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1 /*
2 boost/numeric/odeint/stepper/detail/pid_step_adjuster.hpp
3
4 [begin_description]
5 Implementation of the stepsize controller for the controlled adams bashforth moulton stepper.
6 [end_description]
7
8 Copyright 2017 Valentin Noah Hartmann
9
10 Distributed under the Boost Software License, Version 1.0.
11 (See accompanying file LICENSE_1_0.txt or
12 copy at http://www.boost.org/LICENSE_1_0.txt)
13 */
14
15 #ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_PID_STEP_ADJUSTER_HPP_INCLUDED
16 #define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_PID_STEP_ADJUSTER_HPP_INCLUDED
17
18 #include <boost/numeric/odeint/stepper/detail/rotating_buffer.hpp>
19 #include <boost/numeric/odeint/stepper/detail/pid_step_adjuster_coefficients.hpp>
20
21 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
22 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
23
24 #include <math.h>
25
26 namespace boost {
27 namespace numeric {
28 namespace odeint {
29 namespace detail {
30
31 template<
32 class Value = double,
33 class Time = double
34 >
35 struct pid_op
36 {
37 public:
38 typedef Value value_type;
39 typedef Time time_type;
40
41 const double beta1;
42 const double beta2;
43 const double beta3;
44 const double alpha1;
45 const double alpha2;
46
47 const time_type dt1;
48 const time_type dt2;
49 const time_type dt3;
50
51 const size_t m_steps;
52
53 pid_op(const size_t steps, const double _dt1, const double _dt2, const double _dt3,
54 const double b1 = 1, const double b2 = 0, const double b3 = 0, const double a1 = 0, const double a2 = 0)
55 :beta1(b1), beta2(b2), beta3(b3), alpha1(a1), alpha2(a2),
56 dt1(_dt1), dt2(_dt2), dt3(_dt3),
57 m_steps(steps)
58 {};
59
60 template<class T1, class T2, class T3, class T4>
61 void operator()(T1 &t1, const T2 &t2, const T3 &t3, const T4 &t4)
62 {
63 using std::abs;
64
65 t1 = adapted_pow(abs(t2), -beta1/(m_steps + 1)) *
66 adapted_pow(abs(t3), -beta2/(m_steps + 1)) *
67 adapted_pow(abs(t4), -beta3/(m_steps + 1)) *
68 adapted_pow(abs(dt1/dt2), -alpha1/(m_steps + 1))*
69 adapted_pow(abs(dt2/dt3), -alpha2/(m_steps + 1));
70
71 t1 = 1/t1;
72 };
73
74 template<class T1, class T2>
75 void operator()(T1 &t1, const T2 &t2)
76 {
77 using std::abs;
78
79 t1 = adapted_pow(abs(t2), -beta1/(m_steps + 1));
80
81 t1 = 1/t1;
82 };
83
84 private:
85 template<class T>
86 inline value_type adapted_pow(T base, double exp)
87 {
88 if(exp == 0)
89 {
90 return 1;
91 }
92 else if (exp > 0)
93 {
94 return pow(base, exp);
95 }
96 else
97 {
98 return 1/pow(base, -exp);
99 }
100 };
101 };
102
103 template<
104 class State,
105 class Value = double,
106 class Deriv = State,
107 class Time = double,
108 class Algebra = typename algebra_dispatcher< State >::algebra_type,
109 class Operations = typename operations_dispatcher< Deriv >::operations_type,
110 size_t Type = BASIC
111 >
112 struct pid_step_adjuster
113 {
114 public:
115 static double threshold() { return 0.9; };
116
117 typedef State state_type;
118 typedef Value value_type;
119 typedef Deriv deriv_type;
120 typedef Time time_type;
121
122 typedef Algebra algebra_type;
123 typedef Operations operations_type;
124
125 typedef rotating_buffer<state_type, 3> error_storage_type;
126 typedef rotating_buffer<time_type, 3> time_storage_type;
127 typedef pid_step_adjuster_coefficients<Type> coeff_type;
128
129 pid_step_adjuster(double abs_tol = 1e-6, double rel_tol = 1e-6, time_type dtmax = 1.0)
130 :m_dtmax(dtmax), m_error_storage(), m_dt_storage(), m_init(0),
131 m_abs_tol(abs_tol), m_rel_tol(rel_tol)
132 {};
133
134 time_type adjust_stepsize(const size_t steps, time_type dt, state_type &err, const state_type &x, const deriv_type &dxdt)
135 {
136 using std::abs;
137 m_algebra.for_each3( err , x , dxdt ,
138 typename operations_type::template rel_error< value_type >( m_abs_tol , m_rel_tol , 1.0 , 1.0 * abs(get_unit_value( dt )) ) );
139
140 m_error_storage[0] = err;
141 m_dt_storage[0] = dt;
142
143 if(m_init >= 2)
144 {
145 m_algebra.for_each4(err, m_error_storage[0], m_error_storage[1], m_error_storage[2],
146 pid_op<>(steps, m_dt_storage[0], m_dt_storage[1], m_dt_storage[2],
147 m_coeff[0], m_coeff[1], m_coeff[2], m_coeff[3], m_coeff[4]));
148 }
149 else
150 {
151 m_algebra.for_each2(err, m_error_storage[0],
152 pid_op<>(steps, m_dt_storage[0], m_dt_storage[1], m_dt_storage[2], 0.7));
153 }
154
155 value_type ratio = 1 / m_algebra.norm_inf(err);
156
157 value_type kappa = 1.0;
158 ratio = 1.0 + kappa*atan((ratio - 1) / kappa);
159
160 if(ratio*dt >= m_dtmax)
161 {
162 ratio = m_dtmax / dt;
163 }
164
165 if(ratio >= threshold())
166 {
167 m_error_storage.rotate();
168 m_dt_storage.rotate();
169
170 ++m_init;
171 }
172 else
173 {
174 m_init = 0;
175 }
176
177 return dt * static_cast<time_type>(ratio);
178 };
179
180 private:
181 algebra_type m_algebra;
182
183 time_type m_dtmax;
184 error_storage_type m_error_storage;
185 time_storage_type m_dt_storage;
186
187 size_t m_init;
188 double m_abs_tol;
189 double m_rel_tol;
190
191 coeff_type m_coeff;
192 };
193
194 } // detail
195 } // odeint
196 } // numeric
197 } // boost
198
199 #endif