
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* \param stepper An instance of the underlying stepper.
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*/
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controlled_runge_kutta(
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const error_checker_type &error_checker = error_checker_type( ) ,
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const step_adjuster_type &step_adjuster = step_adjuster_type() ,
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const stepper_type &stepper = stepper_type( )
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)
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: m_stepper(stepper), m_error_checker(error_checker) , m_step_adjuster(step_adjuster)
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{ }
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/*
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* Version 1 : try_step( sys , x , t , dt )
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*
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* The overloads are needed to solve the forwarding problem
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*/
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/**
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* \brief Tries to perform one step.
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*
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* This method tries to do one step with step size dt. If the error estimate
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* is to large, the step is rejected and the method returns fail and the
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* step size dt is reduced. If the error estimate is acceptably small, the
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* step is performed, success is returned and dt might be increased to make
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* the steps as large as possible. This method also updates t if a step is
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* performed.
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*
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* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
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* Simple System concept.
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* \param x The state of the ODE which should be solved. Overwritten if
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* the step is successful.
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* \param t The value of the time. Updated if the step is successful.
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* \param dt The step size. Updated.
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* \return success if the step was accepted, fail otherwise.
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*/
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template< class System , class StateInOut >
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controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
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{
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return try_step_v1( system , x , t, dt );
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}
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/**
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* \brief Tries to perform one step. Solves the forwarding problem and
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* allows for using boost range as state_type.
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*
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* This method tries to do one step with step size dt. If the error estimate
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* is to large, the step is rejected and the method returns fail and the
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* step size dt is reduced. If the error estimate is acceptably small, the
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* step is performed, success is returned and dt might be increased to make
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* the steps as large as possible. This method also updates t if a step is
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* performed.
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*
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* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
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* Simple System concept.
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* \param x The state of the ODE which should be solved. Overwritten if
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* the step is successful. Can be a boost range.
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* \param t The value of the time. Updated if the step is successful.
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* \param dt The step size. Updated.
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* \return success if the step was accepted, fail otherwise.
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*/
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template< class System , class StateInOut >
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controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
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{
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return try_step_v1( system , x , t, dt );
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}
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/*
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* Version 2 : try_step( sys , x , dxdt , t , dt )
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*
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* this version does not solve the forwarding problem, boost.range can not be used
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*/
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/**
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* \brief Tries to perform one step.
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*
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* This method tries to do one step with step size dt. If the error estimate
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* is to large, the step is rejected and the method returns fail and the
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* step size dt is reduced. If the error estimate is acceptably small, the
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* step is performed, success is returned and dt might be increased to make
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* the steps as large as possible. This method also updates t if a step is
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* performed.
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*
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* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
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* Simple System concept.
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* \param x The state of the ODE which should be solved. Overwritten if
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* the step is successful.
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* \param dxdt The derivative of state.
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* \param t The value of the time. Updated if the step is successful.
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* \param dt The step size. Updated.
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* \return success if the step was accepted, fail otherwise.
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*/
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template< class System , class StateInOut , class DerivIn >
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controlled_step_result try_step( System system , StateInOut &x , const DerivIn &dxdt , time_type &t , time_type &dt )
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{
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m_xnew_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_xnew_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
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controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , dt );
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if( res == success )
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{
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boost::numeric::odeint::copy( m_xnew.m_v , x );
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}
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return res;
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}
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/*
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* Version 3 : try_step( sys , in , t , out , dt )
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*
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* this version does not solve the forwarding problem, boost.range can not be used
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*
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* the disable is needed to avoid ambiguous overloads if state_type = time_type
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*/
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/**
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* \brief Tries to perform one step.
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*
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* \note This method is disabled if state_type=time_type to avoid ambiguity.
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*
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* This method tries to do one step with step size dt. If the error estimate
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* is to large, the step is rejected and the method returns fail and the
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* step size dt is reduced. If the error estimate is acceptably small, the
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* step is performed, success is returned and dt might be increased to make
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* the steps as large as possible. This method also updates t if a step is
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* performed.
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*
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* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
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* Simple System concept.
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* \param in The state of the ODE which should be solved.
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* \param t The value of the time. Updated if the step is successful.
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* \param out Used to store the result of the step.
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* \param dt The step size. Updated.
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* \return success if the step was accepted, fail otherwise.
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*/
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template< class System , class StateIn , class StateOut >
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typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
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try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
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{
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typename odeint::unwrap_reference< System >::type &sys = system;
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m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
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sys( in , m_dxdt.m_v , t );
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return try_step( system , in , m_dxdt.m_v , t , out , dt );
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}
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/*
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* Version 4 : try_step( sys , in , dxdt , t , out , dt )
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*
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* this version does not solve the forwarding problem, boost.range can not be used
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*/
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/**
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* \brief Tries to perform one step.
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*
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* This method tries to do one step with step size dt. If the error estimate
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* is to large, the step is rejected and the method returns fail and the
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* step size dt is reduced. If the error estimate is acceptably small, the
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* step is performed, success is returned and dt might be increased to make
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* the steps as large as possible. This method also updates t if a step is
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* performed.
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*
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* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
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* Simple System concept.
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* \param in The state of the ODE which should be solved.
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* \param dxdt The derivative of state.
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* \param t The value of the time. Updated if the step is successful.
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* \param out Used to store the result of the step.
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* \param dt The step size. Updated.
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* \return success if the step was accepted, fail otherwise.
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*/
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template< class System , class StateIn , class DerivIn , class StateOut >
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controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , time_type &dt )
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{
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if( !m_step_adjuster.check_step_size_limit(dt) )
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{
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// given dt was above step size limit - adjust and return fail;
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dt = m_step_adjuster.get_max_dt();
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return fail;
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}
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m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
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// do one step with error calculation
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m_stepper.do_step( system , in , dxdt , t , out , dt , m_xerr.m_v );
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value_type max_rel_err = m_error_checker.error( m_stepper.algebra() , in , dxdt , m_xerr.m_v , dt );
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if( max_rel_err > 1.0 )
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{
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// error too big, decrease step size and reject this step
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dt = m_step_adjuster.decrease_step(dt, max_rel_err, m_stepper.error_order());
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return fail;
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} else
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{
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// otherwise, increase step size and accept
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t += dt;
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dt = m_step_adjuster.increase_step(dt, max_rel_err, m_stepper.stepper_order());
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return success;
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}
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}
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/**
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* \brief Adjust the size of all temporaries in the stepper manually.
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* \param x A state from which the size of the temporaries to be resized is deduced.
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*/
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template< class StateType >
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void adjust_size( const StateType &x )
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{
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resize_m_xerr_impl( x );
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resize_m_dxdt_impl( x );
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resize_m_xnew_impl( x );
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m_stepper.adjust_size( x );
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}
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/**
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* \brief Returns the instance of the underlying stepper.
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* \returns The instance of the underlying stepper.
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*/
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stepper_type& stepper( void )
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{
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return m_stepper;
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}
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/**
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* \brief Returns the instance of the underlying stepper.
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* \returns The instance of the underlying stepper.
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*/
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|
const stepper_type& stepper( void ) const
|
|
{
|
|
return m_stepper;
|
|
}
|
|
|
|
private:
|
|
|
|
|
|
template< class System , class StateInOut >
|
|
controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
|
|
{
|
|
typename odeint::unwrap_reference< System >::type &sys = system;
|
|
m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
|
|
sys( x , m_dxdt.m_v ,t );
|
|
return try_step( system , x , m_dxdt.m_v , t , dt );
|
|
}
|
|
|
|
template< class StateIn >
|
|
bool resize_m_xerr_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
|
|
}
|
|
|
|
template< class StateIn >
|
|
bool resize_m_dxdt_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
|
|
}
|
|
|
|
template< class StateIn >
|
|
bool resize_m_xnew_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
|
|
}
|
|
|
|
|
|
|
|
stepper_type m_stepper;
|
|
error_checker_type m_error_checker;
|
|
step_adjuster_type m_step_adjuster;
|
|
|
|
resizer_type m_dxdt_resizer;
|
|
resizer_type m_xerr_resizer;
|
|
resizer_type m_xnew_resizer;
|
|
|
|
wrapped_deriv_type m_dxdt;
|
|
wrapped_state_type m_xerr;
|
|
wrapped_state_type m_xnew;
|
|
};
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
/*
|
|
* explicit stepper fsal version
|
|
*
|
|
* the class introduces the following try_step overloads
|
|
* try_step( sys , x , t , dt )
|
|
* try_step( sys , in , t , out , dt )
|
|
* try_step( sys , x , dxdt , t , dt )
|
|
* try_step( sys , in , dxdt_in , t , out , dxdt_out , dt )
|
|
*/
|
|
/**
|
|
* \brief Implements step size control for Runge-Kutta FSAL steppers with
|
|
* error estimation.
|
|
*
|
|
* This class implements the step size control for FSAL Runge-Kutta
|
|
* steppers with error estimation.
|
|
*
|
|
* \tparam ErrorStepper The stepper type with error estimation, has to fulfill the ErrorStepper concept.
|
|
* \tparam ErrorChecker The error checker
|
|
* \tparam Resizer The resizer policy type.
|
|
*/
|
|
template<
|
|
class ErrorStepper ,
|
|
class ErrorChecker ,
|
|
class StepAdjuster ,
|
|
class Resizer
|
|
>
|
|
class controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster , Resizer , explicit_error_stepper_fsal_tag >
|
|
{
|
|
|
|
public:
|
|
|
|
typedef ErrorStepper stepper_type;
|
|
typedef typename stepper_type::state_type state_type;
|
|
typedef typename stepper_type::value_type value_type;
|
|
typedef typename stepper_type::deriv_type deriv_type;
|
|
typedef typename stepper_type::time_type time_type;
|
|
typedef typename stepper_type::algebra_type algebra_type;
|
|
typedef typename stepper_type::operations_type operations_type;
|
|
typedef Resizer resizer_type;
|
|
typedef ErrorChecker error_checker_type;
|
|
typedef StepAdjuster step_adjuster_type;
|
|
typedef explicit_controlled_stepper_fsal_tag stepper_category;
|
|
|
|
#ifndef DOXYGEN_SKIP
|
|
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
|
|
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
|
|
|
|
typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
|
|
#endif // DOXYGEN_SKIP
|
|
|
|
/**
|
|
* \brief Constructs the controlled Runge-Kutta stepper.
|
|
* \param error_checker An instance of the error checker.
|
|
* \param stepper An instance of the underlying stepper.
|
|
*/
|
|
controlled_runge_kutta(
|
|
const error_checker_type &error_checker = error_checker_type() ,
|
|
const step_adjuster_type &step_adjuster = step_adjuster_type() ,
|
|
const stepper_type &stepper = stepper_type()
|
|
)
|
|
: m_stepper( stepper ) , m_error_checker( error_checker ) , m_step_adjuster(step_adjuster) ,
|
|
m_first_call( true )
|
|
{ }
|
|
|
|
/*
|
|
* Version 1 : try_step( sys , x , t , dt )
|
|
*
|
|
* The two overloads are needed in order to solve the forwarding problem
|
|
*/
|
|
/**
|
|
* \brief Tries to perform one step.
|
|
*
|
|
* This method tries to do one step with step size dt. If the error estimate
|
|
* is to large, the step is rejected and the method returns fail and the
|
|
* step size dt is reduced. If the error estimate is acceptably small, the
|
|
* step is performed, success is returned and dt might be increased to make
|
|
* the steps as large as possible. This method also updates t if a step is
|
|
* performed.
|
|
*
|
|
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
|
|
* Simple System concept.
|
|
* \param x The state of the ODE which should be solved. Overwritten if
|
|
* the step is successful.
|
|
* \param t The value of the time. Updated if the step is successful.
|
|
* \param dt The step size. Updated.
|
|
* \return success if the step was accepted, fail otherwise.
|
|
*/
|
|
template< class System , class StateInOut >
|
|
controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
|
|
{
|
|
return try_step_v1( system , x , t , dt );
|
|
}
|
|
|
|
|
|
/**
|
|
* \brief Tries to perform one step. Solves the forwarding problem and
|
|
* allows for using boost range as state_type.
|
|
*
|
|
* This method tries to do one step with step size dt. If the error estimate
|
|
* is to large, the step is rejected and the method returns fail and the
|
|
* step size dt is reduced. If the error estimate is acceptably small, the
|
|
* step is performed, success is returned and dt might be increased to make
|
|
* the steps as large as possible. This method also updates t if a step is
|
|
* performed.
|
|
*
|
|
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
|
|
* Simple System concept.
|
|
* \param x The state of the ODE which should be solved. Overwritten if
|
|
* the step is successful. Can be a boost range.
|
|
* \param t The value of the time. Updated if the step is successful.
|
|
* \param dt The step size. Updated.
|
|
* \return success if the step was accepted, fail otherwise.
|
|
*/
|
|
template< class System , class StateInOut >
|
|
controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
|
|
{
|
|
return try_step_v1( system , x , t , dt );
|
|
}
|
|
|
|
|
|
|
|
/*
|
|
* Version 2 : try_step( sys , in , t , out , dt );
|
|
*
|
|
* This version does not solve the forwarding problem, boost::range can not be used.
|
|
*
|
|
* The disabler is needed to solve ambiguous overloads
|
|
*/
|
|
/**
|
|
* \brief Tries to perform one step.
|
|
*
|
|
* \note This method is disabled if state_type=time_type to avoid ambiguity.
|
|
*
|
|
* This method tries to do one step with step size dt. If the error estimate
|
|
* is to large, the step is rejected and the method returns fail and the
|
|
* step size dt is reduced. If the error estimate is acceptably small, the
|
|
* step is performed, success is returned and dt might be increased to make
|
|
* the steps as large as possible. This method also updates t if a step is
|
|
* performed.
|
|
*
|
|
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
|
|
* Simple System concept.
|
|
* \param in The state of the ODE which should be solved.
|
|
* \param t The value of the time. Updated if the step is successful.
|
|
* \param out Used to store the result of the step.
|
|
* \param dt The step size. Updated.
|
|
* \return success if the step was accepted, fail otherwise.
|
|
*/
|
|
template< class System , class StateIn , class StateOut >
|
|
typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
|
|
try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
|
|
{
|
|
if( m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateIn > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
|
|
{
|
|
initialize( system , in , t );
|
|
}
|
|
return try_step( system , in , m_dxdt.m_v , t , out , dt );
|
|
}
|
|
|
|
|
|
/*
|
|
* Version 3 : try_step( sys , x , dxdt , t , dt )
|
|
*
|
|
* This version does not solve the forwarding problem, boost::range can not be used.
|
|
*/
|
|
/**
|
|
* \brief Tries to perform one step.
|
|
*
|
|
* This method tries to do one step with step size dt. If the error estimate
|
|
* is to large, the step is rejected and the method returns fail and the
|
|
* step size dt is reduced. If the error estimate is acceptably small, the
|
|
* step is performed, success is returned and dt might be increased to make
|
|
* the steps as large as possible. This method also updates t if a step is
|
|
* performed.
|
|
*
|
|
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
|
|
* Simple System concept.
|
|
* \param x The state of the ODE which should be solved. Overwritten if
|
|
* the step is successful.
|
|
* \param dxdt The derivative of state.
|
|
* \param t The value of the time. Updated if the step is successful.
|
|
* \param dt The step size. Updated.
|
|
* \return success if the step was accepted, fail otherwise.
|
|
*/
|
|
template< class System , class StateInOut , class DerivInOut >
|
|
controlled_step_result try_step( System system , StateInOut &x , DerivInOut &dxdt , time_type &t , time_type &dt )
|
|
{
|
|
m_xnew_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_xnew_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
|
|
m_dxdt_new_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_new_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
|
|
controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , m_dxdtnew.m_v , dt );
|
|
if( res == success )
|
|
{
|
|
boost::numeric::odeint::copy( m_xnew.m_v , x );
|
|
boost::numeric::odeint::copy( m_dxdtnew.m_v , dxdt );
|
|
}
|
|
return res;
|
|
}
|
|
|
|
|
|
/*
|
|
* Version 4 : try_step( sys , in , dxdt_in , t , out , dxdt_out , dt )
|
|
*
|
|
* This version does not solve the forwarding problem, boost::range can not be used.
|
|
*/
|
|
/**
|
|
* \brief Tries to perform one step.
|
|
*
|
|
* This method tries to do one step with step size dt. If the error estimate
|
|
* is to large, the step is rejected and the method returns fail and the
|
|
* step size dt is reduced. If the error estimate is acceptably small, the
|
|
* step is performed, success is returned and dt might be increased to make
|
|
* the steps as large as possible. This method also updates t if a step is
|
|
* performed.
|
|
*
|
|
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
|
|
* Simple System concept.
|
|
* \param in The state of the ODE which should be solved.
|
|
* \param dxdt The derivative of state.
|
|
* \param t The value of the time. Updated if the step is successful.
|
|
* \param out Used to store the result of the step.
|
|
* \param dt The step size. Updated.
|
|
* \return success if the step was accepted, fail otherwise.
|
|
*/
|
|
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
|
|
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type &t ,
|
|
StateOut &out , DerivOut &dxdt_out , time_type &dt )
|
|
{
|
|
if( !m_step_adjuster.check_step_size_limit(dt) )
|
|
{
|
|
// given dt was above step size limit - adjust and return fail;
|
|
dt = m_step_adjuster.get_max_dt();
|
|
return fail;
|
|
}
|
|
|
|
m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
|
|
|
|
//fsal: m_stepper.get_dxdt( dxdt );
|
|
//fsal: m_stepper.do_step( sys , x , dxdt , t , dt , m_x_err );
|
|
m_stepper.do_step( system , in , dxdt_in , t , out , dxdt_out , dt , m_xerr.m_v );
|
|
|
|
// this potentially overwrites m_x_err! (standard_error_checker does, at least)
|
|
value_type max_rel_err = m_error_checker.error( m_stepper.algebra() , in , dxdt_in , m_xerr.m_v , dt );
|
|
|
|
if( max_rel_err > 1.0 )
|
|
{
|
|
// error too big, decrease step size and reject this step
|
|
dt = m_step_adjuster.decrease_step(dt, max_rel_err, m_stepper.error_order());
|
|
return fail;
|
|
}
|
|
// otherwise, increase step size and accept
|
|
t += dt;
|
|
dt = m_step_adjuster.increase_step(dt, max_rel_err, m_stepper.stepper_order());
|
|
return success;
|
|
}
|
|
|
|
|
|
/**
|
|
* \brief Resets the internal state of the underlying FSAL stepper.
|
|
*/
|
|
void reset( void )
|
|
{
|
|
m_first_call = true;
|
|
}
|
|
|
|
/**
|
|
* \brief Initializes the internal state storing an internal copy of the derivative.
|
|
*
|
|
* \param deriv The initial derivative of the ODE.
|
|
*/
|
|
template< class DerivIn >
|
|
void initialize( const DerivIn &deriv )
|
|
{
|
|
boost::numeric::odeint::copy( deriv , m_dxdt.m_v );
|
|
m_first_call = false;
|
|
}
|
|
|
|
/**
|
|
* \brief Initializes the internal state storing an internal copy of the derivative.
|
|
*
|
|
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
|
|
* Simple System concept.
|
|
* \param x The initial state of the ODE which should be solved.
|
|
* \param t The initial time.
|
|
*/
|
|
template< class System , class StateIn >
|
|
void initialize( System system , const StateIn &x , time_type t )
|
|
{
|
|
typename odeint::unwrap_reference< System >::type &sys = system;
|
|
sys( x , m_dxdt.m_v , t );
|
|
m_first_call = false;
|
|
}
|
|
|
|
/**
|
|
* \brief Returns true if the stepper has been initialized, false otherwise.
|
|
*
|
|
* \return true, if the stepper has been initialized, false otherwise.
|
|
*/
|
|
bool is_initialized( void ) const
|
|
{
|
|
return ! m_first_call;
|
|
}
|
|
|
|
|
|
/**
|
|
* \brief Adjust the size of all temporaries in the stepper manually.
|
|
* \param x A state from which the size of the temporaries to be resized is deduced.
|
|
*/
|
|
template< class StateType >
|
|
void adjust_size( const StateType &x )
|
|
{
|
|
resize_m_xerr_impl( x );
|
|
resize_m_dxdt_impl( x );
|
|
resize_m_dxdt_new_impl( x );
|
|
resize_m_xnew_impl( x );
|
|
}
|
|
|
|
|
|
/**
|
|
* \brief Returns the instance of the underlying stepper.
|
|
* \returns The instance of the underlying stepper.
|
|
*/
|
|
stepper_type& stepper( void )
|
|
{
|
|
return m_stepper;
|
|
}
|
|
|
|
/**
|
|
* \brief Returns the instance of the underlying stepper.
|
|
* \returns The instance of the underlying stepper.
|
|
*/
|
|
const stepper_type& stepper( void ) const
|
|
{
|
|
return m_stepper;
|
|
}
|
|
|
|
|
|
|
|
private:
|
|
|
|
|
|
template< class StateIn >
|
|
bool resize_m_xerr_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
|
|
}
|
|
|
|
template< class StateIn >
|
|
bool resize_m_dxdt_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
|
|
}
|
|
|
|
template< class StateIn >
|
|
bool resize_m_dxdt_new_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_dxdtnew , x , typename is_resizeable<deriv_type>::type() );
|
|
}
|
|
|
|
template< class StateIn >
|
|
bool resize_m_xnew_impl( const StateIn &x )
|
|
{
|
|
return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
|
|
}
|
|
|
|
|
|
template< class System , class StateInOut >
|
|
controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
|
|
{
|
|
if( m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
|
|
{
|
|
initialize( system , x , t );
|
|
}
|
|
return try_step( system , x , m_dxdt.m_v , t , dt );
|
|
}
|
|
|
|
|
|
stepper_type m_stepper;
|
|
error_checker_type m_error_checker;
|
|
step_adjuster_type m_step_adjuster;
|
|
|
|
resizer_type m_dxdt_resizer;
|
|
resizer_type m_xerr_resizer;
|
|
resizer_type m_xnew_resizer;
|
|
resizer_type m_dxdt_new_resizer;
|
|
|
|
wrapped_deriv_type m_dxdt;
|
|
wrapped_state_type m_xerr;
|
|
wrapped_state_type m_xnew;
|
|
wrapped_deriv_type m_dxdtnew;
|
|
bool m_first_call;
|
|
};
|
|
|
|
|
|
/********** DOXYGEN **********/
|
|
|
|
/**** DEFAULT ERROR CHECKER ****/
|
|
|
|
/**
|
|
* \class default_error_checker
|
|
* \brief The default error checker to be used with Runge-Kutta error steppers
|
|
*
|
|
* This class provides the default mechanism to compare the error estimates
|
|
* reported by Runge-Kutta error steppers with user defined error bounds.
|
|
* It is used by the controlled_runge_kutta steppers.
|
|
*
|
|
* \tparam Value The value type.
|
|
* \tparam Time The time type.
|
|
* \tparam Algebra The algebra type.
|
|
* \tparam Operations The operations type.
|
|
*/
|
|
|
|
/**
|
|
* \fn default_error_checker( value_type eps_abs , value_type eps_rel , value_type a_x , value_type a_dxdt ,
|
|
* time_type max_dt)
|
|
* \brief Constructs the error checker.
|
|
*
|
|
* The error is calculated as follows: ????
|
|
*
|
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* \param eps_abs Absolute tolerance level.
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* \param eps_rel Relative tolerance level.
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* \param a_x Factor for the weight of the state.
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* \param a_dxdt Factor for the weight of the derivative.
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* \param max_dt Maximum allowed step size.
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*/
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/**
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* \fn error( const State &x_old , const Deriv &dxdt_old , Err &x_err , time_type dt ) const
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* \brief Calculates the error level.
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*
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* If the returned error level is greater than 1, the estimated error was
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* larger than the permitted error bounds and the step should be repeated
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* with a smaller step size.
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*
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* \param x_old State at the beginning of the step.
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* \param dxdt_old Derivative at the beginning of the step.
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* \param x_err Error estimate.
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* \param dt Time step.
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* \return error
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*/
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/**
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* \fn error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , time_type dt ) const
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* \brief Calculates the error level using a given algebra.
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*
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* If the returned error level is greater than 1, the estimated error was
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* larger than the permitted error bounds and the step should be repeated
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* with a smaller step size.
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*
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* \param algebra The algebra used for calculation of the error.
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* \param x_old State at the beginning of the step.
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* \param dxdt_old Derivative at the beginning of the step.
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* \param x_err Error estimate.
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* \param dt Time step.
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* \return error
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*/
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/**
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* \fn time_type decrease_step(const time_type dt, const value_type error, const int error_order)
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* \brief Returns a decreased step size based on the given error and order
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*
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* Calculates a new smaller step size based on the given error and its order.
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|
*
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* \param dt The old step size.
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* \param error The computed error estimate.
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* \param error_order The error order of the stepper.
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* \return dt_new The new, reduced step size.
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|
*/
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|
|
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/**
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* \fn time_type increase_step(const time_type dt, const value_type error, const int error_order)
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|
* \brief Returns an increased step size based on the given error and order.
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*
|
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* Calculates a new bigger step size based on the given error and its order. If max_dt != 0, the
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* new step size is limited to max_dt.
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|
*
|
|
* \param dt The old step size.
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|
* \param error The computed error estimate.
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|
* \param error_order The order of the stepper.
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|
* \return dt_new The new, increased step size.
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|
*/
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|
|
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} // odeint
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} // numeric
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} // boost
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#endif // BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
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