Mercurial > octave
annotate scripts/ode/private/runge_kutta_interpolate.m @ 27919:1891570abac8
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2020.
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 06 Jan 2020 22:29:51 -0500 |
parents | b442ec6dda5c |
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update Octave Project Developers copyright for the new year
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1 ## Copyright (C) 2015-2020 The Octave Project Developers |
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2 ## |
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3 ## See the file COPYRIGHT.md in the top-level directory of this distribution |
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4 ## or <https://octave.org/COPYRIGHT.html/>. |
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5 ## |
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6 ## |
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7 ## This file is part of Octave. |
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8 ## |
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9 ## Octave is free software: you can redistribute it and/or modify it |
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10 ## under the terms of the GNU General Public License as published by |
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11 ## the Free Software Foundation, either version 3 of the License, or |
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12 ## (at your option) any later version. |
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13 ## |
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14 ## Octave is distributed in the hope that it will be useful, but |
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15 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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16 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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17 ## GNU General Public License for more details. |
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18 ## |
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19 ## You should have received a copy of the GNU General Public License |
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20 ## along with Octave; see the file COPYING. If not, see |
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21 ## <https://www.gnu.org/licenses/>. |
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22 |
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23 function u_interp = runge_kutta_interpolate (order, z, u, t, k_vals, dt, func, args) |
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24 |
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25 switch (order) |
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26 |
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27 case 1 |
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28 u_interp = interp1 (z, u.', t, "linear"); |
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29 |
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30 case 2 |
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31 if (! isempty (k_vals)) |
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32 der = k_vals(:,1); |
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33 else |
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34 der = feval (func, z(1) , u(:,1), args); |
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35 endif |
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36 u_interp = quadratic_interpolation (z, u, der, t); |
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38 case 3 |
22626 | 39 u_interp = hermite_cubic_interpolation (z, u, k_vals, t); |
40 | |
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41 case 5 |
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42 ## ode45 with Dormand-Prince scheme: |
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43 u_interp = hermite_quartic_interpolation (z, u, k_vals, t); |
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44 |
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45 otherwise |
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46 warning (["High order interpolation not yet implemented: ", ... |
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47 "using cubic interpolation instead"]); |
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48 der(:,1) = feval (func, z(1), u(:,1), args); |
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49 der(:,2) = feval (func, z(2), u(:,2), args); |
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50 u_interp = hermite_cubic_interpolation (z, u, der, t); |
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51 |
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52 endswitch |
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53 |
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54 endfunction |
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55 |
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56 ## The function below can be used in an ODE solver to interpolate the solution |
22626 | 57 ## at the time t_out using 2nd order Hermite interpolation. |
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58 function x_out = quadratic_interpolation (t, x, der, t_out) |
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59 |
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60 # coefficients of the parabola |
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61 a = -(x(:,1) - x(:,2) - der(:).*(t(1)-t(2))) / (t(1) - t(2))^2; |
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62 b = der(:) - 2*t(1).*a; |
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63 c = x(:,1) - a*t(1)^2 - b*t(1); |
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64 |
22626 | 65 # evaluate in t_out |
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66 x_out = a*t_out.^2 + b*t_out + c; |
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67 |
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68 endfunction |
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69 |
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70 ## The function below can be used in an ODE solver to interpolate the |
22626 | 71 ## solution at the time t_out using 3rd order Hermite interpolation. |
72 function x_out = hermite_cubic_interpolation (t, x, der, t_out) | |
73 | |
74 dt = (t(2) - t(1)); | |
75 s = (t_out - t(1)) / dt; | |
76 x_out = ((1 + 2*s) .* (1-s).^2) .* x(:,1) + ... | |
77 (s .* (1-s).^2 * dt ) .* der(:,1) + ... | |
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78 ((3-2*s) .* s.^2 ) .* x(:,end) + ... |
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79 ((s-1) .* s.^2 * dt ) .* der(:,end); |
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81 endfunction | |
82 | |
83 ## The function below can be used in an ODE solver to interpolate the | |
84 ## solution at the time t_out using 4th order Hermite interpolation. | |
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85 function x_out = hermite_quartic_interpolation (t, x, der, t_out) |
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86 |
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87 persistent coefs_u_half = ... |
22626 | 88 [6025192743/30085553152; 0; 51252292925/65400821598; |
89 -2691868925/45128329728; 187940372067/1594534317056; | |
90 -1776094331/19743644256; 11237099/235043384]; | |
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91 |
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92 ## 4th order approximation of y in t+dt/2 as proposed by Shampine in |
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93 ## Lawrence, Shampine, "Some Practical Runge-Kutta Formulas", 1986. |
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94 dt = t(2) - t(1); |
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95 u_half = x(:,1) + (1/2) * dt * (der(:,1:7) * coefs_u_half); |
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96 |
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97 ## Rescale time on [0,1] |
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98 s = (t_out - t(1)) / dt; |
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99 |
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100 ## Hermite basis functions |
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101 ## H0 = 1 - 11*s.^2 + 18*s.^3 - 8*s.^4; |
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102 ## H1 = s - 4*s.^2 + 5*s.^3 - 2*s.^4; |
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103 ## H2 = 16*s.^2 - 32*s.^3 + 16*s.^4; |
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104 ## H3 = - 5*s.^2 + 14*s.^3 - 8*s.^4; |
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105 ## H4 = s.^2 - 3*s.^3 + 2*s.^4; |
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106 |
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107 x_out = (1 - 11*s.^2 + 18*s.^3 - 8*s.^4) .* x(:,1) + ... |
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108 ( s - 4*s.^2 + 5*s.^3 - 2*s.^4) .* (dt * der(:,1)) + ... |
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109 ( 16*s.^2 - 32*s.^3 + 16*s.^4) .* u_half + ... |
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110 ( - 5*s.^2 + 14*s.^3 - 8*s.^4) .* x(:,2) + ... |
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111 ( s.^2 - 3*s.^3 + 2*s.^4) .* (dt * der(:,end)); |
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112 |
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113 endfunction |