Brian Silverman | 7c33ab2 | 2018-08-04 17:14:51 -0700 | [diff] [blame^] | 1 | /* |
| 2 | [auto_generated] |
| 3 | libs/numeric/odeint/examples/heun.cpp |
| 4 | |
| 5 | [begin_description] |
| 6 | Examplary implementation of the method of Heun. |
| 7 | [end_description] |
| 8 | |
| 9 | Copyright 2012 Karsten Ahnert |
| 10 | Copyright 2012 Mario Mulansky |
| 11 | |
| 12 | Distributed under the Boost Software License, Version 1.0. |
| 13 | (See accompanying file LICENSE_1_0.txt or |
| 14 | copy at http://www.boost.org/LICENSE_1_0.txt) |
| 15 | */ |
| 16 | |
| 17 | #include <iostream> |
| 18 | |
| 19 | |
| 20 | #include <boost/fusion/container/vector.hpp> |
| 21 | #include <boost/fusion/container/generation/make_vector.hpp> |
| 22 | |
| 23 | #include <boost/array.hpp> |
| 24 | |
| 25 | #include <boost/numeric/odeint.hpp> |
| 26 | |
| 27 | |
| 28 | |
| 29 | |
| 30 | |
| 31 | |
| 32 | namespace fusion = boost::fusion; |
| 33 | |
| 34 | //[ heun_define_coefficients |
| 35 | template< class Value = double > |
| 36 | struct heun_a1 : boost::array< Value , 1 > { |
| 37 | heun_a1( void ) |
| 38 | { |
| 39 | (*this)[0] = static_cast< Value >( 1 ) / static_cast< Value >( 3 ); |
| 40 | } |
| 41 | }; |
| 42 | |
| 43 | template< class Value = double > |
| 44 | struct heun_a2 : boost::array< Value , 2 > |
| 45 | { |
| 46 | heun_a2( void ) |
| 47 | { |
| 48 | (*this)[0] = static_cast< Value >( 0 ); |
| 49 | (*this)[1] = static_cast< Value >( 2 ) / static_cast< Value >( 3 ); |
| 50 | } |
| 51 | }; |
| 52 | |
| 53 | |
| 54 | template< class Value = double > |
| 55 | struct heun_b : boost::array< Value , 3 > |
| 56 | { |
| 57 | heun_b( void ) |
| 58 | { |
| 59 | (*this)[0] = static_cast<Value>( 1 ) / static_cast<Value>( 4 ); |
| 60 | (*this)[1] = static_cast<Value>( 0 ); |
| 61 | (*this)[2] = static_cast<Value>( 3 ) / static_cast<Value>( 4 ); |
| 62 | } |
| 63 | }; |
| 64 | |
| 65 | template< class Value = double > |
| 66 | struct heun_c : boost::array< Value , 3 > |
| 67 | { |
| 68 | heun_c( void ) |
| 69 | { |
| 70 | (*this)[0] = static_cast< Value >( 0 ); |
| 71 | (*this)[1] = static_cast< Value >( 1 ) / static_cast< Value >( 3 ); |
| 72 | (*this)[2] = static_cast< Value >( 2 ) / static_cast< Value >( 3 ); |
| 73 | } |
| 74 | }; |
| 75 | //] |
| 76 | |
| 77 | |
| 78 | //[ heun_stepper_definition |
| 79 | template< |
| 80 | class State , |
| 81 | class Value = double , |
| 82 | class Deriv = State , |
| 83 | class Time = Value , |
| 84 | class Algebra = boost::numeric::odeint::range_algebra , |
| 85 | class Operations = boost::numeric::odeint::default_operations , |
| 86 | class Resizer = boost::numeric::odeint::initially_resizer |
| 87 | > |
| 88 | class heun : public |
| 89 | boost::numeric::odeint::explicit_generic_rk< 3 , 3 , State , Value , Deriv , Time , |
| 90 | Algebra , Operations , Resizer > |
| 91 | { |
| 92 | |
| 93 | public: |
| 94 | |
| 95 | typedef boost::numeric::odeint::explicit_generic_rk< 3 , 3 , State , Value , Deriv , Time , |
| 96 | Algebra , Operations , Resizer > stepper_base_type; |
| 97 | |
| 98 | typedef typename stepper_base_type::state_type state_type; |
| 99 | typedef typename stepper_base_type::wrapped_state_type wrapped_state_type; |
| 100 | typedef typename stepper_base_type::value_type value_type; |
| 101 | typedef typename stepper_base_type::deriv_type deriv_type; |
| 102 | typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type; |
| 103 | typedef typename stepper_base_type::time_type time_type; |
| 104 | typedef typename stepper_base_type::algebra_type algebra_type; |
| 105 | typedef typename stepper_base_type::operations_type operations_type; |
| 106 | typedef typename stepper_base_type::resizer_type resizer_type; |
| 107 | typedef typename stepper_base_type::stepper_type stepper_type; |
| 108 | |
| 109 | heun( const algebra_type &algebra = algebra_type() ) |
| 110 | : stepper_base_type( |
| 111 | fusion::make_vector( |
| 112 | heun_a1<Value>() , |
| 113 | heun_a2<Value>() ) , |
| 114 | heun_b<Value>() , heun_c<Value>() , algebra ) |
| 115 | { } |
| 116 | }; |
| 117 | //] |
| 118 | |
| 119 | |
| 120 | const double sigma = 10.0; |
| 121 | const double R = 28.0; |
| 122 | const double b = 8.0 / 3.0; |
| 123 | |
| 124 | struct lorenz |
| 125 | { |
| 126 | template< class State , class Deriv > |
| 127 | void operator()( const State &x_ , Deriv &dxdt_ , double t ) const |
| 128 | { |
| 129 | typename boost::range_iterator< const State >::type x = boost::begin( x_ ); |
| 130 | typename boost::range_iterator< Deriv >::type dxdt = boost::begin( dxdt_ ); |
| 131 | |
| 132 | dxdt[0] = sigma * ( x[1] - x[0] ); |
| 133 | dxdt[1] = R * x[0] - x[1] - x[0] * x[2]; |
| 134 | dxdt[2] = -b * x[2] + x[0] * x[1]; |
| 135 | } |
| 136 | }; |
| 137 | |
| 138 | struct streaming_observer |
| 139 | { |
| 140 | std::ostream &m_out; |
| 141 | streaming_observer( std::ostream &out ) : m_out( out ) { } |
| 142 | template< typename State , typename Value > |
| 143 | void operator()( const State &x , Value t ) const |
| 144 | { |
| 145 | m_out << t; |
| 146 | for( size_t i=0 ; i<x.size() ; ++i ) m_out << "\t" << x[i]; |
| 147 | m_out << "\n"; |
| 148 | } |
| 149 | }; |
| 150 | |
| 151 | |
| 152 | |
| 153 | int main( int argc , char **argv ) |
| 154 | { |
| 155 | using namespace std; |
| 156 | using namespace boost::numeric::odeint; |
| 157 | |
| 158 | |
| 159 | //[ heun_example |
| 160 | typedef boost::array< double , 3 > state_type; |
| 161 | heun< state_type > h; |
| 162 | state_type x = {{ 10.0 , 10.0 , 10.0 }}; |
| 163 | |
| 164 | integrate_const( h , lorenz() , x , 0.0 , 100.0 , 0.01 , |
| 165 | streaming_observer( std::cout ) ); |
| 166 | |
| 167 | //] |
| 168 | |
| 169 | return 0; |
| 170 | } |