use super::{IVPSolver, IVPStatus};
use crate::roots::secant;
use alga::general::{ComplexField, RealField};
use nalgebra::DVector;
use num_traits::{FromPrimitive, Zero};
use std::collections::VecDeque;
pub trait BDFSolver<N: ComplexField>: Sized {
fn higher_coefficients() -> Vec<N::RealField>;
fn lower_coefficients() -> Vec<N::RealField>;
fn solve_ivp<T: Clone, F: Fn(N::RealField, &[N], &mut T) -> Result<DVector<N>, String>>(
self,
f: F,
params: &mut T,
) -> super::Path<N, N::RealField>;
fn with_tolerance(self, tol: N::RealField) -> Result<Self, String>;
fn with_dt_max(self, max: N::RealField) -> Result<Self, String>;
fn with_dt_min(self, min: N::RealField) -> Result<Self, String>;
fn with_start(self, t_initial: N::RealField) -> Result<Self, String>;
fn with_end(self, t_final: N::RealField) -> Result<Self, String>;
fn with_initial_conditions(self, start: &[N]) -> Result<Self, String>;
fn build(self) -> Self;
}
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serialize", derive(Serialize, Deserialize))]
pub struct BDFInfo<N: ComplexField> {
dt: Option<N::RealField>,
time: Option<N::RealField>,
end: Option<N::RealField>,
state: Option<DVector<N>>,
dt_max: Option<N::RealField>,
dt_min: Option<N::RealField>,
tolerance: Option<N::RealField>,
higher_coffecients: Vec<N::RealField>,
lower_coefficients: Vec<N::RealField>,
memory: VecDeque<(N::RealField, DVector<N>)>,
nflag: bool,
last: bool,
}
impl<N: ComplexField> BDFInfo<N> {
pub fn new() -> Self {
BDFInfo {
dt: None,
time: None,
end: None,
state: None,
dt_max: None,
dt_min: None,
tolerance: None,
higher_coffecients: vec![],
lower_coefficients: vec![],
memory: VecDeque::new(),
nflag: false,
last: false,
}
}
}
#[allow(clippy::too_many_arguments)]
fn rk4<
N: ComplexField,
T: Clone,
F: Fn(N::RealField, &[N], &mut T) -> Result<DVector<N>, String>,
>(
time: N::RealField,
dt: N::RealField,
initial: &[N],
states: &mut VecDeque<(N::RealField, DVector<N>)>,
f: F,
params: &mut T,
num: usize,
) -> Result<(), String> {
let mut state = DVector::from_column_slice(initial);
let mut time = time;
for i in 0..num {
let k1 = f(time, state.column(0).as_slice(), &mut params.clone())? * N::from_real(dt);
let intermediate = &state + &k1 * N::from_f64(0.5).unwrap();
let k2 = f(
time + N::RealField::from_f64(0.5).unwrap() * dt,
intermediate.column(0).as_slice(),
&mut params.clone(),
)? * N::from_real(dt);
let intermediate = &state + &k2 * N::from_f64(0.5).unwrap();
let k3 = f(
time + N::RealField::from_f64(0.5).unwrap() * dt,
intermediate.column(0).as_slice(),
&mut params.clone(),
)? * N::from_real(dt);
let intermediate = &state + &k3;
let k4 = f(
time + dt,
intermediate.column(0).as_slice(),
&mut params.clone(),
)? * N::from_real(dt);
if i != 0 {
states.push_back((time, state.clone()));
}
state += (k1 + k2 * N::from_f64(2.0).unwrap() + k3 * N::from_f64(2.0).unwrap() + k4)
* N::from_f64(1.0 / 6.0).unwrap();
time += dt;
}
states.push_back((time, state));
Ok(())
}
impl<N: ComplexField> Default for BDFInfo<N> {
fn default() -> Self {
Self::new()
}
}
impl<N: ComplexField> IVPSolver<N> for BDFInfo<N> {
fn step<T: Clone, F: Fn(N::RealField, &[N], &mut T) -> Result<DVector<N>, String>>(
&mut self,
f: F,
params: &mut T,
) -> Result<IVPStatus<N>, String> {
if self.time.unwrap() >= self.end.unwrap() {
return Ok(IVPStatus::Done);
}
let mut output = vec![];
if self.time.unwrap() + self.dt.unwrap() >= self.end.unwrap() {
self.dt = Some(self.end.unwrap() - self.time.unwrap());
rk4(
self.time.unwrap(),
self.dt.unwrap(),
self.state.as_ref().unwrap().column(0).as_slice(),
&mut self.memory,
&f,
params,
1,
)?;
*self.time.get_or_insert(N::RealField::zero()) += self.dt.unwrap();
return Ok(IVPStatus::Ok(vec![(
self.time.unwrap(),
self.memory.back().unwrap().1.clone(),
)]));
}
if self.memory.is_empty() {
rk4(
self.time.unwrap(),
self.dt.unwrap(),
self.state.as_ref().unwrap().column(0).as_slice(),
&mut self.memory,
&f,
params,
self.higher_coffecients.len(),
)?;
self.time = Some(
self.time.unwrap()
+ N::RealField::from_usize(self.higher_coffecients.len()).unwrap()
* self.dt.unwrap(),
);
self.state = Some(self.memory.back().unwrap().1.clone());
}
let tenth_real = N::RealField::from_f64(0.1).unwrap();
let half_real = N::RealField::from_f64(0.5).unwrap();
let two_real = N::RealField::from_i32(2).unwrap();
let higher_func = |y: &[N]| -> DVector<N> {
let y = DVector::from_column_slice(y);
let mut state = -f(
self.time.unwrap() + self.dt.unwrap(),
y.column(0).as_slice(),
&mut params.clone(),
)
.unwrap()
* N::from_real(self.dt.unwrap() * self.higher_coffecients[0]);
for (ind, coeff) in self.higher_coffecients.iter().enumerate().skip(1) {
state += &self.memory[self.memory.len() - ind].1 * N::from_real(*coeff);
}
state + y
};
let lower_func = |y: &[N]| -> DVector<N> {
let y = DVector::from_column_slice(y);
let mut state = -f(
self.time.unwrap() + self.dt.unwrap(),
y.column(0).as_slice(),
&mut params.clone(),
)
.unwrap()
* N::from_real(self.dt.unwrap() * self.lower_coefficients[0]);
for (ind, coeff) in self.lower_coefficients.iter().enumerate().skip(1) {
state += &self.memory[self.memory.len() - ind].1 * N::from_real(*coeff);
}
state + y
};
let higher = secant(
(
self.memory[self.memory.len() - 1].1.column(0).as_slice(),
self.memory[self.memory.len() - 2].1.column(0).as_slice(),
),
higher_func,
self.tolerance.unwrap(),
1000,
)?;
let lower = secant(
(
self.memory[self.memory.len() - 1].1.column(0).as_slice(),
self.memory[self.memory.len() - 2].1.column(0).as_slice(),
),
lower_func,
self.tolerance.unwrap(),
1000,
)?;
let diff = &higher - &lower;
let error = diff.dot(&diff).sqrt().abs();
if error <= self.tolerance.unwrap() {
self.state = Some(higher.clone());
self.time = Some(self.time.unwrap() + self.dt.unwrap());
if self.nflag {
for state in self.memory.iter() {
output.push((state.0, state.1.clone()));
}
self.nflag = false;
}
output.push((self.time.unwrap(), self.state.as_ref().unwrap().clone()));
self.memory.push_back((self.time.unwrap(), higher));
self.memory.pop_front();
if self.last {
return Ok(IVPStatus::Ok(output));
}
if error < tenth_real * self.tolerance.unwrap()
|| self.time.unwrap() > self.end.unwrap()
{
self.dt = Some(self.dt.unwrap() * two_real);
if self.dt.unwrap() > self.dt_max.unwrap() {
self.dt = Some(self.dt_max.unwrap());
}
if self.time.unwrap()
+ N::RealField::from_usize(self.higher_coffecients.len()).unwrap()
* self.dt.unwrap()
> self.end.unwrap()
{
self.dt = Some(
(self.end.unwrap() - self.time.unwrap())
/ N::RealField::from_usize(self.higher_coffecients.len()).unwrap(),
);
self.last = true;
}
self.memory.clear();
}
return Ok(IVPStatus::Ok(output));
}
self.dt = Some(self.dt.unwrap() * half_real);
if self.dt.unwrap() < self.dt_min.unwrap() {
return Err("BDFInfo step: minimum dt exceeded".to_owned());
}
self.memory.clear();
Ok(IVPStatus::Redo)
}
fn with_tolerance(mut self, tol: N::RealField) -> Result<Self, String> {
if !tol.is_sign_positive() {
return Err("BDFInfo with_tolerance: tolerance must be postive".to_owned());
}
self.tolerance = Some(tol);
Ok(self)
}
fn with_dt_max(mut self, max: N::RealField) -> Result<Self, String> {
if !max.is_sign_positive() {
return Err("BDFInfo with_dt_max: dt_max must be positive".to_owned());
}
if let Some(min) = self.dt_min {
if max <= min {
return Err("BDFInfo with_dt_max: dt_max must be greater than dt_min".to_owned());
}
}
self.dt_max = Some(max);
self.dt = Some(max);
Ok(self)
}
fn with_dt_min(mut self, min: N::RealField) -> Result<Self, String> {
if !min.is_sign_positive() {
return Err("BDFInfo with_dt_min: dt_min must be positive".to_owned());
}
if let Some(max) = self.dt_max {
if min >= max {
return Err("BDFInfo with_dt_min: dt_min must be less than dt_max".to_owned());
}
}
self.dt_min = Some(min);
Ok(self)
}
fn with_start(mut self, t_initial: N::RealField) -> Result<Self, String> {
if let Some(end) = self.end {
if end <= t_initial {
return Err("BDFInfo with_start: Start must be before end".to_owned());
}
}
self.time = Some(t_initial);
Ok(self)
}
fn with_end(mut self, t_final: N::RealField) -> Result<Self, String> {
if let Some(start) = self.time {
if t_final <= start {
return Err("BDFInfo with_end: Start must be before end".to_owned());
}
}
self.end = Some(t_final);
Ok(self)
}
fn with_initial_conditions(mut self, start: &[N]) -> Result<Self, String> {
self.state = Some(DVector::from_column_slice(start));
Ok(self)
}
fn build(self) -> Self {
self
}
fn get_initial_conditions(&self) -> Option<DVector<N>> {
if let Some(state) = &self.state {
Some(state.clone())
} else {
None
}
}
fn get_time(&self) -> Option<N::RealField> {
if let Some(time) = &self.time {
Some(*time)
} else {
None
}
}
fn check_start(&self) -> Result<(), String> {
if self.time == None {
Err("BDFInfo check_start: No initial time".to_owned())
} else if self.end == None {
Err("BDFInfo check_start: No end time".to_owned())
} else if self.tolerance == None {
Err("BDFInfo check_start: No tolerance".to_owned())
} else if self.state == None {
Err("BDFInfo check_start: No initial conditions".to_owned())
} else if self.dt_max == None {
Err("BDFInfo check_start: No dt_max".to_owned())
} else if self.dt_min == None {
Err("BDFInfo check_start: No dt_min".to_owned())
} else {
Ok(())
}
}
}
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serialize", derive(Serialize, Deserialize))]
pub struct BDF6<N: ComplexField> {
info: BDFInfo<N>,
}
impl<N: ComplexField> BDF6<N> {
pub fn new() -> Self {
let mut info = BDFInfo::new();
info.higher_coffecients = Self::higher_coefficients();
info.lower_coefficients = Self::lower_coefficients();
BDF6 { info }
}
}
impl<N: ComplexField> Default for BDF6<N> {
fn default() -> Self {
Self::new()
}
}
impl<N: ComplexField> BDFSolver<N> for BDF6<N> {
fn higher_coefficients() -> Vec<N::RealField> {
vec![
N::RealField::from_f64(60.0 / 147.0).unwrap(),
N::RealField::from_f64(-360.0 / 147.0).unwrap(),
N::RealField::from_f64(450.0 / 147.0).unwrap(),
N::RealField::from_f64(-400.0 / 147.0).unwrap(),
N::RealField::from_f64(225.0 / 147.0).unwrap(),
N::RealField::from_f64(-72.0 / 147.0).unwrap(),
N::RealField::from_f64(10.0 / 147.0).unwrap(),
]
}
fn lower_coefficients() -> Vec<N::RealField> {
vec![
N::RealField::from_f64(60.0 / 137.0).unwrap(),
N::RealField::from_f64(-300.0 / 137.0).unwrap(),
N::RealField::from_f64(300.0 / 137.0).unwrap(),
N::RealField::from_f64(-200.0 / 137.0).unwrap(),
N::RealField::from_f64(75.0 / 137.0).unwrap(),
N::RealField::from_f64(-12.0 / 137.0).unwrap(),
]
}
fn solve_ivp<T: Clone, F: Fn(N::RealField, &[N], &mut T) -> Result<DVector<N>, String>>(
self,
f: F,
params: &mut T,
) -> super::Path<N, N::RealField> {
self.info.solve_ivp(f, params)
}
fn with_tolerance(mut self, tol: N::RealField) -> Result<Self, String> {
self.info = self.info.with_tolerance(tol)?;
Ok(self)
}
fn with_dt_max(mut self, max: N::RealField) -> Result<Self, String> {
self.info = self.info.with_dt_max(max)?;
Ok(self)
}
fn with_dt_min(mut self, min: N::RealField) -> Result<Self, String> {
self.info = self.info.with_dt_min(min)?;
Ok(self)
}
fn with_start(mut self, t_initial: N::RealField) -> Result<Self, String> {
self.info = self.info.with_start(t_initial)?;
Ok(self)
}
fn with_end(mut self, t_final: N::RealField) -> Result<Self, String> {
self.info = self.info.with_end(t_final)?;
Ok(self)
}
fn with_initial_conditions(mut self, start: &[N]) -> Result<Self, String> {
self.info = self.info.with_initial_conditions(start)?;
Ok(self)
}
fn build(mut self) -> Self {
self.info = self.info.build();
self
}
}
impl<N: ComplexField> From<BDF6<N>> for BDFInfo<N> {
fn from(bdf: BDF6<N>) -> BDFInfo<N> {
bdf.info
}
}