3 boost/numeric/odeint/stepper/runge_kutta4_classic.hpp
6 Implementation for the classical Runge Kutta stepper.
9 Copyright 2010-2013 Karsten Ahnert
10 Copyright 2010-2013 Mario Mulansky
11 Copyright 2012 Christoph Koke
13 Distributed under the Boost Software License, Version 1.0.
14 (See accompanying file LICENSE_1_0.txt or
15 copy at http://www.boost.org/LICENSE_1_0.txt)
19 #ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
20 #define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
24 #include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
25 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
26 #include <boost/numeric/odeint/algebra/default_operations.hpp>
27 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
28 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
30 #include <boost/numeric/odeint/util/state_wrapper.hpp>
31 #include <boost/numeric/odeint/util/is_resizeable.hpp>
32 #include <boost/numeric/odeint/util/resizer.hpp>
40 class Value = double ,
43 class Algebra = typename algebra_dispatcher< State >::algebra_type ,
44 class Operations = typename operations_dispatcher< State >::operations_type ,
45 class Resizer = initially_resizer
48 class runge_kutta4_classic
49 : public explicit_stepper_base<
50 runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
51 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
53 class runge_kutta4_classic : public explicit_stepper_base
60 typedef explicit_stepper_base<
61 runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
62 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
64 typedef explicit_stepper_base< runge_kutta4_classic< ... > , ... > stepper_base_type;
67 typedef typename stepper_base_type::state_type state_type;
68 typedef typename stepper_base_type::value_type value_type;
69 typedef typename stepper_base_type::deriv_type deriv_type;
70 typedef typename stepper_base_type::time_type time_type;
71 typedef typename stepper_base_type::algebra_type algebra_type;
72 typedef typename stepper_base_type::operations_type operations_type;
73 typedef typename stepper_base_type::resizer_type resizer_type;
76 typedef typename stepper_base_type::stepper_type stepper_type;
77 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
78 typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
79 #endif // DOXYGEN_SKIP
83 runge_kutta4_classic( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
87 template< class System , class StateIn , class DerivIn , class StateOut >
88 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
90 // ToDo : check if size of in,dxdt,out are equal?
92 static const value_type val1 = static_cast< value_type >( 1 );
94 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
96 typename odeint::unwrap_reference< System >::type &sys = system;
98 const time_type dh = dt / static_cast< value_type >( 2 );
99 const time_type th = t + dh;
102 // m_x_tmp = x + dh*dxdt
103 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt ,
104 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
108 sys( m_x_tmp.m_v , m_dxt.m_v , th );
110 // m_x_tmp = x + dh*m_dxt
111 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxt.m_v ,
112 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
116 sys( m_x_tmp.m_v , m_dxm.m_v , th );
117 //m_x_tmp = x + dt*m_dxm
118 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxm.m_v ,
119 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dt ) );
123 sys( m_x_tmp.m_v , m_dxh.m_v , t + dt );
125 //x += dt/6 * ( m_dxdt + m_dxt + val2*m_dxm )
126 time_type dt6 = dt / static_cast< value_type >( 6 );
127 time_type dt3 = dt / static_cast< value_type >( 3 );
128 stepper_base_type::m_algebra.for_each6( out , in , dxdt , m_dxt.m_v , m_dxm.m_v , m_dxh.m_v ,
129 typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt6 , dt3 , dt3 , dt6 ) );
131 // x += dt/6 * m_dxdt + dt/3 * m_dxt )
132 // stepper_base_type::m_algebra.for_each4( out , in , dxdt , m_dxt.m_v ,
133 // typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt6 , dt3 ) );
134 // // x += dt/3 * m_dxm + dt/6 * m_dxh )
135 // stepper_base_type::m_algebra.for_each4( out , out , m_dxm.m_v , m_dxh.m_v ,
136 // typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt3 , dt6 ) );
140 template< class StateType >
141 void adjust_size( const StateType &x )
144 stepper_base_type::adjust_size( x );
149 template< class StateIn >
150 bool resize_impl( const StateIn &x )
152 bool resized = false;
153 resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
154 resized |= adjust_size_by_resizeability( m_dxm , x , typename is_resizeable<deriv_type>::type() );
155 resized |= adjust_size_by_resizeability( m_dxt , x , typename is_resizeable<deriv_type>::type() );
156 resized |= adjust_size_by_resizeability( m_dxh , x , typename is_resizeable<deriv_type>::type() );
161 resizer_type m_resizer;
163 wrapped_deriv_type m_dxt;
164 wrapped_deriv_type m_dxm;
165 wrapped_deriv_type m_dxh;
166 wrapped_state_type m_x_tmp;
171 /********* DOXYGEN *********/
174 * \class runge_kutta4_classic
175 * \brief The classical Runge-Kutta stepper of fourth order.
177 * The Runge-Kutta method of fourth order is one standard method for
178 * solving ordinary differential equations and is widely used, see also
179 * <a href="http://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods">en.wikipedia.org/wiki/Runge-Kutta_methods</a>
180 * The method is explicit and fulfills the Stepper concept. Step size control
181 * or continuous output are not provided. This class implements the method directly, hence the
182 * generic Runge-Kutta algorithm is not used.
184 * This class derives from explicit_stepper_base and inherits its interface via
185 * CRTP (current recurring template pattern). For more details see
186 * explicit_stepper_base.
188 * \tparam State The state type.
189 * \tparam Value The value type.
190 * \tparam Deriv The type representing the time derivative of the state.
191 * \tparam Time The time representing the independent variable - the time.
192 * \tparam Algebra The algebra type.
193 * \tparam Operations The operations type.
194 * \tparam Resizer The resizer policy type.
198 * \fn runge_kutta4_classic::runge_kutta4_classic( const algebra_type &algebra )
199 * \brief Constructs the runge_kutta4_classic class. This constructor can be used as a default
200 * constructor if the algebra has a default constructor.
201 * \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
206 * \fn runge_kutta4_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
207 * \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
208 * The result is updated out of place, hence the input is in `in` and the output in `out`.
209 * Access to this step functionality is provided by explicit_stepper_base and
210 * `do_step_impl` should not be called directly.
212 * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
213 * Simple System concept.
214 * \param in The state of the ODE which should be solved. in is not modified in this method
215 * \param dxdt The derivative of x at t.
216 * \param t The value of the time, at which the step should be performed.
217 * \param out The result of the step is written in out.
218 * \param dt The step size.
222 * \fn runge_kutta4_classic::adjust_size( const StateType &x )
223 * \brief Adjust the size of all temporaries in the stepper manually.
224 * \param x A state from which the size of the temporaries to be resized is deduced.
232 #endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED