Mercurial > octave
annotate scripts/ode/private/integrate_adaptive.m @ 31414:5341ff8d21d0
Backed out changeset 88fff8521d76
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author | John W. Eaton <jwe@octave.org> |
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date | Fri, 11 Nov 2022 08:31:11 -0500 |
parents | 88fff8521d76 |
children | 33d5c1c41bbc |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 2013-2022 The Octave Project Developers |
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4 ## |
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5 ## See the file COPYRIGHT.md in the top-level directory of this |
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6 ## distribution or <https://octave.org/copyright/>. |
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7 ## |
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8 ## This file is part of Octave. |
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9 ## |
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10 ## Octave is free software: you can redistribute it and/or modify it |
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11 ## under the terms of the GNU General Public License as published by |
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12 ## the Free Software Foundation, either version 3 of the License, or |
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13 ## (at your option) any later version. |
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14 ## |
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15 ## Octave is distributed in the hope that it will be useful, but |
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16 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 ## GNU General Public License for more details. |
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19 ## |
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20 ## You should have received a copy of the GNU General Public License |
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21 ## along with Octave; see the file COPYING. If not, see |
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22 ## <https://www.gnu.org/licenses/>. |
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23 ## |
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24 ######################################################################## |
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25 |
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26 ## -*- texinfo -*- |
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27 ## @deftypefn {} {@var{solution} =} integrate_adaptive (@var{@@stepper}, @var{order}, @var{@@fcn}, @var{tspan}, @var{x0}, @var{options}) |
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28 ## |
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29 ## This function file can be called by an ODE solver function in order to |
22626 | 30 ## integrate the set of ODEs on the interval @var{[t0, t1]} with an adaptive |
31 ## timestep. | |
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32 ## |
22626 | 33 ## The function returns a structure @var{solution} with two fields: @var{t} |
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34 ## and @var{y}. @var{t} is a column vector and contains the time stamps. |
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35 ## @var{y} is a matrix in which each column refers to a different unknown |
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36 ## of the problem and the row number is the same as the @var{t} row number. |
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37 ## Thus, each row of the matrix @var{y} contains the values of all unknowns at |
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38 ## the time value contained in the corresponding row in @var{t}. |
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39 ## |
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40 ## The first input argument must be a function handle or inline function |
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41 ## representing the stepper, i.e., the function responsible for step-by-step |
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42 ## integration. This function discriminates one method from the others. |
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43 ## |
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44 ## The second input argument is the order of the stepper. It is needed |
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45 ## to compute the adaptive timesteps. |
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46 ## |
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47 ## The third input argument is a function handle or inline function that |
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48 ## defines the ODE: |
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49 ## |
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50 ## @ifhtml |
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51 ## |
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52 ## @example |
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53 ## @math{y' = f(t,y)} |
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54 ## @end example |
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55 ## |
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56 ## @end ifhtml |
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57 ## @ifnothtml |
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58 ## @math{y' = f(t,y)}. |
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59 ## @end ifnothtml |
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60 ## |
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61 ## The fourth input argument is the time vector which defines the integration |
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62 ## interval, i.e., @var{[tspan(1), tspan(end)]} and all intermediate elements |
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63 ## are taken as times at which the solution is required. |
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64 ## |
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65 ## The fifth argument represents the initial conditions for the ODEs and the |
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66 ## last input argument contains some options that may be needed for the |
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67 ## stepper. |
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68 ## |
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69 ## @end deftypefn |
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70 |
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71 function solution = integrate_adaptive (stepper, order, fcn, tspan, x0, |
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72 options) |
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73 |
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74 fixed_times = numel (tspan) > 2; |
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75 |
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76 t_new = t_old = ode_t = output_t = tspan(1); |
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77 x_new = x_old = ode_x = output_x = x0(:); |
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78 |
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79 ## Get first initial timestep |
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80 dt = options.InitialStep; |
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81 if (isempty (dt)) |
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82 dt = starting_stepsize (order, fcn, ode_t, ode_x, |
22626 | 83 options.AbsTol, options.RelTol, |
84 strcmp (options.NormControl, "on"), | |
85 options.funarguments); | |
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86 endif |
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87 |
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88 dir = options.direction; |
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89 dt = dir * min (abs (dt), options.MaxStep); |
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90 |
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91 options.comp = 0.0; |
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92 |
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93 ## Factor multiplying the stepsize guess |
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94 facmin = 0.8; |
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95 facmax = 1.5; |
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96 fac = 0.38^(1/(order+1)); # formula taken from Hairer |
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97 |
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98 ## Initialize Refine value |
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99 refine = options.Refine; |
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100 if isempty (refine) |
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101 refine = 1; |
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102 elseif ((refine != round (refine)) || (refine < 1)) |
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103 refine = 1; |
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104 warning ("integrate_adaptive:invalid_refine", |
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105 ["Invalid value of Refine. Refine must be a positive " ... |
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106 "integer. Setting Refine = 1."] ); |
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107 endif |
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108 |
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109 ## Initialize the OutputFcn |
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110 if (options.haveoutputfunction) |
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111 if (! isempty (options.OutputSel)) |
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112 solution.retout = output_x(options.OutputSel, end); |
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113 else |
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114 solution.retout = output_x; |
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115 endif |
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116 feval (options.OutputFcn, tspan, solution.retout, "init", |
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117 options.funarguments{:}); |
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118 endif |
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119 |
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120 ## Initialize the EventFcn |
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121 have_EventFcn = false; |
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122 if (! isempty (options.Events)) |
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123 have_EventFcn = true; |
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124 ode_event_handler (options.Events, tspan(1), ode_x, |
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125 "init", options.funarguments{:}); |
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126 endif |
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127 |
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128 if (options.havenonnegative) |
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129 nn = options.NonNegative; |
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130 endif |
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131 |
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132 solution.cntloop = 0; |
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133 solution.cntcycles = 0; |
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134 solution.cntsave = 2; |
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135 solution.unhandledtermination = true; |
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136 ireject = 0; |
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137 |
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138 NormControl = strcmp (options.NormControl, "on"); |
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139 k_vals = []; |
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140 iout = istep = 1; |
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142 while (dir * t_old < dir * tspan(end)) |
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143 |
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144 ## Compute integration step from t_old to t_new = t_old + dt |
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145 [t_new, options.comp] = kahan (t_old, options.comp, dt); |
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146 [t_new, x_new, x_est, new_k_vals] = ... |
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147 stepper (fcn, t_old, x_old, dt, options, k_vals, t_new); |
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148 |
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149 solution.cntcycles += 1; |
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150 |
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151 if (options.havenonnegative) |
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152 x_new(nn, end) = abs (x_new(nn, end)); |
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153 x_est(nn, end) = abs (x_est(nn, end)); |
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154 endif |
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155 |
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157 NormControl, x_est); |
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158 |
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159 ## Accept solution only if err <= 1.0 |
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160 if (err <= 1) |
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161 |
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162 solution.cntloop += 1; |
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163 ireject = 0; # Clear reject counter |
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164 terminal_event = false; |
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165 terminal_output = false; |
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166 |
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167 istep++; |
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168 ode_t(istep) = t_new; |
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169 ode_x(:, istep) = x_new; |
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170 iadd = 0; # Number of output points added this iteration |
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171 |
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172 ## Check for Events |
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173 if (have_EventFcn) |
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174 solution.event = ode_event_handler (options.Events, t_new, x_new, ... |
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175 [], options.funarguments{:}); |
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176 ## Check for terminal Event |
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177 if (! isempty (solution.event{1}) && solution.event{1} == 1) |
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178 ode_t(istep) = solution.event{3}(end); |
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179 ode_x(:, istep) = solution.event{4}(end, :).'; |
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180 solution.unhandledtermination = false; |
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181 terminal_event = true; |
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182 endif |
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183 endif |
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184 |
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185 ## Interpolate to specified or Refined points |
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186 if (fixed_times) |
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187 t_caught = find ((dir * tspan(iout:end) > dir * t_old) ... |
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188 & (dir * tspan(iout:end) <= dir * ode_t(istep))); |
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189 t_caught = t_caught + iout - 1; |
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190 iadd = length (t_caught); |
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191 if (! isempty (t_caught)) |
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192 output_t(t_caught) = tspan(t_caught); |
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193 iout = max (t_caught); |
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194 output_x(:, t_caught) = ... |
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195 runge_kutta_interpolate (order, [t_old t_new], [x_old x_new], ... |
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196 output_t(t_caught), new_k_vals, dt, ... |
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197 fcn, options.funarguments); |
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198 endif |
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199 ## Add a possible additional output value if we found a terminal Event |
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200 if ((terminal_event == true) && ... |
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201 (dir * ode_t(istep) > dir * output_t(iout))) |
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202 iadd += 1; |
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203 iout += 1; |
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204 output_x(:, iout) = ode_x(:, istep); |
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205 output_t(iout) = ode_t(istep); |
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206 endif |
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207 elseif (refine > 1) |
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208 iadd = refine; |
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209 tadd = linspace (t_old, ode_t(istep), refine + 1); |
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210 tadd = tadd(2:end); |
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211 output_x(:, iout + (1:iadd)) = ... |
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212 runge_kutta_interpolate (order, [t_old t_new], [x_old x_new], ... |
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213 tadd, new_k_vals, dt, fcn, ... |
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214 options.funarguments); |
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215 output_t(iout + (1:iadd)) = tadd; |
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216 iout = length (output_t); |
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217 else # refine = 1 |
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218 iadd = 1; |
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219 iout += iadd; |
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220 output_x(:, iout) = ode_x(:, istep); |
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221 output_t(iout) = ode_t(istep); |
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222 end |
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223 |
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224 ## Call OutputFcn |
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225 if ((options.haveoutputfunction) && (iadd > 0)) |
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226 xadd = output_x(:, (iout-iadd+1):end); |
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227 tadd = output_t((iout-iadd+1):end); |
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228 if (! isempty (options.OutputSel)) |
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229 xadd = xadd(options.OutputSel, :); |
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230 endif |
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231 stop_solve = feval (options.OutputFcn, tadd, xadd, ... |
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232 [], options.funarguments{:}); |
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233 if (stop_solve) |
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234 solution.unhandledtermination = false; |
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235 terminal_output = true; |
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236 endif |
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237 endif |
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238 if (terminal_event || terminal_output) |
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239 break; # break from main loop |
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240 endif |
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241 |
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242 |
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243 ## move to next time-step |
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244 t_old = t_new; |
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245 x_old = x_new; |
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246 k_vals = new_k_vals; |
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247 |
22626 | 248 else # error condition |
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249 |
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250 ireject += 1; |
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251 |
22626 | 252 ## Stop solving if, in the last 5,000 steps, no successful valid |
253 ## value has been found. | |
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254 if (ireject >= 5_000) |
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255 error (["integrate_adaptive: Solving was not successful. ", ... |
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256 " The iterative integration loop exited at time", ... |
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257 " t = %f before the endpoint at tend = %f was reached. ", ... |
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258 " This happened because the iterative integration loop", ... |
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259 " did not find a valid solution at this time stamp. ", ... |
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260 " Try to reduce the value of 'InitialStep' and/or", ... |
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261 " 'MaxStep' with the command 'odeset'.\n"], |
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262 t_old, tspan(end)); |
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263 endif |
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264 |
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265 endif |
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266 |
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267 ## Compute next timestep, formula taken from Hairer |
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268 err += eps; # avoid divisions by zero |
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269 dt *= min (facmax, max (facmin, fac * (1 / err)^(1 / (order + 1)))); |
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270 dt = dir * min (abs (dt), options.MaxStep); |
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271 if (! (abs (dt) > eps (ode_t(end)))) |
22626 | 272 break; |
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273 endif |
22626 | 274 |
275 ## Make sure we don't go past tpan(end) | |
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276 dt = dir * min (abs (dt), abs (tspan(end) - t_old)); |
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277 |
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278 endwhile |
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279 |
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280 ## Check if integration of the ode has been successful |
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281 if (dir * ode_t(end) < dir * tspan(end)) |
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282 if (solution.unhandledtermination == true) |
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283 warning ("integrate_adaptive:unexpected_termination", |
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284 [" Solving was not successful. ", ... |
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285 " The iterative integration loop exited at time", ... |
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286 " t = %f before the endpoint at tend = %f was reached. ", ... |
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287 " This may happen if the stepsize becomes too small. ", ... |
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288 " Try to reduce the value of 'InitialStep'", ... |
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289 " and/or 'MaxStep' with the command 'odeset'."], |
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290 ode_t(end), tspan(end)); |
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291 endif |
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292 endif |
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293 |
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294 ## Set up return structure |
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295 solution.ode_t = ode_t(:); |
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296 solution.ode_x = ode_x.'; |
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297 solution.output_t = output_t(:); |
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298 solution.output_x = output_x.'; |
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299 |
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300 endfunction |