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/*
* Distributed under the OSI-approved Apache License, Version 2.0. See
* accompanying file Copyright.txt for details.
*/
#ifndef LORENZ_HPP
#define LORENZ_HPP
#include <algorithm>
#include <array>
#include <cassert>
#include <cmath>
#include <iostream>
#include <limits>
#include <vector>
// Solves the Lorenz system using Taylor methods.
// See: https://en.wikipedia.org/wiki/Lorenz_system
// and Corliss, "A Graduate Introduction to Numerical Methods"
// (https://doi.org/10.1007/978-1-4614-8453-0) for an introduction to Taylor
// methods for ODEs.
template <typename Real>
class lorenz
{
public:
lorenz(const Real sigma, const Real beta, const Real rho,
std::array<Real, 3> const &initial_conditions, const Real tmax,
const Real absolute_error_goal)
{
using std::sqrt;
using std::abs;
using std::cbrt;
if (tmax <= 0)
{
throw std::domain_error("tmax > 0 is required");
}
if (absolute_error_goal <= std::numeric_limits<Real>::epsilon())
{
throw std::domain_error("Abolute error goal > eps is required");
}
Real t = 0;
Real x = initial_conditions[0];
Real y = initial_conditions[1];
Real z = initial_conditions[2];
Real dotx = sigma * (y - x);
Real doty = x * (rho - z) - y;
Real dotz = x * y - beta * z;
Real ddotx = sigma * (doty - dotx);
Real ddoty = dotx * (rho - z) - x * dotz - doty;
Real ddotz = dotx * y + x * doty - beta * dotz;
states_.emplace_back(std::array<Real, 7>{t, x, y, z, dotx, doty, dotz});
while (t < tmax)
{
// ∆t must satisfy three constraints:
// ∆t^2 < 2µ/|ddot(x)|, ∆t^2 < 2µ/|ddot(y)|, ∆t^2 < 2µ/|ddot(z)|.
// where µ = absolute_error_goal.
const Real m = std::min({abs(ddotx), abs(ddoty), abs(ddotz)});
Real dt;
// If all second derivaties are zero, we're actually *more*
// accurate:
if (m == 0)
{
dt = cbrt(6 * absolute_error_goal);
}
else
{
dt = sqrt(2 * absolute_error_goal / m);
}
// Taylor series:
t += dt;
x += dt * dotx + dt * dt * ddotx / 2;
y += dt * doty + dt * dt * ddoty / 2;
z += dt * dotz + dt * dt * ddotz / 2;
// Now compute the derivatives at the new location:
dotx = sigma * (y - x);
doty = x * (rho - z) - y;
dotz = x * y - beta * z;
ddotx = sigma * (doty - dotx);
ddoty = dotx * (rho - z) - x * dotz - doty;
ddotz = dotx * y + x * doty - beta * dotz;
// And store the state:
states_.emplace_back(std::array<Real, 7>{t, x, y, z, dotx, doty, dotz});
}
}
// Load data:
lorenz(std::vector<std::array<Real, 7>> &&state) : states_{std::move(state)}
{
// Simple validation: The times increase:
Real t = states_[0][0];
// t0 = 0: This is just an incidental feature of the solution,
// obviously we could change this so that t0 could be arbitrary.
// But for now, t0 is not arbitrary, so let's use this to validate the
// deserialization:
if (t != 0)
{
throw std::logic_error("t0 != 0");
}
for (size_t i = 1; i < states_.size(); ++i)
{
Real ti = states_[i][0];
if (ti <= t)
{
throw std::logic_error("Deserialization is incorrect: Times are not sorted in "
"increasing order t_0 < t_1 < ...");
}
t = ti;
}
}
std::array<Real, 3> operator()(Real t) const
{
if (t > tmax() || t < tmin())
{
throw std::domain_error("t is not in domain of interpolation.");
}
if (t == tmax())
{
auto const &state = states_.back();
return {state[1], state[2], state[3]};
}
auto comparator = [&](const Real t, std::array<Real, 7> const &state) {
return t < state[0];
};
auto it = std::upper_bound(states_.begin(), states_.end(), t, comparator);
auto i = std::distance(states_.begin(), it) - 1;
auto const &s0 = states_[i];
auto const &s1 = states_[i + 1];
Real t0 = s0[0];
Real x0 = s0[1];
Real y0 = s0[2];
Real z0 = s0[3];
Real dx0dt = s0[4];
Real dy0dt = s0[5];
Real dz0dt = s0[6];
Real t1 = s1[0];
Real x1 = s1[1];
Real y1 = s1[2];
Real z1 = s1[3];
Real dxdt1 = s1[4];
Real dydt1 = s1[5];
Real dzdt1 = s1[6];
// Map t into [0,1]:
Real dt = s1[0] - s0[0];
Real s = (t - t0) / dt;
Real x = (1 - s) * (1 - s) * (x0 * (1 + 2 * s) + dx0dt * (t - t0)) +
s * s * (x1 * (3 - 2 * s) + dt * dxdt1 * (s - 1));
Real y = (1 - s) * (1 - s) * (y0 * (1 + 2 * s) + dy0dt * (t - t0)) +
s * s * (y1 * (3 - 2 * s) + dt * dydt1 * (s - 1));
Real z = (1 - s) * (1 - s) * (z0 * (1 + 2 * s) + dz0dt * (t - t0)) +
s * s * (z1 * (3 - 2 * s) + dt * dzdt1 * (s - 1));
return {x, y, z};
}
const std::vector<std::array<Real, 7>> &states() const { return states_; }
Real tmax() const { return states_.back()[0]; }
Real tmin() const { return states_.front()[0]; }
friend std::ostream &operator<<(std::ostream &out, lorenz const &l)
{
for (auto &state : l.states_)
{
Real t = state[0];
out << "u(" << t << ") = {" << state[1] << ", " << state[2] << ", " << state[3]
<< "}\n";
}
return out;
}
private:
std::vector<std::array<Real, 7>> states_;
};
template <typename Real>
void test_lorenz()
{
using std::abs;
// Kinda ridiculous to run tests this way,
// but I don't want to introduce a dependency on a unit test framework into
// this repo. Test 1: If x(0) = y(0) = 0, then x(t) = y(t) = 0 and z(t) =
// z(0)exp(-βt).
Real sigma = 10;
Real beta = Real(8) / Real(3);
Real rho = 28;
Real tmax = 10;
Real absolute_error = 1e-5;
const std::array<Real, 3> initial_conditions{0, 0, Real(1)};
auto solution = lorenz<double>(sigma, beta, rho, initial_conditions, tmax, absolute_error);
auto const &skeleton = solution.states();
for (auto const &s : skeleton)
{
Real t = s[0];
Real x = s[1];
Real y = s[2];
Real z = s[3];
if (abs(x) > std::numeric_limits<Real>::epsilon())
{
throw std::logic_error("x < eps doesn't hold");
}
if (abs(y) > std::numeric_limits<Real>::epsilon())
{
throw std::logic_error("y < eps doesn't hold");
}
Real expected = std::exp(-beta * t);
if (abs(expected - z) > 100 * absolute_error)
{
std::cerr << "Expected z = " << expected << "\n";
std::cerr << "Computed z = " << z << "\n";
throw std::logic_error("z(t) = exp(-βt) doesn't hold");
}
}
}
#endif
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