view scripts/ode/private/runge_kutta_interpolate.m @ 20634:80e630b37ba1

maint: Remove unnecessary 'v' prefix before variables in ODE m-files. * ode_rk_interpolate.m: Deleted file. * odepkg_event_handle.m: Deleted file. * runge_kutta_interpolate.m: Renamed from ode_rk_interpolate.m. Remove 'v' prefix on variables. Delete blank space at end of lines. * ode_event_handler.m: Renamed from odepkg_event_handle.m. Remove 'v' prefix on variables. Delete blank space at end of lines. Use 'evt' for event rather than 'eve' in variable names. Use 'idx' rather than 'index' in variable names. * scripts/ode/module.mk: Add ode_event_handler.m and runge_kutta_interpolate.m to build system. * AbsRel_Norm.m, starting_stepsize.m, ode_struct_value_check.m, odeget.m, odeset.m: Delete blank space at end of lines. * integrate_adaptive, integrate_const.m, integrate_n_steps.m, runge_kutta_45_dorpri.m: Remove 'v' prefix on variable. Delete blank space at end of lines. * ode45.m: Expand docstring to cover more of the inputs/outputs. Remove 'v' prefix on variable. Use name of variable in input validation warnings. Use name of function as prefix in warnings and error messages. Delete long, unnecessary comments. Use faster 'isempty' rather than slow 'isequal' to check whether option has been set. Remove SubOpts variable. Shorten lines < 80 chars.
author Rik <rik@octave.org>
date Sun, 18 Oct 2015 09:55:41 -0700
parents scripts/ode/private/ode_rk_interpolate.m@b92f8e148936
children ddc18b909ec7
line wrap: on
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## Copyright (C) 2015 Carlo de Falco
## Copyright (C) 2015 Jacopo Corno <jacopo.corno@gmail.com>
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or (at
## your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

function u_interp = runge_kutta_interpolate (order, z, u, t, k_vals, dt, args)

  switch (order)

    ## FIXME: Can interpolations for orders 1-4 simply be deleted? 2015-10-14.
    #{
    case 1
      u_interp = linear_interpolation (z, u, t);
    case 2
      if (! isempty (k_vals))
        der = k_vals(:,1);
      else
        der = feval (func, z(1) , u(:,1), args);
      endif
      u_interp = quadratic_interpolation (z, u, der, t);
    case 3
      u_interp = ...
      hermite_cubic_interpolation (z, u, k_vals, t);
    case 4
      ## if ode45 is used without local extrapolation this function
      ## doesn't require a new function evaluation.
      u_interp = dorpri_interpolation ([z(i-1) z(i)],
                                       [u(:,i-1) u(:,i)],
                                       k_vals, tspan(counter));
    #}

    case 5
      ## ode45 with Dormand-Prince scheme:
      u_interp = hermite_quartic_interpolation (z, u, k_vals, t);

      ## it is also possible to do a new function evaluation and use
      ## the quintic hermite interpolator
      ## f_half = feval (func, t+1/2*dt, u_half,
      ##                 options.funarguments{:});
      ## u_interp =
      ##   hermite_quintic_interpolation ([z(i-1) z(i)],
      ##                                  [u(:,i-1) u_half u(:,i)],
      ##                                  [k_vals(:,1) f_half ...
      ##                                   k_vals(:,end)],
      ##                                  tspan(counter));

    otherwise
      warning (["High order interpolation not yet implemented: ", ...
                "using cubic interpolation instead"]);
      der(:,1) = feval (func, z(1), u(:,1), args);
      der(:,2) = feval (func, z(2), u(:,2), args);
      u_interp = hermite_cubic_interpolation (z, u, der, t);

  endswitch

endfunction


## The function below can be used in an ODE solver to interpolate the solution
## at the time t_out using 4th order hermite interpolation.
function x_out = hermite_quartic_interpolation (t, x, der, t_out)

  persistent coefs_u_half = ...
  [(6025192743/30085553152), 0, (51252292925/65400821598), ...
   (-2691868925/45128329728), (187940372067/1594534317056), ...
   (-1776094331/19743644256), (11237099/235043384)].';

  ## 4th order approximation of y in t+dt/2 as proposed by Shampine in
  ## Lawrence, Shampine, "Some Practical Runge-Kutta Formulas", 1986.
  dt = t(2) - t(1);
  u_half = x(:,1) + (1/2) * dt * (der(:,1:7) * coefs_u_half);

  ## Rescale time on [0,1]
  s = (t_out - t(1)) / dt;

  ## Hermite basis functions
  ## H0 = 1   - 11*s.^2 + 18*s.^3 -  8*s.^4;
  ## H1 =   s -  4*s.^2 +  5*s.^3 -  2*s.^4;
  ## H2 =       16*s.^2 - 32*s.^3 + 16*s.^4;
  ## H3 =     -  5*s.^2 + 14*s.^3 -  8*s.^4;
  ## H4 =          s.^2 -  3*s.^3 +  2*s.^4;

  x_out = zeros (rows (x), length (t_out));
  x_out = (1   - 11*s.^2 + 18*s.^3 -  8*s.^4) .* x(:,1) + ...
          (  s -  4*s.^2 +  5*s.^3 -  2*s.^4) .* (dt * der(:,1)) + ...
          (      16*s.^2 - 32*s.^3 + 16*s.^4) .* u_half + ...
          (    -  5*s.^2 + 14*s.^3 -  8*s.^4) .* x(:,2) + ...
          (         s.^2 -  3*s.^3 +  2*s.^4) .* (dt * der(:,end));

endfunction