Mercurial > octave
annotate scripts/ode/private/runge_kutta_45_dorpri.m @ 23565:3a730821e4a2
doc: Peridoc grammarcheck of documentation.
* container.txi, external.txi, install.txi, oop.txi, plot.txi, testfun.txi,
eig.cc, graphics.cc, gsvd.cc, hex2num.cc, pr-output.cc, sub2ind.cc,
__ode15__.cc, Map.m, __publish_html_output__.m, __publish_latex_output__.m,
odeset.m, ode_event_handler.m, runge_kutta_45_dorpri.m, xlim.m, ylim.m, zlim.m,
hgtransform.m, eigs.m, native2unicode.m, unicode2native.m:
grammarcheck documentation.
author | Rik <rik@octave.org> |
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date | Thu, 08 Jun 2017 17:41:32 -0700 |
parents | 092078913d54 |
children | 194eb4bd202b |
rev | line source |
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1 ## Copyright (C) 2016-2017 Carlo de Falco |
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2 ## Copyright (C) 2013 Roberto Porcu' <roberto.porcu@polimi.it> |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or |
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9 ## (at your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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14 ## GNU General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {} {[@var{t_next}, @var{x_next}] =} runge_kutta_45_dorpri (@var{@@fun}, @var{t}, @var{x}, @var{dt}) |
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22 ## @deftypefnx {} {[@var{t_next}, @var{x_next}] =} runge_kutta_45_dorpri (@var{@@fun}, @var{t}, @var{x}, @var{dt}, @var{options}) |
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23 ## @deftypefnx {} {[@var{t_next}, @var{x_next}] =} runge_kutta_45_dorpri (@var{@@fun}, @var{t}, @var{x}, @var{dt}, @var{options}, @var{k_vals}) |
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24 ## @deftypefnx {} {[@var{t_next}, @var{x_next}] =} runge_kutta_45_dorpri (@var{@@fun}, @var{t}, @var{x}, @var{dt}, @var{options}, @var{k_vals}, @var{t_next}) |
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25 ## @deftypefnx {} {[@var{t_next}, @var{x_next}, @var{x_est}] =} runge_kutta_45_dorpri (@dots{}) |
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26 ## @deftypefnx {} {[@var{t_next}, @var{x_next}, @var{x_est}, @var{k_vals_out}] =} runge_kutta_45_dorpri (@dots{}) |
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27 ## |
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28 ## This function can be used to integrate a system of ODEs with a given initial |
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29 ## condition @var{x} from @var{t} to @var{t+dt} with the Dormand-Prince method. |
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30 ## For the definition of this method see |
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31 ## @url{http://en.wikipedia.org/wiki/Dormand%E2%80%93Prince_method}. |
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32 ## |
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33 ## First input argument is the function describing the system of ODEs to be |
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34 ## integrated. |
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35 ## |
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36 ## Second input parameter is the first extreme of integration interval. |
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37 ## |
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38 ## Third input argument is the initial condition of the system. |
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39 ## |
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40 ## Fourth input argument is the timestep, that is the length of the |
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41 ## integration interval. |
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42 ## |
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43 ## Fifth input parameter is optional and describes a set of options useful to |
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44 ## adapt the computation to what is needed. |
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45 ## |
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46 ## Sixth input parameter is optional and describes the Runge-Kutta evaluations |
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47 ## of the previous step to use in an FSAL scheme. |
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49 ## Seventh input parameter is optional and is the time (@var{t_next}) to |
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50 ## integrate to. The default is @code{@var{t} + @var{dt}}. |
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51 ## |
22626 | 52 ## First output argument is the final integration time value. |
53 ## | |
54 ## Second output parameter is the higher order computed solution at time | |
55 ## @var{t_next} (local extrapolation). | |
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56 ## |
22626 | 57 ## Third output parameter is a lower order solution for the estimation of the |
58 ## error. | |
59 ## | |
60 ## Fourth output parameter is matrix containing the Runge-Kutta evaluations | |
61 ## to use in an FSAL scheme or for dense output. | |
62 ## @end deftypefn | |
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63 |
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64 function [t_next, x_next, x_est, k] = runge_kutta_45_dorpri (fun, t, x, dt, |
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65 options = [], |
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66 k_vals = [], |
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67 t_next = t + dt) |
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68 |
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69 ## Reference: Hairer, Ernst; Nørsett, Syvert Paul; Wanner, Gerhard (2008), |
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70 ## Solving ordinary differential equations I: Nonstiff problems, |
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71 ## Berlin, New York: Springer-Verlag, ISBN 978-3-540-56670-0 |
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72 persistent a = [0 0 0 0 0 0; |
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73 1/5 0 0 0 0 0; |
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74 3/40 9/40 0 0 0 0; |
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75 44/45 -56/15 32/9 0 0 0; |
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76 19372/6561 -25360/2187 64448/6561 -212/729 0 0; |
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77 9017/3168 -355/33 46732/5247 49/176 -5103/18656 0]; |
22626 | 78 persistent b = [0, 1/5, 3/10, 4/5, 8/9, 1, 1]; |
79 persistent c = [35/384, 0, 500/1113, 125/192, -2187/6784, 11/84]; | |
80 persistent c_prime = [5179/57600, 0, 7571/16695, 393/640, ... | |
81 -92097/339200, 187/2100, 1/40]; | |
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82 |
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83 s = t + dt * b; |
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84 cc = dt * c; |
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85 aa = dt * a; |
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86 k = zeros (rows (x), 7); |
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87 |
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88 if (! isempty (options)) # extra arguments for function evaluator |
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89 args = options.funarguments; |
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90 else |
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91 args = {}; |
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92 endif |
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93 |
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94 if (! isempty (k_vals)) # k values from previous step are passed |
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95 k(:,1) = k_vals(:,end); # FSAL property |
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96 else |
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97 k(:,1) = feval (fun, t, x, args{:}); |
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98 endif |
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99 |
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100 k(:,2) = feval (fun, s(2), x + k(:,1) * aa(2, 1).' , args{:}); |
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101 k(:,3) = feval (fun, s(3), x + k(:,1:2) * aa(3, 1:2).', args{:}); |
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102 k(:,4) = feval (fun, s(4), x + k(:,1:3) * aa(4, 1:3).', args{:}); |
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103 k(:,5) = feval (fun, s(5), x + k(:,1:4) * aa(5, 1:4).', args{:}); |
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104 k(:,6) = feval (fun, s(6), x + k(:,1:5) * aa(6, 1:5).', args{:}); |
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105 |
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106 ## compute new time and new values for the unknowns |
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107 ## t_next = t + dt; |
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108 x_next = x + k(:,1:6) * cc(:); # 5th order approximation |
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109 |
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110 ## if the estimation of the error is required |
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Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
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parents:
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111 if (nargout >= 3) |
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112 ## new solution to be compared with the previous one |
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a75a0900e216
maint: Match documentation names and variable names in more m-files.
Rik <rik@octave.org>
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113 k(:,7) = feval (fun, t_next, x_next, args{:}); |
20540
72cd24aa5f7a
Clean up and vetorize Dormant&Prince RK timestepper
Carlo de Falco <carlo.defalco@polimi.it>
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114 cc_prime = dt * c_prime; |
20552
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maint: Use Octave coding conventions in scripts/ode/private dir.
Rik <rik@octave.org>
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20548
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115 x_est = x + k * cc_prime(:); |
20533
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Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
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116 endif |
20634
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maint: Remove unnecessary 'v' prefix before variables in ODE m-files.
Rik <rik@octave.org>
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117 |
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Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
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118 endfunction |