use super::{IVPSolver, IVPStatus};
use alga::general::{ComplexField, RealField};
use nalgebra::DVector;
use num_traits::{FromPrimitive, Zero};
pub trait RungeKuttaSolver<N: ComplexField>: Sized {
fn t_coefficients() -> Vec<N::RealField>;
fn k_coefficients() -> Vec<Vec<N::RealField>>;
fn avg_coefficients() -> Vec<N::RealField>;
fn error_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 RKInfo<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>,
a_coefficients: Vec<N::RealField>,
k_coefficients: Vec<Vec<N::RealField>>,
avg_coefficients: Vec<N::RealField>,
error_coefficients: Vec<N::RealField>,
}
impl<N: ComplexField> RKInfo<N> {
fn new() -> Self {
RKInfo {
dt: None,
time: None,
end: None,
state: None,
dt_max: None,
dt_min: None,
tolerance: None,
a_coefficients: vec![],
k_coefficients: vec![],
avg_coefficients: vec![],
error_coefficients: vec![],
}
}
}
impl<N: ComplexField> Default for RKInfo<N> {
fn default() -> Self {
Self::new()
}
}
impl<N: ComplexField> IVPSolver<N> for RKInfo<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 tenth_real = N::RealField::from_f64(0.1).unwrap();
let quater_real = N::RealField::from_f64(0.25).unwrap();
let eighty_fourths_real = N::RealField::from_f64(0.84).unwrap();
let four_real = N::RealField::from_i32(4).unwrap();
let mut set_dt = false;
if self.time.unwrap() + self.dt.unwrap() >= self.end.unwrap() {
set_dt = true;
self.dt = Some(self.end.unwrap() - self.time.unwrap());
}
let num_k = self.k_coefficients.len();
let mut half_steps: Vec<DVector<N>> = Vec::with_capacity(num_k);
for i in 0..num_k {
let mut state = self.state.as_ref().unwrap().clone();
for (j, k) in half_steps.iter().enumerate() {
state += k * N::from_real(self.k_coefficients[i][j]);
}
half_steps.push(
f(
self.time.unwrap() + self.a_coefficients[i] * self.dt.unwrap(),
state.column(0).as_slice(),
&mut params.clone(),
)? * N::from_real(self.dt.unwrap()),
);
}
let mut error_vec = half_steps[0].clone() * N::from_real(self.error_coefficients[0]);
for (ind, k) in half_steps.iter().enumerate().skip(1) {
error_vec += k * N::from_real(self.error_coefficients[ind]);
}
let error = error_vec.dot(&error_vec).real() / self.dt.unwrap();
let mut output = false;
if error <= self.tolerance.unwrap() {
output = true;
*self.time.get_or_insert(N::RealField::zero()) += self.dt.unwrap();
for (ind, k) in half_steps.iter().enumerate() {
*self
.state
.get_or_insert(DVector::from_column_slice(&[N::zero()])) +=
k * N::from_real(self.avg_coefficients[ind]);
}
}
let delta = eighty_fourths_real * (self.tolerance.unwrap() / error).powf(quater_real);
if delta <= tenth_real {
*self.dt.get_or_insert(N::RealField::zero()) *= tenth_real;
} else if delta >= four_real {
*self.dt.get_or_insert(N::RealField::zero()) *= four_real;
} else {
*self.dt.get_or_insert(N::RealField::zero()) *= delta;
}
if self.dt.unwrap() > self.dt_max.unwrap() {
self.dt = Some(self.dt_max.unwrap());
}
if !set_dt && self.dt.unwrap() < self.dt_min.unwrap() {
return Err("RKInfo step: minimum dt exceeded".to_owned());
}
if output {
Ok(IVPStatus::Ok(vec![(
self.time.unwrap(),
self.state.as_ref().unwrap().clone(),
)]))
} else {
Ok(IVPStatus::Redo)
}
}
fn with_tolerance(mut self, tol: N::RealField) -> Result<Self, String> {
if !tol.is_sign_positive() {
return Err("RKInfo 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("RKInfo with_dt_max: dt_max must be positive".to_owned());
}
if let Some(min) = self.dt_min {
if max <= min {
return Err("RKInfo 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("RKInfo with_dt_min: dt_min must be positive".to_owned());
}
if let Some(max) = self.dt_max {
if min >= max {
return Err("RKInfo 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("RKInfo 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("RKInfo 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("RKInfo check_start: No initial time".to_owned())
} else if self.end == None {
Err("RKInfo check_start: No end time".to_owned())
} else if self.tolerance == None {
Err("RKInfo check_start: No tolerance".to_owned())
} else if self.state == None {
Err("RKInfo check_start: No initial conditions".to_owned())
} else if self.dt_max == None {
Err("RKInfo check_start: No dt_max".to_owned())
} else if self.dt_min == None {
Err("RKInfo check_start: No dt_min".to_owned())
} else {
Ok(())
}
}
}
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serialize", derive(Serialize, Deserialize))]
pub struct RK45<N: ComplexField> {
info: RKInfo<N>,
}
impl<N: ComplexField> RK45<N> {
pub fn new() -> Self {
let mut info = RKInfo::<N>::new();
info.a_coefficients = Self::t_coefficients();
info.k_coefficients = Self::k_coefficients();
info.avg_coefficients = Self::avg_coefficients();
info.error_coefficients = Self::error_coefficients();
RK45 { info }
}
}
impl<N: ComplexField> Default for RK45<N> {
fn default() -> Self {
Self::new()
}
}
impl<N: ComplexField> RungeKuttaSolver<N> for RK45<N> {
fn t_coefficients() -> Vec<N::RealField> {
vec![
N::RealField::from_f64(0.0).unwrap(),
N::RealField::from_f64(0.25).unwrap(),
N::RealField::from_f64(3.0 / 8.0).unwrap(),
N::RealField::from_f64(12.0 / 13.0).unwrap(),
N::RealField::from_f64(1.0).unwrap(),
N::RealField::from_f64(0.5).unwrap(),
]
}
fn k_coefficients() -> Vec<Vec<N::RealField>> {
vec![
vec![],
vec![N::RealField::from_f64(0.25).unwrap()],
vec![
N::RealField::from_f64(3.0 / 32.0).unwrap(),
N::RealField::from_f64(9.0 / 32.0).unwrap(),
],
vec![
N::RealField::from_f64(1932.0 / 2197.0).unwrap(),
N::RealField::from_f64(-7200.0 / 2197.0).unwrap(),
N::RealField::from_f64(7296.0 / 2197.0).unwrap(),
],
vec![
N::RealField::from_f64(439.0 / 216.0).unwrap(),
N::RealField::from_f64(-8.0).unwrap(),
N::RealField::from_f64(3680.0 / 513.0).unwrap(),
N::RealField::from_f64(-845.0 / 4104.0).unwrap(),
],
vec![
N::RealField::from_f64(-8.0 / 27.0).unwrap(),
N::RealField::from_f64(2.0).unwrap(),
N::RealField::from_f64(-3544.0 / 2565.0).unwrap(),
N::RealField::from_f64(1859.0 / 4104.0).unwrap(),
N::RealField::from_f64(-11.0 / 40.0).unwrap(),
],
]
}
fn avg_coefficients() -> Vec<N::RealField> {
vec![
N::RealField::from_f64(25.0 / 216.0).unwrap(),
N::RealField::from_f64(0.0).unwrap(),
N::RealField::from_f64(1408.0 / 2565.0).unwrap(),
N::RealField::from_f64(2197.0 / 4104.0).unwrap(),
N::RealField::from_f64(-1.0 / 5.0).unwrap(),
N::RealField::from_f64(0.0).unwrap(),
]
}
fn error_coefficients() -> Vec<N::RealField> {
vec![
N::RealField::from_f64(1.0 / 360.0).unwrap(),
N::RealField::from_f64(0.0).unwrap(),
N::RealField::from_f64(-128.0 / 4275.0).unwrap(),
N::RealField::from_f64(-2197.0 / 75240.0).unwrap(),
N::RealField::from_f64(1.0 / 50.0).unwrap(),
N::RealField::from_f64(2.0 / 55.0).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(self) -> Self {
self
}
}
impl<N: ComplexField> From<RK45<N>> for RKInfo<N> {
fn from(rk: RK45<N>) -> RKInfo<N> {
rk.info
}
}