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view scripts/ode/private/integrate_adaptive.m @ 31548:c8ad083a5802 stable
maint: Clean up m-files before Octave 8.1 release.
* external.txi, oop.txi, Table.h, documentation.cc, gui-preferences-ed.h,
lo-specfun.cc, range.tst : Eliminate triple newlines.
* Map.m, MemoizedFunction.m, delaunayn.m, inputParser.m,
__publish_latex_output__.m, publish.m, unpack.m, fminbnd.m,
__add_default_menu__.m, gammainc.m, gallery.m, hadamard.m, weboptions.m:
Add newline after keyword "function" or before keyword "endfunction" for
readability.
* getaudiodata.m, pkg.m : Add semicolon to end of line for error() statement.
* movegui.m: Combine mutliple calls to set() into one for performance.
* __unimplemented__.m (missing_functions): Remove missing functions that have
been implemented.
* __vectorize__.m, check_default_input.m, betaincinv.m, gammaincinv.m:
Remove semicolon at end of line with "function" declaration.
* weboptions.m: Remove semicolon at end of line with "if" keyword.
* integrate_adaptive.m, factor.m: Use keyword "endif" rather than bare "end".
author | Rik <rik@octave.org> |
---|---|
date | Fri, 25 Nov 2022 21:23:54 -0800 |
parents | 7286327ec4b6 |
children | 597f3ee61a48 |
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######################################################################## ## ## Copyright (C) 2013-2022 The Octave Project Developers ## ## See the file COPYRIGHT.md in the top-level directory of this ## distribution or <https://octave.org/copyright/>. ## ## 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 ## <https://www.gnu.org/licenses/>. ## ######################################################################## ## -*- texinfo -*- ## @deftypefn {} {@var{solution} =} integrate_adaptive (@var{@@stepper}, @var{order}, @var{@@fcn}, @var{tspan}, @var{x0}, @var{options}) ## ## This function file can be called by an ODE solver function in order to ## integrate the set of ODEs on the interval @var{[t0, t1]} with an adaptive ## timestep. ## ## The function returns a structure @var{solution} with two fields: @var{t} ## and @var{y}. @var{t} is a column vector and contains the time stamps. ## @var{y} is a matrix in which each column refers to a different unknown ## of the problem and the row number is the same as the @var{t} row number. ## Thus, each row of the matrix @var{y} contains the values of all unknowns at ## the time value contained in the corresponding row in @var{t}. ## ## The first input argument must be a function handle or inline function ## representing the stepper, i.e., the function responsible for step-by-step ## integration. This function discriminates one method from the others. ## ## The second input argument is the order of the stepper. It is needed ## to compute the adaptive timesteps. ## ## The third input argument is a function handle or inline function that ## defines the ODE: ## ## @ifhtml ## ## @example ## @math{y' = f(t,y)} ## @end example ## ## @end ifhtml ## @ifnothtml ## @math{y' = f(t,y)}. ## @end ifnothtml ## ## The fourth input argument is the time vector which defines the integration ## interval, i.e., @var{[tspan(1), tspan(end)]} and all intermediate elements ## are taken as times at which the solution is required. ## ## The fifth argument represents the initial conditions for the ODEs and the ## last input argument contains some options that may be needed for the ## stepper. ## ## @end deftypefn function solution = integrate_adaptive (stepper, order, fcn, tspan, x0, options) fixed_times = numel (tspan) > 2; t_new = t_old = ode_t = output_t = tspan(1); x_new = x_old = ode_x = output_x = x0(:); ## Get first initial timestep dt = options.InitialStep; if (isempty (dt)) dt = starting_stepsize (order, fcn, ode_t, ode_x, options.AbsTol, options.RelTol, strcmp (options.NormControl, "on"), options.funarguments); endif dir = options.direction; dt = dir * min (abs (dt), options.MaxStep); options.comp = 0.0; ## Factor multiplying the stepsize guess facmin = 0.8; facmax = 1.5; fac = 0.38^(1/(order+1)); # formula taken from Hairer ## Initialize Refine value refine = options.Refine; if isempty (refine) refine = 1; elseif ((refine != round (refine)) || (refine < 1)) refine = 1; warning ("integrate_adaptive:invalid_refine", ["Invalid value of Refine. Refine must be a positive " ... "integer. Setting Refine = 1."] ); endif ## Initialize the OutputFcn if (options.haveoutputfunction) if (! isempty (options.OutputSel)) solution.retout = output_x(options.OutputSel, end); else solution.retout = output_x; endif feval (options.OutputFcn, tspan, solution.retout, "init", options.funarguments{:}); endif ## Initialize the EventFcn have_EventFcn = false; if (! isempty (options.Events)) have_EventFcn = true; options.Events = @(t,y) options.Events (t, y, options.funarguments{:}); ode_event_handler (options.Events, tspan(1), ode_x, ... [], order, "init"); endif if (options.havenonnegative) nn = options.NonNegative; endif solution.cntloop = 0; solution.cntcycles = 0; solution.cntsave = 2; solution.unhandledtermination = true; ireject = 0; NormControl = strcmp (options.NormControl, "on"); k_vals = []; iout = istep = 1; while (dir * t_old < dir * tspan(end)) ## Compute integration step from t_old to t_new = t_old + dt [t_new, options.comp] = kahan (t_old, options.comp, dt); [t_new, x_new, x_est, new_k_vals] = ... stepper (fcn, t_old, x_old, dt, options, k_vals, t_new); solution.cntcycles += 1; if (options.havenonnegative) x_new(nn, end) = abs (x_new(nn, end)); x_est(nn, end) = abs (x_est(nn, end)); endif err = AbsRel_norm (x_new, x_old, options.AbsTol, options.RelTol, NormControl, x_est); ## Accept solution only if err <= 1.0 if (err <= 1) solution.cntloop += 1; ireject = 0; # Clear reject counter terminal_event = false; terminal_output = false; istep++; ode_t(istep) = t_new; ode_x(:, istep) = x_new; iadd = 0; # Number of output points added this iteration ## Check for Events if (have_EventFcn) solution.event = ode_event_handler ([], t_new, x_new, ... new_k_vals, [], []); ## Check for terminal Event if (! isempty (solution.event{1}) && solution.event{1} == 1) ode_t(istep) = solution.event{3}(end); ode_x(:, istep) = solution.event{4}(end, :).'; solution.unhandledtermination = false; terminal_event = true; endif endif ## Interpolate to specified or Refined points if (fixed_times) t_caught = find ((dir * tspan(iout:end) > dir * t_old) ... & (dir * tspan(iout:end) <= dir * ode_t(istep))); t_caught = t_caught + iout - 1; iadd = length (t_caught); if (! isempty (t_caught)) output_t(t_caught) = tspan(t_caught); iout = max (t_caught); output_x(:, t_caught) = ... runge_kutta_interpolate (order, [t_old t_new], [x_old x_new], ... output_t(t_caught), new_k_vals); endif ## Add a possible additional output value if we found a terminal Event if ((terminal_event == true) && ... (dir * ode_t(istep) > dir * output_t(iout))) iadd += 1; iout += 1; output_x(:, iout) = ode_x(:, istep); output_t(iout) = ode_t(istep); endif elseif (refine > 1) iadd = refine; tadd = linspace (t_old, ode_t(istep), refine + 1); tadd = tadd(2:end); output_x(:, iout + (1:iadd)) = ... runge_kutta_interpolate (order, [t_old t_new], [x_old x_new], ... tadd, new_k_vals); output_t(iout + (1:iadd)) = tadd; iout = length (output_t); else # refine = 1 iadd = 1; iout += iadd; output_x(:, iout) = ode_x(:, istep); output_t(iout) = ode_t(istep); endif ## Call OutputFcn if ((options.haveoutputfunction) && (iadd > 0)) xadd = output_x(:, (iout-iadd+1):end); tadd = output_t((iout-iadd+1):end); if (! isempty (options.OutputSel)) xadd = xadd(options.OutputSel, :); endif stop_solve = feval (options.OutputFcn, tadd, xadd, ... [], options.funarguments{:}); if (stop_solve) solution.unhandledtermination = false; terminal_output = true; endif endif if (terminal_event || terminal_output) break; # break from main loop endif ## move to next time-step t_old = t_new; x_old = x_new; k_vals = new_k_vals; else # error condition ireject += 1; ## Stop solving if, in the last 5,000 steps, no successful valid ## value has been found. if (ireject >= 5_000) error (["integrate_adaptive: Solving was not successful. ", ... " The iterative integration loop exited at time", ... " t = %f before the endpoint at tend = %f was reached. ", ... " This happened because the iterative integration loop", ... " did not find a valid solution at this time stamp. ", ... " Try to reduce the value of 'InitialStep' and/or", ... " 'MaxStep' with the command 'odeset'.\n"], t_old, tspan(end)); endif endif ## Compute next timestep, formula taken from Hairer err += eps; # avoid divisions by zero dt *= min (facmax, max (facmin, fac * (1 / err)^(1 / (order + 1)))); dt = dir * min (abs (dt), options.MaxStep); if (! (abs (dt) > eps (ode_t(end)))) break; endif ## Make sure we don't go past tpan(end) dt = dir * min (abs (dt), abs (tspan(end) - t_old)); endwhile ## Check if integration of the ode has been successful if (dir * ode_t(end) < dir * tspan(end)) if (solution.unhandledtermination == true) warning ("integrate_adaptive:unexpected_termination", [" Solving was not successful. ", ... " The iterative integration loop exited at time", ... " t = %f before the endpoint at tend = %f was reached. ", ... " This may happen if the stepsize becomes too small. ", ... " Try to reduce the value of 'InitialStep'", ... " and/or 'MaxStep' with the command 'odeset'."], ode_t(end), tspan(end)); endif endif ## Set up return structure solution.ode_t = ode_t(:); solution.ode_x = ode_x.'; solution.output_t = output_t(:); solution.output_x = output_x.'; endfunction