Mercurial > octave
view scripts/ode/private/integrate_adaptive.m @ 30893:e1788b1a315f
maint: Use "fcn" as preferred abbreviation for "function" in m-files.
* accumarray.m, accumdim.m, quadl.m, quadv.m, randi.m, structfun.m,
__is_function__.m, uigetfile.m, uimenu.m, uiputfile.m, doc_cache_create.m,
colorspace_conversion_input_check.m, imageIO.m, argnames.m, vectorize.m,
vectorize.m, normest1.m, inputname.m, nthargout.m, display_info_file.m,
decic.m, ode15i.m, ode15s.m, ode23.m, ode23s.m, ode45.m, odeset.m,
check_default_input.m, integrate_adaptive.m, ode_event_handler.m,
runge_kutta_23.m, runge_kutta_23s.m, runge_kutta_45_dorpri.m,
runge_kutta_interpolate.m, starting_stepsize.m, __all_opts__.m, fminbnd.m,
fminsearch.m, fminunc.m, fsolve.m, fzero.m, sqp.m, fplot.m, plotyy.m,
__bar__.m, __ezplot__.m, flat_entry.html, profexport.m, movfun.m, bicg.m,
bicgstab.m, cgs.m, eigs.m, gmres.m, pcg.m, __alltohandles__.m, __sprand__.m,
qmr.m, tfqmr.m, dump_demos.m:
Replace "func", "fun", "fn" in documentation and variable names with "fcn".
author | Rik <rik@octave.org> |
---|---|
date | Mon, 04 Apr 2022 18:14:56 -0700 |
parents | 796f54d4ddbf |
children | 449ed6f427cb |
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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 = t = tspan(1); x_new = x_old = x = x0(:); ## Get first initial timestep dt = options.InitialStep; if (isempty (dt)) dt = starting_stepsize (order, fcn, t, 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 the OutputFcn if (options.haveoutputfunction) if (! isempty (options.OutputSel)) solution.retout = x(options.OutputSel,end); else solution.retout = 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; ode_event_handler (options.Events, tspan(1), x, "init", options.funarguments{:}); 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 ## if output time steps are fixed if (fixed_times) t_caught = find ((dir * tspan(iout:end) > dir * t_old) & (dir * tspan(iout:end) <= dir * t_new)); t_caught = t_caught + iout - 1; if (! isempty (t_caught)) t(t_caught) = tspan(t_caught); iout = max (t_caught); x(:, t_caught) = ... runge_kutta_interpolate (order, [t_old t_new], [x_old x_new], t(t_caught), new_k_vals, dt, fcn, options.funarguments); istep += 1; ## Call Events function only if a valid result has been found. ## Stop integration if eventbreak is true. if (have_EventFcn) break_loop = false; for idenseout = 1:numel (t_caught) id = t_caught(idenseout); td = t(id); solution.event = ... ode_event_handler (options.Events, t(id), x(:, id), [], options.funarguments{:}); if (! isempty (solution.event{1}) && solution.event{1} == 1) t(id) = solution.event{3}(end); t = t(1:id); x(:, id) = solution.event{4}(end, :).'; x = x(:,1:id); solution.unhandledtermination = false; break_loop = true; break; endif endfor if (break_loop) break; endif endif ## Call OutputFcn only if a valid result has been found. ## Stop integration if function returns true. if (options.haveoutputfunction) cnt = options.Refine + 1; approxtime = linspace (t_old, t_new, cnt); approxvals = interp1 ([t_old, t(t_caught), t_new], [x_old, x(:, t_caught), x_new] .', approxtime, "linear") .'; if (isvector (approxvals) && ! isscalar (approxtime)) approxvals = approxvals.'; endif if (! isempty (options.OutputSel)) approxvals = approxvals(options.OutputSel, :); endif stop_solve = false; for ii = 1:numel (approxtime) stop_solve = feval (options.OutputFcn, approxtime(ii), approxvals(:, ii), [], options.funarguments{:}); if (stop_solve) break; # break from inner loop endif endfor if (stop_solve) # Leave main loop solution.unhandledtermination = false; break; endif endif endif else # not fixed times t(++istep) = t_new; x(:, istep) = x_new; iout = istep; ## Call Events function only if a valid result has been found. ## Stop integration if eventbreak is true. if (have_EventFcn) solution.event = ... ode_event_handler (options.Events, t(istep), x(:, istep), [], options.funarguments{:}); if (! isempty (solution.event{1}) && solution.event{1} == 1) t(istep) = solution.event{3}(end); x(:, istep) = solution.event{4}(end, :).'; solution.unhandledtermination = false; break; endif endif ## Call OutputFcn only if a valid result has been found. ## Stop integration if function returns true. if (options.haveoutputfunction) cnt = options.Refine + 1; approxtime = linspace (t_old, t_new, cnt); approxvals = interp1 ([t_old, t_new], [x_old, x_new] .', approxtime, "linear") .'; if (isvector (approxvals) && ! isscalar (approxtime)) approxvals = approxvals.'; endif if (! isempty (options.OutputSel)) approxvals = approxvals(options.OutputSel, :); endif stop_solve = false; for ii = 1:numel (approxtime) stop_solve = feval (options.OutputFcn, approxtime(ii), approxvals(:, ii), [], options.funarguments{:}); if (stop_solve) break; # break from inner loop endif endfor if (stop_solve) # Leave main loop solution.unhandledtermination = false; break; endif endif 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 (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 * 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'."], t(end), tspan(end)); else warning ("integrate_adaptive:unexpected_termination", ["Solver was stopped by a call of 'break'", ... " in the main iteration loop at time", ... " t = %f before the endpoint at tend = %f was reached. ", ... " This may happen because the @odeplot function", ... " returned 'true' or the @event function returned 'true'."], t(end), tspan(end)); endif endif ## Set up return structure solution.t = t(:); solution.x = x.'; endfunction