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view scripts/ode/private/integrate_adaptive.m @ 20715:1ecee53513d7
doc: Peridodic grammar check of documentation.
* diffeq.txi, numbers.txi, symtab.cc, urlwrite.cc, mget.m, uicontextmenu.m,
uicontrol.m, uipanel.m, uipushtool.m, uitoggletool.m, uitoolbar.m, waitbar.m,
hsv2rgb.m, beep.m, textread.m, odeget.m, integrate_adaptive.m,
integrate_const.m, annotation.m, surfnorm.m:
Peridodic grammar check of documentation.
author | Rik <rik@octave.org> |
---|---|
date | Wed, 18 Nov 2015 17:24:47 -0800 |
parents | 6e81f4b37e13 |
children | ddc18b909ec7 |
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## Copyright (C) 2015 Carlo de Falco ## Copyright (C) 2013 Roberto Porcu' <roberto.porcu@polimi.it> ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {@var{solution} =} integrate_adaptive (@var{@@stepper}, @var{order}, @var{@@func}, @var{tspan}, @var{x0}, @var{options}) ## ## This function file can be called by an ODE solver function in order to ## integrate the set of ODEs on the interval @var{[t0, t1]} with an ## adaptive timestep. ## ## The function returns a structure @var{solution} with two fieldss: @var{t} ## and @var{y}. @var{t} is a column vector and contains the time stamps. ## @var{y} is a matrix in which each column refers to a different unknown ## of the problem and the row number is the same as the @var{t} row number. ## Thus, each row of the matrix @var{y} contains the values of all unknowns at ## the time value contained in the corresponding row in @var{t}. ## ## The first input argument must be a function handle or inline function ## representing the stepper, i.e., the function responsible for step-by-step ## integration. This function discriminates one method from the others. ## ## The second input argument is the order of the stepper. It is needed ## to compute the adaptive timesteps. ## ## The third input argument is a function handle or inline function that ## defines the ODE: ## ## @ifhtml ## @example ## @math{y' = f(t,y)} ## @end example ## @end ifhtml ## @ifnothtml ## @math{y' = f(t,y)}. ## @end ifnothtml ## ## The fourth input argument is the time vector which defines the integration ## interval, i.e., @var{[tspan(1), tspan(end)]} and all intermediate elements ## are taken as times at which the solution is required. ## ## The fifth argument represents the initial conditions for the ODEs and the ## last input argument contains some options that may be needed for the stepper. ## ## @end deftypefn ## ## @seealso{integrate_const, integrate_n_steps} function solution = integrate_adaptive (stepper, order, func, tspan, x0, options) fixed_times = numel (tspan) > 2; t_new = t_old = t = tspan(1); x_new = x_old = x = x0(:); ## Get first initial timestep dt = odeget (options, "InitialStep", [], "fast"); if (isempty (dt)) dt = starting_stepsize (order, func, t, x, options.AbsTol, options.RelTol, options.normcontrol); endif dir = odeget (options, "direction", [], "fast"); dt = dir * min (abs (dt), options.MaxStep); options.comp = 0.0; ## Factor multiplying the stepsize guess facmin = 0.8; facmax = 1.5; fac = 0.38^(1/(order+1)); # formula taken from Hairer ## Initialize the OutputFcn if (options.haveoutputfunction) if (options.haveoutputselection) solution.retout = x(options.OutputSel,end); else solution.retout = x; endif feval (options.OutputFcn, tspan, solution.retout, "init", options.funarguments{:}); endif ## Initialize the EventFcn if (options.haveeventfunction) ode_event_handler (options.Events, tspan(end), x, "init", options.funarguments{:}); endif if (options.havenonnegative) nn = options.NonNegative; endif solution.cntloop = 2; solution.cntcycles = 1; solution.cntsave = 2; solution.unhandledtermination = true; ireject = 0; k_vals = []; iout = istep = 1; while (dir * t_old < dir * tspan(end)) ## Compute integration step from t_old to t_new = t_old + dt [t_new, options.comp] = kahan (t_old, options.comp, dt); [t_new, x_new, x_est, new_k_vals] = ... stepper (func, t_old, x_old, dt, options, k_vals, t_new); solution.cntcycles += 1; if (options.havenonnegative) x_new(nn, end) = abs (x_new(nn, end)); x_est(nn, end) = abs (x_est(nn, end)); endif err = AbsRel_Norm (x_new, x_old, options.AbsTol, options.RelTol, options.normcontrol, x_est); ## Accept solution only if err <= 1.0 if (err <= 1) solution.cntloop += 1; ireject = 0; # Clear reject counter ## if output time steps are fixed if (fixed_times) t_caught = find ((dir * tspan(iout:end) > dir * t_old) & (dir * tspan(iout:end) <= dir * t_new)); t_caught = t_caught + iout - 1; if (! isempty (t_caught)) t(t_caught) = tspan(t_caught); iout = max (t_caught); x(:, t_caught) = ... runge_kutta_interpolate (order, [t_old t_new], [x_old x_new], tspan(t_caught), new_k_vals, dt, options.funarguments{:}); istep += 1; ## Call Events function only if a valid result has been found. ## Stop integration if eventbreak is true. if (options.haveeventfunction) break_loop = false; for idenseout = 1:numel (t_caught) id = t_caught(idenseout); td = t(id); solution.event = ... ode_event_handler (options.Events, t(id), x(:, id), [], options.funarguments{:}); if (! isempty (solution.event{1}) && solution.event{1} == 1) t(id) = solution.event{3}(end); t = t(1:id); x(:, id) = solution.event{4}(end, :).'; x = x(:,1:id); solution.unhandledtermination = false; break_loop = true; break; endif endfor if (break_loop) break; endif endif ## Call OutputFcn only if a valid result has been found. ## Stop integration if function returns false. if (options.haveoutputfunction) cnt = options.Refine + 1; approxtime = linspace (t_old, t_new, cnt); approxvals = interp1 ([t_old, t(t_caught), t_new], [x_old, x(:, t_caught), x_new] .', approxtime, 'linear') .'; if (options.haveoutputselection) approxvals = approxvals(options.OutputSel, :); endif for ii = 1:numel (approxtime) pltret = feval (options.OutputFcn, approxtime(ii), approxvals(:, ii), [], options.funarguments{:}); endfor if (pltret) # Leave main loop solution.unhandledtermination = false; break; endif endif endif else t(++istep) = t_new; x(:, istep) = x_new; iout = istep; ## Call Events function only if a valid result has been found. ## Stop integration if eventbreak is true. if (options.haveeventfunction) solution.event = ... ode_event_handler (options.Events, t(istep), x(:, istep), [], options.funarguments{:}); if (! isempty (solution.event{1}) && solution.event{1} == 1) t(istep) = solution.event{3}(end); x(:, istep) = solution.event{4}(end, :).'; solution.unhandledtermination = false; break; endif endif ## Call OutputFcn only if a valid result has been found. ## Stop integration if function returns false. if (options.haveoutputfunction) cnt = options.Refine + 1; approxtime = linspace (t_old, t_new, cnt); approxvals = interp1 ([t_old, t_new], [x_old, x_new] .', approxtime, 'linear') .'; if (options.haveoutputselection) approxvals = approxvals(options.OutputSel, :); endif for ii = 1:numel (approxtime) pltret = feval (options.OutputFcn, approxtime(ii), approxvals(:, ii), [], options.funarguments{:}); endfor if (pltret) # Leave main loop solution.unhandledtermination = false; break; endif endif endif ## move to next time-step t_old = t_new; x_old = x_new; k_vals = new_k_vals; solution.cntloop += 1; else ireject += 1; ## Stop solving because, in the last 5,000 steps, no successful valid ## value has been found if (ireject >= 5_000) error (["integrate_adaptive: Solving was not successful. ", ... " The iterative integration loop exited at time", ... " t = %f before the endpoint at tend = %f was reached. ", ... " This happened because the iterative integration loop", ... " did not find a valid solution at this time stamp. ", ... " Try to reduce the value of 'InitialStep' and/or", ... " 'MaxStep' with the command 'odeset'.\n"], t_old, tspan(end)); endif endif ## Compute next timestep, formula taken from Hairer err += eps; # avoid divisions by zero dt *= min (facmax, max (facmin, fac * (1 / err)^(1 / (order + 1)))); dt = dir * min (abs (dt), options.MaxStep); ## make sure we don't go past tpan(end) dt = dir * min (abs (dt), abs (tspan(end) - t_old)); endwhile ## Check if integration of the ode has been successful if (dir * t(end) < dir * tspan(end)) if (solution.unhandledtermination == true) error ("integrate_adaptive:unexpected_termination", [" Solving was not successful. ", ... " The iterative integration loop exited at time", ... " t = %f before the endpoint at tend = %f was reached. ", ... " This may happen if the stepsize becomes too small. ", ... " Try to reduce the value of 'InitialStep'", ... " and/or 'MaxStep' with the command 'odeset'."], t(end), tspan(end)); else warning ("integrate_adaptive:unexpected_termination", ["Solver was stopped by a call of 'break'", ... " in the main iteration loop at time", ... " t = %f before the endpoint at tend = %f was reached. ", ... " This may happen because the @odeplot function", ... " returned 'true' or the @event function returned 'true'."], t(end), tspan(end)); endif endif ## Set up return structure solution.t = t(:); solution.x = x.'; endfunction