File: volterra2.c

package info (click to toggle)
xppaut 6.11b%2B1.dfsg-1.1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 13,504 kB
  • sloc: ansic: 91,694; makefile: 167
file content (449 lines) | stat: -rw-r--r-- 10,887 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
#include "volterra2.h"
#include "delay_handle.h"
#include "gear.h"
#include "ggets.h"
#include "markov.h"

#include <stdlib.h> 
#include "xpplim.h"
#include "getvar.h"
#include "volterra.h"
#include <math.h>
#include <stdio.h>
#include "parserslow.h"


#define MAX(a,b) ((a)>(b)?(a):(b))
#define MIN(a,b) ((a)<(b)?(a):(b))
/* #define Set_ivar(a,b) variables[(a)]=(b) */

/*  This is an implicit solver for volterra integral and integro-differential
    equations.  It is based on code found in Peter Linz's book
    ont Volterra equations.
    One tries to evaluate:
    
       int_0^t ( (t-t')^-mu K(t,t',u) dt')
    where  0 <= mu < 1 and K(t,t',u) is cts and Lipschitz.
    The product method is used combined with the trapezoidal rule for integration.  
    The method is A-stable since it is an implicit scheme.  
    
    The kernel structure contains the constant mu and the expression for
    evaluating K(t,t',u)


*/

#define CONV 2
extern KERNEL kernel[MAXKER];
extern int NODE,NMarkov,FIX_VAR,PrimeStart; 
extern int NKernel; 
extern double *Memory[MAXODE];
extern double T0,DELTA_T;
extern int MaxPoints;
extern int EqType[MAXODE];
int CurrentPoint;
int KnFlag;


int AutoEvaluate=0;
extern double variables[];
extern int NVAR;
extern int MaxEulIter;
extern double EulTol,NEWT_ERR;


double evaluate();
double ker_val();
double alpha1n();
double alpbetjn();
double betnn();

extern int *my_ode[];
double get_ivar();





double ker_val(in)
     int in;
{
 if(KnFlag)return(kernel[in].k_n);
 return(kernel[in].k_n1);
}

void alloc_v_memory()  /* allocate stuff for volterra equations */
{
  int i,len,formula[256],j;
  

/* First parse the kernels   since these were deferred */
  for(i=0;i<NKernel;i++){
     kernel[i].k_n=0.0;
     if(add_expr(kernel[i].expr,formula,&len)){
    plintf("Illegal kernel %s=%s\n",kernel[i].name,kernel[i].expr);
    exit(0); /* fatal error ... */
  }
     kernel[i].formula=(int *)malloc((len+2)*sizeof(int));
     for(j=0;j<len;j++){

       kernel[i].formula[j]=formula[j];
     }
     if(kernel[i].flag==CONV){
       if(add_expr(kernel[i].kerexpr,formula,&len)){
	 plintf("Illegal convolution %s=%s\n",
		kernel[i].name,kernel[i].kerexpr);
	 exit(0); /* fatal error ... */
       }
       kernel[i].kerform=(int *)malloc((len+2)*sizeof(int));
       for(j=0;j<len;j++){
	 kernel[i].kerform[j]=formula[j];
       }
     }
   }
  allocate_volterra(MaxPoints,0);
}

void allocate_volterra(npts,flag)
     int npts,flag;
{
  int i,oldmem=MaxPoints,j;
  int ntot=NODE+FIX_VAR+NMarkov;
  npts=abs(npts);
  MaxPoints=npts;
  /* now allocate the memory   */
  if(NKernel==0)return;
  if(flag==1)for(i=0;i<ntot;i++)free(Memory[i]);
  for(i=0;i<ntot;i++){
    Memory[i]=(double *)malloc(sizeof(double)*MaxPoints);
    if(Memory[i]==NULL)break; 
  }
 
  if(i<ntot&&flag==0){
      plintf("Not enough memory... make Maxpts smaller \n");
      exit(0);
    }
  if(i<ntot){
    MaxPoints=oldmem;
    for(j=0;j<i;j++)free(Memory[j]);
    for(i=0;i<ntot;i++)
      Memory[i]=(double *)malloc(sizeof(double)*MaxPoints);
    err_msg("Not enough memory...resetting");
  } 
  CurrentPoint=0;
  KnFlag=1;
  alloc_kernels(flag);
}

void re_evaluate_kernels()
{
  int i,j,n=MaxPoints;

  if(AutoEvaluate==0)return;
  for(i=0;i<NKernel;i++){
    if(kernel[i].flag==CONV){
      for(j=0;j<=n;j++){
	SETVAR(0,T0+DELTA_T*j);
	kernel[i].cnv[j]=evaluate(kernel[i].kerform);
      }
    }  
  }
}

void alloc_kernels(flag)
     int flag;
{
  int i,n=MaxPoints;
  int j;
  double mu;
  for(i=0;i<NKernel;i++){
    if(kernel[i].flag==CONV){
      if(flag==1)free(kernel[i].cnv);
      kernel[i].cnv=(double *)malloc((n+1)*sizeof(double));
      for(j=0;j<=n;j++){
	SETVAR(0,T0+DELTA_T*j);
	kernel[i].cnv[j]=evaluate(kernel[i].kerform);
      }
    }
    /* Do the alpha functions here later  */
   if(kernel[i].mu>0.0){
     mu=kernel[i].mu;
     if(flag==1)free(kernel[i].al);
     kernel[i].al=(double *)malloc((n+1)*sizeof(double));
     for(j=0;j<=n;j++)kernel[i].al[j]=alpbetjn(mu,DELTA_T,j);
   }
  }
}

/* the following is the main driver for evaluating the sums in the 
   kernel the results here are used in the implicit solver.  The integral
   up to t_n-1 is evaluated and placed in sum.  Kn-> Kn-1   
   
   the weights al and bet are computed in general, but specifically
   for mu=0,.5 since these involve no transcendental functions
   

   */

/***   FIX THIS TO DO MORE GENERAL STUFF   
       K(t,t',u,u') someday...
***/

void init_sums(t0,n,dt,i0,iend,ishift)
     double t0,dt;
     int n,i0,iend,ishift;
{
   double t=t0+n*dt,tp=t0+i0*dt;
   double sum[MAXODE],al,alpbet,mu;
   int nvar=FIX_VAR+NODE+NMarkov;
   int l,ioff,ker,i;
   SETVAR(0,t);
   SETVAR(PrimeStart,tp);
   for(l=0;l<nvar;l++)SETVAR(l+1,Memory[l][ishift]);
   for(ker=0;ker<NKernel;ker++){
     kernel[ker].k_n1=kernel[ker].k_n;
     mu=kernel[ker].mu;
     if(mu==0.0)al=.5*dt;
     else al=alpha1n(mu,dt,t,tp);
     sum[ker]=al*evaluate(kernel[ker].formula);
     if(kernel[ker].flag==CONV)
       sum[ker]=sum[ker]*kernel[ker].cnv[n-i0];
     
   }
   for(i=1;i<=iend;i++){
     ioff=(ishift+i)%MaxPoints;
     tp+=dt;
     SETVAR(PrimeStart,tp);
     for(l=0;l<nvar;l++)SETVAR(l+1,Memory[l][ioff]);
     for(ker=0;ker<NKernel;ker++){
       mu=kernel[ker].mu;
       if(mu==0.0)alpbet=dt;
       else alpbet=kernel[ker].al[n-i0-i];      /* alpbetjn(mu,dt,t,tp); */
       if(kernel[ker].flag==CONV)
	 sum[ker]+=(alpbet*evaluate(kernel[ker].formula)
		    *kernel[ker].cnv[n-i0-i]);
       else sum[ker]+=(alpbet*evaluate(kernel[ker].formula));
     }
   }
   for(ker=0;ker<NKernel;ker++){
     kernel[ker].sum=sum[ker];
     
   }
}

/* the following functions compute integrals for the piecewise 
   -- constant -- product integration rule.  Thus they agree with
   the trapezoid rule for mu=0 and there is a special case for mu=.5
   since that involves no transcendentals.  Later I will put in the
   piecewise --linear-- method
*/


double alpha1n(mu,dt,t,t0)
     double mu,dt,t,t0;
{
  double m1;
  if(mu==.5)return(sqrt(fabs(t-t0))-sqrt(fabs(t-t0-dt)));
  m1=1-mu;
  return(.5*(pow(fabs(t-t0),m1)-pow(fabs(t-t0-dt),m1))/m1);
}


double alpbetjn(mu,dt,l)
     double dt,mu;
     int l;
{
  double m1;
  double dif=l*dt;
  if(mu==.5)return(sqrt(dif+dt)-sqrt(fabs(dif-dt)));
  m1=1-mu;
  return(.5*(pow(dif+dt,m1)-pow(fabs(dif-dt),m1))/m1);
}
double betnn(mu,dt,t0,t)
     double mu,dt,t0,t;
{
 double m1;
 if(mu==.5)return(sqrt(dt));
 m1=1-mu;
 return(.5*pow(dt,m1)/m1);
}

void get_kn(y,t)             /* uses the guessed value y to update Kn  */
     double t,*y;
{
  int i;

  SETVAR(0,t);
  SETVAR(PrimeStart,t);
  for(i=0;i<NODE;i++)
    SETVAR(i+1,y[i]);
  for(i=NODE;i<NODE+FIX_VAR;i++)
    SETVAR(i+1,evaluate(my_ode[i]));
  for(i=0;i<NKernel;i++){
    if(kernel[i].flag==CONV)
      kernel[i].k_n=kernel[i].sum+
	kernel[i].betnn*evaluate(kernel[i].formula)*kernel[i].cnv[0];
    else 
      kernel[i].k_n=kernel[i].sum+kernel[i].betnn*evaluate(kernel[i].formula);
    /* plintf(" Value t=%g %d =%g %g\n",t,i,kernel[i].k_n,y[i]); */
  }
}
     
int volterra(y,t,dt,nt,neq,istart,work)
    double *y,*t,dt,*work;
     int nt,neq,*istart;
{
  double *jac,*yg,*yp,*yp2,*ytemp,*errvec;
  double z,mu,bet;
  int i,j;
  yp=work;
  yg=yp+neq;
  ytemp=yg+neq;
  errvec=ytemp+neq;
  yp2=errvec+neq;
  jac=yp2+neq;


                                         /*  Initialization of everything   */  
  if(*istart==1){
    CurrentPoint=0;
    KnFlag=1;
    for(i=0;i<NKernel;i++){              /* zero the integrals              */
      kernel[i].k_n=0.0;
      kernel[i].k_n1=0.0;
      mu=kernel[i].mu;                 /*  compute bet_nn                 */
      if(mu==0.0)bet=.5*dt;
      else bet=betnn(mu,dt,*t,*t);
      kernel[i].betnn=bet;
    }
    SETVAR(0,*t);
    SETVAR(PrimeStart,*t);
    for(i=0;i<NODE;i++)
      if(!EqType[i])SETVAR(i+1,y[i]);  /* assign initial data             */
    for(i=NODE;i<NODE+FIX_VAR;i++)
      SETVAR(i+1,evaluate(my_ode[i])); /* set fixed variables  for pass 1 */
    for(i=0;i<NODE;i++)
      if(EqType[i]){  
	z=evaluate(my_ode[i]);           /* reset IC for integral eqns      */
	SETVAR(i+1,z);
	y[i]=z;    
      }
    for(i=NODE;i<NODE+FIX_VAR;i++)       /* pass 2 for fixed variables      */   
      SETVAR(i+1,evaluate(my_ode[i]));
    for(i=0;i<NODE+FIX_VAR+NMarkov;i++)
      Memory[i][0]=get_ivar(i+1);        /* save everything                 */
    CurrentPoint=1;
    *istart=0;
  }

  for(i=0;i<nt;i++)                      /* the real computation            */
    {
      *t=*t+dt;
      set_wieners(dt,y,*t);
      if((j=volt_step(y,*t,dt,neq,yg,yp,yp2,ytemp,errvec,jac))!=0)
	return(j);
      stor_delay(y); 
    }
 return(0);
}





int volt_step(y,t,dt,neq,yg,yp,yp2,ytemp,errvec,jac)
     double *y,t,dt,*yg,*yp,*yp2,*ytemp,*errvec,*jac;
     int neq;
{
 int i0,iend,ishift,i,iter=0,info,ipivot[MAXODE1],j,ind;
 int n1=NODE+1;
 double dt2=.5*dt,err;
 double del,yold,fac,delinv;
 i0=MAX(0,CurrentPoint-MaxPoints);
 iend=MIN(CurrentPoint-1,MaxPoints-1);
 ishift=i0%MaxPoints;
 init_sums(T0,CurrentPoint,dt,i0,iend,ishift); /*  initialize all the sums */
 KnFlag=0;
 for(i=0;i<neq;i++){
   SETVAR(i+1,y[i]);
   yg[i]=y[i];
 }
 for(i=NODE;i<NODE+NMarkov;i++)
   SETVAR(i+1+FIX_VAR,y[i]);
 SETVAR(0,t-dt);
 for(i=NODE;i<NODE+FIX_VAR;i++)
   SETVAR(i+1,evaluate(my_ode[i]));
 for(i=0;i<NODE;i++){
   if(!EqType[i])yp2[i]=y[i]+dt2*evaluate(my_ode[i]);
   else yp2[i]=0.0;
 }
 KnFlag=1;
 while(1){
   get_kn(yg,t);
    for(i=NODE;i<NODE+FIX_VAR;i++)
     SETVAR(i+1,evaluate(my_ode[i])); 
   for(i=0;i<NODE;i++){
     yp[i]=evaluate(my_ode[i]);
    /*  plintf(" yp[%d]=%g\n",i,yp[i]); */
     if(EqType[i])errvec[i]=-yg[i]+yp[i];
     else errvec[i]=-yg[i]+dt2*yp[i]+yp2[i];
   }
   /*   Compute Jacobian     */
   for(i=0;i<NODE;i++){
     del=NEWT_ERR*MAX(NEWT_ERR,fabs(yg[i]));
     yold=yg[i];
     yg[i]+=del;
     delinv=1./del;
     get_kn(yg,t);
      for(j=NODE;j<NODE+FIX_VAR;j++)
       SETVAR(j+1,evaluate(my_ode[j]));  
     for(j=0;j<NODE;j++){
       fac=delinv;
       if(!EqType[j])fac*=dt2;
       jac[j*NODE+i]=(evaluate(my_ode[j])-yp[j])*fac;
     }
     yg[i]=yold;
   }
   
   for(i=0;i<NODE;i++)
     jac[n1*i]-=1.0;
   sgefa(jac,NODE,NODE,ipivot,&info);
   if(info!=-1)
     {
	 
       return(-1); /* Jacobian is singular   */
     }
   err=0.0;
   sgesl(jac,NODE,NODE,ipivot,errvec,0);
   for(i=0;i<NODE;i++){
	err=MAX(fabs(errvec[i]),err);
	yg[i]-=errvec[i];
      }
   if(err<EulTol) break;
   iter++;
   if(iter>MaxEulIter)return(-2);  /* too many iterates   */
   
 }
 /* We have a good point; lets save it    */
 get_kn(yg,t);
/*  for(i=NODE;i<NODE+FIX_VAR;i++)
   SETVAR(i+1,evaluate(my_ode[i])); */
 for(i=0;i<NODE;i++)y[i]=yg[i];
 ind=CurrentPoint%MaxPoints;
 for(i=0;i<NODE+FIX_VAR+NMarkov;i++)
   Memory[i][ind]=GETVAR(i+1);
 CurrentPoint++;
   

 return(0);
 
}