use super::{DynamicalSystem};
pub struct StochasticLorenz {
state: Vec<f64>,
pub sigma: f64,
pub rho: f64,
pub beta: f64,
pub noise_strength: f64,
step_count: u64,
speed: f64,
}
impl StochasticLorenz {
pub fn new(sigma: f64, rho: f64, beta: f64, noise_strength: f64) -> Self {
Self {
state: vec![1.0, 0.0, 0.0],
sigma,
rho,
beta,
noise_strength,
step_count: 0,
speed: 0.0,
}
}
fn deriv(s: &[f64], sigma: f64, rho: f64, beta: f64) -> Vec<f64> {
vec![
sigma * (s[1] - s[0]),
s[0] * (rho - s[2]) - s[1],
s[0] * s[1] - beta * s[2],
]
}
fn xorshift64(state: &mut u64) -> f64 {
*state ^= *state << 13;
*state ^= *state >> 7;
*state ^= *state << 17;
*state as f64 / u64::MAX as f64
}
fn standard_normal(rng: &mut u64) -> f64 {
use std::f64::consts::PI;
let u1 = Self::xorshift64(rng).max(1e-15); let u2 = Self::xorshift64(rng);
(-2.0 * u1.ln()).sqrt() * (2.0 * PI * u2).cos()
}
}
impl DynamicalSystem for StochasticLorenz {
fn state(&self) -> &[f64] {
&self.state
}
fn dimension(&self) -> usize {
3
}
fn name(&self) -> &str {
"Stochastic Lorenz"
}
fn speed(&self) -> f64 {
self.speed
}
fn deriv_at(&self, state: &[f64]) -> Vec<f64> {
Self::deriv(state, self.sigma, self.rho, self.beta)
}
fn set_state(&mut self, s: &[f64]) {
let n = self.state.len().min(s.len());
for i in 0..n {
if s[i].is_finite() {
self.state[i] = s[i];
}
}
}
fn step(&mut self, dt: f64) {
let (sigma, rho, beta) = (self.sigma, self.rho, self.beta);
let prev = self.state.clone();
let n = self.state.len();
let k1 = Self::deriv(&self.state, sigma, rho, beta);
let s2: Vec<f64> = (0..n).map(|i| self.state[i] + 0.5 * dt * k1[i]).collect();
let k2 = Self::deriv(&s2, sigma, rho, beta);
let s3: Vec<f64> = (0..n).map(|i| self.state[i] + 0.5 * dt * k2[i]).collect();
let k3 = Self::deriv(&s3, sigma, rho, beta);
let s4: Vec<f64> = (0..n).map(|i| self.state[i] + dt * k3[i]).collect();
let k4 = Self::deriv(&s4, sigma, rho, beta);
for i in 0..n {
self.state[i] += dt / 6.0 * (k1[i] + 2.0 * k2[i] + 2.0 * k3[i] + k4[i]);
}
let noise_scale = self.noise_strength * dt.sqrt();
for i in 0..n {
let mut rng = self.step_count.wrapping_mul(2_654_435_761).wrapping_add(i as u64 * 1_234_567_891);
if rng == 0 { rng = 1; }
self.state[i] += noise_scale * Self::standard_normal(&mut rng);
}
self.step_count = self.step_count.wrapping_add(1);
let ds: f64 = self
.state
.iter()
.zip(prev.iter())
.map(|(a, b)| (a - b).powi(2))
.sum::<f64>()
.sqrt();
self.speed = ds / dt.max(1e-15);
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::systems::DynamicalSystem;
#[test]
fn test_stochastic_lorenz_initial_state() {
let sys = StochasticLorenz::new(10.0, 28.0, 2.667, 0.0);
let s = sys.state();
assert_eq!(s.len(), 3);
assert!((s[0] - 1.0).abs() < 1e-15);
assert!((s[1] - 0.0).abs() < 1e-15);
assert!((s[2] - 0.0).abs() < 1e-15);
assert_eq!(sys.name(), "Stochastic Lorenz");
assert_eq!(sys.dimension(), 3);
}
#[test]
fn test_stochastic_lorenz_noise_zero_matches_deterministic() {
let mut sys = StochasticLorenz::new(10.0, 28.0, 2.667, 0.0);
for _ in 0..500 {
sys.step(0.001);
}
let s = sys.state();
assert!(s.iter().all(|v| v.is_finite()), "State has non-finite value");
}
#[test]
fn test_stochastic_lorenz_with_noise_stays_finite() {
let mut sys = StochasticLorenz::new(10.0, 28.0, 2.667, 0.5);
for _ in 0..500 {
sys.step(0.001);
}
for v in sys.state().iter() {
assert!(v.is_finite(), "State became non-finite with noise: {}", v);
}
}
#[test]
fn test_stochastic_lorenz_step_changes_state() {
let mut sys = StochasticLorenz::new(10.0, 28.0, 2.667, 0.1);
let before: Vec<f64> = sys.state().to_vec();
sys.step(0.001);
let after = sys.state();
assert!(
before.iter().zip(after.iter()).any(|(a, b)| (a - b).abs() > 1e-15),
"State did not change after step"
);
}
#[test]
fn test_stochastic_lorenz_deterministic_zero_noise() {
let mut sys1 = StochasticLorenz::new(10.0, 28.0, 2.667, 0.0);
let mut sys2 = StochasticLorenz::new(10.0, 28.0, 2.667, 0.0);
for _ in 0..500 {
sys1.step(0.001);
sys2.step(0.001);
}
for (a, b) in sys1.state().iter().zip(sys2.state().iter()) {
assert!((a - b).abs() < 1e-15, "Zero-noise should be deterministic: {} vs {}", a, b);
}
}
#[test]
fn test_stochastic_lorenz_speed_positive() {
let mut sys = StochasticLorenz::new(10.0, 28.0, 2.667, 0.5);
sys.step(0.001);
assert!(sys.speed() > 0.0, "speed should be positive: {}", sys.speed());
}
#[test]
fn test_stochastic_lorenz_noise_causes_divergence_from_zero_noise() {
let mut sys_noisy = StochasticLorenz::new(10.0, 28.0, 2.667, 1.0);
let mut sys_clean = StochasticLorenz::new(10.0, 28.0, 2.667, 0.0);
for _ in 0..500 {
sys_noisy.step(0.001);
sys_clean.step(0.001);
}
let d: f64 = sys_noisy.state().iter().zip(sys_clean.state().iter())
.map(|(a, b)| (a - b).powi(2))
.sum::<f64>()
.sqrt();
assert!(d > 1e-6, "Noisy and clean should diverge: distance={}", d);
}
}