Chaste Commit::ca8ccdedf819b6e02855bc0e8e6f50bdecbc5208
BackwardEulerIvpOdeSolver.cpp
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34*/
35
36
37#include "BackwardEulerIvpOdeSolver.hpp"
38#include <cmath>
39
41 double timeStep,
42 double time,
43 std::vector<double>& rCurrentYValues,
44 std::vector<double>& rCurrentGuess)
45{
46 std::vector<double> dy(mSizeOfOdeSystem); //For JC to optimize
47 pAbstractOdeSystem->EvaluateYDerivatives(time+timeStep, rCurrentGuess, dy);
48 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
49 {
50 mResidual[i] = rCurrentGuess[i] - timeStep * dy[i] - rCurrentYValues[i];
51 }
52}
53
55 double timeStep,
56 double time,
57 std::vector<double>& rCurrentYValues,
58 std::vector<double>& rCurrentGuess)
59{
60 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
61 {
62 for (unsigned j=0; j<mSizeOfOdeSystem; j++)
63 {
64 mJacobian[i][j] = 0.0;
65 }
66 }
67
68 if (pAbstractOdeSystem->GetUseAnalyticJacobian() && !mForceUseOfNumericalJacobian)
69 {
70 // The ODE system has an analytic jacobian, so use that
72 = static_cast<AbstractOdeSystemWithAnalyticJacobian*>(pAbstractOdeSystem);
73 p_ode_system->AnalyticJacobian(rCurrentGuess, mJacobian, time, timeStep);
74 }
75 else
76 {
77 ComputeNumericalJacobian(pAbstractOdeSystem,
78 timeStep,
79 time,
80 rCurrentYValues,
81 rCurrentGuess);
82 }
83}
84
86{
87 double fact;
88 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
89 {
90 for (unsigned ii=i+1; ii<mSizeOfOdeSystem; ii++)
91 {
92 fact = mJacobian[ii][i]/mJacobian[i][i];
93 for (unsigned j=i; j<mSizeOfOdeSystem; j++)
94 {
95 mJacobian[ii][j] -= fact*mJacobian[i][j];
96 }
97 mResidual[ii] -= fact*mResidual[i];
98 }
99 }
100 // This needs to int, since a downloop in unsigned won't terminate properly
101 for (int i=mSizeOfOdeSystem-1; i>=0; i--)
102 {
103 mUpdate[i] = mResidual[i];
104 for (unsigned j=i+1; j<mSizeOfOdeSystem; j++)
105 {
106 mUpdate[i] -= mJacobian[i][j]*mUpdate[j];
107 }
108 mUpdate[i] /= mJacobian[i][i];
109 }
110}
111
113{
114 double norm = 0.0;
115 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
116 {
117 if (fabs(pVector[i]) > norm)
118 {
119 norm = fabs(pVector[i]);
120 }
121 }
122 return norm;
123}
124
126 double timeStep,
127 double time,
128 std::vector<double>& rCurrentYValues,
129 std::vector<double>& rCurrentGuess)
130{
131 std::vector<double> residual(mSizeOfOdeSystem);
132 std::vector<double> residual_perturbed(mSizeOfOdeSystem);
133 std::vector<double> guess_perturbed(mSizeOfOdeSystem);
134
135 double epsilon = mNumericalJacobianEpsilon;
136
137 ComputeResidual(pAbstractOdeSystem, timeStep, time, rCurrentYValues, rCurrentGuess);
138 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
139 {
140 residual[i] = mResidual[i];
141 }
142
143 for (unsigned global_column=0; global_column<mSizeOfOdeSystem; global_column++)
144 {
145 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
146 {
147 guess_perturbed[i] = rCurrentGuess[i];
148 }
149
150 guess_perturbed[global_column] += epsilon;
151
152 ComputeResidual(pAbstractOdeSystem, timeStep, time, rCurrentYValues, guess_perturbed);
153 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
154 {
155 residual_perturbed[i] = mResidual[i];
156 }
157
158 // Compute residual_perturbed - residual
159 double one_over_eps = 1.0/epsilon;
160 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
161 {
162 mJacobian[i][global_column] = one_over_eps*(residual_perturbed[i] - residual[i]);
163 }
164 }
165}
166
168 double timeStep,
169 double time,
170 std::vector<double>& rCurrentYValues,
171 std::vector<double>& rNextYValues)
172{
173 // Check the size of the ODE system matches the solvers expected
174 assert(mSizeOfOdeSystem == pAbstractOdeSystem->GetNumberOfStateVariables());
175
176 const double eps = 1e-6; // JonW tolerance
177 double norm = 2*eps;
178
179 std::vector<double> current_guess(mSizeOfOdeSystem);
180 current_guess.assign(rCurrentYValues.begin(), rCurrentYValues.end());
181
182 // Ensure no infinite loops by keeping a counter
183 // TODO should this limit of 20 be a function param?
184 unsigned counter = 0u;
185 const unsigned iter_limit = 20u;
186 while (norm > eps && counter < iter_limit)
187 {
188 // Calculate Jacobian and mResidual for current guess
189 ComputeResidual(pAbstractOdeSystem, timeStep, time, rCurrentYValues, current_guess);
190 ComputeJacobian(pAbstractOdeSystem, timeStep, time, rCurrentYValues, current_guess);
191
192 // Solve Newton linear system
194
195 // Update norm (JonW style)
196 norm = ComputeNorm(mUpdate);
197
198 // Update current guess
199 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
200 {
201 current_guess[i] -= mUpdate[i];
202 }
203
204 counter++;
205 }
206 assert(counter < iter_limit); // avoid infinite loops
207
208 rNextYValues.assign(current_guess.begin(), current_guess.end());
209}
210
212{
213 mSizeOfOdeSystem = sizeOfOdeSystem;
214
215 // default epsilon
218
219 // allocate memory
220 mResidual = new double[mSizeOfOdeSystem];
221 mUpdate = new double[mSizeOfOdeSystem];
222
223 mJacobian = new double*[mSizeOfOdeSystem];
224 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
225 {
226 mJacobian[i] = new double[mSizeOfOdeSystem];
227 }
228}
229
231{
232 // Delete pointers
233 delete[] mResidual;
234 delete[] mUpdate;
235
236 for (unsigned i=0; i<mSizeOfOdeSystem; i++)
237 {
238 delete[] mJacobian[i];
239 }
240 delete[] mJacobian;
241}
242
244{
245 assert(epsilon > 0);
247}
248
253
254
255// Serialization for Boost >= 1.36
#define CHASTE_CLASS_EXPORT(T)
virtual void AnalyticJacobian(const std::vector< double > &rSolutionGuess, double **jacobian, double time, double timeStep)=0
virtual void EvaluateYDerivatives(double time, const std::vector< double > &rY, std::vector< double > &rDY)=0
void ComputeNumericalJacobian(AbstractOdeSystem *pAbstractOdeSystem, double timeStep, double time, std::vector< double > &rCurrentYValues, std::vector< double > &rCurrentGuess)
void CalculateNextYValue(AbstractOdeSystem *pAbstractOdeSystem, double timeStep, double time, std::vector< double > &rCurrentYValues, std::vector< double > &rNextYValues)
void ComputeResidual(AbstractOdeSystem *pAbstractOdeSystem, double timeStep, double time, std::vector< double > &rCurrentYValues, std::vector< double > &rCurrentGuess)
void SetEpsilonForNumericalJacobian(double epsilon)
void ComputeJacobian(AbstractOdeSystem *pAbstractOdeSystem, double timeStep, double time, std::vector< double > &rCurrentYValues, std::vector< double > &rCurrentGuess)
BackwardEulerIvpOdeSolver(unsigned sizeOfOdeSystem)