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########################################################################
##
## Copyright (C) 2013-2024 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
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