Chaste  Release::3.4
RungeKuttaFehlbergIvpOdeSolver.cpp
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36 #include "RungeKuttaFehlbergIvpOdeSolver.hpp"
37 #include <cmath>
38 #include <cfloat>
39 #include <iostream>
40 #include "Exception.hpp"
41 
42 /*
43  * PROTECTED FUNCTIONS =========================================================
44  */
45 
47  AbstractOdeSystem* pOdeSystem,
48  std::vector<double>& rYValues,
49  std::vector<double>& rWorkingMemory,
50  double startTime,
51  double endTime,
52  double maxTimeStep,
53  double minTimeStep,
54  double tolerance,
55  bool outputSolution)
56 {
57  const unsigned number_of_variables = pOdeSystem->GetNumberOfStateVariables();
58  mError.resize(number_of_variables);
59  mk1.resize(number_of_variables);
60  mk2.resize(number_of_variables);
61  mk3.resize(number_of_variables);
62  mk4.resize(number_of_variables);
63  mk5.resize(number_of_variables);
64  mk6.resize(number_of_variables);
65  myk2.resize(number_of_variables);
66  myk3.resize(number_of_variables);
67  myk4.resize(number_of_variables);
68  myk5.resize(number_of_variables);
69  myk6.resize(number_of_variables);
70 
71  double current_time = startTime;
72  double time_step = maxTimeStep;
73  bool got_to_end = false;
74  bool accurate_enough = false;
75  unsigned number_of_time_steps = 0;
76 
77  if (outputSolution)
78  { // Write out ICs
79  rSolution.rGetTimes().push_back(current_time);
80  rSolution.rGetSolutions().push_back(rYValues);
81  }
82 
83  // should never get here if this bool has been set to true;
84  assert(!mStoppingEventOccurred);
85  while (!got_to_end)
86  {
87  //std::cout << "New timestep\n" << std::flush;
88  while (!accurate_enough)
89  {
90  accurate_enough = true; // assume it is OK until we check and find otherwise
91 
92  // Function that calls the appropriate one-step solver
93  CalculateNextYValue(pOdeSystem,
94  time_step,
95  current_time,
96  rYValues,
97  rWorkingMemory);
98 
99  // Find the maximum error in this vector
100  double max_error = -DBL_MAX;
101  for (unsigned i=0; i<number_of_variables; i++)
102  {
103  if (mError[i] > max_error)
104  {
105  max_error = mError[i];
106  }
107  }
108 
109  if (max_error > tolerance)
110  {// Reject the step-size and do it again.
111  accurate_enough = false;
112  //std::cout << "Approximation rejected\n" << std::flush;
113  }
114  else
115  {
116  // step forward the time since step has now been made
117  current_time = current_time + time_step;
118  //std::cout << "Approximation accepted with time step = "<< time_step << "\n" << std::flush;
119  //std::cout << "max_error = " << max_error << " tolerance = " << tolerance << "\n" << std::flush;
120  if (outputSolution)
121  { // Write out ICs
122  //std::cout << "In solver Time = " << current_time << " y = " << rWorkingMemory[0] << "\n" << std::flush;
123  rSolution.rGetTimes().push_back(current_time);
124  rSolution.rGetSolutions().push_back(rWorkingMemory);
125  number_of_time_steps++;
126  }
127  }
128 
129  // Set a new step size based on the accuracy here
130  AdjustStepSize(time_step, max_error, tolerance, maxTimeStep, minTimeStep);
131  }
132 
133  // For the next timestep check the step doesn't go past the end...
134  if (current_time + time_step > endTime)
135  { // Allow a smaller timestep for the final step.
136  time_step = endTime - current_time;
137  }
138 
139  if ( pOdeSystem->CalculateStoppingEvent(current_time,
140  rWorkingMemory) == true )
141  {
142  mStoppingTime = current_time;
143  mStoppingEventOccurred = true;
144  }
145 
146  if (mStoppingEventOccurred || current_time>=endTime)
147  {
148  got_to_end = true;
149  }
150 
151  // Approximation accepted - put it in rYValues
152  rYValues.assign(rWorkingMemory.begin(), rWorkingMemory.end());
153  accurate_enough = false; // for next loop.
154  //std::cout << "Finished Time Step\n" << std::flush;
155  }
156  rSolution.SetNumberOfTimeSteps(number_of_time_steps);
157 }
158 
160  double timeStep,
161  double time,
162  std::vector<double>& rCurrentYValues,
163  std::vector<double>& rNextYValues)
164 {
165  const unsigned num_equations = pAbstractOdeSystem->GetNumberOfStateVariables();
166 
167 
168  std::vector<double>& dy = rNextYValues; // re-use memory (not that it makes much difference here!)
169 
170  pAbstractOdeSystem->EvaluateYDerivatives(time, rCurrentYValues, dy);
171 
172  for (unsigned i=0; i<num_equations; i++)
173  {
174  mk1[i] = timeStep*dy[i];
175  myk2[i] = rCurrentYValues[i] + 0.25*mk1[i];
176  }
177 
178  pAbstractOdeSystem->EvaluateYDerivatives(time + 0.25*timeStep, myk2, dy);
179  for (unsigned i=0; i<num_equations; i++)
180  {
181  mk2[i] = timeStep*dy[i];
182  myk3[i] = rCurrentYValues[i] + 0.09375*mk1[i] + 0.28125*mk2[i];
183  }
184 
185  pAbstractOdeSystem->EvaluateYDerivatives(time + 0.375*timeStep, myk3, dy);
186  for (unsigned i=0; i<num_equations; i++)
187  {
188  mk3[i] = timeStep*dy[i];
189  myk4[i] = rCurrentYValues[i] + m1932o2197*mk1[i] - m7200o2197*mk2[i]
190  + m7296o2197*mk3[i];
191  }
192 
193  pAbstractOdeSystem->EvaluateYDerivatives(time+m12o13*timeStep, myk4, dy);
194  for (unsigned i=0; i<num_equations; i++)
195  {
196  mk4[i] = timeStep*dy[i];
197  myk5[i] = rCurrentYValues[i] + m439o216*mk1[i] - 8*mk2[i]
198  + m3680o513*mk3[i]- m845o4104*mk4[i];
199  }
200 
201  pAbstractOdeSystem->EvaluateYDerivatives(time+timeStep, myk5, dy);
202  for (unsigned i=0; i<num_equations; i++)
203  {
204  mk5[i] = timeStep*dy[i];
205  myk6[i] = rCurrentYValues[i] - m8o27*mk1[i] + 2*mk2[i] - m3544o2565*mk3[i]
206  + m1859o4104*mk4[i] - 0.275*mk5[i];
207  }
208 
209  pAbstractOdeSystem->EvaluateYDerivatives(time+0.5*timeStep, myk6, dy);
210  for (unsigned i=0; i<num_equations; i++)
211  {
212  mk6[i] = timeStep*dy[i];
213  mError[i] = (1/timeStep)*fabs(m1o360*mk1[i] - m128o4275*mk3[i]
214  - m2197o75240*mk4[i] + 0.02*mk5[i]+ m2o55*mk6[i]);
215  rNextYValues[i] = rCurrentYValues[i] + m25o216*mk1[i] + m1408o2565*mk3[i]
216  + m2197o4104*mk4[i] - 0.2*mk5[i];
217  }
218 }
219 
221  const double& rError,
222  const double& rTolerance,
223  const double& rMaxTimeStep,
224  const double& rMinTimeStep)
225 {
226  // Work out scaling factor delta for the step size
227  double delta = pow(rTolerance/(2.0*rError), 0.25);
228 
229  // Maximum adjustment is *0.1 or *4
230  if (delta <= 0.1)
231  {
232  rCurrentStepSize *= 0.1;
233  }
234  else if (delta >= 4.0)
235  {
236  rCurrentStepSize *= 4.0;
237  }
238  else
239  {
240  rCurrentStepSize *= delta;
241  }
242 
243  if (rCurrentStepSize > rMaxTimeStep)
244  {
245  rCurrentStepSize = rMaxTimeStep;
246  }
247 
248  if (rCurrentStepSize < rMinTimeStep)
249  {
250  std::cout << "rCurrentStepSize = " << rCurrentStepSize << "\n" << std::flush;
251  std::cout << "rMinTimeStep = " << rMinTimeStep << "\n" << std::flush;
252 
253  EXCEPTION("RKF45 Solver: Ode needs a smaller timestep than the set minimum\n");
254  }
255 
256 }
257 
258 
259 /*
260  * PUBLIC FUNCTIONS=============================================================
261  */
262 
264  : m1932o2197(1932.0/2197.0), // you need the .0 s - caused me no end of trouble.
265  m7200o2197(7200.0/2197.0),
266  m7296o2197(7296.0/2197.0),
267  m12o13(12.0/13.0),
268  m439o216(439.0/216.0),
269  m3680o513(3680.0/513.0),
270  m845o4104(845.0/4104.0),
271  m8o27(8.0/27.0),
272  m3544o2565(3544.0/2565.0),
273  m1859o4104(1859.0/4104.0),
274  m1o360(1.0/360.0),
275  m128o4275(128.0/4275.0),
276  m2197o75240(2197.0/75240.0),
277  m2o55(2.0/55.0),
278  m25o216(25.0/216.0),
279  m1408o2565(1408.0/2565.0),
280  m2197o4104(2197.0/4104.0)
281 {
282 }
283 
285  std::vector<double>& rYValues,
286  double startTime,
287  double endTime,
288  double timeStep,
289  double tolerance)
290 {
291  assert(rYValues.size()==pOdeSystem->GetNumberOfStateVariables());
292  assert(endTime > startTime);
293  assert(timeStep > 0.0);
294 
295  mStoppingEventOccurred = false;
296  if ( pOdeSystem->CalculateStoppingEvent(startTime, rYValues) == true )
297  {
298  EXCEPTION("(Solve with sampling) Stopping event is true for initial condition");
299  }
300  // Allocate working memory
301  std::vector<double> working_memory(rYValues.size());
302  // And solve...
303  OdeSolution solutions;
304  //solutions.SetNumberOfTimeSteps((unsigned)(10.0*(startTime-endTime)/timeStep));
305  bool return_solution = true;
306  InternalSolve(solutions, pOdeSystem, rYValues, working_memory, startTime, endTime, timeStep, 1e-5, tolerance, return_solution);
307  return solutions;
308 }
309 
311  std::vector<double>& rYValues,
312  double startTime,
313  double endTime,
314  double timeStep)
315 {
316  assert(rYValues.size()==pOdeSystem->GetNumberOfStateVariables());
317  assert(endTime > startTime);
318  assert(timeStep > 0.0);
319 
320  mStoppingEventOccurred = false;
321  if ( pOdeSystem->CalculateStoppingEvent(startTime, rYValues) == true )
322  {
323  EXCEPTION("(Solve without sampling) Stopping event is true for initial condition");
324  }
325  // Allocate working memory
326  std::vector<double> working_memory(rYValues.size());
327  // And solve...
328  OdeSolution not_required_solution;
329  bool return_solution = false;
330  InternalSolve(not_required_solution, pOdeSystem, rYValues, working_memory, startTime, endTime, timeStep, 1e-4, 1e-5, return_solution);
331 }
332 
333 
334 // Serialization for Boost >= 1.36
std::vector< std::vector< double > > & rGetSolutions()
#define EXCEPTION(message)
Definition: Exception.hpp:143
void CalculateNextYValue(AbstractOdeSystem *pAbstractOdeSystem, double timeStep, double time, std::vector< double > &rCurrentYValues, std::vector< double > &rNextYValues)
virtual void EvaluateYDerivatives(double time, const std::vector< double > &rY, std::vector< double > &rDY)=0
OdeSolution Solve(AbstractOdeSystem *pAbstractOdeSystem, std::vector< double > &rYValues, double startTime, double endTime, double timeStep, double ignoredSamplingTime)
std::vector< double > & rGetTimes()
void AdjustStepSize(double &rCurrentStepSize, const double &rError, const double &rTolerance, const double &rMaxTimeStep, const double &rMinTimeStep)
#define CHASTE_CLASS_EXPORT(T)
void InternalSolve(OdeSolution &rSolution, AbstractOdeSystem *pAbstractOdeSystem, std::vector< double > &rCurrentYValues, std::vector< double > &rWorkingMemory, double startTime, double endTime, double maxTimeStep, double minTimeStep, double tolerance, bool outputSolution)
void SetNumberOfTimeSteps(unsigned numTimeSteps)
Definition: OdeSolution.cpp:58
virtual bool CalculateStoppingEvent(double time, const std::vector< double > &rY)