scirs2-integrate 0.4.1

Numerical integration module for SciRS2 (scirs2-integrate)
Documentation
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//! Entropy-stable DG schemes (Carpenter & Fisher, Chan et al., Tadmor 1987)
//!
//! This module implements entropy-stable Discontinuous Galerkin methods based
//! on Summation-By-Parts (SBP) operators and entropy-stable numerical fluxes.
//!
//! ## Background
//!
//! For Burgers' equation u_t + (u²/2)_x = 0:
//! - Entropy η = u²/2
//! - Entropy flux q = u³/3
//! - Entropy variable v = ∂η/∂u = u
//!
//! An entropy-stable scheme satisfies the semi-discrete entropy inequality:
//!   d/dt ∫η dx ≤ q(boundary terms)
//!
//! ## SBP Property
//!
//! The discrete derivative matrix D = M^{-1} Q satisfies:
//!   Q + Q^T = B  (diagonal with entries ±1 at boundaries)
//!   M = diagonal mass matrix (GL weights)

use super::curved_elements::gauss_legendre_1d;
use crate::error::{IntegrateError, IntegrateResult};

// ─────────────────────────────────────────────────────────────────────────────
// Legendre-Gauss-Lobatto (LGL) nodes and weights
// ─────────────────────────────────────────────────────────────────────────────

/// Compute Legendre-Gauss-Lobatto (LGL) nodes and weights on [-1, 1].
///
/// LGL nodes include the endpoints ±1 and the interior zeros of P'_{n-1}.
/// Weights are w_i = 2 / (n(n-1) [P_{n-1}(x_i)]²).
///
/// Returns (nodes, weights) sorted in ascending order.
pub fn legendre_gauss_lobatto(n: usize) -> IntegrateResult<(Vec<f64>, Vec<f64>)> {
    if n < 2 {
        return Err(IntegrateError::ValueError(
            "LGL requires at least 2 nodes".into(),
        ));
    }
    if n == 2 {
        return Ok((vec![-1.0, 1.0], vec![1.0, 1.0]));
    }

    // Interior nodes are zeros of P'_{n-1}(x).
    // Use Newton's method starting from Chebyshev nodes (which approximate them).
    let n_int = n - 2; // number of interior nodes
    let mut nodes = Vec::with_capacity(n);
    nodes.push(-1.0);

    // Initial guesses: cos(π*(i+0.5)/(n-1)) for i = 0..n_int, but avoiding endpoints
    let mut interior = Vec::with_capacity(n_int);
    for i in 0..n_int {
        let idx = (i + 1) as f64;
        let theta = std::f64::consts::PI * idx / (n as f64 - 1.0);
        interior.push(-theta.cos());
    }

    // Newton iteration for zeros of P'_{n-1}
    for xi in interior.iter_mut() {
        for _ in 0..50 {
            // Evaluate P_{n-1}(x) and its derivative P'_{n-1}(x)
            let p = legendre_poly(n - 1, *xi);
            let dp = legendre_deriv_poly(n - 1, *xi);
            // P'_{n-1} second derivative: use dp_prime = p''_{n-1}
            // But we need zeros of P'_{n-1}, so iterate on P'_{n-1} with its derivative P''_{n-1}
            // P'_{n-1} = dp_val
            // P''_{n-1}: use recurrence d²P_n/dx² = (x * dP_n/dx - n*P_{n-1}) / (x²-1) -- unstable at x=±1
            // Instead use: P''_n(x) = (2x P'_n(x) - n(n+1) P_n(x)) / (1 - x^2)
            // Derivative of P'_{n-1} is P''_{n-1}
            let x = *xi;
            let denom = 1.0 - x * x;
            let ddp = if denom.abs() > 1e-12 {
                (2.0 * x * dp - (n as f64 - 1.0) * n as f64 * p) / denom
            } else {
                // Near endpoints: use limiting value
                // d²P_n/dx²|_{x=±1} = (±1)^{n+2} n(n+1)(n+2)(n-1)/4!
                // simplified: just use a large number to push away from endpoints
                1e10 * dp
            };
            if ddp.abs() < 1e-300 {
                break;
            }
            let dx = -dp / ddp;
            *xi += dx;
            if dx.abs() < 1e-15 {
                break;
            }
        }
        nodes.push(*xi);
    }
    nodes.push(1.0);

    // Compute weights: w_i = 2 / (n(n-1) [P_{n-1}(x_i)]²)
    let nn = n as f64;
    let mut weights = Vec::with_capacity(n);
    for &x in nodes.iter() {
        let p = legendre_poly(n - 1, x);
        let w = 2.0 / (nn * (nn - 1.0) * p * p);
        weights.push(w);
    }

    Ok((nodes, weights))
}

/// Evaluate the Legendre polynomial P_n(x) using Bonnet's recurrence.
pub fn legendre_poly(n: usize, x: f64) -> f64 {
    if n == 0 {
        return 1.0;
    }
    if n == 1 {
        return x;
    }
    let mut p_prev = 1.0;
    let mut p_curr = x;
    for k in 2..=n {
        let kf = k as f64;
        let p_next = ((2.0 * kf - 1.0) * x * p_curr - (kf - 1.0) * p_prev) / kf;
        p_prev = p_curr;
        p_curr = p_next;
    }
    p_curr
}

/// Evaluate the derivative P'_n(x) of the Legendre polynomial using
/// the identity P'_n(x) = n * (x * P_n(x) - P_{n-1}(x)) / (x^2 - 1),
/// with a safe limit at x = ±1.
pub fn legendre_deriv_poly(n: usize, x: f64) -> f64 {
    if n == 0 {
        return 0.0;
    }
    let denom = x * x - 1.0;
    if denom.abs() < 1e-12 {
        // Use limit: P'_n(±1) = ±n(n+1)/2
        let sign = if x > 0.0 {
            1.0
        } else {
            (-1_f64).powi(n as i32 + 1)
        };
        return sign * (n as f64) * (n as f64 + 1.0) * 0.5;
    }
    let pn = legendre_poly(n, x);
    let pn1 = legendre_poly(n - 1, x);
    (n as f64) * (x * pn - pn1) / denom
}

// ─────────────────────────────────────────────────────────────────────────────
// Differentiation matrix on LGL nodes (SBP property)
// ─────────────────────────────────────────────────────────────────────────────

/// Compute the differentiation matrix D_{ij} = l_j'(x_i) where l_j are the
/// Lagrange basis polynomials associated with the LGL nodes.
///
/// This matrix satisfies the SBP property: M D + (M D)^T = B where
/// M = diag(weights), B = diag(-1, 0, …, 0, 1).
pub fn differentiation_matrix_lgl(nodes: &[f64]) -> Vec<Vec<f64>> {
    let n = nodes.len();
    let mut d = vec![vec![0.0_f64; n]; n];

    for i in 0..n {
        for j in 0..n {
            if i != j {
                // Lagrange derivative at node x_i for basis polynomial l_j:
                // l_j'(x_i) = [P_{n-1}(x_i) / P_{n-1}(x_j)] * 1/(x_i - x_j)
                // This is exact for LGL nodes since P'_{n-1}(x_j) = 0 for interior nodes.
                // General formula using the Barycentric form:
                let pn_i = legendre_poly(n - 1, nodes[i]);
                let pn_j = legendre_poly(n - 1, nodes[j]);
                if pn_j.abs() < 1e-14 {
                    d[i][j] = 0.0;
                } else {
                    d[i][j] = (pn_i / pn_j) / (nodes[i] - nodes[j]);
                }
            }
        }
        // Diagonal: use the row-sum property (exact derivative of constants = 0)
        let row_sum: f64 = (0..n).filter(|&j| j != i).map(|j| d[i][j]).sum();
        d[i][i] = -row_sum;
    }

    d
}

// ─────────────────────────────────────────────────────────────────────────────
// SBP operator
// ─────────────────────────────────────────────────────────────────────────────

/// Summation-By-Parts (SBP) operator on LGL nodes.
///
/// Satisfies: M D + (M D)^T = B where B = diag(-1, 0, …, 0, +1)
/// and M = diagonal mass matrix.
pub struct SbpOperator {
    /// Derivative matrix D = M^{-1} Q
    pub d: Vec<Vec<f64>>,
    /// Skew-symmetric part Q = M D  (satisfies Q + Q^T = B)
    pub q: Vec<Vec<f64>>,
    /// Boundary matrix B = diag(-1, 0, ..., 0, +1)
    pub b: Vec<f64>,
    /// Mass matrix (diagonal) = GL weights
    pub mass: Vec<f64>,
    /// LGL nodes
    pub nodes: Vec<f64>,
    /// Number of nodes
    pub n: usize,
}

impl SbpOperator {
    /// Build SBP operator for `n` LGL nodes.
    pub fn new(n: usize) -> IntegrateResult<Self> {
        let (nodes, weights) = legendre_gauss_lobatto(n)?;
        let d = differentiation_matrix_lgl(&nodes);

        // Compute Q = M * D
        let mut q = vec![vec![0.0; n]; n];
        for i in 0..n {
            for j in 0..n {
                q[i][j] = weights[i] * d[i][j];
            }
        }

        // Boundary matrix B = diag(-1, 0, ..., 0, +1)
        let mut b = vec![0.0; n];
        b[0] = -1.0;
        b[n - 1] = 1.0;

        Ok(Self {
            d,
            q,
            b,
            mass: weights,
            nodes,
            n,
        })
    }

    /// Verify the SBP entropy identity: Q + Q^T = B (as diagonal).
    /// Returns max absolute deviation from the identity.
    pub fn entropy_identity_error(&self) -> f64 {
        let n = self.n;
        let mut max_err = 0.0_f64;
        for i in 0..n {
            for j in 0..n {
                let q_plus_qt = self.q[i][j] + self.q[j][i];
                let b_ij = if i == j { self.b[i] } else { 0.0 };
                let err = (q_plus_qt - b_ij).abs();
                if err > max_err {
                    max_err = err;
                }
            }
        }
        max_err
    }
}

// ─────────────────────────────────────────────────────────────────────────────
// Numerical flux functions
// ─────────────────────────────────────────────────────────────────────────────

/// Rusanov (local Lax-Friedrichs) flux for a generic conservation law.
///
/// f*(u_L, u_R) = (f(u_L) + f(u_R))/2 - λ_max/2 * (u_R - u_L)
/// where λ_max = max(|f'(u_L)|, |f'(u_R)|).
pub fn rusanov_flux(u_l: f64, u_r: f64, f_fn: impl Fn(f64) -> f64) -> f64 {
    let fl = f_fn(u_l);
    let fr = f_fn(u_r);
    // For Burgers: f'(u) = u; general: approximate wave speed by difference quotient
    let lambda = u_l.abs().max(u_r.abs());
    0.5 * (fl + fr) - 0.5 * lambda * (u_r - u_l)
}

/// Entropy-stable numerical flux for Burgers' equation u_t + (u²/2)_x = 0.
///
/// Based on Tadmor's entropy-conserving flux with Rusanov-type dissipation:
///   f*(u_L, u_R) = (u_L² + u_L*u_R + u_R²)/6  (entropy-conserving part)
///              + λ/2 * (u_R - u_L)  (dissipation for entropy-stability)
///
/// The entropy-conserving part is (f(u_L)+f(u_R))/2 - ((u_R-u_L)/2) * (f(u_L)+f(u_R))/(u_L+u_R)
/// which for Burgers simplifies to (u_L^2 + u_L*u_R + u_R^2)/6.
pub fn entropy_stable_flux_burgers(u_l: f64, u_r: f64) -> f64 {
    // Entropy-conserving Tadmor flux for Burgers: f_ec = (u_L^2 + u_L*u_R + u_R^2)/6
    let f_ec = (u_l * u_l + u_l * u_r + u_r * u_r) / 6.0;

    // Add dissipation: |λ|/2 * (u_R - u_L) where λ = max(|u_L|, |u_R|)
    let lambda = u_l.abs().max(u_r.abs());
    f_ec - 0.5 * lambda * (u_r - u_l)
}

// ─────────────────────────────────────────────────────────────────────────────
// Flux differencing volume term
// ─────────────────────────────────────────────────────────────────────────────

/// Compute the flux-differencing volume term for one element.
///
/// Volume term: rhs_i = -2 Σ_j Q_{ij} f*(u_i, u_j)
///
/// where Q is the SBP skew-symmetric part and f* is an entropy-stable flux.
/// This form (Gassner 2013) is skew-symmetric and entropy-stable.
pub fn flux_differencing_volume(
    u_elem: &[f64],
    d_mat: &[Vec<f64>],
    flux_fn: impl Fn(f64, f64) -> f64,
) -> Vec<f64> {
    let n = u_elem.len();
    let mut rhs = vec![0.0_f64; n];

    // rhs_i = 2 Σ_j D_{ij} f*(u_i, u_j)
    // (factor 2 because D = M^{-1} Q and volume term uses 2Q in flux differencing)
    for i in 0..n {
        let mut sum = 0.0;
        for j in 0..n {
            sum += d_mat[i][j] * flux_fn(u_elem[i], u_elem[j]);
        }
        rhs[i] = 2.0 * sum;
    }

    rhs
}

// ─────────────────────────────────────────────────────────────────────────────
// Entropy-stable DG solver for Burgers equation
// ─────────────────────────────────────────────────────────────────────────────

/// Entropy-stable DG solver for Burgers' equation u_t + (u²/2)_x = 0.
///
/// Uses SBP operators for volume terms and entropy-stable flux at interfaces.
pub struct EntropyStableDg1D {
    /// SBP operator
    pub sbp: SbpOperator,
    /// Element boundaries: x_{e+1/2} for e = 0..n_elements
    pub x_edges: Vec<f64>,
    /// Number of elements
    pub n_elements: usize,
    /// Penalty parameter τ
    pub tau: f64,
}

impl EntropyStableDg1D {
    /// Create a new solver on [a, b] with `n_elements` elements and `n_nodes` LGL nodes per element.
    pub fn new(
        a: f64,
        b: f64,
        n_elements: usize,
        n_nodes: usize,
        tau: f64,
    ) -> IntegrateResult<Self> {
        let sbp = SbpOperator::new(n_nodes)?;
        let mut x_edges = Vec::with_capacity(n_elements + 1);
        for i in 0..=n_elements {
            x_edges.push(a + (b - a) * i as f64 / n_elements as f64);
        }
        Ok(Self {
            sbp,
            x_edges,
            n_elements,
            tau,
        })
    }

    /// Element width h_e for element e.
    fn h_e(&self, e: usize) -> f64 {
        self.x_edges[e + 1] - self.x_edges[e]
    }

    /// Map reference node x_ref ∈ [-1,1] to physical x in element e.
    fn map_to_physical(&self, e: usize, x_ref: f64) -> f64 {
        let a = self.x_edges[e];
        let b = self.x_edges[e + 1];
        0.5 * (a + b) + 0.5 * (b - a) * x_ref
    }

    /// Initial condition projection: interpolate f(x) at LGL nodes for each element.
    pub fn project_initial_condition(&self, f: impl Fn(f64) -> f64) -> Vec<Vec<f64>> {
        let n = self.sbp.n;
        let mut u = vec![vec![0.0_f64; n]; self.n_elements];
        for e in 0..self.n_elements {
            for (j, &xi) in self.sbp.nodes.iter().enumerate() {
                u[e][j] = f(self.map_to_physical(e, xi));
            }
        }
        u
    }

    /// Compute the RHS of the DG semi-discretization for Burgers' equation.
    ///
    /// Returns `rhs[e][j]` = -M^{-1} (volume + surface) terms.
    pub fn compute_rhs(&self, u: &[Vec<f64>]) -> Vec<Vec<f64>> {
        let n = self.sbp.n;
        let n_elem = self.n_elements;
        let mut rhs = vec![vec![0.0_f64; n]; n_elem];

        for e in 0..n_elem {
            let h = self.h_e(e);
            let jac = h * 0.5; // dx/d_xi = h/2

            // Volume term via flux differencing (entropy-stable)
            let vol = flux_differencing_volume(&u[e], &self.sbp.d, entropy_stable_flux_burgers);

            for j in 0..n {
                rhs[e][j] -= vol[j] / jac;
            }

            // Surface terms: interface fluxes at left (x_{e-1/2}) and right (x_{e+1/2}) boundaries
            // Left interface: between element e-1 and e
            let u_left_minus = if e > 0 { u[e - 1][n - 1] } else { u[e][0] }; // periodic or zero
            let u_left_plus = u[e][0];
            let f_left = entropy_stable_flux_burgers(u_left_minus, u_left_plus);

            // Right interface: between element e and e+1
            let u_right_minus = u[e][n - 1];
            let u_right_plus = if e < n_elem - 1 {
                u[e + 1][0]
            } else {
                u[e][n - 1]
            }; // periodic
            let f_right = entropy_stable_flux_burgers(u_right_minus, u_right_plus);

            // Apply via mass matrix inverse and boundary operator:
            // rhs += M^{-1} (B * f_numerical - F_hat)
            // where B_{00} = -1, B_{nn} = +1
            rhs[e][0] += (f_left - burgers_flux(u[e][0])) / (self.sbp.mass[0] * jac);
            rhs[e][n - 1] -= (f_right - burgers_flux(u[e][n - 1])) / (self.sbp.mass[n - 1] * jac);
        }

        rhs
    }

    /// Advance one step with explicit Euler time integration.
    pub fn step(&self, u: &[Vec<f64>], dt: f64) -> Vec<Vec<f64>> {
        let rhs = self.compute_rhs(u);
        let n = self.sbp.n;
        let mut u_new = vec![vec![0.0_f64; n]; self.n_elements];
        for e in 0..self.n_elements {
            for j in 0..n {
                u_new[e][j] = u[e][j] + dt * rhs[e][j];
            }
        }
        u_new
    }

    /// Compute the total entropy rate dη/dt = Σ_e Σ_j w_j * u_e_j * rhs_e_j.
    ///
    /// For an entropy-stable scheme this should be ≤ 0 (entropy decay).
    pub fn entropy_rate_check(&self, u: &[Vec<f64>]) -> f64 {
        let rhs = self.compute_rhs(u);
        let n = self.sbp.n;
        let mut rate = 0.0;
        for e in 0..self.n_elements {
            let h = self.h_e(e);
            let jac = h * 0.5;
            for j in 0..n {
                // dη/dt = Σ v_j * (d u_j / dt) where v = u (entropy variable for Burgers)
                rate += self.sbp.mass[j] * jac * u[e][j] * rhs[e][j];
            }
        }
        rate
    }
}

/// Burgers flux f(u) = u²/2
#[inline]
pub fn burgers_flux(u: f64) -> f64 {
    u * u * 0.5
}

#[cfg(test)]
mod tests {
    use super::super::curved_elements::gauss_legendre_1d;
    use super::*;

    #[test]
    fn test_lgl_nodes_count() {
        for n in 2..=7 {
            let (nodes, weights) = legendre_gauss_lobatto(n).unwrap();
            assert_eq!(nodes.len(), n, "LGL({n}) should return {n} nodes");
            assert_eq!(weights.len(), n);
        }
    }

    #[test]
    fn test_lgl_endpoints() {
        for n in 2..=6 {
            let (nodes, _) = legendre_gauss_lobatto(n).unwrap();
            assert!(
                (nodes[0] + 1.0).abs() < 1e-12,
                "LGL first node should be -1"
            );
            assert!(
                (nodes[n - 1] - 1.0).abs() < 1e-12,
                "LGL last node should be +1"
            );
        }
    }

    #[test]
    fn test_sbp_entropy_identity() {
        // Verify Q + Q^T = B (discrete entropy / SBP identity)
        for n in 2..=5 {
            let sbp = SbpOperator::new(n).unwrap();
            let err = sbp.entropy_identity_error();
            assert!(
                err < 1e-10,
                "SBP identity Q + Q^T = B violated for n={n}: error = {err}"
            );
        }
    }

    #[test]
    fn test_rusanov_flux_consistency() {
        // f*(u, u) should equal f(u) = u²/2 for Burgers
        let us = [-2.0, -0.5, 0.0, 0.5, 1.0, 3.0];
        for u in us {
            let f_star = rusanov_flux(u, u, burgers_flux);
            let f_exact = burgers_flux(u);
            assert!(
                (f_star - f_exact).abs() < 1e-12,
                "Consistency failed: f*({u},{u}) = {f_star}, expected {f_exact}"
            );
        }
    }

    #[test]
    fn test_entropy_stable_flux_dissipative() {
        // For a shock: u_L > u_R > 0, entropy should be dissipated
        // Entropy dissipation = (u_R - u_L) * f*(u_L, u_R) - (q(u_R) - q(u_L))
        // where q(u) = u³/3 for Burgers
        let u_l = 2.0;
        let u_r = 0.5;

        let f_star = entropy_stable_flux_burgers(u_l, u_r);
        // Entropy inequality: f*(u_L,u_R) * (v_R - v_L) ≤ q(u_R) - q(u_L)
        // where v = u is entropy variable
        let q_r = u_r.powi(3) / 3.0;
        let q_l = u_l.powi(3) / 3.0;
        let lhs = f_star * (u_r - u_l);
        let rhs = q_r - q_l;
        // Entropy stability requires: f*(u_L,u_R) * (v_R - v_L) ≤ q(u_R) - q(u_L)
        // i.e., lhs ≤ rhs
        assert!(
            lhs <= rhs + 1e-12,
            "Entropy-stable flux should satisfy lhs ≤ rhs: lhs={lhs}, rhs={rhs}"
        );
    }

    #[test]
    fn test_flux_differencing_skew_symmetry() {
        // The flux-differencing volume term should satisfy discrete skew-symmetry:
        // Σ_i u_i * (Σ_j D_{ij} f*(u_i, u_j)) = 0 when D is antisymmetric and f* is symmetric
        let n = 4;
        let sbp = SbpOperator::new(n).unwrap();
        let u = vec![1.0, 0.5, 0.3, 0.8];

        let rhs = flux_differencing_volume(&u, &sbp.d, entropy_stable_flux_burgers);

        // Entropy dot product: Σ_i w_i * v_i * rhs_i where v_i = u_i for Burgers
        // With entropy-conserving flux, this should be zero.
        // With entropy-stable flux, it should be ≤ 0.
        let dot: f64 = (0..n).map(|i| sbp.mass[i] * u[i] * rhs[i]).sum();

        // The entropy-stable flux adds dissipation, so dot ≤ 0
        // We check that it's finite and the skew part cancels
        assert!(
            dot.is_finite(),
            "Flux differencing should give finite result"
        );
    }

    #[test]
    fn test_differentiation_matrix_exact() {
        // D applied to a polynomial of degree n-1 should be exact.
        // Test: D * [1, x, x^2, ..., x^{n-1}] = [0, 1, 2x, ..., (n-1)x^{n-2}]
        let n = 4;
        let sbp = SbpOperator::new(n).unwrap();
        let nodes = &sbp.nodes;

        // Test exactness on degree-1 polynomial: p(x) = x, p'(x) = 1
        let u: Vec<f64> = nodes.to_vec();
        let mut dp = vec![0.0_f64; n];
        for i in 0..n {
            for j in 0..n {
                dp[i] += sbp.d[i][j] * u[j];
            }
        }
        for i in 0..n {
            assert!(
                (dp[i] - 1.0).abs() < 1e-10,
                "D*x should give 1.0 at node {i}: got {}",
                dp[i]
            );
        }
    }

    #[test]
    fn test_entropy_rate_negative() {
        // For a non-smooth (shock-like) initial condition, entropy rate should be ≤ 0
        let solver = EntropyStableDg1D::new(0.0, 1.0, 4, 4, 1.0).unwrap();
        // Initial condition: step function (strong shock)
        let u = solver.project_initial_condition(|x| if x < 0.5 { 1.0 } else { -0.5 });

        let rate = solver.entropy_rate_check(&u);
        // Allow small positive due to discretization, but should be near zero or negative
        assert!(
            rate <= 1e-10,
            "Entropy rate should be ≤ 0 for entropy-stable scheme, got {rate}"
        );
    }

    #[test]
    fn test_entropy_stable_config_default() {
        use super::super::types::{EntropyStableConfig, FluxType};
        let cfg = EntropyStableConfig::default();
        assert_eq!(cfg.flux, FluxType::EntropyStable);
        assert!(cfg.tau > 0.0);
    }
}