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C Work performed under the auspices of the U.S. Department of Energy
C by Lawrence Livermore National Laboratory under contract number
C W-7405-Eng-48.
C
SUBROUTINE DDSTP(X,Y,YPRIME,NEQ,RES,JAC,PSOL,H,WT,VT,
* JSTART,IDID,RPAR,IPAR,PHI,SAVR,DELTA,E,WM,IWM,
* ALPHA,BETA,GAMMA,PSI,SIGMA,CJ,CJOLD,HOLD,S,HMIN,UROUND,
* EPLI,SQRTN,RSQRTN,EPCON,IPHASE,JCALC,JFLG,K,KOLD,NS,NONNEG,
* NTYPE,NLS)
C
C***BEGIN PROLOGUE DDSTP
C***REFER TO DDASPK
C***DATE WRITTEN 890101 (YYMMDD)
C***REVISION DATE 900926 (YYMMDD)
C***REVISION DATE 940909 (YYMMDD) (Reset PSI(1), PHI(*,2) at 690)
C
C
C-----------------------------------------------------------------------
C***DESCRIPTION
C
C DDSTP solves a system of differential/algebraic equations of
C the form G(X,Y,YPRIME) = 0, for one step (normally from X to X+H).
C
C The methods used are modified divided difference, fixed leading
C coefficient forms of backward differentiation formulas.
C The code adjusts the stepsize and order to control the local error
C per step.
C
C
C The parameters represent
C X -- Independent variable.
C Y -- Solution vector at X.
C YPRIME -- Derivative of solution vector
C after successful step.
C NEQ -- Number of equations to be integrated.
C RES -- External user-supplied subroutine
C to evaluate the residual. See RES description
C in DDASPK prologue.
C JAC -- External user-supplied routine to update
C Jacobian or preconditioner information in the
C nonlinear solver. See JAC description in DDASPK
C prologue.
C PSOL -- External user-supplied routine to solve
C a linear system using preconditioning.
C (This is optional). See PSOL in DDASPK prologue.
C H -- Appropriate step size for next step.
C Normally determined by the code.
C WT -- Vector of weights for error criterion used in Newton test.
C VT -- Masked vector of weights used in error test.
C JSTART -- Integer variable set 0 for
C first step, 1 otherwise.
C IDID -- Completion code returned from the nonlinear solver.
C See IDID description in DDASPK prologue.
C RPAR,IPAR -- Real and integer parameter arrays that
C are used for communication between the
C calling program and external user routines.
C They are not altered by DNSK
C PHI -- Array of divided differences used by
C DDSTP. The length is NEQ*(K+1), where
C K is the maximum order.
C SAVR -- Work vector for DDSTP of length NEQ.
C DELTA,E -- Work vectors for DDSTP of length NEQ.
C WM,IWM -- Real and integer arrays storing
C information required by the linear solver.
C
C The other parameters are information
C which is needed internally by DDSTP to
C continue from step to step.
C
C-----------------------------------------------------------------------
C***ROUTINES CALLED
C NLS, DDWNRM, DDATRP
C
C***END PROLOGUE DDSTP
C
C
IMPLICIT DOUBLE PRECISION(A-H,O-Z)
DIMENSION Y(*),YPRIME(*),WT(*),VT(*)
DIMENSION PHI(NEQ,*),SAVR(*),DELTA(*),E(*)
DIMENSION WM(*),IWM(*)
DIMENSION PSI(*),ALPHA(*),BETA(*),GAMMA(*),SIGMA(*)
DIMENSION RPAR(*),IPAR(*)
EXTERNAL RES, JAC, PSOL, NLS
C
PARAMETER (LMXORD=3)
PARAMETER (LNST=11, LETF=14, LCFN=15)
C
C
C-----------------------------------------------------------------------
C BLOCK 1.
C Initialize. On the first call, set
C the order to 1 and initialize
C other variables.
C-----------------------------------------------------------------------
C
C Initializations for all calls
C
XOLD=X
NCF=0
NEF=0
IF(JSTART .NE. 0) GO TO 120
C
C If this is the first step, perform
C other initializations
C
K=1
KOLD=0
HOLD=0.0D0
PSI(1)=H
CJ = 1.D0/H
IPHASE = 0
NS=0
120 CONTINUE
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 2
C Compute coefficients of formulas for
C this step.
C-----------------------------------------------------------------------
200 CONTINUE
KP1=K+1
KP2=K+2
KM1=K-1
IF(H.NE.HOLD.OR.K .NE. KOLD) NS = 0
NS=MIN0(NS+1,KOLD+2)
NSP1=NS+1
IF(KP1 .LT. NS)GO TO 230
C
BETA(1)=1.0D0
ALPHA(1)=1.0D0
TEMP1=H
GAMMA(1)=0.0D0
SIGMA(1)=1.0D0
DO 210 I=2,KP1
TEMP2=PSI(I-1)
PSI(I-1)=TEMP1
BETA(I)=BETA(I-1)*PSI(I-1)/TEMP2
TEMP1=TEMP2+H
ALPHA(I)=H/TEMP1
SIGMA(I)=(I-1)*SIGMA(I-1)*ALPHA(I)
GAMMA(I)=GAMMA(I-1)+ALPHA(I-1)/H
210 CONTINUE
PSI(KP1)=TEMP1
230 CONTINUE
C
C Compute ALPHAS, ALPHA0
C
ALPHAS = 0.0D0
ALPHA0 = 0.0D0
DO 240 I = 1,K
ALPHAS = ALPHAS - 1.0D0/I
ALPHA0 = ALPHA0 - ALPHA(I)
240 CONTINUE
C
C Compute leading coefficient CJ
C
CJLAST = CJ
CJ = -ALPHAS/H
C
C Compute variable stepsize error coefficient CK
C
CK = ABS(ALPHA(KP1) + ALPHAS - ALPHA0)
CK = MAX(CK,ALPHA(KP1))
C
C Change PHI to PHI STAR
C
IF(KP1 .LT. NSP1) GO TO 280
DO 270 J=NSP1,KP1
DO 260 I=1,NEQ
260 PHI(I,J)=BETA(J)*PHI(I,J)
270 CONTINUE
280 CONTINUE
C
C Update time
C
X=X+H
C
C Initialize IDID to 1
C
IDID = 1
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 3
C Call the nonlinear system solver to obtain the solution and
C derivative.
C-----------------------------------------------------------------------
C
CALL NLS(X,Y,YPRIME,NEQ,
* RES,JAC,PSOL,H,WT,JSTART,IDID,RPAR,IPAR,PHI,GAMMA,
* SAVR,DELTA,E,WM,IWM,CJ,CJOLD,CJLAST,S,
* UROUND,EPLI,SQRTN,RSQRTN,EPCON,JCALC,JFLG,KP1,
* NONNEG,NTYPE,IERNLS)
C
IF(IERNLS .NE. 0)GO TO 600
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 4
C Estimate the errors at orders K,K-1,K-2
C as if constant stepsize was used. Estimate
C the local error at order K and test
C whether the current step is successful.
C-----------------------------------------------------------------------
C
C Estimate errors at orders K,K-1,K-2
C
ENORM = DDWNRM(NEQ,E,VT,RPAR,IPAR)
ERK = SIGMA(K+1)*ENORM
TERK = (K+1)*ERK
EST = ERK
KNEW=K
IF(K .EQ. 1)GO TO 430
DO 405 I = 1,NEQ
405 DELTA(I) = PHI(I,KP1) + E(I)
ERKM1=SIGMA(K)*DDWNRM(NEQ,DELTA,VT,RPAR,IPAR)
TERKM1 = K*ERKM1
IF(K .GT. 2)GO TO 410
IF(TERKM1 .LE. 0.5*TERK)GO TO 420
GO TO 430
410 CONTINUE
DO 415 I = 1,NEQ
415 DELTA(I) = PHI(I,K) + DELTA(I)
ERKM2=SIGMA(K-1)*DDWNRM(NEQ,DELTA,VT,RPAR,IPAR)
TERKM2 = (K-1)*ERKM2
IF(MAX(TERKM1,TERKM2).GT.TERK)GO TO 430
C
C Lower the order
C
420 CONTINUE
KNEW=K-1
EST = ERKM1
C
C
C Calculate the local error for the current step
C to see if the step was successful
C
430 CONTINUE
ERR = CK * ENORM
IF(ERR .GT. 1.0D0)GO TO 600
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 5
C The step is successful. Determine
C the best order and stepsize for
C the next step. Update the differences
C for the next step.
C-----------------------------------------------------------------------
IDID=1
IWM(LNST)=IWM(LNST)+1
KDIFF=K-KOLD
KOLD=K
HOLD=H
C
C
C Estimate the error at order K+1 unless
C already decided to lower order, or
C already using maximum order, or
C stepsize not constant, or
C order raised in previous step
C
IF(KNEW.EQ.KM1.OR.K.EQ.IWM(LMXORD))IPHASE=1
IF(IPHASE .EQ. 0)GO TO 545
IF(KNEW.EQ.KM1)GO TO 540
IF(K.EQ.IWM(LMXORD)) GO TO 550
IF(KP1.GE.NS.OR.KDIFF.EQ.1)GO TO 550
DO 510 I=1,NEQ
510 DELTA(I)=E(I)-PHI(I,KP2)
ERKP1 = (1.0D0/(K+2))*DDWNRM(NEQ,DELTA,VT,RPAR,IPAR)
TERKP1 = (K+2)*ERKP1
IF(K.GT.1)GO TO 520
IF(TERKP1.GE.0.5D0*TERK)GO TO 550
GO TO 530
520 IF(TERKM1.LE.MIN(TERK,TERKP1))GO TO 540
IF(TERKP1.GE.TERK.OR.K.EQ.IWM(LMXORD))GO TO 550
C
C Raise order
C
530 K=KP1
EST = ERKP1
GO TO 550
C
C Lower order
C
540 K=KM1
EST = ERKM1
GO TO 550
C
C If IPHASE = 0, increase order by one and multiply stepsize by
C factor two
C
545 K = KP1
HNEW = H*2.0D0
H = HNEW
GO TO 575
C
C
C Determine the appropriate stepsize for
C the next step.
C
550 HNEW=H
TEMP2=K+1
R=(2.0D0*EST+0.0001D0)**(-1.0D0/TEMP2)
IF(R .LT. 2.0D0) GO TO 555
HNEW = 2.0D0*H
GO TO 560
555 IF(R .GT. 1.0D0) GO TO 560
R = MAX(0.5D0,MIN(0.9D0,R))
HNEW = H*R
560 H=HNEW
C
C
C Update differences for next step
C
575 CONTINUE
IF(KOLD.EQ.IWM(LMXORD))GO TO 585
DO 580 I=1,NEQ
580 PHI(I,KP2)=E(I)
585 CONTINUE
DO 590 I=1,NEQ
590 PHI(I,KP1)=PHI(I,KP1)+E(I)
DO 595 J1=2,KP1
J=KP1-J1+1
DO 595 I=1,NEQ
595 PHI(I,J)=PHI(I,J)+PHI(I,J+1)
JSTART = 1
RETURN
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 6
C The step is unsuccessful. Restore X,PSI,PHI
C Determine appropriate stepsize for
C continuing the integration, or exit with
C an error flag if there have been many
C failures.
C-----------------------------------------------------------------------
600 IPHASE = 1
C
C Restore X,PHI,PSI
C
X=XOLD
IF(KP1.LT.NSP1)GO TO 630
DO 620 J=NSP1,KP1
TEMP1=1.0D0/BETA(J)
DO 610 I=1,NEQ
610 PHI(I,J)=TEMP1*PHI(I,J)
620 CONTINUE
630 CONTINUE
DO 640 I=2,KP1
640 PSI(I-1)=PSI(I)-H
C
C
C Test whether failure is due to nonlinear solver
C or error test
C
IF(IERNLS .EQ. 0)GO TO 660
IWM(LCFN)=IWM(LCFN)+1
C
C
C The nonlinear solver failed to converge.
C Determine the cause of the failure and take appropriate action.
C If IERNLS .LT. 0, then return. Otherwise, reduce the stepsize
C and try again, unless too many failures have occurred.
C
IF (IERNLS .LT. 0) GO TO 675
NCF = NCF + 1
R = 0.25D0
H = H*R
IF (NCF .LT. 10 .AND. ABS(H) .GE. HMIN) GO TO 690
IF (IDID .EQ. 1) IDID = -7
IF (NEF .GE. 3) IDID = -9
GO TO 675
C
C
C The nonlinear solver converged, and the cause
C of the failure was the error estimate
C exceeding the tolerance.
C
660 NEF=NEF+1
IWM(LETF)=IWM(LETF)+1
IF (NEF .GT. 1) GO TO 665
C
C On first error test failure, keep current order or lower
C order by one. Compute new stepsize based on differences
C of the solution.
C
K = KNEW
TEMP2 = K + 1
R = 0.90D0*(2.0D0*EST+0.0001D0)**(-1.0D0/TEMP2)
R = MAX(0.25D0,MIN(0.9D0,R))
H = H*R
IF (ABS(H) .GE. HMIN) GO TO 690
IDID = -6
GO TO 675
C
C On second error test failure, use the current order or
C decrease order by one. Reduce the stepsize by a factor of
C one quarter.
C
665 IF (NEF .GT. 2) GO TO 670
K = KNEW
R = 0.25D0
H = R*H
IF (ABS(H) .GE. HMIN) GO TO 690
IDID = -6
GO TO 675
C
C On third and subsequent error test failures, set the order to
C one, and reduce the stepsize by a factor of one quarter.
C
670 K = 1
R = 0.25D0
H = R*H
IF (ABS(H) .GE. HMIN) GO TO 690
IDID = -6
GO TO 675
C
C
C
C
C For all crashes, restore Y to its last value,
C interpolate to find YPRIME at last X, and return.
C
C Before returning, verify that the user has not set
C IDID to a nonnegative value. If the user has set IDID
C to a nonnegative value, then reset IDID to be -7, indicating
C a failure in the nonlinear system solver.
C
675 CONTINUE
CALL DDATRP(X,X,Y,YPRIME,NEQ,K,PHI,PSI)
JSTART = 1
IF (IDID .GE. 0) IDID = -7
RETURN
C
C
C Go back and try this step again.
C If this is the first step, reset PSI(1) and rescale PHI(*,2).
C
690 IF (KOLD .EQ. 0) THEN
PSI(1) = H
DO 695 I = 1,NEQ
695 PHI(I,2) = R*PHI(I,2)
ENDIF
GO TO 200
C
C------END OF SUBROUTINE DDSTP------------------------------------------
END
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