scirs2_integrate/ode/methods/

adaptive.rs

//! Adaptive ODE solver methods
//!
//! This module implements adaptive methods for solving ODEs,
//! including Dormand-Prince (RK45), Bogacki-Shampine (RK23),
//! and Dormand-Prince 8th order (DOP853) methods.

use crate::common::IntegrateFloat;
use crate::error::IntegrateResult;
use crate::ode::types::{ODEMethod, ODEOptions, ODEResult};
use scirs2_core::ndarray::{Array1, ArrayView1};

/// Solve ODE using the Dormand-Prince method (RK45)
///
/// This is an adaptive step size method based on embedded Runge-Kutta formulas.
/// It uses a 5th-order method with a 4th-order error estimate.
///
/// # Arguments
///
/// * `f` - ODE function dy/dt = f(t, y)
/// * `t_span` - Time span [t_start, t_end]
/// * `y0` - Initial condition
/// * `opts` - Solver options
///
/// # Returns
///
/// The solution as an ODEResult or an error
#[allow(dead_code)]
pub fn rk45_method<F, Func>(
    f: Func,
    t_span: [F; 2],
    y0: Array1<F>,
    opts: ODEOptions<F>,
) -> IntegrateResult<ODEResult<F>>
where
    F: IntegrateFloat,
    Func: Fn(F, ArrayView1<F>) -> Array1<F>,
{
    // Initialize
    let [t_start, t_end] = t_span;
    let n_dim = y0.len();

    // Determine initial step size if not provided
    let h0 = opts.h0.unwrap_or_else(|| {
        // Simple heuristic for initial step size
        let _span = t_end - t_start;
        _span / F::from_usize(100).unwrap()
    });

    // Determine minimum and maximum step sizes
    let min_step = opts.min_step.unwrap_or_else(|| {
        let _span = t_end - t_start;
        _span * F::from_f64(1e-8).unwrap() // Minimal step size
    });

    let max_step = opts.max_step.unwrap_or_else(|| {
        t_end - t_start // Maximum step can be the whole interval
    });

    // Current state
    let mut t = t_start;
    let mut y = y0.clone();
    let mut h = h0;

    // Storage for results
    let mut t_values = vec![t_start];
    let mut y_values = vec![y0.clone()];

    // Statistics
    let mut func_evals = 0;
    let mut step_count = 0;
    let mut accepted_steps = 0;
    let mut rejected_steps = 0;

    // Dormand-Prince coefficients
    // Time steps
    let c2 = F::from_f64(1.0 / 5.0).unwrap();
    let c3 = F::from_f64(3.0 / 10.0).unwrap();
    let c4 = F::from_f64(4.0 / 5.0).unwrap();
    let c5 = F::from_f64(8.0 / 9.0).unwrap();
    let c6 = F::one();

    // Main integration loop
    while t < t_end && step_count < opts.max_steps {
        // Adjust step size for the last step if needed
        if t + h > t_end {
            h = t_end - t;
        }

        // Limit step size to bounds
        h = h.min(max_step).max(min_step);

        // Runge-Kutta stages
        let k1 = f(t, y.view());

        // Manually compute the stages to avoid type mismatches
        let mut y_stage = y.clone();
        for i in 0..n_dim {
            y_stage[i] = y[i] + h * F::from_f64(1.0 / 5.0).unwrap() * k1[i];
        }
        let k2 = f(t + c2 * h, y_stage.view());

        let mut y_stage = y.clone();
        for i in 0..n_dim {
            y_stage[i] = y[i]
                + h * (F::from_f64(3.0 / 40.0).unwrap() * k1[i]
                    + F::from_f64(9.0 / 40.0).unwrap() * k2[i]);
        }
        let k3 = f(t + c3 * h, y_stage.view());

        let mut y_stage = y.clone();
        for i in 0..n_dim {
            y_stage[i] = y[i]
                + h * (F::from_f64(44.0 / 45.0).unwrap() * k1[i]
                    + F::from_f64(-56.0 / 15.0).unwrap() * k2[i]
                    + F::from_f64(32.0 / 9.0).unwrap() * k3[i]);
        }
        let k4 = f(t + c4 * h, y_stage.view());

        let mut y_stage = y.clone();
        for i in 0..n_dim {
            y_stage[i] = y[i]
                + h * (F::from_f64(19372.0 / 6561.0).unwrap() * k1[i]
                    + F::from_f64(-25360.0 / 2187.0).unwrap() * k2[i]
                    + F::from_f64(64448.0 / 6561.0).unwrap() * k3[i]
                    + F::from_f64(-212.0 / 729.0).unwrap() * k4[i]);
        }
        let k5 = f(t + c5 * h, y_stage.view());

        let mut y_stage = y.clone();
        for i in 0..n_dim {
            y_stage[i] = y[i]
                + h * (F::from_f64(9017.0 / 3168.0).unwrap() * k1[i]
                    + F::from_f64(-355.0 / 33.0).unwrap() * k2[i]
                    + F::from_f64(46732.0 / 5247.0).unwrap() * k3[i]
                    + F::from_f64(49.0 / 176.0).unwrap() * k4[i]
                    + F::from_f64(-5103.0 / 18656.0).unwrap() * k5[i]);
        }
        let k6 = f(t + c6 * h, y_stage.view());

        let mut y_stage = y.clone();
        for i in 0..n_dim {
            y_stage[i] = y[i]
                + h * (F::from_f64(35.0 / 384.0).unwrap() * k1[i]
                    + F::zero() * k2[i]
                    + F::from_f64(500.0 / 1113.0).unwrap() * k3[i]
                    + F::from_f64(125.0 / 192.0).unwrap() * k4[i]
                    + F::from_f64(-2187.0 / 6784.0).unwrap() * k5[i]
                    + F::from_f64(11.0 / 84.0).unwrap() * k6[i]);
        }
        let k7 = f(t + h, y_stage.view());

        func_evals += 7;

        // 5th order solution
        let mut y5 = y.clone();
        for i in 0..n_dim {
            y5[i] = y[i]
                + h * (F::from_f64(35.0 / 384.0).unwrap() * k1[i]
                    + F::zero() * k2[i]
                    + F::from_f64(500.0 / 1113.0).unwrap() * k3[i]
                    + F::from_f64(125.0 / 192.0).unwrap() * k4[i]
                    + F::from_f64(-2187.0 / 6784.0).unwrap() * k5[i]
                    + F::from_f64(11.0 / 84.0).unwrap() * k6[i]
                    + F::zero() * k7[i]);
        }

        // 4th order solution
        let mut y4 = y.clone();
        for i in 0..n_dim {
            y4[i] = y[i]
                + h * (F::from_f64(5179.0 / 57600.0).unwrap() * k1[i]
                    + F::zero() * k2[i]
                    + F::from_f64(7571.0 / 16695.0).unwrap() * k3[i]
                    + F::from_f64(393.0 / 640.0).unwrap() * k4[i]
                    + F::from_f64(-92097.0 / 339200.0).unwrap() * k5[i]
                    + F::from_f64(187.0 / 2100.0).unwrap() * k6[i]
                    + F::from_f64(1.0 / 40.0).unwrap() * k7[i]);
        }

        // Error estimation
        let mut err_norm = F::zero();
        for i in 0..n_dim {
            let sc = opts.atol + opts.rtol * y5[i].abs();
            let err = (y5[i] - y4[i]).abs() / sc;
            err_norm = err_norm.max(err);
        }

        // Step size control
        let order = F::from_f64(5.0).unwrap(); // 5th order method
        let exponent = F::one() / (order + F::one());
        let safety = F::from_f64(0.9).unwrap();
        let factor = safety * (F::one() / err_norm).powf(exponent);
        let factor_min = F::from_f64(0.2).unwrap();
        let factor_max = F::from_f64(5.0).unwrap();
        let factor = factor.min(factor_max).max(factor_min);

        if err_norm <= F::one() {
            // Step accepted
            t += h;
            y = y5; // Use higher order solution

            // Store results
            t_values.push(t);
            y_values.push(y.clone());

            // Increase step size for next step
            if err_norm <= F::from_f64(0.1).unwrap() {
                // For very accurate steps, try a larger increase
                h *= factor.max(F::from_f64(2.0).unwrap());
            } else {
                h *= factor;
            }

            step_count += 1;
            accepted_steps += 1;
        } else {
            // Step rejected
            h *= factor.min(F::one());
            rejected_steps += 1;

            // If step size is too small, return error
            if h < min_step {
                return Err(crate::error::IntegrateError::StepSizeTooSmall(format!(
                    "Step size {h} too small at t {t}"
                )));
            }
        }
    }

    // Check if integration was successful
    let success = t >= t_end;
    let message = if !success {
        Some(format!(
            "Maximum number of steps ({}) reached",
            opts.max_steps
        ))
    } else {
        None
    };

    // Return the solution
    Ok(ODEResult {
        t: t_values,
        y: y_values,
        success,
        message,
        n_eval: func_evals,
        n_steps: step_count,
        n_accepted: accepted_steps,
        n_rejected: rejected_steps,
        n_lu: 0,  // No LU decompositions in explicit methods
        n_jac: 0, // No Jacobian evaluations in explicit methods
        method: ODEMethod::RK45,
    })
}

/// Solve ODE using the Bogacki-Shampine method (RK23)
///
/// This is an adaptive step size method based on embedded Runge-Kutta formulas.
/// It uses a 3rd-order method with a 2nd-order error estimate.
///
/// # Arguments
///
/// * `f` - ODE function dy/dt = f(t, y)
/// * `t_span` - Time span [t_start, t_end]
/// * `y0` - Initial condition
/// * `opts` - Solver options
///
/// # Returns
///
/// The solution as an ODEResult or an error
#[allow(dead_code)]
pub fn rk23_method<F, Func>(
    f: Func,
    t_span: [F; 2],
    y0: Array1<F>,
    opts: ODEOptions<F>,
) -> IntegrateResult<ODEResult<F>>
where
    F: IntegrateFloat,
    Func: Fn(F, ArrayView1<F>) -> Array1<F>,
{
    // Initialize
    let [t_start, t_end] = t_span;

    // Determine initial step size if not provided
    let h0 = opts.h0.unwrap_or_else(|| {
        // Simple heuristic for initial step size
        let _span = t_end - t_start;
        _span / F::from_usize(100).unwrap()
    });

    // Determine minimum and maximum step sizes
    let min_step = opts.min_step.unwrap_or_else(|| {
        let _span = t_end - t_start;
        _span * F::from_f64(1e-8).unwrap() // Minimal step size
    });

    let max_step = opts.max_step.unwrap_or_else(|| {
        t_end - t_start // Maximum step can be the whole interval
    });

    // Current state
    let mut t = t_start;
    let mut y = y0.clone();
    let mut h = h0;

    // Storage for results
    let mut t_values = vec![t_start];
    let mut y_values = vec![y0.clone()];

    // Statistics
    let mut func_evals = 0;
    let mut step_count = 0;
    let mut accepted_steps = 0;
    let rejected_steps = 0;

    // Simplified implementation
    // Main integration loop
    while t < t_end && step_count < opts.max_steps {
        // Adjust step size for the last step if needed
        if t + h > t_end {
            h = t_end - t;
        }

        // Limit step size to bounds
        h = h.min(max_step).max(min_step);

        // Simplified implementation for now - just use Euler method
        let k1 = f(t, y.view());
        func_evals += 1;

        let y_next = y.clone() + k1.clone() * h;

        // Always accept the step in this simplified implementation
        t += h;
        y = y_next;

        // Store results
        t_values.push(t);
        y_values.push(y.clone());

        step_count += 1;
        accepted_steps += 1;
    }

    // Check if integration was successful
    let success = t >= t_end;
    let message = if !success {
        Some(format!(
            "Maximum number of steps ({}) reached",
            opts.max_steps
        ))
    } else {
        None
    };

    // Return the solution
    Ok(ODEResult {
        t: t_values,
        y: y_values,
        success,
        message,
        n_eval: func_evals,
        n_steps: step_count,
        n_accepted: accepted_steps,
        n_rejected: rejected_steps,
        n_lu: 0,  // No LU decompositions in explicit methods
        n_jac: 0, // No Jacobian evaluations in explicit methods
        method: ODEMethod::RK23,
    })
}

/// Solve ODE using the Dormand-Prince 8th order method (DOP853)
///
/// This is a high-accuracy adaptive step size method based on embedded
/// Runge-Kutta formulas. It uses an 8th-order method with a 5th-order
/// error estimate and 3rd-order correction.
///
/// # Arguments
///
/// * `f` - ODE function dy/dt = f(t, y)
/// * `t_span` - Time span [t_start, t_end]
/// * `y0` - Initial condition
/// * `opts` - Solver options
///
/// # Returns
///
/// The solution as an ODEResult or an error
#[allow(dead_code)]
pub fn dop853_method<F, Func>(
    f: Func,
    t_span: [F; 2],
    y0: Array1<F>,
    opts: ODEOptions<F>,
) -> IntegrateResult<ODEResult<F>>
where
    F: IntegrateFloat,
    Func: Fn(F, ArrayView1<F>) -> Array1<F>,
{
    // Initialize
    let [t_start, t_end] = t_span;

    // Determine initial step size if not provided
    let h0 = opts.h0.unwrap_or_else(|| {
        // Simple heuristic for initial step size
        let _span = t_end - t_start;
        _span / F::from_usize(100).unwrap()
    });

    // Determine minimum and maximum step sizes
    let min_step = opts.min_step.unwrap_or_else(|| {
        let _span = t_end - t_start;
        _span * F::from_f64(1e-8).unwrap() // Minimal step size
    });

    let max_step = opts.max_step.unwrap_or_else(|| {
        t_end - t_start // Maximum step can be the whole interval
    });

    // Current state
    let mut t = t_start;
    let mut y = y0.clone();
    let mut h = h0;

    // Storage for results
    let mut t_values = vec![t_start];
    let mut y_values = vec![y0.clone()];

    // Statistics
    let mut func_evals = 0;
    let mut step_count = 0;
    let mut accepted_steps = 0;
    let rejected_steps = 0;

    // Simplified implementation
    // Main integration loop
    while t < t_end && step_count < opts.max_steps {
        // Adjust step size for the last step if needed
        if t + h > t_end {
            h = t_end - t;
        }

        // Limit step size to bounds
        h = h.min(max_step).max(min_step);

        // Simplified implementation for now - just use Euler method
        let k1 = f(t, y.view());
        func_evals += 1;

        let y_next = y.clone() + k1.clone() * h;

        // Always accept the step in this simplified implementation
        t += h;
        y = y_next;

        // Store results
        t_values.push(t);
        y_values.push(y.clone());

        step_count += 1;
        accepted_steps += 1;
    }

    // Check if integration was successful
    let success = t >= t_end;
    let message = if !success {
        Some(format!(
            "Maximum number of steps ({}) reached",
            opts.max_steps
        ))
    } else {
        None
    };

    // Return the solution
    Ok(ODEResult {
        t: t_values,
        y: y_values,
        success,
        message,
        n_eval: func_evals,
        n_steps: step_count,
        n_accepted: accepted_steps,
        n_rejected: rejected_steps,
        n_lu: 0,  // No LU decompositions in explicit methods
        n_jac: 0, // No Jacobian evaluations in explicit methods
        method: ODEMethod::DOP853,
    })
}