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annotate +time/ExplicitRungeKuttaDiscreteData.m @ 1333:0aefcb30cab4 feature/D2_boundary_opt

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Add support for RK6
author Vidar Stiernström <vidar.stiernstrom@it.uu.se>
date Sat, 07 May 2022 10:30:59 +0200
parents 7963a9cab637
children
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Martin Almquist <malmquist@stanford.edu>
parents:
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1 classdef ExplicitRungeKuttaDiscreteData < time.Timestepper
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Martin Almquist <malmquist@stanford.edu>
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2 properties
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Martin Almquist <malmquist@stanford.edu>
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3 D
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4 S % Function handle for time-dependent data
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5 data % Matrix of data vectors, one column per stage
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6 k
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Martin Almquist <malmquist@stanford.edu>
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7 t
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Martin Almquist <malmquist@stanford.edu>
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8 v
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Martin Almquist <malmquist@stanford.edu>
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9 m
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10 n
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11 order
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12 a, b, c, s % Butcher tableau
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13 K % Stage rates
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Martin Almquist <malmquist@stanford.edu>
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14 U % Stage approximations
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15 T % Stage times
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16 end
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17
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18
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Martin Almquist <malmquist@stanford.edu>
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19 methods
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Martin Almquist <malmquist@stanford.edu>
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20 function obj = ExplicitRungeKuttaDiscreteData(D, S, data, k, t0, v0, order)
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21 default_arg('order', 4);
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22 default_arg('S', []);
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23 default_arg('data', []);
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24
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25 obj.D = D;
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26 obj.S = S;
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27 obj.k = k;
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28 obj.t = t0;
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29 obj.v = v0;
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30 obj.m = length(v0);
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31 obj.n = 0;
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32 obj.order = order;
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33 obj.data = data;
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34
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35 switch order
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36 case 4
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37 [obj.a, obj.b, obj.c, obj.s] = time.rkparameters.rk4();
1333
0aefcb30cab4 Add support for RK6
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents: 1120
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38 case 6
0aefcb30cab4 Add support for RK6
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents: 1120
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39 [obj.a, obj.b, obj.c, obj.s] = time.rkparameters.rk6();
856
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40 otherwise
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41 error('That RK method is not available');
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42 end
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43
1120
7963a9cab637 In RungeKuttaDiscreteData, make K and U non-sparse to improve performance by roughly a factor of 3.
Martin Almquist <malmquist@stanford.edu>
parents: 859
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44 obj.K = zeros(obj.m, obj.s);
7963a9cab637 In RungeKuttaDiscreteData, make K and U non-sparse to improve performance by roughly a factor of 3.
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parents: 859
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45 obj.U = zeros(obj.m, obj.s);
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46
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47 end
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48
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49 function [v,t,U,T,K] = getV(obj)
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50 v = obj.v;
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51 t = obj.t;
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52 U = obj.U; % Stage approximations in previous time step.
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53 T = obj.T; % Stage times in previous time step.
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54 K = obj.K; % Stage rates in previous time step.
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55 end
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56
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57 function [a,b,c,s] = getTableau(obj)
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58 a = obj.a;
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59 b = obj.b;
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60 c = obj.c;
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61 s = obj.s;
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62 end
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63
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4c7532db42cd Add method getTimeStepQuadrature to RungeKuttaDiscreteData
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parents: 857
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64 % Returns quadrature weights for stages in one time step
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parents: 857
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65 function quadWeights = getTimeStepQuadrature(obj)
4c7532db42cd Add method getTimeStepQuadrature to RungeKuttaDiscreteData
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66 [~, b] = obj.getTableau();
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parents: 857
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67 quadWeights = obj.k*b;
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parents: 857
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68 end
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69
856
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70 function obj = step(obj)
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71 v = obj.v;
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72 a = obj.a;
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73 b = obj.b;
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74 c = obj.c;
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75 s = obj.s;
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76 S = obj.S;
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77 dt = obj.k;
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78 K = obj.K;
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79 U = obj.U;
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80 D = obj.D;
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81 data = obj.data;
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82
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83 for i = 1:s
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84 U(:,i) = v;
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85 for j = 1:i-1
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86 U(:,i) = U(:,i) + dt*a(i,j)*K(:,j);
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87 end
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88
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89 K(:,i) = D*U(:,i);
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90 obj.T(i) = obj.t + c(i)*dt;
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91
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92 % Data from continuous function and discrete time-points.
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93 if ~isempty(S)
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94 K(:,i) = K(:,i) + S(obj.T(i));
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95 end
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96 if ~isempty(data)
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97 K(:,i) = K(:,i) + data(:,obj.n*s + i);
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98 end
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99
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100 end
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101
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102 obj.v = v + dt*K*b;
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103 obj.t = obj.t + dt;
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104 obj.n = obj.n + 1;
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105 obj.U = U;
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106 obj.K = K;
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107 end
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108 end
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109
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110
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111 methods (Static)
857
3c916a00033f Bugfix in static getTimeStep method in RungeKuttaDiscreteData
Martin Almquist <malmquist@stanford.edu>
parents: 856
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112 function k = getTimeStep(lambda, order)
3c916a00033f Bugfix in static getTimeStep method in RungeKuttaDiscreteData
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parents: 856
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113 default_arg('order', 4);
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114 switch order
856
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115 case 4
857
3c916a00033f Bugfix in static getTimeStep method in RungeKuttaDiscreteData
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parents: 856
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116 k = time.rk4.get_rk4_time_step(lambda);
856
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117 otherwise
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118 error('Time-step function not available for this order');
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119 end
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120 end
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121 end
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122
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Martin Almquist <malmquist@stanford.edu>
parents:
diff changeset
123 end