From 486a188b074c0c4f3ad771f536159e1bd2045fe2 Mon Sep 17 00:00:00 2001 From: Tavian Barnes Date: Wed, 6 Oct 2010 23:00:58 -0400 Subject: Add Bogacki-Shampine method. --- src/Makefile.am | 1 + src/vZ.hpp | 1 + src/vZ/Adaptive.hpp | 6 ++- src/vZ/BS23.hpp | 127 ++++++++++++++++++++++++++++++++++++++++++++++++++++ 4 files changed, 134 insertions(+), 1 deletion(-) create mode 100644 src/vZ/BS23.hpp (limited to 'src') diff --git a/src/Makefile.am b/src/Makefile.am index 04dabb8..42c9279 100644 --- a/src/Makefile.am +++ b/src/Makefile.am @@ -19,6 +19,7 @@ nobase_include_HEADERS = vZ.hpp \ vZ/Adaptive.hpp \ + vZ/BS23.hpp \ vZ/Euler.hpp \ vZ/HE12.hpp \ vZ/Heun.hpp \ diff --git a/src/vZ.hpp b/src/vZ.hpp index 9ce7beb..5aabd1c 100644 --- a/src/vZ.hpp +++ b/src/vZ.hpp @@ -33,5 +33,6 @@ #include #include #include +#include #endif // VZ_HPP diff --git a/src/vZ/Adaptive.hpp b/src/vZ/Adaptive.hpp index 74de0db..256bda6 100644 --- a/src/vZ/Adaptive.hpp +++ b/src/vZ/Adaptive.hpp @@ -41,6 +41,8 @@ namespace vZ Scalar atol() const { return m_atol; } Scalar rtol() const { return m_rtol; } + unsigned int rejections() const { return m_rejections; } + protected: typedef typename GenericRKIntegrator::ACoefficients ACoefficients; typedef typename GenericRKIntegrator::BCoefficients BCoefficients; @@ -49,7 +51,7 @@ namespace vZ GenericAdaptiveIntegrator(Function f, unsigned int order, ACoefficients a, BCoefficients b, BCoefficients bStar) - : GenericRKIntegrator(f), m_order(order), + : GenericRKIntegrator(f), m_order(order), m_rejections(0), m_a(a), m_b(b), m_bStar(bStar) { } virtual ~GenericAdaptiveIntegrator() { } @@ -59,6 +61,7 @@ namespace vZ private: Scalar m_atol, m_rtol; unsigned int m_order; + unsigned int m_rejections; ACoefficients m_a; BCoefficients m_b, m_bStar; }; @@ -94,6 +97,7 @@ namespace vZ if (delta > scale) { // Reject the step this->h(newH); + ++m_rejections; } else { rejected = false; } diff --git a/src/vZ/BS23.hpp b/src/vZ/BS23.hpp new file mode 100644 index 0000000..1092d81 --- /dev/null +++ b/src/vZ/BS23.hpp @@ -0,0 +1,127 @@ +/************************************************************************* + * Copyright (C) 2009-2010 Tavian Barnes * + * * + * This file is part of The vZ Library. * + * * + * The vZ Library is free software; you can redistribute it and/or * + * modify it under the terms of the GNU Lesser General Public License as * + * published by the Free Software Foundation; either version 3 of the * + * License, or (at your option) any later version. * + * * + * The vZ Library 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 * + * Lesser General Public License for more details. * + * * + * You should have received a copy of the GNU Lesser General Public * + * License along with this program. If not, see * + * . * + *************************************************************************/ + +#ifndef VZ_BS23_HPP +#define VZ_BS23_HPP + +namespace vZ +{ + // Heun-Euler method + // + // Second-order with embedded first-order + // Its tableau is: + // + // 0 | + // 1 | 1 + // --+--------- + // | 1/2 1/2 + // | 1 0 + // + // k1 = dt*f(y[n]) + // k2 = dt*f(y[n] + dt*k1) + // y[n + 1] = y[n] + 1/2*(k1 + k2) + template + class GenericBS23Integrator : public GenericAdaptiveIntegrator + { + public: + typedef typename GenericAdaptiveIntegrator::Scalar Scalar; + typedef typename GenericAdaptiveIntegrator::Function Function; + + GenericBS23Integrator(Function f) + : GenericAdaptiveIntegrator(f, 3, s_a, s_b, s_bStar) { } + ~GenericBS23Integrator() { } + + private: + typedef typename GenericAdaptiveIntegrator::ACoefficients ACoefficients; + typedef typename GenericAdaptiveIntegrator::BCoefficients BCoefficients; + + static ACoefficients s_a; + static BCoefficients s_b; + static BCoefficients s_bStar; + + static Scalar s_a2Arr[1]; + static Scalar s_a3Arr[2]; + static Scalar s_a4Arr[3]; + static std::vector s_aArr[3]; + static Scalar s_bArr[4]; + static Scalar s_bStarArr[4]; + }; + + // Type alias + typedef GenericBS23Integrator BS23Integrator; + + // Implementation + + template + typename GenericBS23Integrator::Scalar + GenericBS23Integrator::s_a2Arr[1] = { + Scalar(1)/Scalar(2) + }; + template + typename GenericBS23Integrator::Scalar + GenericBS23Integrator::s_a3Arr[2] = { + Scalar(0), Scalar(3)/Scalar(4) + }; + template + typename GenericBS23Integrator::Scalar + GenericBS23Integrator::s_a4Arr[3] = { + Scalar(2)/Scalar(9), Scalar(1)/Scalar(3), Scalar(4)/Scalar(9) + }; + + template + std::vector::Scalar> + GenericBS23Integrator::s_aArr[3] = { + std::vector(s_a2Arr, s_a2Arr + 1), + std::vector(s_a3Arr, s_a3Arr + 2), + std::vector(s_a4Arr, s_a4Arr + 3) + }; + + template + typename GenericBS23Integrator::ACoefficients + GenericBS23Integrator::s_a(s_aArr, s_aArr + 3); + + template + typename GenericBS23Integrator::Scalar + GenericBS23Integrator::s_bArr[4] = { + Scalar(2)/Scalar(9), + Scalar(1)/Scalar(3), + Scalar(4)/Scalar(9), + Scalar(0) + }; + + template + typename GenericBS23Integrator::BCoefficients + GenericBS23Integrator::s_b(s_bArr, s_bArr + 4); + + template + typename GenericBS23Integrator::Scalar + GenericBS23Integrator::s_bStarArr[4] = { + Scalar(7)/Scalar(24), + Scalar(1)/Scalar(4), + Scalar(1)/Scalar(3), + Scalar(1)/Scalar(8) + }; + + template + typename GenericBS23Integrator::BCoefficients + GenericBS23Integrator::s_bStar(s_bStarArr, s_bStarArr + 4); +} + +#endif // VZ_BS23_HPP -- cgit v1.2.3