/* ode-initval/gear2.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 3 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ /* Gear 2 */ /* Author: G. Jungman */ #include #include #include #include #include #include "odeiv_util.h" #include /* gear2 state object */ typedef struct { int primed; /* flag indicating that yim1 is ready */ double t_primed; /* system was primed for this value of t */ double last_h; /* last step size */ gsl_odeiv_step *primer; /* stepper to use for priming */ double *yim1; /* y_{i-1} */ double *k; /* work space */ double *y0; /* work space */ double *y0_orig; double *y_onestep; int stutter; } gear2_state_t; static void * gear2_alloc (size_t dim) { gear2_state_t *state = (gear2_state_t *) malloc (sizeof (gear2_state_t)); if (state == 0) { GSL_ERROR_NULL ("failed to allocate space for gear2_state", GSL_ENOMEM); } state->yim1 = (double *) malloc (dim * sizeof (double)); if (state->yim1 == 0) { free (state); GSL_ERROR_NULL ("failed to allocate space for yim1", GSL_ENOMEM); } state->k = (double *) malloc (dim * sizeof (double)); if (state->k == 0) { free (state->yim1); free (state); GSL_ERROR_NULL ("failed to allocate space for k", GSL_ENOMEM); } state->y0 = (double *) malloc (dim * sizeof (double)); if (state->y0 == 0) { free (state->k); free (state->yim1); free (state); GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM); } state->y0_orig = (double *) malloc (dim * sizeof (double)); if (state->y0_orig == 0) { free (state->y0); free (state->k); free (state->yim1); free (state); GSL_ERROR_NULL ("failed to allocate space for y0_orig", GSL_ENOMEM); } state->y_onestep = (double *) malloc (dim * sizeof (double)); if (state->y_onestep == 0) { free (state->y0_orig); free (state->y0); free (state->k); free (state->yim1); free (state); GSL_ERROR_NULL ("failed to allocate space for y0_orig", GSL_ENOMEM); } state->primed = 0; state->primer = gsl_odeiv_step_alloc (gsl_odeiv_step_rk4imp, dim); if (state->primer == 0) { free (state->y_onestep); free (state->y0_orig); free (state->y0); free (state->k); free (state->yim1); free (state); GSL_ERROR_NULL ("failed to allocate space for primer", GSL_ENOMEM); } state->last_h = 0.0; return state; } static int gear2_step (double *y, gear2_state_t * state, const double h, const double t, const size_t dim, const gsl_odeiv_system * sys) { /* Makes a Gear2 advance with step size h. y0 is the initial values of variables y. The implicit matrix equations to solve are: k = y0 + h * f(t + h, k) y = y0 + h * f(t + h, k) */ const int iter_steps = 3; int nu; size_t i; double *y0 = state->y0; double *yim1 = state->yim1; double *k = state->k; /* Iterative solution of k = y0 + h * f(t + h, k) Note: This method does not check for convergence of the iterative solution! */ for (nu = 0; nu < iter_steps; nu++) { int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, k); if (s != GSL_SUCCESS) { return s; } for (i = 0; i < dim; i++) { y[i] = ((4.0 * y0[i] - yim1[i]) + 2.0 * h * k[i]) / 3.0; } } return GSL_SUCCESS; } static int gear2_apply (void *vstate, size_t dim, double t, double h, double y[], double yerr[], const double dydt_in[], double dydt_out[], const gsl_odeiv_system * sys) { gear2_state_t *state = (gear2_state_t *) vstate; state->stutter = 0; if (state->primed == 0 || t == state->t_primed || h != state->last_h) { /* Execute a single-step method to prime the process. Note that * we do this if the step size changes, so frequent step size * changes will cause the method to stutter. * * Note that we reuse this method if the time has not changed, * which can occur when the adaptive driver is attempting to find * an appropriate step-size on its first iteration */ int status; DBL_MEMCPY (state->yim1, y, dim); status = gsl_odeiv_step_apply (state->primer, t, h, y, yerr, dydt_in, dydt_out, sys); /* Make note of step size and indicate readiness for a Gear step. */ state->primed = 1; state->t_primed = t; state->last_h = h; state->stutter = 1; return status; } else { /* We have a previous y value in the buffer, and the step * sizes match, so we go ahead with the Gear step. */ double *const k = state->k; double *const y0 = state->y0; double *const y0_orig = state->y0_orig; double *const yim1 = state->yim1; double *y_onestep = state->y_onestep; int s; size_t i; /* initialization */ DBL_MEMCPY (y0, y, dim); /* Save initial values for possible failures */ DBL_MEMCPY (y0_orig, y, dim); /* iterative solution */ if (dydt_out != NULL) { DBL_MEMCPY (k, dydt_out, dim); } /* First traverse h with one step (save to y_onestep) */ DBL_MEMCPY (y_onestep, y, dim); s = gear2_step (y_onestep, state, h, t, dim, sys); if (s != GSL_SUCCESS) { return s; } /* Then with two steps with half step length (save to y) */ s = gear2_step (y, state, h / 2.0, t, dim, sys); if (s != GSL_SUCCESS) { /* Restore original y vector */ DBL_MEMCPY (y, y0_orig, dim); return s; } DBL_MEMCPY (y0, y, dim); s = gear2_step (y, state, h / 2.0, t + h / 2.0, dim, sys); if (s != GSL_SUCCESS) { /* Restore original y vector */ DBL_MEMCPY (y, y0_orig, dim); return s; } /* Cleanup update */ if (dydt_out != NULL) { s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out); if (s != GSL_SUCCESS) { /* Restore original y vector */ DBL_MEMCPY (y, y0_orig, dim); return s; } } /* Estimate error and update the state buffer. */ for (i = 0; i < dim; i++) { yerr[i] = 4.0 * (y[i] - y_onestep[i]); yim1[i] = y0[i]; } /* Make note of step size. */ state->last_h = h; return 0; } } static int gear2_reset (void *vstate, size_t dim) { gear2_state_t *state = (gear2_state_t *) vstate; DBL_ZERO_MEMSET (state->yim1, dim); DBL_ZERO_MEMSET (state->k, dim); DBL_ZERO_MEMSET (state->y0, dim); state->primed = 0; state->last_h = 0.0; return GSL_SUCCESS; } static unsigned int gear2_order (void *vstate) { gear2_state_t *state = (gear2_state_t *) vstate; state = 0; /* prevent warnings about unused parameters */ return 3; } static void gear2_free (void *vstate) { gear2_state_t *state = (gear2_state_t *) vstate; free (state->yim1); free (state->k); free (state->y0); free (state->y0_orig); free (state->y_onestep); gsl_odeiv_step_free (state->primer); free (state); } static const gsl_odeiv_step_type gear2_type = { "gear2", /* name */ 1, /* can use dydt_in */ 0, /* gives exact dydt_out */ &gear2_alloc, &gear2_apply, &gear2_reset, &gear2_order, &gear2_free }; const gsl_odeiv_step_type *gsl_odeiv_step_gear2 = &gear2_type;