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Copy pathODEIntegrators.cpp
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214 lines (169 loc) · 8.03 KB
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#include "ODEIntegrators.h"
#include "Eigen/Core"
#include "CPstrings.h"
#include "Exceptions.h"
#include <algorithm>
bool ODEIntegrators::AdaptiveRK54(AbstractODEIntegrator& ode, double tstart, double tend, double hmin, double hmax, double eps_allowed,
double step_relax) {
// Get the starting array of variables of integration
std::vector<double> xold = ode.get_initial_array();
const long N = static_cast<long>(xold.size());
// Start at an index of 0
int Itheta = 0;
double t0 = tstart;
double h = hmin;
// Figure out if t is increasing or decreasing in the integration and set a flag
bool forwards_integration = ((tend - tstart) > 0);
// If backwards integration, flip the sign of the step
if (!forwards_integration) {
h *= -1;
}
double max_error;
std::vector<double> xnew1(N), xnew2(N), xnew3(N), xnew4(N), xnew5(N), f1(N), f2(N), f3(N), f4(N), f5(N), f6(N), error(N), xnew(N);
// t is the independent variable here, where t takes on values in the bounded range [tmin,tmax]
do {
// Check for termination
bool abort = ode.premature_termination();
if (abort) {
return abort;
}
bool stepAccepted = false, disableAdaptive = false;
while (!stepAccepted) {
// reset the flag
disableAdaptive = false;
// If the step would go beyond the end of the region of integration,
// just take a step to the end of the region of integration
if (forwards_integration && (t0 + h > tend)) {
disableAdaptive = true;
h = tend - t0;
}
if (!forwards_integration && (t0 + h < tend)) {
disableAdaptive = true;
h = tend - t0;
}
ode.pre_step_callback();
// We check stepAccepted again because if the derived class
// sets the variable stepAccepted, we should not actually do the evaluation
if (!stepAccepted) {
Eigen::Map<Eigen::VectorXd> xold_w(&(xold[0]), N);
if (std::abs(h) < hmin && !disableAdaptive) {
// Step is too small, just use the minimum step size
h = (forwards_integration) ? hmin : -hmin;
disableAdaptive = true;
}
// Step 1: derivatives evaluated at old values
ode.derivs(t0, xold, f1);
// Call post derivative callback after the first derivative evaluation (which might cache values)
ode.post_deriv_callback();
Eigen::Map<Eigen::VectorXd> xnew1_w(&(xnew1[0]), N), f1_w(&(f1[0]), N);
xnew1_w = xold_w + h * (1.0 / 5.0) * f1_w;
ode.derivs(t0 + 1.0 / 5.0 * h, xnew1, f2);
Eigen::Map<Eigen::VectorXd> xnew2_w(&(xnew2[0]), N), f2_w(&(f2[0]), N);
xnew2_w = xold_w + h * (+3.0 / 40.0 * f1_w + 9.0 / 40.0 * f2_w);
ode.derivs(t0 + 3.0 / 10.0 * h, xnew2, f3);
Eigen::Map<Eigen::VectorXd> xnew3_w(&(xnew3[0]), N), f3_w(&(f3[0]), N);
xnew3_w = xold_w + h * (3.0 / 10.0 * f1_w - 9.0 / 10.0 * f2_w + 6.0 / 5.0 * f3_w);
ode.derivs(t0 + 3.0 / 5.0 * h, xnew3, f4);
Eigen::Map<Eigen::VectorXd> xnew4_w(&(xnew4[0]), N), f4_w(&(f4[0]), N);
xnew4_w = xold_w + h * (-11.0 / 54.0 * f1_w + 5.0 / 2.0 * f2_w - 70.0 / 27.0 * f3_w + 35.0 / 27.0 * f4_w);
ode.derivs(t0 + h, xnew4, f5);
Eigen::Map<Eigen::VectorXd> xnew5_w(&(xnew5[0]), N), f5_w(&(f5[0]), N);
xnew5_w =
xold_w
+ h * (1631.0 / 55296 * f1_w + 175.0 / 512.0 * f2_w + 575.0 / 13824.0 * f3_w + 44275.0 / 110592.0 * f4_w + 253.0 / 4096.0 * f5_w);
// Updated values at the next step using 5-th order
ode.derivs(t0 + 7.0 / 8.0 * h, xnew5, f6);
Eigen::Map<Eigen::VectorXd> xnew_w(&(xnew[0]), N), f6_w(&(f6[0]), N);
xnew_w = xold_w + h * (37.0 / 378.0 * f1_w + 250.0 / 621.0 * f3_w + 125.0 / 594.0 * f4_w + 512.0 / 1771.0 * f6_w);
Eigen::Map<Eigen::VectorXd> error_w(&(error[0]), N);
error_w =
h
* (-277.0 / 64512.0 * f1_w + 6925.0 / 370944.0 * f3_w - 6925.0 / 202752.0 * f4_w - 277.0 / 14336.0 * f5_w + 277.0 / 7084.0 * f6_w);
max_error = error_w.norm();
// If the error is too large, make the step size smaller and try
// the step again
if (disableAdaptive) {
// Accept the step regardless of whether the error
// is too large or not
stepAccepted = true;
} else {
if (max_error > eps_allowed) {
// Take a smaller step next time, try again on this step
// But only if adaptive mode is on
// If eps_allowed == max_error (approximately), force the step to change to avoid infinite loop
h *= std::min(step_relax * pow(eps_allowed / max_error, 0.3), 0.999);
stepAccepted = false;
} else {
stepAccepted = true;
}
}
} else {
std::cout << format("accepted");
}
}
// Step has been accepted, update variables
t0 += h;
Itheta += 1;
xold = xnew;
ode.post_step_callback(t0, h, xnew);
// The error is already below the threshold
if (max_error < eps_allowed && disableAdaptive == false && max_error > 0) {
// Take a bigger step next time, since eps_allowed>max_error, but don't
// let the steps get much larger too quickly
h *= step_relax * pow(eps_allowed / max_error, 0.2);
}
// Constrain the step to not be too large
if (forwards_integration) {
h = std::min(h, hmax);
} else {
h = -std::min(std::abs(h), hmax);
}
// Overshot the end, oops... That's an error
if (forwards_integration && (t0 - tend > +1e-3)) {
throw CoolProp::ValueError(format("t0 - tend [%g] > 1e-3", t0 - tend));
}
if (!forwards_integration && (t0 - tend < -1e-3)) {
throw CoolProp::ValueError(format("t0 - tend [%g] < -1e-3", t0 - tend));
}
} while (((forwards_integration) && t0 < tend - 1e-10) || ((!forwards_integration) && t0 > tend + 1e-10));
// No termination was requested
return false;
}
#if defined(ENABLE_CATCH)
# include <catch2/catch_all.hpp>
TEST_CASE("Integrate y'=y", "[ODEIntegrator]") {
class SimpleODEIntegrator : public ODEIntegrators::AbstractODEIntegrator
{
public:
std::vector<double> t, h, y;
virtual std::vector<double> get_initial_array() const {
return std::vector<double>(1, 1);
}
virtual void pre_step_callback(){};
virtual void post_deriv_callback(){};
virtual void post_step_callback(double t, double h, std::vector<double>& y) {
this->t.push_back(t);
this->h.push_back(h);
this->y.push_back(y[0]);
};
virtual bool premature_termination() {
return false;
};
virtual void derivs(double t, std::vector<double>& y, std::vector<double>& yprime) {
yprime[0] = y[0];
};
};
SimpleODEIntegrator simple;
ODEIntegrators::AdaptiveRK54(simple, 0, 4, 1e-4, 0.5, 1e-7, 0.9);
double yfinal_integration = simple.y[simple.y.size() - 1];
double tfinal_integration = simple.t[simple.t.size() - 1];
double yfinal_analytic = exp(4.0);
double error = yfinal_integration / yfinal_analytic - 1;
CAPTURE(yfinal_analytic);
CAPTURE(yfinal_integration);
CAPTURE(tfinal_integration);
CHECK(std::abs(error) < 1e-6);
CHECK(std::abs(tfinal_integration - 4) < 1e-10);
int rr = 0;
}
#endif