Mercurial > octave
view scripts/ode/private/runge_kutta_interpolate.m @ 20903:3d3da166dac5
2015 Code Sprint: finish import of ode23 into core
* scripts/ode/private/runge_kutta_23.m: apply vectorization.
* scripts/ode/private/runge_kutta_45_dorpri.m: remove unused parts of the tableau.
* scripts/ode/private/runge_kutta_interpolate.m: reimplement cubic hermite interpolation.
author | Carlo de Falco <carlo.defalco@polimi.it> |
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date | Tue, 15 Dec 2015 18:50:58 +0100 |
parents | ddc18b909ec7 |
children | ebe061d6feea |
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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, func, args) switch (order) ## FIXME: Can interpolations for orders 1-4 simply be deleted? 2015-10-14. case 1 u_interp = interp1 (z, u', t, 'linear'); 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 2th order hermite interpolation. function x_out = quadratic_interpolation (t, x, der, t_out) # coefficients of the parabola a = -(x(:,1) - x(:,2) - der(:).*(t(1)-t(2))) / (t(1) - t(2))^2; b = der(:) - 2*t(1).*a; c = x(:,1) - a*t(1)^2 - b*t(1); # evauate in t_out x_out = a*t_out.^2 + b*t_out + c; 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 ## The function below can be used in an ODE solver to interpolate the ## solution at the time t_out using 3rd order hermite interpolation. function x_out = hermite_cubic_interpolation (t, x, der, t_out) s = (t_out - t(1)) / (t(2) - t(1)); x_out = zeros (size (x, 1), length (t_out)); for ii = 1:size (x, 1) x_out(ii,:) = (1+2*s).*(1-s).^2*x(ii,1) + s.*(1-s).^2*(t(2)-t(1))*der(ii,1) ... + (3-2*s).*s.^2*x(ii,2) + (s-1).*s.^2*(t(2)-t(1))*der(ii,2); endfor endfunction