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view src/SimpleTimeSteppers/SimpleTimeSteppers.jl @ 862:a382942e5437 feature/subpackage_simple_timesteppers
Add a few simple timesteppers
author | Jonatan Werpers <jonatan@werpers.com> |
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date | Tue, 18 Jan 2022 15:29:54 +0100 |
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""" SimpleTimeSteppers Implements a few simple time integration schemes useful for testing the accuracy of spatial discretisations. """ module SimpleTimeSteppers export rk4 export rkn4 export centered_2nd_order_fd """ rk4(F, vₙ, tₙ, Δtₙ) Solves ``vₜ = F(v,t)`` using the standard 4th order RK-method. """ function rk4(F, vₙ, tₙ, Δtₙ) k₁ = F(vₙ,tₙ) k₂ = F(vₙ + Δtₙ/2*k₁, tₙ + Δtₙ/2) k₃ = F(vₙ + Δtₙ/2*k₂, tₙ + Δtₙ/2) k₄ = F(vₙ + Δtₙ *k₃, tₙ + Δtₙ ) vₙ₊₁ = vₙ + (1/6)*(k₁+2*(k₂+k₃)+k₄)*Δtₙ return vₙ₊₁ end """ rkn4(F, vₙ, v̇ₙ, tₙ, Δtₙ) Solves ``vₜₜ = F(v,v̇,t)`` using the Runge-Kutta-Nyström method based on the standard 4th order RK-method. """ function rkn4(F, vₙ, v̇ₙ, tₙ, Δtₙ) k₁ = F(vₙ, v̇ₙ, tₙ ) k₂ = F(vₙ + Δtₙ/2*v̇ₙ, v̇ₙ + Δtₙ/2*k₁, tₙ + Δtₙ/2) k₃ = F(vₙ + Δtₙ/2*v̇ₙ + Δtₙ^2/4*k₁, v̇ₙ + Δtₙ/2*k₂, tₙ + Δtₙ/2) k₄ = F(vₙ + Δtₙ *v̇ₙ + Δtₙ^2/2*k₂, v̇ₙ + Δtₙ *k₃, tₙ + Δtₙ ) vₙ₊₁ = vₙ + Δtₙ*v̇ₙ + Δtₙ^2*(1/6)*(k₁ + k₂ + k₃); v̇ₙ₊₁ = v̇ₙ + Δtₙ*(k₁ + 2*k₂ + 2*k₃ + k₄)/6; return vₙ₊₁, v̇ₙ₊₁ end """ centered_2nd_order_fd(F, vₙ, vₙ₋₁, Δtₙ) Solves ``vₜₜ = F(v,t)`` using the 2nd order discretization ``(vₙ₊₁ - 2vₙ + vₙ₋₁)/Δt² = F(vₙ,tₙ)``. """ function centered_2nd_order_fd(F, vₙ, vₙ₋₁, tₙ, Δt) vₙ₊₁ = Δt^2*F(vₙ,tₙ) + 2vₙ - vₙ₋₁ return vₙ₊₁, vₙ end # TODO: Rewrite without allocations # TODO: Add euler forward and try a local error estimate for testing end # module