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|   | 5d0a7d6e84 | 
							
								
								
									
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								Cargo.toml
									
									
									
									
									
								
							
							
						
						
									
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							| @@ -1,15 +1,29 @@ | ||||
| [package] | ||||
| name = "differential_equations" | ||||
| version = "0.2.1" | ||||
| name = "ordinary-diffeq" | ||||
| version = "0.2.3" | ||||
| edition = "2021" | ||||
| authors = ["Connor Johnstone"] | ||||
| description = "A library for solving differential equations based on the DifferentialEquations.jl julia library." | ||||
| readme = "readme.md" | ||||
| repository = "https://gitlab.rcjohnstone.com/connor/differential-equations" | ||||
| license = "MIT" | ||||
|  | ||||
| # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html | ||||
|  | ||||
| [dependencies] | ||||
| serde = { version = "1.0", features = ["derive"] } | ||||
| nalgebra = { version = "0.32", features = ["serde-serialize"] } | ||||
| num-traits = "0.2.15" | ||||
| nalgebra = { version = "0.34", features = ["serde-serialize"] } | ||||
| num-traits = "0.2.19" | ||||
| roots = "0.0.8" | ||||
|  | ||||
| [dev-dependencies] | ||||
| approx = "0.5" | ||||
| criterion = "0.7.0" | ||||
|  | ||||
| [[bench]] | ||||
| name = "simple_1d" | ||||
| harness = false | ||||
|  | ||||
| [[bench]] | ||||
| name = "orbit" | ||||
| harness = false | ||||
|   | ||||
							
								
								
									
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								benches/orbit.rs
									
									
									
									
									
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								benches/orbit.rs
									
									
									
									
									
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							| @@ -0,0 +1,40 @@ | ||||
| use criterion::{criterion_group, criterion_main, Criterion}; | ||||
|  | ||||
| use ordinary_diffeq::prelude::*; | ||||
| use nalgebra::Vector6; | ||||
|  | ||||
| fn bench_orbit(c: &mut Criterion) { | ||||
|     let mu = 3.98600441500000e14; | ||||
|  | ||||
|     // Set up the system | ||||
|     type Params = (f64,); | ||||
|     let params = (mu,); | ||||
|     fn derivative(_t: f64, state: Vector6<f64>, p: &Params) -> Vector6<f64> { | ||||
|         let acc = -(p.0 * 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 y0 = Vector6::new( | ||||
|         4.263868426884883e6, | ||||
|         5.146189057155391e6, | ||||
|         1.1310208421331816e6, | ||||
|         -5923.454461876975, | ||||
|         4496.802639690076, | ||||
|         1870.3893008991558, | ||||
|     ); | ||||
|  | ||||
|     // Integrate | ||||
|     let ode = ODE::new(&derivative, 0.0, 86400.0, y0, params); | ||||
|     let dp45 = DormandPrince45::new(); | ||||
|     let controller = PIController::new(0.37, 0.04, 10.0, 0.2, 1000.0, 0.9, 0.01); | ||||
|  | ||||
|     c.bench_function("bench_orbit", |b| { | ||||
|         b.iter(|| { | ||||
|             std::hint::black_box({ | ||||
|                 Problem::new(ode, dp45, controller).solve(); | ||||
|             }); | ||||
|         }); | ||||
|     }); | ||||
| } | ||||
|  | ||||
| criterion_group!(benches, bench_orbit); | ||||
| criterion_main!(benches); | ||||
							
								
								
									
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								benches/simple_1d.rs
									
									
									
									
									
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							| @@ -0,0 +1,56 @@ | ||||
| use criterion::{criterion_group, criterion_main, Criterion}; | ||||
|  | ||||
| use ordinary_diffeq::prelude::*; | ||||
| use nalgebra::Vector1; | ||||
|  | ||||
| fn bench_simple_1d(c: &mut Criterion) { | ||||
|     type Params = (f64,); | ||||
|     let params = (0.1,); | ||||
|  | ||||
|     fn derivative(_t: f64, y: Vector1<f64>, p: &Params) -> Vector1<f64> { | ||||
|         Vector1::new(-p.0 * y[0]) | ||||
|     } | ||||
|  | ||||
|     let y0 = Vector1::new(1.0); | ||||
|  | ||||
|     // Set up the problem (ODE, Integrator, Controller, and Callbacks) | ||||
|     let ode = ODE::new(&derivative, 0.0, 10.0, y0, params); | ||||
|     let dp45 = DormandPrince45::new().a_tol(1e-6).r_tol(1e-6); | ||||
|     let controller = PIController::default(); | ||||
|  | ||||
|     c.bench_function("bench_simple_1d", |b| { | ||||
|         b.iter(|| { | ||||
|             std::hint::black_box({ | ||||
|                 Problem::new(ode, dp45, controller).solve(); | ||||
|             }); | ||||
|         }); | ||||
|     }); | ||||
| } | ||||
|  | ||||
| fn bench_interpolation_1d(c: &mut Criterion) { | ||||
|     type Params = (f64,); | ||||
|     let params = (0.1,); | ||||
|  | ||||
|     fn derivative(_t: f64, y: Vector1<f64>, p: &Params) -> Vector1<f64> { | ||||
|         Vector1::new(-p.0 * y[0]) | ||||
|     } | ||||
|  | ||||
|     let y0 = Vector1::new(1.0); | ||||
|  | ||||
|     // Set up the problem (ODE, Integrator, Controller, and Callbacks) | ||||
|     let ode = ODE::new(&derivative, 0.0, 10.0, y0, params); | ||||
|     let dp45 = DormandPrince45::new().a_tol(1e-6).r_tol(1e-6); | ||||
|     let controller = PIController::default(); | ||||
|  | ||||
|     c.bench_function("bench_interpolation_1d", |b| { | ||||
|         b.iter(|| { | ||||
|             std::hint::black_box({ | ||||
|                 let solution = Problem::new(ode, dp45, controller).solve(); | ||||
|                 let _ = (0..100).map(|t| solution.interpolate(t as f64 * 0.1)[0]); | ||||
|             }); | ||||
|         }); | ||||
|     }); | ||||
| } | ||||
|  | ||||
| criterion_group!(benches, bench_simple_1d, bench_interpolation_1d,); | ||||
| criterion_main!(benches); | ||||
| @@ -53,7 +53,7 @@ let y0 = Vector2::new(0.0, PI/2.0); | ||||
|  | ||||
| // Set up the problem (ODE, Integrator, Controller, and Callbacks) | ||||
| let ode = ODE::new(&derivative, 0.0, 6.3, y0, params); | ||||
| let dp45 = DormandPrince45::new(1e-12_f64, 1e-6_f64); | ||||
| let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6); | ||||
| let controller = PIController::default(); | ||||
|  | ||||
| let value_too_high = Callback { | ||||
|   | ||||
| @@ -11,11 +11,11 @@ pub struct Callback<'a, const D: usize, P> { | ||||
|     pub event: &'a dyn Fn(f64, SVector<f64, D>, &P) -> f64, | ||||
|  | ||||
|     /// The function to change the ODE | ||||
|     pub effect: &'a dyn Fn(&mut ODE<D, P>) -> (), | ||||
|     pub effect: &'a dyn Fn(&mut ODE<D, P>), | ||||
| } | ||||
|  | ||||
| /// A convenience function for stopping the integration | ||||
| pub fn stop<'a, const D: usize, P>(ode: &mut ODE<D, P>) -> () { | ||||
| pub fn stop<const D: usize, P>(ode: &mut ODE<D, P>) { | ||||
|     ode.t_end = ode.t; | ||||
| } | ||||
|  | ||||
|   | ||||
| @@ -1,5 +1,31 @@ | ||||
| #[derive(Debug, Clone, Copy, PartialEq)] | ||||
| pub enum TryStep { | ||||
|     Accepted(f64, f64), | ||||
|     NotYetAccepted(f64), | ||||
| } | ||||
|  | ||||
| impl TryStep { | ||||
|     pub fn extract(&self) -> f64 { | ||||
|         match self { | ||||
|             TryStep::Accepted(h, _) => *h, | ||||
|             TryStep::NotYetAccepted(h) => *h, | ||||
|         } | ||||
|     } | ||||
|  | ||||
|     pub fn is_accepted(&self) -> bool { | ||||
|         matches!(self, TryStep::Accepted(_, _)) | ||||
|     } | ||||
|  | ||||
|     pub fn reset(&mut self) -> Result<TryStep, &str> { | ||||
|         match self { | ||||
|             TryStep::Accepted(_, h) => Ok(TryStep::NotYetAccepted(*h)), | ||||
|             TryStep::NotYetAccepted(_) => Err("Cannot reset a NotYetAccepted TryStep"), | ||||
|         } | ||||
|     } | ||||
| } | ||||
|  | ||||
| pub trait Controller<const D: usize> { | ||||
|     fn determine_step(&mut self, h: f64, err: f64) -> (bool, f64); | ||||
|     fn determine_step(&mut self, h: f64, err: f64) -> TryStep; | ||||
| } | ||||
|  | ||||
| #[derive(Debug, Clone, Copy)] | ||||
| @@ -11,32 +37,30 @@ pub struct PIController { | ||||
|     pub factor_old: f64, | ||||
|     pub h_max: f64, | ||||
|     pub safety_factor: f64, | ||||
|     pub old_h: f64, | ||||
|     pub next_step_guess: TryStep, | ||||
| } | ||||
|  | ||||
| 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: f64, err: f64) -> (bool, f64) { | ||||
|     fn determine_step(&mut self, prev_step: f64, err: f64) -> TryStep { | ||||
|         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 { | ||||
|             // Accept the stepsize | ||||
|             let mut h = prev_step / factor; | ||||
|             // Accept the stepsize and provide what the next step size should be | ||||
|             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); | ||||
|             if h.abs() > self.h_max { | ||||
|                 // If the step goes past the maximum allowed, though, we shrink it | ||||
|                 h = self.h_max.copysign(h); | ||||
|             } | ||||
|             (true, h_new) | ||||
|             // (true, h_new) | ||||
|             TryStep::Accepted(prev_step, h) | ||||
|         } else { | ||||
|             // Reject the stepsize and propose a smaller one | ||||
|             h_new = h / (self.factor_c1.min(factor_11 / self.safety_factor)); | ||||
|             (false, h_new) | ||||
|             // Reject the stepsize and propose a smaller one for the current step | ||||
|             TryStep::NotYetAccepted(prev_step / (self.factor_c1.min(factor_11 / self.safety_factor))) | ||||
|         } | ||||
|     } | ||||
| } | ||||
| @@ -52,17 +76,20 @@ impl PIController { | ||||
|         initial_h: f64, | ||||
|     ) -> Self { | ||||
|         Self { | ||||
|             alpha: alpha, | ||||
|             beta: beta, | ||||
|             alpha, | ||||
|             beta, | ||||
|             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, | ||||
|             safety_factor, | ||||
|             next_step_guess: TryStep::NotYetAccepted(initial_h), | ||||
|         } | ||||
|     } | ||||
|     pub fn default() -> Self { | ||||
| } | ||||
|  | ||||
| impl Default for PIController { | ||||
|     fn default() -> Self { | ||||
|         Self::new(0.17, 0.04, 10.0, 0.2, 100000.0, 0.9, 1e-4) | ||||
|     } | ||||
| } | ||||
| @@ -82,6 +109,6 @@ mod tests { | ||||
|         assert!(controller.factor_old == 1.0e-4); | ||||
|         assert!(controller.h_max == 10.0); | ||||
|         assert!(controller.safety_factor == 0.9); | ||||
|         assert!(controller.old_h == 1e-4); | ||||
|         assert!(controller.next_step_guess == TryStep::NotYetAccepted(1e-4)); | ||||
|     } | ||||
| } | ||||
|   | ||||
| @@ -13,7 +13,7 @@ pub trait DormandPrinceIntegrator<'a> { | ||||
|  | ||||
| #[derive(Debug, Clone, Copy)] | ||||
| pub struct DormandPrince45<const D: usize> { | ||||
|     a_tol: f64, | ||||
|     a_tol: SVector<f64,D>, | ||||
|     r_tol: f64, | ||||
| } | ||||
|  | ||||
| @@ -21,8 +21,17 @@ impl<const D: usize> DormandPrince45<D> | ||||
| where | ||||
|     DormandPrince45<D>: Integrator<D>, | ||||
| { | ||||
|     pub fn new(a_tol: f64, r_tol: f64) -> Self { | ||||
|         Self { a_tol, r_tol } | ||||
|     pub fn new() -> Self { | ||||
|         Self { a_tol: SVector::<f64,D>::from_element(1e-8), r_tol: 1e-8 } | ||||
|     } | ||||
|     pub fn a_tol(&mut self, a_tol: f64) -> Self { | ||||
|         Self { a_tol: SVector::<f64,D>::from_element(a_tol), r_tol: self.r_tol } | ||||
|     } | ||||
|     pub fn a_tol_full(&mut self, a_tol: SVector::<f64,D>) -> Self { | ||||
|         Self { a_tol, r_tol: self.r_tol } | ||||
|     } | ||||
|     pub fn r_tol(&mut self, r_tol: f64) -> Self { | ||||
|         Self { a_tol: self.a_tol, r_tol } | ||||
|     } | ||||
| } | ||||
|  | ||||
| @@ -93,7 +102,7 @@ where | ||||
|         h: f64, | ||||
|     ) -> (SVector<f64, D>, Option<f64>, Option<Vec<SVector<f64, D>>>) { | ||||
|         let mut k: Vec<SVector<f64, D>> = vec![SVector::<f64, D>::zeros(); Self::STAGES]; | ||||
|         let mut next_y = ode.y.clone(); | ||||
|         let mut next_y = ode.y; | ||||
|         let mut err = SVector::<f64, D>::zeros(); | ||||
|         let mut rcont5 = SVector::<f64, D>::zeros(); | ||||
|         // Do the first of the summations | ||||
| @@ -106,8 +115,8 @@ where | ||||
|         for i in 1..Self::STAGES { | ||||
|             // Compute the ks | ||||
|             let mut y_term = SVector::<f64, D>::zeros(); | ||||
|             for j in 0..i { | ||||
|                 y_term += k[j] * Self::A[(i * (i - 1)) / 2 + j]; | ||||
|             for (j, item) in k.iter().enumerate().take(i) { | ||||
|                 y_term += item * Self::A[(i * (i - 1)) / 2 + j]; | ||||
|             } | ||||
|             k[i] = (ode.f)(ode.t + Self::C[i] * h, ode.y + y_term * h, &ode.params); | ||||
|  | ||||
| @@ -119,7 +128,7 @@ where | ||||
|         let rcont2 = next_y - ode.y; | ||||
|         let rcont3 = h * k[0] - rcont2; | ||||
|         let rcont4 = rcont2 - k[Self::STAGES - 1] * h - rcont3; | ||||
|         let tol = SVector::<f64, D>::repeat(self.a_tol) + ode.y * self.r_tol; | ||||
|         let tol = self.a_tol + ode.y * self.r_tol; | ||||
|         let rcont = vec![rcont1, rcont2, rcont3, rcont4, rcont5]; | ||||
|         (next_y, Some((err.component_div(&tol)).norm()), Some(rcont)) | ||||
|     } | ||||
| @@ -127,7 +136,7 @@ where | ||||
|         &self, | ||||
|         t_start: f64, | ||||
|         t_end: f64, | ||||
|         dense: &Vec<SVector<f64, D>>, | ||||
|         dense: &[SVector<f64, D>], | ||||
|         t: f64, | ||||
|     ) -> SVector<f64, D> { | ||||
|         let s = (t - t_start) / (t_end - t_start); | ||||
|   | ||||
| @@ -22,7 +22,7 @@ pub trait Integrator<const D: usize> { | ||||
|         &self, | ||||
|         t_start: f64, | ||||
|         t_end: f64, | ||||
|         dense: &Vec<SVector<f64, D>>, | ||||
|         dense: &[SVector<f64, D>], | ||||
|         t: f64, | ||||
|     ) -> SVector<f64, D>; | ||||
| } | ||||
| @@ -44,7 +44,7 @@ mod tests { | ||||
|         let y0 = Vector3::new(1.0, 1.0, 1.0); | ||||
|         let mut ode = ODE::new(&derivative, 0.0, 4.0, y0, ()); | ||||
|  | ||||
|         let dp45 = DormandPrince45::new(1e-12_f64, 1e-4_f64); | ||||
|         let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-4); | ||||
|  | ||||
|         // Test that y'(t) = y(t) solves to y(t) = e^t for rkf54 | ||||
|         // and also that the error seems reasonable | ||||
|   | ||||
							
								
								
									
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							| @@ -18,7 +18,7 @@ pub mod prelude { | ||||
| mod tests { | ||||
|     use crate::prelude::*; | ||||
|     use approx::assert_relative_eq; | ||||
|     use nalgebra::{Vector2, Vector6}; | ||||
|     use nalgebra::{Vector1, Vector2, Vector6}; | ||||
|     use std::f64::consts::PI; | ||||
|  | ||||
|     #[test] | ||||
| @@ -38,7 +38,7 @@ mod tests { | ||||
|  | ||||
|         // Set up the problem (ODE, Integrator, Controller, and Callbacks) | ||||
|         let ode = ODE::new(&derivative, 0.0, 6.3, y0, params); | ||||
|         let dp45 = DormandPrince45::new(1e-12_f64, 1e-6_f64); | ||||
|         let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6); | ||||
|         let controller = PIController::default(); | ||||
|  | ||||
|         let value_too_high = Callback { | ||||
| @@ -54,6 +54,32 @@ mod tests { | ||||
|         let _interpolated_answer = solution.interpolate(4.4); | ||||
|     } | ||||
|  | ||||
|     #[test] | ||||
|     fn test_correctness() { | ||||
|         // Define the system (parameters, derivative, and initial state) | ||||
|         type Params = (); | ||||
|         let params = (); | ||||
|  | ||||
|         fn derivative(_t: f64, y: Vector1<f64>, _p: &Params) -> Vector1<f64> { | ||||
|             Vector1::new(5.0 * y[0] - 3.0) | ||||
|         } | ||||
|  | ||||
|         let y0 = Vector1::new(1.0); | ||||
|  | ||||
|         // Set up the problem (ODE, Integrator, Controller, and Callbacks) | ||||
|         let ode = ODE::new(&derivative, 2.0, 3.0, y0, params); | ||||
|         let dp45 = DormandPrince45::new(); | ||||
|         let controller = PIController::default(); | ||||
|  | ||||
|         // Solve the problem | ||||
|         let mut problem = Problem::new(ode, dp45, controller); | ||||
|         let solution = problem.solve(); | ||||
|         for (time, state) in solution.times.iter().zip(solution.states.iter()) { | ||||
|             let exact = 0.4 * (5.0 * (time - 2.0)).exp() + 0.6; | ||||
|             assert_relative_eq!(state[0], exact, max_relative = 1e-7); | ||||
|         } | ||||
|     } | ||||
|  | ||||
|     #[test] | ||||
|     fn test_orbit() { | ||||
|         // Calculate one period | ||||
| @@ -79,11 +105,9 @@ mod tests { | ||||
|  | ||||
|         // Integrate | ||||
|         let ode = ODE::new(&derivative, 0.0, 10.0 * period, y0, params); | ||||
|         let dp45 = DormandPrince45::new(1e-12_f64, 1e-12_f64); | ||||
|         let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-12); | ||||
|         let controller = PIController::new(0.37, 0.04, 10.0, 0.2, 1000.0, 0.9, 0.01); | ||||
|  | ||||
|         let mut problem = Problem::new(ode, dp45, controller); | ||||
|  | ||||
|         let solution = problem.solve(); | ||||
|  | ||||
|         assert_relative_eq!( | ||||
|   | ||||
| @@ -1,10 +1,12 @@ | ||||
| use nalgebra::SVector; | ||||
|  | ||||
| type ProblemFunction<'a, const D: usize, P> = &'a dyn Fn(f64, SVector<f64, D>, &P) -> SVector<f64, D>; | ||||
|  | ||||
| /// 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(Clone, Copy)] | ||||
| pub struct ODE<'a, const D: usize, P> { | ||||
|     pub f: &'a dyn Fn(f64, SVector<f64, D>, &P) -> SVector<f64, D>, | ||||
|     pub f: ProblemFunction<'a, D, P>, | ||||
|     pub y: SVector<f64, D>, | ||||
|     pub t: f64, | ||||
|     pub params: P, | ||||
| @@ -16,7 +18,7 @@ pub struct ODE<'a, const D: usize, P> { | ||||
|  | ||||
| impl<'a, const D: usize, P> ODE<'a, D, P> { | ||||
|     pub fn new( | ||||
|         f: &'a (dyn Fn(f64, SVector<f64, D>, &P) -> SVector<f64, D>), | ||||
|         f: ProblemFunction<'a, D, P>, | ||||
|         t0: f64, | ||||
|         t_end: f64, | ||||
|         y0: SVector<f64, D>, | ||||
|   | ||||
| @@ -1,8 +1,8 @@ | ||||
| use nalgebra::SVector; | ||||
| use roots::{find_root_brent, DebugConvergency}; | ||||
| use roots::{find_root_brent, SimpleConvergency}; | ||||
|  | ||||
| use super::callback::Callback; | ||||
| use super::controller::{Controller, PIController}; | ||||
| use super::controller::{Controller, PIController, TryStep}; | ||||
| use super::integrator::Integrator; | ||||
| use super::ode::ODE; | ||||
|  | ||||
| @@ -23,48 +23,64 @@ where | ||||
| { | ||||
|     pub fn new(ode: ODE<'a, D, P>, integrator: S, controller: PIController) -> Self { | ||||
|         Problem { | ||||
|             ode: ode, | ||||
|             integrator: integrator, | ||||
|             controller: controller, | ||||
|             ode, | ||||
|             integrator, | ||||
|             controller, | ||||
|             callbacks: Vec::new(), | ||||
|         } | ||||
|     } | ||||
|     pub fn solve(&mut self) -> Solution<S, D> { | ||||
|         let mut convergency = DebugConvergency::new(1e-12, 50); | ||||
|         let mut convergency = SimpleConvergency { | ||||
|             eps: 1e-12, | ||||
|             max_iter: 1000, | ||||
|         }; | ||||
|         let mut times: Vec<f64> = vec![self.ode.t]; | ||||
|         let mut states: Vec<SVector<f64, D>> = vec![self.ode.y]; | ||||
|         let mut dense_coefficients: Vec<Vec<SVector<f64, D>>> = Vec::new(); | ||||
|         let mut step: f64 = self.controller.old_h; | ||||
|         let (mut new_y, mut err_option, _) = self.integrator.step(&self.ode, 0.0); | ||||
|         while self.ode.t < self.ode.t_end { | ||||
|             let mut dense_option: Option<Vec<SVector<f64, D>>> = None; | ||||
|             if S::ADAPTIVE { | ||||
|             if self.ode.t + self.controller.next_step_guess.extract() > self.ode.t_end { | ||||
|                 // If the next step would go past the end, then just set it to the end | ||||
|                 self.controller.next_step_guess = TryStep::NotYetAccepted( | ||||
|                     self.ode.t_end - self.ode.t, | ||||
|                 ); | ||||
|             } | ||||
|             let (mut new_y, mut curr_step, mut dense_option) = if S::ADAPTIVE { | ||||
|                 // First, we try stepping with the "next step guess" to get the error | ||||
|                 let (mut trial_y, mut err_option, mut dense_option) = | ||||
|                     self.integrator.step(&self.ode, self.controller.next_step_guess.extract()); | ||||
|                 let mut err = err_option.unwrap(); | ||||
|                 let mut accepted: bool = false; | ||||
|                 while !accepted { | ||||
|                     // Try a step and if that isn't acceptable, then change the step until it is | ||||
|                     (accepted, step) = <PIController as Controller<D>>::determine_step( | ||||
|                 // Then we determine whether we need to reduce the step size or not | ||||
|                 // If successful, we get the next step guess | ||||
|                 let initial_guess = self.controller.next_step_guess.extract(); | ||||
|                 let mut next_step_guess = <PIController as Controller<D>>::determine_step( | ||||
|                     &mut self.controller, | ||||
|                         step, | ||||
|                     initial_guess, | ||||
|                     err, | ||||
|                 ); | ||||
|                 while !next_step_guess.is_accepted() { | ||||
|                     // If that step isn't acceptable, then change the step until it is | ||||
|                     (trial_y, err_option, dense_option) = | ||||
|                         self.integrator.step(&self.ode, next_step_guess.extract()); | ||||
|                     next_step_guess = <PIController as Controller<D>>::determine_step( | ||||
|                         &mut self.controller, | ||||
|                         next_step_guess.extract(), | ||||
|                         err, | ||||
|                     ); | ||||
|                     (new_y, err_option, dense_option) = self.integrator.step(&self.ode, step); | ||||
|                     err = err_option.unwrap(); | ||||
|                 } | ||||
|                 self.controller.old_h = step; | ||||
|                 self.controller.h_max = self | ||||
|                     .controller | ||||
|                     .h_max | ||||
|                     .min(self.ode.t_end - self.ode.t - step); | ||||
|                 // So at this point we can safely assume we have an accepted step | ||||
|                 self.controller.next_step_guess = next_step_guess.reset().unwrap(); | ||||
|                 (trial_y, next_step_guess.extract(), dense_option) | ||||
|             } else { | ||||
|                 // If fixed time step just step forward one step | ||||
|                 (new_y, _, dense_option) = self.integrator.step(&self.ode, step); | ||||
|             } | ||||
|             if self.callbacks.len() > 0 { | ||||
|                 let (trial_y, _, dense_option) = self.integrator.step(&self.ode, self.controller.next_step_guess.extract()); | ||||
|                 (trial_y, self.controller.next_step_guess.extract(), dense_option) | ||||
|             }; | ||||
|             if !self.callbacks.is_empty() { | ||||
|                 // Check for events occurring | ||||
|                 for callback in &self.callbacks { | ||||
|                     if (callback.event)(self.ode.t, self.ode.y, &self.ode.params) | ||||
|                         * (callback.event)(self.ode.t + step, new_y, &self.ode.params) | ||||
|                         * (callback.event)(self.ode.t + curr_step, new_y, &self.ode.params) | ||||
|                         < 0.0 | ||||
|                     { | ||||
|                         // If the event crossed zero, then find the root | ||||
| @@ -72,15 +88,15 @@ where | ||||
|                             let test_y = self.integrator.step(&self.ode, test_t).0; | ||||
|                             (callback.event)(self.ode.t + test_t, test_y, &self.ode.params) | ||||
|                         }; | ||||
|                         let root = find_root_brent(0.0, step, &f, &mut convergency).unwrap(); | ||||
|                         step = root; | ||||
|                         (new_y, _, dense_option) = self.integrator.step(&self.ode, step); | ||||
|                         let root = find_root_brent(0.0, curr_step, &f, &mut convergency).unwrap(); | ||||
|                         curr_step = root; | ||||
|                         (new_y, _, dense_option) = self.integrator.step(&self.ode, curr_step); | ||||
|                         (callback.effect)(&mut self.ode); | ||||
|                     } | ||||
|                 } | ||||
|             } | ||||
|             self.ode.y = new_y; | ||||
|             self.ode.t += step; | ||||
|             self.ode.t += curr_step; | ||||
|             times.push(self.ode.t); | ||||
|             states.push(self.ode.y); | ||||
|             // TODO: Implement third order interpolation for non-dense algorithms | ||||
| @@ -134,20 +150,17 @@ where | ||||
|         } | ||||
|  | ||||
|         // Then find the two t values closest to the desired t | ||||
|         let mut end_index: usize = 0; | ||||
|         for (i, time) in self.times.iter().enumerate() { | ||||
|             if time > &t { | ||||
|                 end_index = i; | ||||
|                 break; | ||||
|             } | ||||
|         } | ||||
|  | ||||
|         match times.binary_search_by(|x| x.total_cmp(&t)) { | ||||
|             Ok(index) => self.states[index], | ||||
|             Err(end_index) => { | ||||
|                 // Then send that to the integrator | ||||
|                 let t_start = times[end_index - 1]; | ||||
|                 let t_end = times[end_index]; | ||||
|                 self.integrator | ||||
|                     .interpolate(t_start, t_end, &self.dense[end_index - 1], t) | ||||
|             } | ||||
|         } | ||||
|     } | ||||
| } | ||||
|  | ||||
| #[cfg(test)] | ||||
| @@ -168,7 +181,7 @@ mod tests { | ||||
|         let y0 = Vector3::new(1.0, 1.0, 1.0); | ||||
|  | ||||
|         let ode = ODE::new(&derivative, 0.0, 1.0, y0, ()); | ||||
|         let dp45 = DormandPrince45::new(1e-12_f64, 1e-5_f64); | ||||
|         let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-5); | ||||
|         let controller = PIController::default(); | ||||
|  | ||||
|         let mut problem = Problem::new(ode, dp45, controller); | ||||
| @@ -192,7 +205,7 @@ mod tests { | ||||
|         let y0 = Vector3::new(1.0, 1.0, 1.0); | ||||
|  | ||||
|         let ode = ODE::new(&derivative, 0.0, 10.0, y0, ()); | ||||
|         let dp45 = DormandPrince45::new(1e-12_f64, 1e-5_f64); | ||||
|         let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-5); | ||||
|         let controller = PIController::default(); | ||||
|  | ||||
|         let value_too_high = Callback { | ||||
| @@ -203,7 +216,11 @@ mod tests { | ||||
|         let mut problem = Problem::new(ode, dp45, controller).with_callback(value_too_high); | ||||
|         let solution = problem.solve(); | ||||
|  | ||||
|         assert!(solution.states.last().unwrap()[0] == 10.0); | ||||
|         assert_relative_eq!( | ||||
|             solution.states.last().unwrap()[0], | ||||
|             10.0, | ||||
|             max_relative = 1e-11 | ||||
|         ); | ||||
|     } | ||||
|  | ||||
|     #[test] | ||||
| @@ -215,7 +232,7 @@ mod tests { | ||||
|         let y0 = Vector3::new(1.0, 1.0, 1.0); | ||||
|  | ||||
|         let ode = ODE::new(&derivative, 0.0, 10.0, y0, ()); | ||||
|         let dp45 = DormandPrince45::new(1e-12_f64, 1e-6_f64); | ||||
|         let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6); | ||||
|         let controller = PIController::default(); | ||||
|  | ||||
|         let mut problem = Problem::new(ode, dp45, controller); | ||||
|   | ||||
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