annotate +time/+rk/rungekutta.m @ 888:8732d6bd9890 feature/timesteppers

Add general Runge-Kutta class - Add a general Runge-Kutta class which time integrates the solution based on coefficients obtained from a Butcher tableau - Add butcher tableau which returns coefficents for the specified Runge-Kutta method - Remove RungKutta4proper, since obsolete
author Vidar Stiernström <vidar.stiernstrom@it.uu.se>
date Thu, 15 Nov 2018 17:10:01 -0800
parents
children 878652b22157
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
888
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
1 % Takes one time step of size dt using the rungekutta method
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
2 % starting from @arg v and where the function F(v,t) gives the
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
3 % time derivatives. coeffs is a struct holding the RK coefficients
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
4 % for the specific method.
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
5 function v = rungekutta(v, t , dt, F, coeffs)
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
6 % Compute the intermediate stages k
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
7 k = zeros(length(v), coeffs.s);
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
8 for i = 1:coeffs.s
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
9 u = v;
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
10 for j = 1:i-1
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
11 u = u + dt*coeffs.a(i,j)*k(:,j);
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
12 end
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
13 k(:,i) = F(u,t+coeffs.c(i)*dt);
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
14 end
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
15 % Compute the updated solution as a linear combination
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
16 % of the intermediate stages.
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
17 for i = 1:coeffs.s
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
18 v = v + dt*coeffs.b(i)*k(:,i);
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
19 end
8732d6bd9890 Add general Runge-Kutta class
Vidar Stiernström <vidar.stiernstrom@it.uu.se>
parents:
diff changeset
20 end