use crate::{
error::Error,
interpolate::{Interpolation, cubic_hermite_interpolate},
linalg::Matrix,
methods::{DiagonallyImplicitRungeKutta, Fixed, Ordinary},
ode::{ODE, OrdinaryNumericalMethod},
stats::Evals,
status::Status,
traits::{Real, State},
utils::validate_step_size_parameters,
};
impl<T: Real, Y: State<T>, const O: usize, const S: usize, const I: usize>
OrdinaryNumericalMethod<T, Y> for DiagonallyImplicitRungeKutta<Ordinary, Fixed, T, Y, O, S, I>
{
fn init<F>(&mut self, ode: &F, t0: T, tf: T, y0: &Y) -> Result<Evals, Error<T, Y>>
where
F: ODE<T, Y> + ?Sized,
{
let mut evals = Evals::new();
match validate_step_size_parameters::<T, Y>(self.h0, self.h_min, self.h_max, t0, tf) {
Ok(h0) => self.h = h0,
Err(status) => return Err(status),
}
self.stiffness_counter = 0;
self.newton_iterations = 0;
self.jacobian_evaluations = 0;
self.lu_decompositions = 0;
self.t = t0;
self.y = y0.clone();
self.dydt = y0.zeros_like();
self.y_prev = y0.clone();
self.dydt_prev = y0.zeros_like();
self.k = core::array::from_fn(|_| y0.zeros_like());
self.z = y0.clone();
self.rhs_newton = y0.zeros_like();
self.delta_z = y0.zeros_like();
ode.diff(self.t, &self.y, &mut self.dydt);
evals.function += 1;
self.t_prev = self.t;
self.y_prev = self.y.clone();
self.dydt_prev = self.dydt.clone();
let dim = y0.len();
self.jacobian = Matrix::zeros(dim, dim);
self.z = y0.clone();
self.jacobian_age = 0;
self.status = Status::Initialized;
Ok(evals)
}
fn step<F>(&mut self, ode: &F) -> Result<Evals, Error<T, Y>>
where
F: ODE<T, Y> + ?Sized,
{
let mut evals = Evals::new();
if self.steps >= self.max_steps {
self.status = Status::Error(Error::MaxSteps {
t: self.t,
y: self.y.clone(),
});
return Err(Error::MaxSteps {
t: self.t,
y: self.y.clone(),
});
}
self.steps += 1;
let dim = self.y.len();
for stage in 0..self.stages {
let mut rhs = self.y.clone();
for j in 0..stage {
rhs.add_scaled(self.a[stage][j] * self.h, &self.k[j]);
}
self.z = self.y.clone();
let mut newton_converged = false;
let mut newton_iter = 0;
let mut increment_norm = T::infinity();
while !newton_converged && newton_iter < self.max_newton_iter {
newton_iter += 1;
self.newton_iterations += 1;
evals.newton += 1;
let t_stage = self.t + self.c[stage] * self.h;
let mut f_stage = self.y.zeros_like();
ode.diff(t_stage, &self.z, &mut f_stage);
evals.function += 1;
let residual = self.z.plus_linear_combination(&[
(&rhs, -T::one()),
(&f_stage, -(self.a[stage][stage] * self.h)),
]);
self.rhs_newton = residual.scaled(-T::one());
let residual_norm = residual.max_norm();
if residual_norm < self.newton_tol {
newton_converged = true;
break;
}
if newton_iter > 1 && increment_norm < self.newton_tol {
newton_converged = true;
break;
}
if newton_iter == 1 || self.jacobian_age > 3 {
ode.jacobian(t_stage, &self.z, &mut self.jacobian);
evals.jacobian += 1;
self.jacobian_age = 0;
self.jacobian
.component_mul_mut(-self.h * self.a[stage][stage]);
self.jacobian += Matrix::identity(dim);
}
self.jacobian_age += 1;
match self.jacobian.lin_solve(self.rhs_newton.clone()) {
Ok(dz) => self.delta_z = dz,
Err(e) => {
let mapped_err = Error::LinearAlgebra {
t: self.t,
y: self.y.clone(),
msg: e.to_string(),
};
self.status = Status::Error(mapped_err.clone());
return Err(mapped_err);
}
}
evals.solves += 1;
self.z.add_scaled(T::one(), &self.delta_z);
increment_norm = self.delta_z.max_norm();
}
if !newton_converged {
self.status = Status::Error(Error::Stiffness {
t: self.t,
y: self.y.clone(),
});
return Err(Error::Stiffness {
t: self.t,
y: self.y.clone(),
});
}
let t_stage = self.t + self.c[stage] * self.h;
ode.diff(t_stage, &self.z, &mut self.k[stage]);
evals.function += 1;
}
let mut y_new = self.y.clone();
for i in 0..self.stages {
y_new.add_scaled(self.b[i] * self.h, &self.k[i]);
}
self.status = Status::Solving;
self.t_prev = self.t;
self.y_prev = self.y.clone();
self.dydt_prev = self.dydt.clone();
self.h_prev = self.h;
self.t += self.h;
self.y = y_new;
ode.diff(self.t, &self.y, &mut self.dydt);
evals.function += 1;
Ok(evals)
}
fn t(&self) -> T {
self.t
}
fn y(&self) -> &Y {
&self.y
}
fn t_prev(&self) -> T {
self.t_prev
}
fn y_prev(&self) -> &Y {
&self.y_prev
}
fn h(&self) -> T {
self.h
}
fn set_h(&mut self, h: T) {
self.h = h;
}
fn status(&self) -> &Status<T, Y> {
&self.status
}
fn set_status(&mut self, status: Status<T, Y>) {
self.status = status;
}
}
impl<T: Real, Y: State<T>, const O: usize, const S: usize, const I: usize> Interpolation<T, Y>
for DiagonallyImplicitRungeKutta<Ordinary, Fixed, T, Y, O, S, I>
{
fn interpolate(&mut self, t_interp: T) -> Result<Y, Error<T, Y>> {
if t_interp < self.t_prev || t_interp > self.t {
return Err(Error::OutOfBounds {
t_interp,
t_prev: self.t_prev,
t_curr: self.t,
});
}
let y_interp = cubic_hermite_interpolate(
self.t_prev,
self.t,
&self.y_prev,
&self.y,
&self.dydt_prev,
&self.dydt,
t_interp,
);
Ok(y_interp)
}
}