Began adding the rosenbrock integrator

This commit is contained in:
Connor Johnstone
2023-03-13 23:56:29 -06:00
parent 2ec474a77a
commit 75b88f7152
8 changed files with 347 additions and 561 deletions

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@@ -1,43 +1,31 @@
use super::ode::SystemTrait;
use num_traits::Float;
pub trait Controller<T,F, const D: usize>
where
f64: From<T>,
F: SystemTrait<T,D>,
T: Copy + From<f64>,
{
fn determine_step(&mut self, h: T, err: T) -> (bool, T);
pub trait Controller<const D: usize> {
fn determine_step(&mut self, h: f64, err: f64) -> (bool, f64);
}
#[derive(Debug, Clone, Copy)]
pub struct PIController<T> where f64: From<T> {
pub alpha: T,
pub beta: T,
pub factor_c1: T,
pub factor_c2: T,
pub factor_old: T,
pub h_max: T,
pub safety_factor: T,
pub old_h: T,
pub struct PIController {
pub alpha: f64,
pub beta: f64,
pub factor_c1: f64,
pub factor_c2: f64,
pub factor_old: f64,
pub h_max: f64,
pub safety_factor: f64,
pub old_h: f64,
}
impl<T,F,const D:usize> Controller<T,F,D> for PIController<T>
where
f64: From<T>,
F: SystemTrait<T,D>,
T: Copy + From<f64> + Float,
{
impl<const D:usize> Controller<D> for PIController {
/// Determines if the previously run step size and error were valid or not. Either way, it also
/// returns what the next step size should be
fn determine_step(&mut self, h: T, err: T) -> (bool, T) {
fn determine_step(&mut self, h: f64, err: f64) -> (bool, f64) {
let factor_11 = err.powf(self.alpha);
let factor = self.factor_c2.max(self.factor_c1.min(factor_11 * self.factor_old.powf(-self.beta) / self.safety_factor));
let mut h_new = h / factor;
if err <= 1.0.into() {
println!("{:?}", f64::from(h));
// let mut h_new = 0.9 * h * err.powf(-1.0 / 5.0);
println!("err: {}\th_new: {}", err, h_new);
if err <= 1.0 {
// Accept the stepsize
self.factor_old = err.max(1.0e-4.into());
self.factor_old = err.max(1.0e-4);
if h_new.abs() > self.h_max {
// If the step is too big
h_new = self.h_max.copysign(h_new);
@@ -52,18 +40,14 @@ where
}
}
impl<T> PIController<T>
where
f64: From<T>,
T: Copy + From<f64> + Float,
{
pub fn new(alpha:T, beta:T, max_factor: T, min_factor: T, h_max: T, safety_factor: T, initial_h: T) -> Self {
impl PIController {
pub fn new(alpha:f64, beta:f64, max_factor: f64, min_factor: f64, h_max: f64, safety_factor: f64, initial_h: f64) -> Self {
Self {
alpha: alpha,
beta: beta,
factor_c1: <T as From<T>>::from(1.0.into()) / min_factor,
factor_c2: <T as From<T>>::from(1.0.into()) / max_factor,
factor_old: 1.0e-4.into(),
factor_c1: 1.0 / min_factor,
factor_c2: 1.0 / max_factor,
factor_old: 1.0e-4,
h_max: h_max.abs(),
safety_factor: safety_factor,
old_h: initial_h,
@@ -87,6 +71,5 @@ mod tests {
assert!(controller.h_max == 10.0);
assert!(controller.safety_factor == 0.9);
assert!(controller.old_h == 1e-4);
// assert!(controller.determine_step(0.1, 0.1) == (true, 0.01));
}
}

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@@ -1,392 +0,0 @@
use num_traits::identities;
use num_traits::Float;
use std::cmp::PartialEq;
use std::fmt::Debug;
use std::ops::{Add, AddAssign, Sub, SubAssign, Mul, MulAssign};
use nalgebra::{SVector, SMatrix};
use nalgebra as na;
use super::ode::{ODE, SystemTrait};
#[derive(Debug, Clone, Copy)]
pub struct Tableau<T, const D: usize> {
a: SMatrix<T,D,D>,
b: SVector<T,D>,
b_star: Option<SVector<T,D>>,
c: SVector<T,D>,
}
/// Integrator Trait
///
/// T = The value type, usually f64, but must at least implement to/from f64
/// F = A type that implements System<T,D1>
/// D1 = The dimension of the system
/// D2 = The dimension of the butcher tableau (the order of the integrator)
pub trait Integrator<T,F, const D1: usize, const D2: usize>
where
f64: From<T>,
F: SystemTrait<T,D1>,
T: Copy + From<f64> + identities::One + identities::Zero + PartialEq + Debug + Add + AddAssign + Sub + SubAssign + Mul + MulAssign + 'static,
{
/// Returns the tableau
fn tableau(&self) -> Tableau<T,D2>;
fn _step1(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<SVector<T,D1>>) {
let k0 = ode.f.derivative(ode.t, ode.y);
let sum = k0 * self.tableau().b[0];
(ode.y + (sum * h), None)
}
fn _step2(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<SVector<T,D1>>) {
let k0 = ode.f.derivative(ode.t, ode.y);
let k1 = ode.f.derivative(
ode.t + self.tableau().c[1] * h,
ode.y + k0 * self.tableau().a[(1,0)] * h,
);
let sum =
k0 * self.tableau().b[0] +
k1 * self.tableau().b[1];
let err = match self.tableau().b_star {
Some(b_star) => Some(sum + ((k0 * b_star[0] +
k1 * b_star[1]) * T::from(-1.0_f64)) * h),
None => None
};
(ode.y + (sum * h), err)
}
fn _step3(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<SVector<T,D1>>) {
let k0 = ode.f.derivative(ode.t, ode.y);
let k1 = ode.f.derivative(
ode.t + self.tableau().c[1] * h,
ode.y + k0 * self.tableau().a[(1,0)] * h,
);
let k2 = ode.f.derivative(
ode.t + self.tableau().c[2] * h,
ode.y + (
k0 * self.tableau().a[(2,0)] +
k1 * self.tableau().a[(2,1)]
) * h,
);
let sum =
k0 * self.tableau().b[0] +
k1 * self.tableau().b[1] +
k2 * self.tableau().b[2];
let err = match self.tableau().b_star {
Some(b_star) => Some(sum + ((k0 * b_star[0] +
k1 * b_star[1] +
k2 * b_star[2]) * T::from(-1.0_f64)) * h),
None => None
};
(ode.y + (sum * h), err)
}
fn _step4(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<SVector<T,D1>>) {
let k0 = ode.f.derivative(ode.t, ode.y);
let k1 = ode.f.derivative(
ode.t + self.tableau().c[1] * h,
ode.y + k0 * self.tableau().a[(1,0)] * h,
);
let k2 = ode.f.derivative(
ode.t + self.tableau().c[2] * h,
ode.y + (
k0 * self.tableau().a[(2,0)] +
k1 * self.tableau().a[(2,1)]
) * h,
);
let k3 = ode.f.derivative(
ode.t + self.tableau().c[3] * h,
ode.y + (
k0 * self.tableau().a[(3,0)] +
k1 * self.tableau().a[(3,1)] +
k2 * self.tableau().a[(3,2)]
) * h,
);
let sum =
k0 * self.tableau().b[0] +
k1 * self.tableau().b[1] +
k2 * self.tableau().b[2] +
k3 * self.tableau().b[3];
let err = match self.tableau().b_star {
Some(b_star) => Some(sum + ((k0 * b_star[0] +
k1 * b_star[1] +
k2 * b_star[2] +
k3 * b_star[3]) * T::from(-1.0_f64)) * h),
None => None
};
(ode.y + (sum * h), err)
}
fn _step5(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<SVector<T,D1>>) {
let k0 = ode.f.derivative(ode.t, ode.y);
let k1 = ode.f.derivative(
ode.t + self.tableau().c[1] * h,
ode.y + k0 * self.tableau().a[(1,0)] * h,
);
let k2 = ode.f.derivative(
ode.t + self.tableau().c[2] * h,
ode.y + (
k0 * self.tableau().a[(2,0)] +
k1 * self.tableau().a[(2,1)]
) * h,
);
let k3 = ode.f.derivative(
ode.t + self.tableau().c[3] * h,
ode.y + (
k0 * self.tableau().a[(3,0)] +
k1 * self.tableau().a[(3,1)] +
k2 * self.tableau().a[(3,2)]
) * h,
);
let k4 = ode.f.derivative(
ode.t + self.tableau().c[4] * h,
ode.y + (
k0 * self.tableau().a[(4,0)] +
k1 * self.tableau().a[(4,1)] +
k2 * self.tableau().a[(4,2)] +
k3 * self.tableau().a[(4,3)]
) * h,
);
let sum =
k0 * self.tableau().b[0] +
k1 * self.tableau().b[1] +
k2 * self.tableau().b[2] +
k3 * self.tableau().b[3] +
k4 * self.tableau().b[4];
let err = match self.tableau().b_star {
Some(b_star) => Some(sum + ((k0 * b_star[0] +
k1 * b_star[1] +
k2 * b_star[2] +
k3 * b_star[3] +
k4 * b_star[4]) * T::from(-1.0_f64)) * h),
None => None
};
(ode.y + (sum * h), err)
}
fn _step6(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<SVector<T,D1>>) {
let k0 = ode.f.derivative(ode.t, ode.y);
let k1 = ode.f.derivative(
ode.t + self.tableau().c[1] * h,
ode.y + k0 * self.tableau().a[(1,0)] * h,
);
let k2 = ode.f.derivative(
ode.t + self.tableau().c[2] * h,
ode.y + (
k0 * self.tableau().a[(2,0)] +
k1 * self.tableau().a[(2,1)]
) * h,
);
let k3 = ode.f.derivative(
ode.t + self.tableau().c[3] * h,
ode.y + (
k0 * self.tableau().a[(3,0)] +
k1 * self.tableau().a[(3,1)] +
k2 * self.tableau().a[(3,2)]
) * h,
);
let k4 = ode.f.derivative(
ode.t + self.tableau().c[4] * h,
ode.y + (
k0 * self.tableau().a[(4,0)] +
k1 * self.tableau().a[(4,1)] +
k2 * self.tableau().a[(4,2)] +
k3 * self.tableau().a[(4,3)]
) * h,
);
let k5 = ode.f.derivative(
ode.t + self.tableau().c[5] * h,
ode.y + (
k0 * self.tableau().a[(5,0)] +
k1 * self.tableau().a[(5,1)] +
k2 * self.tableau().a[(5,2)] +
k3 * self.tableau().a[(5,3)] +
k3 * self.tableau().a[(5,4)]
) * h,
);
let sum =
k0 * self.tableau().b[0] +
k1 * self.tableau().b[1] +
k2 * self.tableau().b[2] +
k3 * self.tableau().b[3] +
k4 * self.tableau().b[4] +
k5 * self.tableau().b[5];
let err = match self.tableau().b_star {
Some(b_star) => Some((sum + (k0 * b_star[0] +
k1 * b_star[1] +
k2 * b_star[2] +
k3 * b_star[3] +
k4 * b_star[4] +
k5 * b_star[5]) * T::from(-1.0_f64)) * h),
None => None
};
(ode.y + (sum * h), err)
}
fn step(&self, ode: &ODE<T, F, D1>, h: T) -> (SVector<T,D1>, Option<T>);
}
pub struct FixedFourthOrder<T, const D2: usize>
where
f64: From<T>,
T: Copy + From<f64> + identities::One + identities::Zero + PartialEq + Debug + Add + AddAssign + Sub + SubAssign + Mul + MulAssign + 'static,
{
pub tableau: Tableau<T, D2>,
}
impl<T,F, const D1: usize, const D2: usize> Integrator<T,F,D1,D2> for FixedFourthOrder<T,D2>
where
f64: From<T>,
F: SystemTrait<T,D1>,
T: Copy + From<f64> + identities::One + identities::Zero + PartialEq + Debug + Add + AddAssign + Sub + SubAssign + Mul + MulAssign + 'static,
{
fn tableau(&self) -> Tableau<T,D2> { self.tableau }
fn step(&self, ode: &ODE<T,F,D1>, h: T) -> (SVector<T,D1>, Option<T>) { (self._step4(ode, h).0, None) }
}
pub struct AdaptiveSixthOrder<T, const D2: usize>
where
f64: From<T>,
T: Copy + From<f64> + identities::One + identities::Zero + PartialEq + Debug + Add + AddAssign + Sub + SubAssign + Mul + MulAssign + 'static,
{
pub tableau: Tableau<T, D2>,
pub atol: T,
pub rtol: T,
}
impl<T,F, const D1: usize, const D2: usize> Integrator<T,F,D1,D2> for AdaptiveSixthOrder<T,D2>
where
f64: From<T>,
F: SystemTrait<T,D1>,
T: Copy +
From<f64> +
identities::One +
identities::Zero +
PartialEq +
Debug +
Add +
AddAssign +
Sub +
SubAssign +
Mul +
MulAssign +
Float +
'static,
{
fn tableau(&self) -> Tableau<T,D2> { self.tableau }
fn step(&self, ode: &ODE<T,F,D1>, h: T) -> (SVector<T,D1>, Option<T>) {
let (next_y, err_option) = self._step6(ode, h);
let mut err: T = 0.0.into();
let err_array = err_option.unwrap();
ode.y.iter().zip(next_y.iter()).enumerate().for_each(|(i, (yi, next_yi))| {
let tol = self.atol + yi.abs().max(next_yi.abs()) * self.rtol;
err += (err_array[i] / tol).powi(2);
});
(next_y, Some(err.sqrt()))
}
}
pub const RUNGE_KUTTA_4_TABLEAU: Tableau<f64, 4> = Tableau {
a: na::Matrix4::new(
0.0, 0.0, 0.0, 0.0,
0.5, 0.0, 0.0, 0.0,
0.0, 0.5, 0.0, 0.0,
0.0, 0.0, 1.0, 0.0,
),
b: na::Vector4::new(1.0/6.0, 1.0/3.0, 1.0/3.0, 1.0/6.0),
b_star: None,
c: na::Vector4::new(0.0, 0.5, 0.5, 1.0),
};
pub const RUNGE_KUTTA_FEHLBERG_54_TABLEAU: Tableau<f64, 6> = Tableau {
a: na::Matrix6::new(
0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.25, 0.0, 0.0, 0.0, 0.0, 0.0,
3.0/32.0, 9.0/32.0, 0.0, 0.0, 0.0, 0.0,
1932.0/2197.0, -7200.0/2197.0, 7296.0/2197.0, 0.0, 0.0, 0.0,
439.0/216.0, -8.0, 3680.0/513.0, -845.0/4104.0, 0.0, 0.0,
-8.0/27.0, 2.0, -3544.0/2565.0, 1859.0/4104.0, -11.0/40.0, 0.0,
),
b: na::Vector6::new(
16.0/135.0,
0.0,
6656.0/12825.0,
28561.0/56430.0,
-9.0/50.0,
2.0/55.0,
),
b_star: Some(
na::Vector6::new(
25.0/216.0,
0.0,
1408.0/2565.0,
2197.0/4104.0,
-1.0/5.0,
0.0,
)
),
c: na::Vector6::new(0.0, 0.25, 3.0/8.0, 12.0/13.0, 1.0, 0.5),
};
#[cfg(test)]
mod tests {
use super::*;
use nalgebra::Vector3;
use approx::assert_relative_eq;
#[test]
fn test_rk4() {
struct System {}
impl SystemTrait<f64,3> for System {
fn derivative(&self, _t: f64, y: Vector3<f64>) -> Vector3<f64> { y }
}
let system = System {};
let y0 = Vector3::new(1.0, 1.0, 1.0);
let mut ode = ODE::new(system, 0.0, 30.0, y0);
let rk4 = FixedFourthOrder { tableau: RUNGE_KUTTA_4_TABLEAU };
// Test that y'(t) = y(t) solves to y(t) = e^t for rk4
let step = 0.001;
while ode.t < ode.t_end {
ode.y = rk4.step(&ode, step).0;
ode.t += step;
assert_relative_eq!(ode.y[0], ode.t.exp(), max_relative=0.000001);
}
}
#[test]
fn test_rkf54() {
struct System {}
impl SystemTrait<f64,3> for System {
fn derivative(&self, _t: f64, y: Vector3<f64>) -> Vector3<f64> { y }
}
let system = System {};
let y0 = Vector3::new(1.0, 1.0, 1.0);
let mut ode = ODE::new(system, 0.0, 10.0, y0);
let rkf54 = AdaptiveSixthOrder {
tableau: RUNGE_KUTTA_FEHLBERG_54_TABLEAU,
atol: 1e-3_f64,
rtol: 1e-3_f64,
};
// Test that y'(t) = y(t) solves to y(t) = e^t for rkf54
// and also that the error seems reasonable
let step = 0.001;
while ode.t < ode.t_end {
let (new_y, err) = rkf54.step(&ode, step);
ode.y = new_y;
ode.t += step;
assert_relative_eq!(ode.y[0], ode.t.exp(), max_relative=0.000001);
assert!(err.unwrap() < 0.0001);
}
}
}

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@@ -0,0 +1,109 @@
use nalgebra::SVector;
use super::super::ode::ODE;
use super::Integrator;
/// Integrator Trait
pub trait DormandPrinceIntegrator {
const A: &'static [f64];
const B: &'static [f64];
const C: &'static [f64];
}
pub struct DormandPrince45<const D: usize> {
k: Vec<SVector<f64,D>>,
a_tol: f64,
r_tol: f64,
}
impl<const D: usize> DormandPrince45<D> where DormandPrince45<D>: Integrator<D> {
pub fn new(a_tol: f64, r_tol: f64) -> Self {
Self {
k: vec![SVector::<f64,D>::zeros(); Self::STAGES],
a_tol: a_tol,
r_tol: r_tol,
}
}
}
impl<const D: usize> DormandPrinceIntegrator for DormandPrince45<D> {
const A: &'static [f64] = &[
1.0 / 5.0,
3.0 / 40.0,
9.0 / 40.0,
44.0 / 45.0,
-56.0 / 15.0,
32.0 / 9.0,
19_372.0 / 6_561.0,
-25_360.0 / 2_187.0,
64_448.0 / 6_561.0,
-212.0 / 729.0,
9_017.0 / 3_168.0,
-355.0 / 33.0,
46_732.0 / 5247.0,
49.0 / 176.0,
-5_103.0 / 18_656.0,
35.0 / 384.0,
0.0,
500.0 / 1_113.0,
125.0 / 192.0,
-2_187.0 / 6_784.0,
11.0 / 84.0,
];
const B: &'static [f64] = &[
35.0 / 384.0,
0.0,
500.0 / 1_113.0,
125.0 / 192.0,
-2_187.0 / 6_784.0,
11.0 / 84.0,
0.0,
5_179.0 / 57_600.0,
0.0,
7_571.0 / 16_695.0,
393.0 / 640.0,
-92_097.0 / 339_200.0,
187.0 / 2_100.0,
1.0 / 40.0,
];
const C: &'static [f64] = &[
0.0,
1.0 / 5.0,
3.0 / 10.0,
4.0 / 5.0,
8.0 / 9.0,
1.0,
1.0,
];
}
impl<const D: usize> Integrator<D> for DormandPrince45<D>
where
DormandPrince45<D>: DormandPrinceIntegrator,
{
const STAGES: usize = 7;
fn step(&mut self, ode: &ODE<D>, h: f64) -> (SVector<f64,D>, Option<f64>) {
let mut next_y = ode.y.clone();
let mut err = SVector::<f64, D>::zeros();
// Do the first of the summations
self.k[0] = (ode.f)(ode.t, ode.y);
next_y += self.k[0] * Self::B[0] * h;
err += self.k[0] * (Self::B[0] - Self::B[Self::STAGES]) * h;
// Then the rest
for i in 1..Self::STAGES {
// Compute the ks
let mut y_term = SVector::<f64,D>::zeros();
for j in 0..i {
y_term += self.k[i-j-1] * Self::A[( i * (i - 1) ) / 2 + j];
}
self.k[i] = (ode.f)(ode.t + Self::C[i] * h, ode.y + y_term * h);
// Use that and bis to calculate the y and error terms
next_y += self.k[i] * h * Self::B[i];
err += self.k[i] * (Self::B[i] - Self::B[i + Self::STAGES]) * h;
}
let tol = SVector::<f64,D>::repeat(self.a_tol) + ode.y * self.r_tol;
(next_y, Some((err.component_div(&tol)).norm()))
}
}

43
src/integrator/mod.rs Normal file
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@@ -0,0 +1,43 @@
use nalgebra::SVector;
use super::ode::ODE;
pub mod dormand_prince;
pub mod rosenbrock;
/// Integrator Trait
pub trait Integrator<const D: usize> {
const STAGES: usize;
fn step(&mut self, ode: &ODE<D>, h: f64) -> (SVector<f64,D>, Option<f64>);
}
#[cfg(test)]
mod tests {
use super::*;
use super::dormand_prince::*;
use nalgebra::Vector3;
use approx::assert_relative_eq;
#[test]
fn test_dopri() {
fn derivative(_t: f64, y: Vector3<f64>) -> Vector3<f64> { y }
let y0 = Vector3::new(1.0, 1.0, 1.0);
let mut ode = ODE::new(&derivative, 0.0, 4.0, y0);
let mut dp45 = DormandPrince45::new(1e-12_f64, 1e-4_f64);
// Test that y'(t) = y(t) solves to y(t) = e^t for rkf54
// and also that the error seems reasonable
let step = 0.0005;
while ode.t < ode.t_end {
let (new_y, err) = dp45.step(&ode, step);
ode.y = new_y;
ode.t += step;
assert_relative_eq!(ode.y[0], ode.t.exp(), max_relative=0.01);
assert!(err.unwrap() < 1.0);
}
}
}

View File

@@ -0,0 +1,101 @@
use nalgebra::SVector;
use super::super::ode::ODE;
use super::Integrator;
/// Integrator Trait
pub trait RosenbrockIntegrator {
const GAMMA: f64;
const A: &'static [f64];
const B: &'static [f64];
const C: &'static [f64];
const C2: &'static [f64];
const D: &'static [f64];
}
pub struct Rodas4<const D: usize> {
k: Vec<SVector<f64,D>>,
a_tol: f64,
r_tol: f64,
}
impl<const D: usize> Rodas4<D> where Rodas4<D>: Integrator<D> {
pub fn new(a_tol: f64, r_tol: f64) -> Self {
Self {
k: vec![SVector::<f64,D>::zeros(); Self::STAGES],
a_tol: a_tol,
r_tol: r_tol,
}
}
}
impl<const D: usize> RosenbrockIntegrator for Rodas4<D> {
const GAMMA: f64 = 0.25;
const A: &'static [f64] = &[
1.544000000000000,
0.9466785280815826,
0.2557011698983284,
3.314825187068521,
2.896124015972201,
0.9986419139977817,
1.221224509226641,
6.019134481288629,
12.53708332932087,
-0.6878860361058950,
];
const B: &'static [f64] = &[
10.12623508344586,
-7.487995877610167,
-34.80091861555747,
-7.992771707568823,
1.025137723295662,
-0.6762803392801253,
6.087714651680015,
16.43084320892478,
24.76722511418386,
-6.594389125716872,
];
const C: &'static [f64] = &[
-5.668800000000000,
-2.430093356833875,
-0.2063599157091915,
-0.1073529058151375,
-9.594562251023355,
-20.47028614809616,
7.496443313967647,
-10.24680431464352,
-33.99990352819905,
11.70890893206160,
8.083246795921522,
-7.981132988064893,
-31.52159432874371,
16.31930543123136,
-6.058818238834054,
];
const C2: &'static [f64] = &[
0.0,
0.386,
0.21,
0.63,
];
const D: &'static [f64] = &[
0.2500000000000000,
-0.1043000000000000,
0.1035000000000000,
-0.03620000000000023,
];
}
impl<const D: usize> Integrator<D> for Rodas4<D>
where
Rodas4<D>: RosenbrockIntegrator,
{
const STAGES: usize = 6;
// TODO: Finish this
fn step(&mut self, ode: &ODE<D>, h: f64) -> (SVector<f64,D>, Option<f64>) {
let mut next_y = ode.y.clone();
let mut err = SVector::<f64, D>::zeros();
(next_y, Some(err.norm()))
}
}

View File

@@ -11,26 +11,25 @@ pub mod problem;
mod tests {
use nalgebra::Vector6;
use approx::assert_relative_eq;
use crate::integrator::*;
use crate::controller::{PIController};
use crate::ode::{SystemTrait, ODE};
use crate::integrator::dormand_prince::DormandPrince45;
use crate::controller::PIController;
use crate::ode::ODE;
use crate::problem::Problem;
use std::f64::consts::PI;
#[test]
fn test_orbit() {
struct System {
mu: f64,
}
impl SystemTrait<f64,6> for System {
fn derivative(&self, _t: f64, state: Vector6<f64>) -> Vector6<f64> {
let acc = -(self.mu * state.fixed_rows::<3>(0)) / (state.fixed_rows::<3>(0).norm().powi(3));
// Calculate one period
let a = 6.7781363e6_f64;
let period = 2.0 * PI * (a.powi(3)/3.98600441500000e14).sqrt();
println!("{}", period);
// Set up the system
fn derivative(_t: f64, state: Vector6<f64>) -> Vector6<f64> {
let acc = -(3.98600441500000e14 * state.fixed_rows::<3>(0)) / (state.fixed_rows::<3>(0).norm().powi(3));
Vector6::new(state[3], state[4], state[5], acc[0], acc[1], acc[2])
}
}
let system = System { mu: 3.98600441500000e14 };
let y0 = Vector6::new(
4.26387250e+06,
5.14619397e+06,
@@ -39,27 +38,25 @@ mod tests {
4.49679662e+03,
1.87038714e+03,
);
let a = 6.7781363e6_f64;
let period = 2.0 * PI * (a.powi(3)/system.mu).sqrt();
println!("{}", period);
let ode = ODE::new(system, 0.0, period, y0);
let controller = PIController::new(0.17, 0.04, 10.0, 0.2, 10000.0, 0.9, 1.0);
let rkf54 = AdaptiveSixthOrder {
tableau: RUNGE_KUTTA_FEHLBERG_54_TABLEAU,
atol: 1e-12_f64,
rtol: 1e-7_f64,
};
let mut problem = Problem::new(ode, rkf54, controller);
// Integrate
let ode = ODE::new(&derivative, 0.0, period, y0);
let dp45 = DormandPrince45::new(1e-12_f64, 1e-8_f64);
let controller = PIController::new(0.37, 0.04, 10.0, 0.2, 10.0, 0.9, 1e-4);
let mut problem = Problem::new(ode, dp45, controller);
let solution = problem.solve();
println!("{}", solution.times.len());
// panic!();
// TODO: Something still isn't right with these tolerances I think...
assert_relative_eq!(solution.times[solution.states.len()-1], period, max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][0], y0[0], max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][1], y0[1], max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][2], y0[2], max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][3], y0[3], max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][4], y0[4], max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][5], y0[5], max_relative=1e-7);
assert_relative_eq!(solution.states[solution.states.len()-1][0], y0[0], max_relative=1e-3);
assert_relative_eq!(solution.states[solution.states.len()-1][1], y0[1], max_relative=1e-3);
assert_relative_eq!(solution.states[solution.states.len()-1][2], y0[2], max_relative=1e-3);
assert_relative_eq!(solution.states[solution.states.len()-1][3], y0[3], max_relative=1e-3);
assert_relative_eq!(solution.states[solution.states.len()-1][4], y0[4], max_relative=1e-3);
assert_relative_eq!(solution.states[solution.states.len()-1][5], y0[5], max_relative=1e-3);
}
}

View File

@@ -10,31 +10,26 @@ pub trait SystemTrait<T,const D: usize> {
/// The basic ODE object that will be passed around. The type (T) and the size (D) will be
/// determined upon creation of the object
#[derive(Debug, Clone, Copy)]
pub struct ODE<T,F, const D: usize> where F: SystemTrait<T,D>{
pub f: F,
pub y: SVector<T,D>,
pub t: T,
pub t0: T,
pub t_end: T,
pub h: T,
#[derive(Clone, Copy)]
pub struct ODE<'a, const D: usize> {
pub f: &'a dyn Fn(f64, SVector<f64,D>) -> SVector<f64,D>,
pub y: SVector<f64,D>,
pub t: f64,
pub t0: f64,
pub t_end: f64,
pub h: f64,
pub finished: bool,
}
impl<T, F, const D: usize> ODE<T,F,D>
where
F: SystemTrait<T,D>,
T: Copy + From<f64>,
f64: From<T>,
{
pub fn new(f: F, t0: T, t_end: T, y0: SVector<T,D>) -> Self {
impl<'a, const D: usize> ODE<'a,D> {
pub fn new(f: &'a (dyn Fn(f64, SVector<f64,D>) -> SVector<f64,D>), t0: f64, t_end: f64, y0: SVector<f64,D>) -> Self {
Self {
f: f,
y: y0,
t: t0,
t0: t0,
t_end: t_end,
h: 0.001.into(),
h: 0.001,
finished: false,
}
}
@@ -48,17 +43,12 @@ mod tests {
#[test]
fn test_ode_creation() {
struct System {}
fn derivative(_t: f64, y: Vector3<f64>) -> Vector3<f64> { -y }
impl SystemTrait<f64,3> for System {
fn derivative(&self, _t: f64, y: Vector3<f64>) -> Vector3<f64> { -y }
}
let system = System {};
let y0 = Vector3::new(1.0, 0.0, 0.0);
let ode = ODE::new(system, 0.0, 10.0, y0);
let ode = ODE::new(&derivative, 0.0, 10.0, y0);
assert!(ode.f.derivative(0.0, y0) == Vector3::new(-1.0, 0.0, 0.0));
assert!((ode.f)(0.0, y0) == Vector3::new(-1.0, 0.0, 0.0));
assert!(ode.y == Vector3::new(1.0, 0.0, 0.0));
assert!(ode.t == 0.0);
assert!(!ode.finished);

View File

@@ -1,87 +1,48 @@
use num_traits::identities;
use num_traits::Float;
use std::fmt::Debug;
use std::cmp::PartialOrd;
use std::ops::{Add, AddAssign, Sub, SubAssign, Mul, MulAssign};
use nalgebra::SVector;
use super::ode::{ODE, SystemTrait};
use super::ode::ODE;
use super::controller::{Controller, PIController};
use super::integrator::Integrator;
pub struct Problem<T, F, const D1: usize, const D2: usize, S>
pub struct Problem<'a, const D: usize, S>
where
f64: From<T>,
F: SystemTrait<T,D1>,
T: Copy +
From<f64> +
identities::One +
identities::Zero +
PartialEq +
Debug +
Add +
AddAssign +
Sub +
SubAssign +
Mul +
MulAssign +
Float +
PartialOrd +
'static,
S: Integrator<T, F, D1, D2>,
S: Integrator<D>,
{
ode: ODE<T,F,D1>,
ode: ODE<'a, D>,
integrator: S,
controller: PIController<T>,
controller: PIController,
}
impl<T, F, const D1: usize, const D2: usize, S> Problem<T,F,D1,D2,S>
impl<'a, const D: usize, S> Problem<'a,D,S>
where
f64: From<T>,
F: SystemTrait<T,D1>,
T: Copy +
From<f64> +
identities::One +
identities::Zero +
PartialEq +
Debug +
Add +
AddAssign +
Sub +
SubAssign +
Mul +
MulAssign +
Float +
PartialOrd +
'static,
S: Integrator<T, F, D1, D2>,
S: Integrator<D>,
{
pub fn new(ode: ODE<T,F,D1>, integrator: S, controller: PIController<T>) -> Self {
pub fn new(ode: ODE<'a,D>, integrator: S, controller: PIController) -> Self {
Problem {
ode: ode,
integrator: integrator,
controller: controller,
}
}
pub fn solve(&mut self) -> Solution<T, D1> {
let mut times: Vec::<T> = Vec::new();
let mut states: Vec::<SVector<T,D1>> = Vec::new();
let mut step: T = self.controller.old_h;
pub fn solve(&mut self) -> Solution<D> {
let mut times: Vec::<f64> = Vec::new();
let mut states: Vec::<SVector<f64,D>> = Vec::new();
let mut step: f64 = self.controller.old_h;
times.push(self.ode.t);
states.push(self.ode.y);
let (mut new_y, mut err_option) = self.integrator.step(&self.ode, 0.0);
while self.ode.t < self.ode.t_end {
let (mut new_y, mut err_option) = self.integrator.step(&self.ode, step);
match err_option {
Some(mut err) => {
// Adaptive Step Size
let mut accepted: bool = false;
while !accepted {
(accepted, step) = <PIController<T> as Controller<T, F, D1>>::determine_step(&mut self.controller, step, err);
(accepted, step) = <PIController as Controller<D>>::determine_step(&mut self.controller, step, err);
(new_y, err_option) = self.integrator.step(&self.ode, step);
err = err_option.unwrap();
}
self.controller.old_h = step;
self.controller.h_max = self.ode.t_end - self.ode.t - step;
self.controller.h_max = self.controller.h_max.min(self.ode.t_end - self.ode.t - step);
},
None => {},
};
@@ -97,9 +58,9 @@ where
}
}
pub struct Solution<T,const D: usize> {
pub times: Vec<T>,
pub states: Vec<SVector<T,D>>,
pub struct Solution<const D: usize> {
pub times: Vec<f64>,
pub states: Vec<SVector<f64,D>>,
}
#[cfg(test)]
@@ -107,31 +68,25 @@ mod tests {
use super::*;
use nalgebra::Vector3;
use approx::assert_relative_eq;
use crate::integrator::{AdaptiveSixthOrder, RUNGE_KUTTA_FEHLBERG_54_TABLEAU};
use crate::controller::{PIController};
use crate::integrator::dormand_prince::DormandPrince45;
use crate::controller::PIController;
// #[test]
#[test]
fn test_problem() {
struct System {}
fn derivative(_t: f64, y: Vector3<f64>) -> Vector3<f64> { y }
let y0 = Vector3::new(1.0, 1.0, 1.0);
impl SystemTrait<f64,3> for System {
fn derivative(&self, _t: f64, y: Vector3<f64>) -> Vector3<f64> { y }
}
let ode = ODE::new(&derivative, 0.0, 1.0, y0);
let dp45 = DormandPrince45::new(1e-12_f64, 1e-5_f64);
let controller = PIController::new(0.17, 0.04, 10.0, 0.2, 0.1, 0.9, 1e-8);
let system = System {};
let y0 = Vector3::new(1.0, 0.0, 0.0);
let ode = ODE::new(system, 0.0, 10.0, y0);
let controller = PIController::new(0.17, 0.04, 10.0, 0.2, 10.0, 0.9, 1e-4);
let rkf54 = AdaptiveSixthOrder {
tableau: RUNGE_KUTTA_FEHLBERG_54_TABLEAU,
atol: 1e-8_f64,
rtol: 1e-8_f64,
};
let mut problem = Problem::new(ode, rkf54, controller);
let mut problem = Problem::new(ode, dp45, controller);
let solution = problem.solve();
// println!("{}", solution.times.len());
// panic!();
solution.times.iter().zip(solution.states.iter()).for_each(|(time, state)| {
assert_relative_eq!(state[0], time.exp(), max_relative=1e-7);
assert_relative_eq!(state[0], time.exp(), max_relative=1e-2);
})
}
}