view scripts/ode/private/ode_rk_interpolate.m @ 20598:ea6a1c00763a

fix interpolation bug introduced with 87b557ee8e5d * ode_rk_interpolate.m(hermite_quartic_interpolation): fix typo that lead to incorrect size for interpolated values.
author Carlo de Falco <carlo.defalco@polimi.it>
date Tue, 06 Oct 2015 22:14:41 +0200
parents 87b557ee8e5d
children
line wrap: on
line source

## 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 = ode_rk_interpolate (order, z, u, t, k_vals, dt, args)

  switch order

    #{
    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.vfunarguments{:});
      ## 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