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- #ifndef BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
- #define BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
- #include <cmath>
- #include <boost/config.hpp>
- #include <boost/utility/enable_if.hpp>
- #include <boost/type_traits/is_same.hpp>
- #include <boost/numeric/odeint/util/bind.hpp>
- #include <boost/numeric/odeint/util/unwrap_reference.hpp>
- #include <boost/numeric/odeint/util/copy.hpp>
- #include <boost/numeric/odeint/util/state_wrapper.hpp>
- #include <boost/numeric/odeint/util/is_resizeable.hpp>
- #include <boost/numeric/odeint/util/resizer.hpp>
- #include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
- #include <boost/numeric/odeint/algebra/range_algebra.hpp>
- #include <boost/numeric/odeint/algebra/default_operations.hpp>
- #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
- #include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
- #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
- namespace boost {
- namespace numeric {
- namespace odeint {
- template
- <
- class Value ,
- class Algebra ,
- class Operations
- >
- class default_error_checker
- {
- public:
- typedef Value value_type;
- typedef Algebra algebra_type;
- typedef Operations operations_type;
- default_error_checker(
- value_type eps_abs = static_cast< value_type >( 1.0e-6 ) ,
- value_type eps_rel = static_cast< value_type >( 1.0e-6 ) ,
- value_type a_x = static_cast< value_type >( 1 ) ,
- value_type a_dxdt = static_cast< value_type >( 1 ))
- : m_eps_abs( eps_abs ) , m_eps_rel( eps_rel ) , m_a_x( a_x ) , m_a_dxdt( a_dxdt )
- { }
- template< class State , class Deriv , class Err, class Time >
- value_type error( const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
- {
- return error( algebra_type() , x_old , dxdt_old , x_err , dt );
- }
- template< class State , class Deriv , class Err, class Time >
- value_type error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
- {
- using std::abs;
-
- algebra.for_each3( x_err , x_old , dxdt_old ,
- typename operations_type::template rel_error< value_type >( m_eps_abs , m_eps_rel , m_a_x , m_a_dxdt * abs(get_unit_value( dt )) ) );
-
-
- return algebra.norm_inf( x_err );
- }
- private:
- value_type m_eps_abs;
- value_type m_eps_rel;
- value_type m_a_x;
- value_type m_a_dxdt;
- };
- template< typename Value, typename Time >
- class default_step_adjuster
- {
- public:
- typedef Time time_type;
- typedef Value value_type;
- default_step_adjuster(const time_type max_dt=static_cast<time_type>(0))
- : m_max_dt(max_dt)
- {}
- time_type decrease_step(time_type dt, const value_type error, const int error_order) const
- {
-
- BOOST_USING_STD_MIN();
- BOOST_USING_STD_MAX();
- using std::pow;
- dt *= max
- BOOST_PREVENT_MACRO_SUBSTITUTION(
- static_cast<value_type>( static_cast<value_type>(9) / static_cast<value_type>(10) *
- pow(error, static_cast<value_type>(-1) / (error_order - 1))),
- static_cast<value_type>( static_cast<value_type>(1) / static_cast<value_type> (5)));
- if(m_max_dt != static_cast<time_type >(0))
-
- dt = detail::min_abs(dt, m_max_dt);
- return dt;
- }
- time_type increase_step(time_type dt, value_type error, const int stepper_order) const
- {
-
- BOOST_USING_STD_MIN();
- BOOST_USING_STD_MAX();
- using std::pow;
-
- if(error < 0.5)
- {
-
- error = max BOOST_PREVENT_MACRO_SUBSTITUTION (
- static_cast<value_type>( pow( static_cast<value_type>(5.0) , -static_cast<value_type>(stepper_order) ) ) ,
- error);
-
-
- dt *= static_cast<value_type>(9)/static_cast<value_type>(10) *
- pow(error, static_cast<value_type>(-1) / stepper_order);
- if(m_max_dt != static_cast<time_type >(0))
-
- dt = detail::min_abs(dt, m_max_dt);
- }
- return dt;
- }
- bool check_step_size_limit(const time_type dt)
- {
- if(m_max_dt != static_cast<time_type >(0))
- return detail::less_eq_with_sign(dt, m_max_dt, dt);
- return true;
- }
- time_type get_max_dt() { return m_max_dt; }
- protected:
- time_type m_max_dt;
- };
- template<
- class ErrorStepper ,
- class ErrorChecker = default_error_checker< typename ErrorStepper::value_type ,
- typename ErrorStepper::algebra_type ,
- typename ErrorStepper::operations_type > ,
- class StepAdjuster = default_step_adjuster< typename ErrorStepper::value_type ,
- typename ErrorStepper::time_type > ,
- class Resizer = typename ErrorStepper::resizer_type ,
- class ErrorStepperCategory = typename ErrorStepper::stepper_category
- >
- class controlled_runge_kutta ;
- /*
- * explicit stepper version
- *
- * this class introduces the following try_step overloads
- * try_step( sys , x , t , dt )
- * try_step( sys , x , dxdt , t , dt )
- * try_step( sys , in , t , out , dt )
- * try_step( sys , in , dxdt , t , out , dt )
- */
- /**
- * \brief Implements step size control for Runge-Kutta steppers with error
- * estimation.
- *
- * This class implements the step size control for standard Runge-Kutta
- * steppers with error estimation.
- *
- * \tparam ErrorStepper The stepper type with error estimation, has to fulfill the ErrorStepper concept.
- * \tparam ErrorChecker The error checker
- * \tparam Resizer The resizer policy type.
- */
- template<
- class ErrorStepper,
- class ErrorChecker,
- class StepAdjuster,
- class Resizer
- >
- class controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster, Resizer ,
- explicit_error_stepper_tag >
- {
- public:
- typedef ErrorStepper stepper_type;
- typedef typename stepper_type::state_type state_type;
- typedef typename stepper_type::value_type value_type;
- typedef typename stepper_type::deriv_type deriv_type;
- typedef typename stepper_type::time_type time_type;
- typedef typename stepper_type::algebra_type algebra_type;
- typedef typename stepper_type::operations_type operations_type;
- typedef Resizer resizer_type;
- typedef ErrorChecker error_checker_type;
- typedef StepAdjuster step_adjuster_type;
- typedef explicit_controlled_stepper_tag stepper_category;
- #ifndef DOXYGEN_SKIP
- typedef typename stepper_type::wrapped_state_type wrapped_state_type;
- typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
- typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster ,
- Resizer , explicit_error_stepper_tag > controlled_stepper_type;
- #endif
-
- controlled_runge_kutta(
- const error_checker_type &error_checker = error_checker_type( ) ,
- const step_adjuster_type &step_adjuster = step_adjuster_type() ,
- const stepper_type &stepper = stepper_type( )
- )
- : m_stepper(stepper), m_error_checker(error_checker) , m_step_adjuster(step_adjuster)
- { }
-
-
- template< class System , class StateInOut >
- controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
- {
- return try_step_v1( system , x , t, dt );
- }
-
- template< class System , class StateInOut >
- controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
- {
- return try_step_v1( system , x , t, dt );
- }
-
-
- template< class System , class StateInOut , class DerivIn >
- controlled_step_result try_step( System system , StateInOut &x , const DerivIn &dxdt , time_type &t , time_type &dt )
- {
- m_xnew_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_xnew_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
- controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , dt );
- if( res == success )
- {
- boost::numeric::odeint::copy( m_xnew.m_v , x );
- }
- return res;
- }
-
-
- template< class System , class StateIn , class StateOut >
- typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
- try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
- {
- typename odeint::unwrap_reference< System >::type &sys = system;
- m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
- sys( in , m_dxdt.m_v , t );
- return try_step( system , in , m_dxdt.m_v , t , out , dt );
- }
-
-
- template< class System , class StateIn , class DerivIn , class StateOut >
- controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , time_type &dt )
- {
- unwrapped_step_adjuster &step_adjuster = m_step_adjuster;
- if( !step_adjuster.check_step_size_limit(dt) )
- {
-
- dt = step_adjuster.get_max_dt();
- return fail;
- }
- m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
-
- m_stepper.do_step( system , in , dxdt , t , out , dt , m_xerr.m_v );
- value_type max_rel_err = m_error_checker.error( m_stepper.algebra() , in , dxdt , m_xerr.m_v , dt );
- if( max_rel_err > 1.0 )
- {
-
- dt = step_adjuster.decrease_step(dt, max_rel_err, m_stepper.error_order());
- return fail;
- } else
- {
-
- t += dt;
- dt = step_adjuster.increase_step(dt, max_rel_err, m_stepper.stepper_order());
- return success;
- }
- }
-
- template< class StateType >
- void adjust_size( const StateType &x )
- {
- resize_m_xerr_impl( x );
- resize_m_dxdt_impl( x );
- resize_m_xnew_impl( x );
- m_stepper.adjust_size( x );
- }
-
- stepper_type& stepper( void )
- {
- return m_stepper;
- }
-
- const stepper_type& stepper( void ) const
- {
- return m_stepper;
- }
- private:
- template< class System , class StateInOut >
- controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
- {
- typename odeint::unwrap_reference< System >::type &sys = system;
- m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
- sys( x , m_dxdt.m_v ,t );
- return try_step( system , x , m_dxdt.m_v , t , dt );
- }
- template< class StateIn >
- bool resize_m_xerr_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
- }
- template< class StateIn >
- bool resize_m_dxdt_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
- }
- template< class StateIn >
- bool resize_m_xnew_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
- }
- stepper_type m_stepper;
- error_checker_type m_error_checker;
- step_adjuster_type m_step_adjuster;
- typedef typename unwrap_reference< step_adjuster_type >::type unwrapped_step_adjuster;
- resizer_type m_dxdt_resizer;
- resizer_type m_xerr_resizer;
- resizer_type m_xnew_resizer;
- wrapped_deriv_type m_dxdt;
- wrapped_state_type m_xerr;
- wrapped_state_type m_xnew;
- };
- template<
- class ErrorStepper ,
- class ErrorChecker ,
- class StepAdjuster ,
- class Resizer
- >
- class controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster , Resizer , explicit_error_stepper_fsal_tag >
- {
- public:
- typedef ErrorStepper stepper_type;
- typedef typename stepper_type::state_type state_type;
- typedef typename stepper_type::value_type value_type;
- typedef typename stepper_type::deriv_type deriv_type;
- typedef typename stepper_type::time_type time_type;
- typedef typename stepper_type::algebra_type algebra_type;
- typedef typename stepper_type::operations_type operations_type;
- typedef Resizer resizer_type;
- typedef ErrorChecker error_checker_type;
- typedef StepAdjuster step_adjuster_type;
- typedef explicit_controlled_stepper_fsal_tag stepper_category;
- #ifndef DOXYGEN_SKIP
- typedef typename stepper_type::wrapped_state_type wrapped_state_type;
- typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
- typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
- #endif
-
- controlled_runge_kutta(
- const error_checker_type &error_checker = error_checker_type() ,
- const step_adjuster_type &step_adjuster = step_adjuster_type() ,
- const stepper_type &stepper = stepper_type()
- )
- : m_stepper( stepper ) , m_error_checker( error_checker ) , m_step_adjuster(step_adjuster) ,
- m_first_call( true )
- { }
-
-
- template< class System , class StateInOut >
- controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
- {
- return try_step_v1( system , x , t , dt );
- }
-
- template< class System , class StateInOut >
- controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
- {
- return try_step_v1( system , x , t , dt );
- }
-
-
- template< class System , class StateIn , class StateOut >
- typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
- try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
- {
- if( m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateIn > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
- {
- initialize( system , in , t );
- }
- return try_step( system , in , m_dxdt.m_v , t , out , dt );
- }
-
-
- template< class System , class StateInOut , class DerivInOut >
- controlled_step_result try_step( System system , StateInOut &x , DerivInOut &dxdt , time_type &t , time_type &dt )
- {
- m_xnew_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_xnew_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
- m_dxdt_new_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_new_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
- controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , m_dxdtnew.m_v , dt );
- if( res == success )
- {
- boost::numeric::odeint::copy( m_xnew.m_v , x );
- boost::numeric::odeint::copy( m_dxdtnew.m_v , dxdt );
- }
- return res;
- }
-
-
- template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
- controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type &t ,
- StateOut &out , DerivOut &dxdt_out , time_type &dt )
- {
- unwrapped_step_adjuster &step_adjuster = m_step_adjuster;
- if( !step_adjuster.check_step_size_limit(dt) )
- {
-
- dt = step_adjuster.get_max_dt();
- return fail;
- }
- m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
-
-
- m_stepper.do_step( system , in , dxdt_in , t , out , dxdt_out , dt , m_xerr.m_v );
-
- value_type max_rel_err = m_error_checker.error( m_stepper.algebra() , in , dxdt_in , m_xerr.m_v , dt );
- if( max_rel_err > 1.0 )
- {
-
- dt = step_adjuster.decrease_step(dt, max_rel_err, m_stepper.error_order());
- return fail;
- }
-
- t += dt;
- dt = step_adjuster.increase_step(dt, max_rel_err, m_stepper.stepper_order());
- return success;
- }
-
- void reset( void )
- {
- m_first_call = true;
- }
-
- template< class DerivIn >
- void initialize( const DerivIn &deriv )
- {
- boost::numeric::odeint::copy( deriv , m_dxdt.m_v );
- m_first_call = false;
- }
-
- template< class System , class StateIn >
- void initialize( System system , const StateIn &x , time_type t )
- {
- typename odeint::unwrap_reference< System >::type &sys = system;
- sys( x , m_dxdt.m_v , t );
- m_first_call = false;
- }
-
- bool is_initialized( void ) const
- {
- return ! m_first_call;
- }
-
- template< class StateType >
- void adjust_size( const StateType &x )
- {
- resize_m_xerr_impl( x );
- resize_m_dxdt_impl( x );
- resize_m_dxdt_new_impl( x );
- resize_m_xnew_impl( x );
- }
-
- stepper_type& stepper( void )
- {
- return m_stepper;
- }
-
- const stepper_type& stepper( void ) const
- {
- return m_stepper;
- }
- private:
- template< class StateIn >
- bool resize_m_xerr_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
- }
- template< class StateIn >
- bool resize_m_dxdt_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
- }
- template< class StateIn >
- bool resize_m_dxdt_new_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_dxdtnew , x , typename is_resizeable<deriv_type>::type() );
- }
- template< class StateIn >
- bool resize_m_xnew_impl( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
- }
- template< class System , class StateInOut >
- controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
- {
- if( m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
- {
- initialize( system , x , t );
- }
- return try_step( system , x , m_dxdt.m_v , t , dt );
- }
- stepper_type m_stepper;
- error_checker_type m_error_checker;
- step_adjuster_type m_step_adjuster;
- typedef typename unwrap_reference< step_adjuster_type >::type unwrapped_step_adjuster;
- resizer_type m_dxdt_resizer;
- resizer_type m_xerr_resizer;
- resizer_type m_xnew_resizer;
- resizer_type m_dxdt_new_resizer;
- wrapped_deriv_type m_dxdt;
- wrapped_state_type m_xerr;
- wrapped_state_type m_xnew;
- wrapped_deriv_type m_dxdtnew;
- bool m_first_call;
- };
-
-
-
-
-
-
- }
- }
- }
- #endif
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