1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
/* This file is part of bacon.
 * Copyright (c) Wyatt Campbell.
 *
 * See repository LICENSE for information.
 */

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;

/// This trait allows a struct to be used in the BDF
///
/// Types implementing BDFSolver should have a BDFInfo to
/// handle the actual IVP solving.
///
/// # Examples
/// See `struct BDF6` for an example of implementing this trait.
pub trait BDFSolver<N: ComplexField>: Sized {
    /// The polynomial interpolation coefficients for the higher-order
    /// method. Should start
    /// with the coefficient for the derivative
    /// function without h, then n - 1. The
    /// coefficients for the previous terms
    /// should have the sign as if they're on the
    /// same side of the = as the next state.
    fn higher_coefficients() -> Vec<N::RealField>;
    /// The polynomial interpolation coefficients for the lower-order
    /// method. Must be
    /// one less in length than higher_coefficients.
    /// Should start with the coefficient for the
    /// derivative function without h, then n-1. The
    /// coefficients for the previous terms
    /// should have the sign as if they're on the
    /// same side of the = as the next state.
    fn lower_coefficients() -> Vec<N::RealField>;

    /// Use BDFInfo to solve an initial value problem
    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>;

    /// Set the error tolerance for this solver.
    fn with_tolerance(self, tol: N::RealField) -> Result<Self, String>;
    /// Set the maximum time step for this solver.
    fn with_dt_max(self, max: N::RealField) -> Result<Self, String>;
    /// Set the minimum time step for this solver.
    fn with_dt_min(self, min: N::RealField) -> Result<Self, String>;
    /// Set the initial time for this solver.
    fn with_start(self, t_initial: N::RealField) -> Result<Self, String>;
    /// Set the end time for this solver.
    fn with_end(self, t_final: N::RealField) -> Result<Self, String>;
    /// Set the initial conditions for this solver.
    fn with_initial_conditions(self, start: &[N]) -> Result<Self, String>;
    /// Build this solver.
    fn build(self) -> Self;
}

/// Provides an IVPSolver implementation for BDFSolver, based
/// on the higher and lower order coefficients. It is up to the
/// BDFSolver to correctly implement the coefficients.
#[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(())
        }
    }
}

/// 6th order backwards differentiation formula method for
/// solving an initial value problem.
///
/// Defines the higher and lower order coefficients. Uses
/// BDFInfo for the actual solving.
///
/// # Examples
/// ```
/// use nalgebra::DVector;
/// use bacon_sci::ivp::{IVPSolver, BDF6, BDFSolver};
/// fn derivatives(_t: f64, state: &[f64], _p: &mut ()) -> Result<DVector<f64>, String> {
///     Ok(-DVector::from_column_slice(state))
/// }
///
/// fn example() -> Result<(), String> {
///     let bdf = BDF6::new()
///         .with_dt_max(0.1)?
///         .with_dt_min(0.00001)?
///         .with_tolerance(0.00001)?
///         .with_start(0.0)?
///         .with_end(10.0)?
///         .with_initial_conditions(&[1.0])?
///         .build();
///     let path = bdf.solve_ivp(derivatives, &mut ())?;
///     for (time, state) in &path {
///         assert!(((-time).exp() - state.column(0)[0]).abs() < 0.001);
///     }
///     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
    }
}