annotate +time/SBPInTimeImplicitFormulation.m @ 460:e0caae9ef6ed feature/grids

Add SBPinTime for linear DAE formulations (BUGS!)
author Jonatan Werpers <jonatan@werpers.com>
date Mon, 19 Jun 2017 16:50:13 +0200
parents
children 0b010f8de7cb
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
460
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
1 classdef SBPInTimeImplicitFormulation < time.Timestepper
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
2 % The SBP in time method.
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
3 % Implemented for A*v_t = B*v + f(t), v(0) = v0
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
4 properties
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
5 A,B
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
6 f
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
7
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
8 k % total time step.
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
9
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
10 blockSize % number of points in each block
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
11 N % Number of components
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
12
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
13 order
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
14 nodes
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
15
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
16 M,K % System matrices
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
17 L,U,p,q % LU factorization of M
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
18 e_T
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
19
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
20 % Time state
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
21 t
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
22 v
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
23 n
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
24 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
25
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
26 methods
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
27 function obj = SBPInTimeImplicitFormulation(A, B, f, k, t0, v0, TYPE, order, blockSize)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
28
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
29 default_arg('TYPE','gauss');
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
30
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
31 if(strcmp(TYPE,'gauss'))
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
32 default_arg('order',4)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
33 default_arg('blockSize',4)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
34 else
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
35 default_arg('order', 8);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
36 default_arg('blockSize',time.SBPInTimeImplicitFormulation.smallestBlockSize(order,TYPE));
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
37 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
38
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
39 obj.A = A;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
40 obj.B = B;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
41 obj.f = f;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
42
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
43 obj.k = k;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
44 obj.blockSize = blockSize;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
45 obj.N = length(v0);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
46
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
47 obj.n = 0;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
48 obj.t = t0;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
49
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
50 %==== Build the time discretization matrix =====%
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
51 switch TYPE
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
52 case 'equidistant'
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
53 ops = sbp.D2Standard(blockSize,{0,obj.k},order);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
54 case 'optimal'
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
55 ops = sbp.D1Nonequidistant(blockSize,{0,obj.k},order);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
56 case 'minimal'
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
57 ops = sbp.D1Nonequidistant(blockSize,{0,obj.k},order,'minimal');
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
58 case 'gauss'
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
59 ops = sbp.D1Gauss(blockSize,{0,obj.k});
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
60 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
61
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
62 I = speye(size(A));
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
63 I_t = speye(blockSize,blockSize);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
64
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
65 D1 = kron(ops.D1, I);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
66 HI = kron(ops.HI, I);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
67 e_0 = kron(ops.e_l, I);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
68 e_T = kron(ops.e_r, I);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
69 obj.nodes = ops.x;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
70
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
71 % Convert to form M*w = K*v0 + f(t)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
72 tau = kron(I_t, A) * e_0;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
73 M = kron(I_t, A)*D1 + HI*tau*e_0' - kron(I_t, B);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
74
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
75 K = HI*tau;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
76
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
77 obj.M = M;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
78 obj.K = K;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
79 obj.e_T = e_T;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
80
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
81 % LU factorization
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
82 [obj.L,obj.U,obj.p,obj.q] = lu(obj.M, 'vector');
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
83
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
84 obj.v = v0;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
85 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
86
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
87 function [v,t] = getV(obj)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
88 v = obj.v;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
89 t = obj.t;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
90 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
91
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
92 function obj = step(obj)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
93 RHS = zeros(obj.blockSize*obj.N,1);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
94
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
95 for i = 1:length(obj.blockSize)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
96 RHS((1 + (i-1)*obj.N):(i*obj.N)) = obj.f(obj.nodes(i));
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
97 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
98
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
99 RHS = RHS + obj.K*obj.v;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
100
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
101 y = obj.L\RHS(obj.p);
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
102 z = obj.U\y;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
103
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
104 w = zeros(size(z));
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
105 w(obj.q) = z;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
106
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
107 obj.v = obj.e_T'*w;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
108
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
109 obj.t = obj.t + obj.k;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
110 obj.n = obj.n + 1;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
111 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
112 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
113
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
114 methods(Static)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
115 function N = smallestBlockSize(order,TYPE)
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
116 default_arg('TYPE','gauss')
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
117
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
118 switch TYPE
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
119 case 'gauss'
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
120 N = 4;
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
121 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
122 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
123 end
e0caae9ef6ed Add SBPinTime for linear DAE formulations (BUGS!)
Jonatan Werpers <jonatan@werpers.com>
parents:
diff changeset
124 end