/builds/MusicScience37Projects/numerical-analysis/numerical-collection-cpp/include/num_collect/ode/avf/avf3_formula.h
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1 | | /* |
2 | | * Copyright 2021 MusicScience37 (Kenta Kabashima) |
3 | | * |
4 | | * Licensed under the Apache License, Version 2.0 (the "License"); |
5 | | * you may not use this file except in compliance with the License. |
6 | | * You may obtain a copy of the License at |
7 | | * |
8 | | * http://www.apache.org/licenses/LICENSE-2.0 |
9 | | * |
10 | | * Unless required by applicable law or agreed to in writing, software |
11 | | * distributed under the License is distributed on an "AS IS" BASIS, |
12 | | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
13 | | * See the License for the specific language governing permissions and |
14 | | * limitations under the License. |
15 | | */ |
16 | | /*! |
17 | | * \file |
18 | | * \brief Definition of avf3_formula class. |
19 | | */ |
20 | | #pragma once |
21 | | |
22 | | #include "num_collect/base/exception.h" |
23 | | #include "num_collect/base/index_type.h" |
24 | | #include "num_collect/base/norm.h" |
25 | | #include "num_collect/base/precondition.h" |
26 | | #include "num_collect/constants/one.h" // IWYU pragma: keep |
27 | | #include "num_collect/constants/zero.h" // IWYU pragma: keep |
28 | | #include "num_collect/integration/gauss_legendre_integrator.h" |
29 | | #include "num_collect/logging/log_tag_view.h" |
30 | | #include "num_collect/logging/logging_macros.h" |
31 | | #include "num_collect/ode/avf/impl/avf_integrand.h" |
32 | | #include "num_collect/ode/concepts/differentiable_problem.h" |
33 | | #include "num_collect/ode/evaluation_type.h" |
34 | | #include "num_collect/ode/non_embedded_formula_wrapper.h" |
35 | | #include "num_collect/ode/simple_solver.h" |
36 | | |
37 | | namespace num_collect::ode::avf { |
38 | | |
39 | | /*! |
40 | | * \brief Class of 3rd order average vector field (AVF) method |
41 | | * \cite Quispel2008. |
42 | | * |
43 | | * \tparam Problem Type of problem. |
44 | | */ |
45 | | template <concepts::differentiable_problem Problem> |
46 | | class avf3_formula { |
47 | | public: |
48 | | //! Type of problem. |
49 | | using problem_type = Problem; |
50 | | |
51 | | //! Type of variables. |
52 | | using variable_type = typename problem_type::variable_type; |
53 | | |
54 | | //! Type of scalars. |
55 | | using scalar_type = typename problem_type::scalar_type; |
56 | | |
57 | | //! Type of Jacobian. |
58 | | using jacobian_type = typename problem_type::jacobian_type; |
59 | | |
60 | | //! Number of stages of this formula. |
61 | | static constexpr index_type stages = 1; |
62 | | |
63 | | //! Order of this formula. |
64 | | static constexpr index_type order = 3; |
65 | | |
66 | | //! Log tag. |
67 | | static constexpr auto log_tag = |
68 | | logging::log_tag_view("num_collect::ode::avf::avf3_formula"); |
69 | | |
70 | | /*! |
71 | | * \brief Constructor. |
72 | | * |
73 | | * \param[in] problem Problem. |
74 | | */ |
75 | | explicit avf3_formula(const problem_type& problem = problem_type()) |
76 | 4 | : integrand_(problem) {} |
77 | | |
78 | | /*! |
79 | | * \brief Compute the next variable. |
80 | | * |
81 | | * \param[in] time Current time. |
82 | | * \param[in] step_size Step size. |
83 | | * \param[in] current Current variable. |
84 | | * \param[out] estimate Estimate of the next variable. |
85 | | */ |
86 | | void step(scalar_type time, scalar_type step_size, |
87 | 389 | const variable_type& current, variable_type& estimate) { |
88 | 389 | const auto dim = current.size(); |
89 | | |
90 | 389 | problem().evaluate_on(time, current, |
91 | 389 | evaluation_type{.diff_coeff = true, .jacobian = true}); |
92 | 389 | static constexpr scalar_type coeff_jacobi = |
93 | 389 | -static_cast<scalar_type>(1) / static_cast<scalar_type>(12); |
94 | 389 | const jacobian_type coeff = step_size * |
95 | 389 | (jacobian_type::Identity(dim, dim) + |
96 | 389 | coeff_jacobi * step_size * step_size * problem().jacobian() * |
97 | 389 | problem().jacobian()); |
98 | | |
99 | 389 | estimate = current + coeff * problem().diff_coeff(); |
100 | | |
101 | 389 | integrand_.time(time); |
102 | 389 | integrand_.prev_var(current); |
103 | 389 | variable_type prev_estimate; |
104 | 389 | constexpr index_type max_loops = 10000; |
105 | 1.33k | for (index_type i = 0; i < max_loops; ++i) { |
106 | 1.33k | integrand_.next_var(estimate); |
107 | 1.33k | prev_estimate = estimate; |
108 | 1.33k | estimate = current + |
109 | 1.33k | coeff * |
110 | 1.33k | integrator_(integrand_, constants::zero<scalar_type>, |
111 | 1.33k | constants::one<scalar_type>); |
112 | 1.33k | if (norm(estimate - prev_estimate) < tol_residual_norm_) { |
113 | 389 | return; |
114 | 389 | } |
115 | 1.33k | } |
116 | 389 | } |
117 | | |
118 | | /*! |
119 | | * \brief Get the problem. |
120 | | * |
121 | | * \return Problem. |
122 | | */ |
123 | 1.55k | [[nodiscard]] auto problem() -> problem_type& { |
124 | 1.55k | return integrand_.problem(); |
125 | 1.55k | } |
126 | | |
127 | | /*! |
128 | | * \brief Get the problem. |
129 | | * |
130 | | * \return Problem. |
131 | | */ |
132 | | [[nodiscard]] auto problem() const -> const problem_type& { |
133 | | return integrand_.problem(); |
134 | | } |
135 | | |
136 | | /*! |
137 | | * \brief Set tolerance of residual norm. |
138 | | * |
139 | | * \param[in] val Value. |
140 | | */ |
141 | | void tol_residual_norm(scalar_type val) { |
142 | | NUM_COLLECT_PRECONDITION(val > static_cast<scalar_type>(0), |
143 | | "Tolerance of residual norm must be a positive value."); |
144 | | tol_residual_norm_ = val; |
145 | | } |
146 | | |
147 | | private: |
148 | | //! Integrand. |
149 | | impl::avf_integrand<problem_type> integrand_; |
150 | | |
151 | | //! Degree of integrator. |
152 | | static constexpr index_type integrator_degree = 5; |
153 | | |
154 | | //! Integrator. |
155 | | integration::gauss_legendre_integrator<variable_type(scalar_type)> |
156 | | integrator_{integrator_degree}; |
157 | | |
158 | | //! Default tolerance of residual norm. |
159 | | static constexpr auto default_tol_residual_norm = |
160 | | static_cast<scalar_type>(1e-8); |
161 | | |
162 | | //! Tolerance of residual norm. |
163 | | scalar_type tol_residual_norm_{default_tol_residual_norm}; |
164 | | }; |
165 | | |
166 | | /*! |
167 | | * \brief Class of solver using 3rd order average vector field (AVF) method |
168 | | * \cite Quispel2008. |
169 | | * |
170 | | * \tparam Problem Type of problem. |
171 | | */ |
172 | | template <concepts::differentiable_problem Problem> |
173 | | using avf3_solver = simple_solver<avf3_formula<Problem>>; |
174 | | |
175 | | /*! |
176 | | * \brief Class of solver using 3rd order average vector field (AVF) method |
177 | | * \cite Quispel2008 with automatic step sizes. |
178 | | * |
179 | | * \tparam Problem Type of problem. |
180 | | */ |
181 | | template <concepts::differentiable_problem Problem> |
182 | | using avf3_auto_solver = non_embedded_auto_solver<avf3_formula<Problem>>; |
183 | | |
184 | | } // namespace num_collect::ode::avf |