/* ode-initval/gear1.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 1. This is the implicit Euler a.k.a backward Euler method. */ /* Author: G. Jungman */ /* Error estimation by step doubling, see eg. Ascher, U.M., Petzold, L.R., Computer methods for ordinary differential and differential-algebraic equations, SIAM, Philadelphia, 1998. The method is also described in eg. this reference. */ #include #include #include #include #include #include #include "odeiv_util.h" typedef struct { double *k; double *y0; double *y0_orig; double *y_onestep; } gear1_state_t; static void * gear1_alloc (size_t dim) { gear1_state_t *state = (gear1_state_t *) malloc (sizeof (gear1_state_t)); if (state == 0) { GSL_ERROR_NULL ("failed to allocate space for gear1_state", GSL_ENOMEM); } state->k = (double *) malloc (dim * sizeof (double)); if (state->k == 0) { 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); 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); 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); GSL_ERROR_NULL ("failed to allocate space for y_onestep", GSL_ENOMEM); } return state; } static int gear1_step (double *y, gear1_state_t *state, const double h, const double t, const size_t dim, const gsl_odeiv_system *sys) { /* Makes an implicit Euler 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 *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; iy0; double *y0_orig = state->y0_orig; double *y_onestep = state->y_onestep; /* initialization */ DBL_MEMCPY(y0, y, dim); /* Save initial values for possible failures */ DBL_MEMCPY (y0_orig, y, dim); /* First traverse h with one step (save to y_onestep) */ DBL_MEMCPY (y_onestep, y, dim); { int s = gear1_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) */ { int s = gear1_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); { int s = gear1_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) { int 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; } } /* Error estimation */ for (i = 0; i < dim; i++) { yerr[i] = 4.0 * (y[i] - y_onestep[i]); } return GSL_SUCCESS; } static int gear1_reset (void *vstate, size_t dim) { gear1_state_t *state = (gear1_state_t *) vstate; DBL_ZERO_MEMSET (state->y_onestep, dim); DBL_ZERO_MEMSET (state->y0_orig, dim); DBL_ZERO_MEMSET (state->y0, dim); DBL_ZERO_MEMSET (state->k, dim); return GSL_SUCCESS; } static unsigned int gear1_order (void *vstate) { gear1_state_t *state = (gear1_state_t *) vstate; state = 0; /* prevent warnings about unused parameters */ return 1; } static void gear1_free (void *vstate) { gear1_state_t *state = (gear1_state_t *) vstate; free (state->y_onestep); free (state->y0_orig); free (state->y0); free (state->k); free (state); } static const gsl_odeiv_step_type gear1_type = { "gear1", /* name */ 0, /* can use dydt_in? */ 1, /* gives exact dydt_out? */ &gear1_alloc, &gear1_apply, &gear1_reset, &gear1_order, &gear1_free }; const gsl_odeiv_step_type *gsl_odeiv_step_gear1 = &gear1_type;