/* ode-initval/rk2.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. */ /* Runge-Kutta 2(3), Euler-Cauchy */ /* Author: G. Jungman */ /* Reference: Abramowitz & Stegun, section 25.5. Runge-Kutta 2nd (25.5.7) and 3rd (25.5.8) order methods */ #include #include #include #include #include #include "odeiv_util.h" typedef struct { double *k1; double *k2; double *k3; double *ytmp; } rk2_state_t; static void * rk2_alloc (size_t dim) { rk2_state_t *state = (rk2_state_t *) malloc (sizeof (rk2_state_t)); if (state == 0) { GSL_ERROR_NULL ("failed to allocate space for rk2_state", GSL_ENOMEM); } state->k1 = (double *) malloc (dim * sizeof (double)); if (state->k1 == 0) { free (state); GSL_ERROR_NULL ("failed to allocate space for k1", GSL_ENOMEM); } state->k2 = (double *) malloc (dim * sizeof (double)); if (state->k2 == 0) { free (state->k1); free (state); GSL_ERROR_NULL ("failed to allocate space for k2", GSL_ENOMEM); } state->k3 = (double *) malloc (dim * sizeof (double)); if (state->k3 == 0) { free (state->k2); free (state->k1); free (state); GSL_ERROR_NULL ("failed to allocate space for k3", GSL_ENOMEM); } state->ytmp = (double *) malloc (dim * sizeof (double)); if (state->ytmp == 0) { free (state->k3); free (state->k2); free (state->k1); free (state); GSL_ERROR_NULL ("failed to allocate space for ytmp", GSL_ENOMEM); } return state; } static int rk2_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) { rk2_state_t *state = (rk2_state_t *) vstate; size_t i; double *const k1 = state->k1; double *const k2 = state->k2; double *const k3 = state->k3; double *const ytmp = state->ytmp; /* k1 step */ /* k1 = f(t,y) */ if (dydt_in != NULL) { DBL_MEMCPY (k1, dydt_in, dim); } else { int s = GSL_ODEIV_FN_EVAL (sys, t, y, k1); if (s != GSL_SUCCESS) { return s; } } /* k2 step */ /* k2 = f(t + 0.5*h, y + 0.5*k1) */ for (i = 0; i < dim; i++) { ytmp[i] = y[i] + 0.5 * h * k1[i]; } { int s = GSL_ODEIV_FN_EVAL (sys, t + 0.5 * h, ytmp, k2); if (s != GSL_SUCCESS) { return s; } } /* k3 step */ /* for 3rd order estimates, is used for error estimation k3 = f(t + h, y - k1 + 2*k2) */ for (i = 0; i < dim; i++) { ytmp[i] = y[i] + h * (-k1[i] + 2.0 * k2[i]); } { int s = GSL_ODEIV_FN_EVAL (sys, t + h, ytmp, k3); if (s != GSL_SUCCESS) { return s; } } /* final sum */ for (i = 0; i < dim; i++) { /* Save original values if derivative evaluation below fails */ ytmp[i] = y[i]; { const double ksum3 = (k1[i] + 4.0 * k2[i] + k3[i]) / 6.0; y[i] += h * ksum3; } } /* Derivatives at output */ if (dydt_out != NULL) { int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out); if (s != GSL_SUCCESS) { /* Restore original values */ DBL_MEMCPY (y, ytmp, dim); return s; } } /* Error estimation */ for (i = 0; i < dim; i++) { const double ksum3 = (k1[i] + 4.0 * k2[i] + k3[i]) / 6.0; yerr[i] = h * (k2[i] - ksum3); } return GSL_SUCCESS; } static int rk2_reset (void *vstate, size_t dim) { rk2_state_t *state = (rk2_state_t *) vstate; DBL_ZERO_MEMSET (state->k1, dim); DBL_ZERO_MEMSET (state->k2, dim); DBL_ZERO_MEMSET (state->k3, dim); DBL_ZERO_MEMSET (state->ytmp, dim); return GSL_SUCCESS; } static unsigned int rk2_order (void *vstate) { rk2_state_t *state = (rk2_state_t *) vstate; state = 0; /* prevent warnings about unused parameters */ return 2; } static void rk2_free (void *vstate) { rk2_state_t *state = (rk2_state_t *) vstate; free (state->k1); free (state->k2); free (state->k3); free (state->ytmp); free (state); } static const gsl_odeiv_step_type rk2_type = { "rk2", /* name */ 1, /* can use dydt_in */ 1, /* gives exact dydt_out */ &rk2_alloc, &rk2_apply, &rk2_reset, &rk2_order, &rk2_free }; const gsl_odeiv_step_type *gsl_odeiv_step_rk2 = &rk2_type;