/////////////////////////////////////////////////////////////////////////////
// ni_euler.cc
//
// SIMLIB version: 2.18
// Date: 2004-01-25
//
// Copyright (c) 1991-2004 Petr Peringer
// Copyright (c) 1996-1997 David Leska
//
// This library is licensed under GNU Library GPL. See the file COPYING.
//
//
// numerical integration: Euler's method
//
////////////////////////////////////////////////////////////////////////////
// interface
//
#include "simlib.h"
#include "internal.h"
#include "ni_euler.h"
#include <cmath>
#include <cstddef>
////////////////////////////////////////////////////////////////////////////
// implementation
//
SIMLIB_IMPLEMENTATION
////////////////////////////////////////////////////////////////////////////
// Euler's method
//
/* Formula:
y'(t) = f(t, y);
y(t+h/2) = y(t) + h/2 * y'(t);
y'(t+h/2) = f(t+h/2, y(t+h/2));
y(t+h) = y(t+h/2) + h/2 * y'(t+h/2);
y'(t+h) = f(t+h, y(t+h));
err = h * |y'(t) - y'(t+h/2)|;
*/
void EULER::Integrate(void)
{
const double err_coef = 0.02; // limits an error range
static double dthlf; // half step
register size_t i; // auxiliary variables for loops to go through list
Iterator ip, end_it; // of integrators
static bool DoubleStepFlag; // flag - allow increasing (doubling) the step
dprintf((" Euler integration step ")); // print debugging info
dprintf((" Time = %g, optimal step = %g", (double)Time, OptStep));
end_it=LastIntegrator(); // end of container of integrators
//--------------------------------------------------------------------------
// Step of method
//--------------------------------------------------------------------------
begin_step: // beginning of step
SIMLIB_StepSize = max(SIMLIB_StepSize, SIMLIB_MinStep); // low step limit
dthlf = 0.5*SIMLIB_StepSize; // half step
SIMLIB_ContractStepFlag = false; // clear reduce step flag
SIMLIB_ContractStep = 0.5*dthlf; // implicitly reduce to half
for(ip=FirstIntegrator(),i=0; ip!=end_it; ip++,i++) {
A[i] = (*ip)->GetOldDiff();
(*ip)->SetState((*ip)->GetOldState() + dthlf*(*ip)->GetDiff()); // state y(t+h/2)
}
////////////////////////////////////////////////////////////// 1/2 of step
_SetTime(Time, SIMLIB_StepStartTime+dthlf);
SIMLIB_DeltaTime = double(Time)-SIMLIB_StepStartTime;
SIMLIB_Dynamic(); // compute new state of model (1)
if(StateCond()) { // check on changes of state conditions in 1/2 of step
goto begin_step;
}
bool wasContractStepFlag = SIMLIB_ContractStepFlag; // remember value
SIMLIB_ContractStepFlag = false; // not reduce step
SIMLIB_ContractStep = dthlf; // implicitly reduce to half of step
StoreState(di, si, xi); // store values in 1/2 of step
for(ip=FirstIntegrator(),i=0; ip!=end_it; ip++,i++) {
// difference of differentiations for error estimation
A[i] -= (*ip)->GetDiff();
(*ip)->SetState(si[i] + dthlf*(*ip)->GetDiff());
}
//////////////////////////////////////////////////////////// end of step
_SetTime(Time, SIMLIB_StepStartTime + SIMLIB_StepSize);
SIMLIB_DeltaTime = SIMLIB_StepSize;
SIMLIB_Dynamic(); // compute new state of model (2)
//--------------------------------------------------------------------------
// Check on accuracy of numerical integration, estimate error
//--------------------------------------------------------------------------
DoubleStepFlag = true; // allow doubling the step
SIMLIB_ERRNO = 0; // OK
for(ip=FirstIntegrator(),i=0; ip!=end_it; ip++,i++) {
double eerr; // estimated error
double terr; // greatest allowed error
eerr = fabs(SIMLIB_StepSize*A[i]); // error estimation
terr = SIMLIB_AbsoluteError + fabs(SIMLIB_RelativeError*si[i]);
if(eerr < err_coef*terr) // allowed tolerantion is fulfiled with provision
continue;
if(eerr > terr) { // allowed tolerantion is overfulfiled
if(SIMLIB_StepSize > SIMLIB_MinStep) { // reducing step is possible
SIMLIB_OptStep = 0.5*SIMLIB_StepSize; // halve optimal step
if(SIMLIB_OptStep < SIMLIB_MinStep) { // limit of optimal step
SIMLIB_OptStep = SIMLIB_MinStep;
}
SIMLIB_StepSize = SIMLIB_OptStep;
IsEndStepEvent = false;
goto begin_step; // compute again with smaller step
}
// reducing step is unpossible
SIMLIB_ERRNO++; // requested accuracy cannot be achieved
_Print("\n Integrator[%lu] ",(unsigned long)i);
if(SIMLIB_ConditionFlag) // event has been within the step
break;
}
DoubleStepFlag = false; // disable increasing SIMLIB_OptStep,
// accuracy is sufficient, but not well
} // for
if(SIMLIB_ERRNO) {
SIMLIB_warning(AccuracyError);
}
//--------------------------------------------------------------------------
// Computation is continuing, compute y(t+h)
//--------------------------------------------------------------------------
if(wasContractStepFlag) {
// step reducing has been requested in half step and it is unpossible
RestoreState(dthlf, di, si, xi); // restore halfstep state
} else { // go to half step and complete the computation
GoToState(di, si, xi);
SIMLIB_StepStartTime += dthlf;
SIMLIB_DeltaTime = double(Time) - SIMLIB_StepStartTime;
//-----------------------------------------------------------------------
// Analyse system at the end of the step
//-----------------------------------------------------------------------
if(StateCond()) { // check on changes of state conditions at end of step
goto begin_step;
}
}
//--------------------------------------------------------------------------
// Results of step have been accepted, take fresh step
//--------------------------------------------------------------------------
// increase step, if accuracy was good
// step increasing is allowed
// && method is not used to start multi-step method
if(DoubleStepFlag && !IsStartMode()) {
SIMLIB_OptStep += SIMLIB_OptStep; // step doubling
}
SIMLIB_OptStep = min(SIMLIB_OptStep,SIMLIB_MaxStep); // limit step size
} // EULER::Integrate
////////////////////////////////////////////////////////////////////////////
// end of file ni_euler.cpp
////////////////////////////////////////////////////////////////////////////
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