diff-grok 1.2.0 → 1.3.0

package/src/solver-tools/rk3-method.ts

@@ -1,257 +0,0 @@
-/* The Bogacki-Shampine 3(2) method (RK3).
-
-   An explicit adaptive Runge-Kutta method of order 3 with an embedded
-   2nd-order error estimate for step size control. Uses the FSAL (First
-   Same As Last) property for efficiency.
-
-   Reference:
-   [1] P. Bogacki and L.F. Shampine, "A 3(2) pair of Runge-Kutta formulas",
-       Applied Mathematics Letters, 2(4):321-325, 1989.
-*/
-
-import {ODEs, max, abs, SAFETY, REDUCE_COEF, GROW_COEF,
-  ERR_CONTR, TINY, ERROR_MSG} from './solver-defs';
-import {Callback} from './callbacks/callback-base';
-
-// Step size control exponents for a 3rd-order method
-const PSHRNK = -1.0 / 3.0; // -1/p = -1/3
-const PSGROW = -0.25; // -1/(p+1) = -1/4
-
-// Bogacki-Shampine 3(2) Butcher tableau coefficients
-
-// Nodes (c_i)
-const C2 = 1.0 / 2.0;
-const C3 = 3.0 / 4.0;
-// C4 = 1 (FSAL)
-
-// Matrix coefficients (a_ij)
-const A21 = 1.0 / 2.0;
-
-const A32 = 3.0 / 4.0;
-
-// A4i = Bi (FSAL property: 4th-stage coefficients equal the 3rd-order weights)
-
-// 3rd-order weights (b_i) — used to advance the solution
-const B1 = 2.0 / 9.0;
-const B2 = 1.0 / 3.0;
-const B3 = 4.0 / 9.0;
-// B4 = 0
-
-// Error coefficients: (b_i - bHat_i), where bHat are the 2nd-order weights
-const E1 = -5.0 / 72.0;
-const E2 = 1.0 / 12.0;
-const E3 = 1.0 / 9.0;
-const E4 = -1.0 / 8.0;
-
-/** Solve initial value problem using the Bogacki-Shampine 3(2) method
- * @param odes initial value problem for ordinary differential equations
- * @param callback computations control callback
- * @returns solution of the problem
- * @example
- * // Example. Solve the following initial value problem using the RK3 method:
- * //   dx/dt = x + y - t
- * //   dy/dt = x * y + t
- * //   x(0) = 1
- * //   y(0) = -1
- * // on [0, 2] with the step 0.01.
- * import { ODEs, rk3 } from 'diff-grok';
- *
- * const task: ODEs = {
- *   name: 'Example', // name of your model
- *   arg: {
- *       name: 't',  // name of the argument
- *       start: 0,   // initial value of the argument
- *       finish: 2,  // final value of the argument
- *       step: 0.01, // solution grid step
- *   },
- *   initial: [1, -1], // initial values
- *   func: (t: number, y: Float64Array, output: Float64Array) => { // right-hand side of the system
- *     output[0] = y[0] + y[1] - t; // 1-st equation
- *     output[1] = y[0] * y[1] + t; // 2-nd equation
- *   },
- *   tolerance: 1e-7, // tolerance
- *   solutionColNames: ['x', 'y'], // names of solution functions
- * };
- *
- * try {
- *   // Solve the problem using the RK3 method
- *   const solution = rk3(task);
- *
- *   // Print a table with the results
- *   console.log(task.arg.name, task.solutionColNames[0], task.solutionColNames[1]);
- *   const length = solution[0].length;
- *   for (let i = 0; i < length; ++i)
- *     console.log(solution[0][i], solution[1][i], solution[2][i]);
- * } catch (err) {
- *   console.log('Solver failed: ', err instanceof Error ? err.message : 'Unknown problem!');
- * }
-*/
-export function rk3(odes: ODEs, callback?: Callback): Float64Array[] {
-  const f = odes.func;
-
-  // operating variables
-  const t0 = odes.arg.start;
-  const t1 = odes.arg.finish;
-  let h = odes.arg.step;
-  const hDataframe = h;
-  const hMax = hDataframe * 10;
-  const tolerance = odes.tolerance;
-
-  const rowCount = Math.trunc((t1 - t0) / h) + 1;
-  const dim = odes.initial.length;
-
-  // result arrays
-  const tArr = new Float64Array(rowCount);
-  const yArrs = Array<Float64Array>(dim);
-
-  for (let i = 0; i < dim; ++i)
-    yArrs[i] = new Float64Array(rowCount);
-
-  // method routine
-  let timeDataframe = t0 + hDataframe;
-  let t = t0;
-  let tPrev = t0;
-  let hNext = 0.0;
-  let flag = true;
-  let index = 1;
-  let errmax = 0;
-  let hTemp = 0;
-  let tNew = 0;
-
-  // buffers
-  const y = new Float64Array(odes.initial);
-  const yPrev = new Float64Array(odes.initial);
-  const dydt = new Float64Array(dim);
-  const yScale = new Float64Array(dim);
-  const yTemp = new Float64Array(dim);
-  const yErr = new Float64Array(dim);
-
-  const k1 = new Float64Array(dim);
-  const k2 = new Float64Array(dim);
-  const k3 = new Float64Array(dim);
-  const k4 = new Float64Array(dim);
-
-  // 1. SOLUTION AT THE POINT t0
-  tArr[0] = t0;
-  for (let i = 0; i < dim; ++i)
-    yArrs[i][0] = y[i];
-
-  // 2. COMPUTE NUMERICAL SOLUTION FOR THE POINTS FROM THE INTERVAL (t0, t1)
-  while (flag) {
-    // compute derivative
-    f(t, y, dydt);
-
-    // check whether to go on computations
-    if (callback)
-      callback.onIterationStart();
-
-    // compute scale vector
-    for (let i = 0; i < dim; ++i)
-      yScale[i] = abs(y[i]) + h * abs(dydt[i]) + TINY;
-
-    // check end point
-    if (t + h > t1) {
-      h = t1 - t;
-      flag = false;
-    }
-
-    // adaptive step loop
-    while (true) {
-      // Stage 1: k1 = f(t, y)
-      f(t, y, k1);
-
-      // Stage 2: k2 = f(t + C2*h, y + h*A21*k1)
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * A21 * k1[i];
-      f(t + C2 * h, yTemp, k2);
-
-      // Stage 3: k3 = f(t + C3*h, y + h*A32*k2)
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * A32 * k2[i];
-      f(t + C3 * h, yTemp, k3);
-
-      // 3rd-order solution
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (B1 * k1[i] + B2 * k2[i] + B3 * k3[i]);
-
-      // Stage 4: k4 = f(t + h, yTemp) — needed for error estimate (FSAL)
-      f(t + h, yTemp, k4);
-
-      // Error estimate: difference between 3rd and 2nd order solutions
-      for (let i = 0; i < dim; ++i)
-        yErr[i] = h * (E1 * k1[i] + E2 * k2[i] + E3 * k3[i] + E4 * k4[i]);
-
-      // estimating error
-      errmax = 0;
-      for (let i = 0; i < dim; ++i)
-        errmax = max(errmax, abs(yErr[i] / yScale[i]));
-      errmax /= tolerance;
-
-      // processing the error obtained
-      if (errmax > 1) {
-        hTemp = SAFETY * h * errmax**PSHRNK;
-        h = max(hTemp, REDUCE_COEF * h);
-        tNew = t + h;
-        if (tNew == t)
-          throw new Error(ERROR_MSG.RK3_FAILS);
-      } else {
-        if (errmax > ERR_CONTR)
-          hNext = SAFETY * h * errmax**PSGROW;
-        else
-          hNext = GROW_COEF * h;
-
-        if (hNext > hMax)
-          hNext = hMax;
-
-        t = t + h;
-
-        for (let i = 0; i < dim; ++i)
-          y[i] = yTemp[i];
-
-        break;
-      }
-    } // while (true)
-
-    // compute linearly interpolated results and store them in dataframe
-    while (timeDataframe < t) {
-      const cLeft = (t - timeDataframe) / (t - tPrev);
-      const cRight = 1.0 - cLeft;
-
-      tArr[index] = timeDataframe;
-
-      for (let j = 0; j < dim; ++j)
-        yArrs[j][index] = cRight * y[j] + cLeft * yPrev[j];
-
-      timeDataframe += hDataframe;
-      ++index;
-    }
-
-    h = hNext;
-    tPrev = t;
-
-    for (let i = 0; i < dim; ++i)
-      yPrev[i] = y[i];
-  } // while (flag)
-
-  // perform final callback actions
-  if (callback)
-    callback.onComputationsCompleted();
-
-  // 3. solution at the point t1
-  tArr[rowCount - 1] = t1;
-
-  for (let i = 0; i < dim; ++i)
-    yArrs[i][rowCount - 1] = y[i];
-
-  // 4. prepare output
-  const solution = Array<Float64Array>(dim + 1);
-
-  // independent variable
-  solution[0] = tArr;
-
-  // functions
-  for (let i = 0; i < dim; ++i)
-    solution[i + 1] = yArrs[i];
-
-  return solution;
-} // rk3

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package/src/solver-tools/rk4-method.ts

@@ -1,286 +0,0 @@
-/* The Runge-Kutta-Fehlberg 4(5) method (RK4).
-
-   An explicit adaptive Runge-Kutta method of order 4 with an embedded
-   5th-order error estimate for step size control.
-
-   Reference:
-   [1] E. Fehlberg, "Low-order classical Runge-Kutta formulas with stepsize control
-       and their application to some heat transfer problems", NASA Technical Report 315, 1969.
-*/
-
-import {ODEs, max, abs, SAFETY, PSHRNK, PSGROW, REDUCE_COEF, GROW_COEF,
-  ERR_CONTR, TINY, ERROR_MSG} from './solver-defs';
-import {Callback} from './callbacks/callback-base';
-
-// Fehlberg 4(5) Butcher tableau coefficients
-
-// Nodes (c_i)
-const C2 = 1.0 / 4.0;
-const C3 = 3.0 / 8.0;
-const C4 = 12.0 / 13.0;
-// C5 = 1
-const C6 = 1.0 / 2.0;
-
-// Matrix coefficients (a_ij)
-const A21 = 1.0 / 4.0;
-
-const A31 = 3.0 / 32.0;
-const A32 = 9.0 / 32.0;
-
-const A41 = 1932.0 / 2197.0;
-const A42 = -7200.0 / 2197.0;
-const A43 = 7296.0 / 2197.0;
-
-const A51 = 439.0 / 216.0;
-const A52 = -8.0;
-const A53 = 3680.0 / 513.0;
-const A54 = -845.0 / 4104.0;
-
-const A61 = -8.0 / 27.0;
-const A62 = 2.0;
-const A63 = -3544.0 / 2565.0;
-const A64 = 1859.0 / 4104.0;
-const A65 = -11.0 / 40.0;
-
-// 4th-order weights (b_i)
-const B1 = 25.0 / 216.0;
-// B2 = 0
-const B3 = 1408.0 / 2565.0;
-const B4 = 2197.0 / 4104.0;
-const B5 = -1.0 / 5.0;
-// B6 = 0
-
-// Error coefficients: (b_i - bHat_i), where bHat are the 5th-order weights
-const E1 = 1.0 / 360.0;
-// E2 = 0
-const E3 = -128.0 / 4275.0;
-const E4 = -2197.0 / 75240.0;
-const E5 = 1.0 / 50.0;
-const E6 = 2.0 / 55.0;
-
-/** Solve initial value problem using the Runge-Kutta-Fehlberg 4(5) method
- * @param odes initial value problem for ordinary differential equations
- * @param callback computations control callback
- * @returns solution of the problem
- * @example
- * // Example. Solve the following initial value problem using the RK4 method:
- * //   dx/dt = x + y - t
- * //   dy/dt = x * y + t
- * //   x(0) = 1
- * //   y(0) = -1
- * // on [0, 2] with the step 0.01.
- * import { ODEs, rk4 } from 'diff-grok';
- *
- * const task: ODEs = {
- *   name: 'Example', // name of your model
- *   arg: {
- *       name: 't',  // name of the argument
- *       start: 0,   // initial value of the argument
- *       finish: 2,  // final value of the argument
- *       step: 0.01, // solution grid step
- *   },
- *   initial: [1, -1], // initial values
- *   func: (t: number, y: Float64Array, output: Float64Array) => { // right-hand side of the system
- *     output[0] = y[0] + y[1] - t; // 1-st equation
- *     output[1] = y[0] * y[1] + t; // 2-nd equation
- *   },
- *   tolerance: 1e-7, // tolerance
- *   solutionColNames: ['x', 'y'], // names of solution functions
- * };
- *
- * try {
- *   // Solve the problem using the RK4 method
- *   const solution = rk4(task);
- *
- *   // Print a table with the results
- *   console.log(task.arg.name, task.solutionColNames[0], task.solutionColNames[1]);
- *   const length = solution[0].length;
- *   for (let i = 0; i < length; ++i)
- *     console.log(solution[0][i], solution[1][i], solution[2][i]);
- * } catch (err) {
- *   console.log('Solver failed: ', err instanceof Error ? err.message : 'Unknown problem!');
- * }
-*/
-export function rk4(odes: ODEs, callback?: Callback): Float64Array[] {
-  const f = odes.func;
-
-  // operating variables
-  const t0 = odes.arg.start;
-  const t1 = odes.arg.finish;
-  let h = odes.arg.step;
-  const hDataframe = h;
-  const hMax = hDataframe * 10;
-  const tolerance = odes.tolerance;
-
-  const rowCount = Math.trunc((t1 - t0) / h) + 1;
-  const dim = odes.initial.length;
-
-  // result arrays
-  const tArr = new Float64Array(rowCount);
-  const yArrs = Array<Float64Array>(dim);
-
-  for (let i = 0; i < dim; ++i)
-    yArrs[i] = new Float64Array(rowCount);
-
-  // method routine
-  let timeDataframe = t0 + hDataframe;
-  let t = t0;
-  let tPrev = t0;
-  let hNext = 0.0;
-  let flag = true;
-  let index = 1;
-  let errmax = 0;
-  let hTemp = 0;
-  let tNew = 0;
-
-  // buffers
-  const y = new Float64Array(odes.initial);
-  const yPrev = new Float64Array(odes.initial);
-  const dydt = new Float64Array(dim);
-  const yScale = new Float64Array(dim);
-  const yTemp = new Float64Array(dim);
-  const yErr = new Float64Array(dim);
-
-  const k1 = new Float64Array(dim);
-  const k2 = new Float64Array(dim);
-  const k3 = new Float64Array(dim);
-  const k4 = new Float64Array(dim);
-  const k5 = new Float64Array(dim);
-  const k6 = new Float64Array(dim);
-
-  // 1. SOLUTION AT THE POINT t0
-  tArr[0] = t0;
-  for (let i = 0; i < dim; ++i)
-    yArrs[i][0] = y[i];
-
-  // 2. COMPUTE NUMERICAL SOLUTION FOR THE POINTS FROM THE INTERVAL (t0, t1)
-  while (flag) {
-    // compute derivative
-    f(t, y, dydt);
-
-    // check whether to go on computations
-    if (callback)
-      callback.onIterationStart();
-
-    // compute scale vector
-    for (let i = 0; i < dim; ++i)
-      yScale[i] = abs(y[i]) + h * abs(dydt[i]) + TINY;
-
-    // check end point
-    if (t + h > t1) {
-      h = t1 - t;
-      flag = false;
-    }
-
-    // adaptive step loop
-    while (true) {
-      // Stage 1: k1 = f(t, y)
-      f(t, y, k1);
-
-      // Stage 2: k2 = f(t + C2*h, y + h*A21*k1)
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * A21 * k1[i];
-      f(t + C2 * h, yTemp, k2);
-
-      // Stage 3: k3 = f(t + C3*h, y + h*(A31*k1 + A32*k2))
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (A31 * k1[i] + A32 * k2[i]);
-      f(t + C3 * h, yTemp, k3);
-
-      // Stage 4: k4 = f(t + C4*h, y + h*(A41*k1 + A42*k2 + A43*k3))
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (A41 * k1[i] + A42 * k2[i] + A43 * k3[i]);
-      f(t + C4 * h, yTemp, k4);
-
-      // Stage 5: k5 = f(t + h, y + h*(A51*k1 + A52*k2 + A53*k3 + A54*k4))
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (A51 * k1[i] + A52 * k2[i] + A53 * k3[i] + A54 * k4[i]);
-      f(t + h, yTemp, k5);
-
-      // Stage 6: k6 = f(t + C6*h, y + h*(A61*k1 + A62*k2 + A63*k3 + A64*k4 + A65*k5))
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (A61 * k1[i] + A62 * k2[i] + A63 * k3[i] + A64 * k4[i] + A65 * k5[i]);
-      f(t + C6 * h, yTemp, k6);
-
-      // 4th-order solution
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (B1 * k1[i] + B3 * k3[i] + B4 * k4[i] + B5 * k5[i]);
-
-      // Error estimate: difference between 4th and 5th order solutions
-      for (let i = 0; i < dim; ++i)
-        yErr[i] = h * (E1 * k1[i] + E3 * k3[i] + E4 * k4[i] + E5 * k5[i] + E6 * k6[i]);
-
-      // estimating error
-      errmax = 0;
-      for (let i = 0; i < dim; ++i)
-        errmax = max(errmax, abs(yErr[i] / yScale[i]));
-      errmax /= tolerance;
-
-      // processing the error obtained
-      if (errmax > 1) {
-        hTemp = SAFETY * h * errmax**PSHRNK;
-        h = max(hTemp, REDUCE_COEF * h);
-        tNew = t + h;
-        if (tNew == t)
-          throw new Error(ERROR_MSG.RK4_FAILS);
-      } else {
-        if (errmax > ERR_CONTR)
-          hNext = SAFETY * h * errmax**PSGROW;
-        else
-          hNext = GROW_COEF * h;
-
-        if (hNext > hMax)
-          hNext = hMax;
-
-        t = t + h;
-
-        for (let i = 0; i < dim; ++i)
-          y[i] = yTemp[i];
-
-        break;
-      }
-    } // while (true)
-
-    // compute linearly interpolated results and store them in dataframe
-    while (timeDataframe < t) {
-      const cLeft = (t - timeDataframe) / (t - tPrev);
-      const cRight = 1.0 - cLeft;
-
-      tArr[index] = timeDataframe;
-
-      for (let j = 0; j < dim; ++j)
-        yArrs[j][index] = cRight * y[j] + cLeft * yPrev[j];
-
-      timeDataframe += hDataframe;
-      ++index;
-    }
-
-    h = hNext;
-    tPrev = t;
-
-    for (let i = 0; i < dim; ++i)
-      yPrev[i] = y[i];
-  } // while (flag)
-
-  // perform final callback actions
-  if (callback)
-    callback.onComputationsCompleted();
-
-  // 3. solution at the point t1
-  tArr[rowCount - 1] = t1;
-
-  for (let i = 0; i < dim; ++i)
-    yArrs[i][rowCount - 1] = y[i];
-
-  // 4. prepare output
-  const solution = Array<Float64Array>(dim + 1);
-
-  // independent variable
-  solution[0] = tArr;
-
-  // functions
-  for (let i = 0; i < dim; ++i)
-    solution[i + 1] = yArrs[i];
-
-  return solution;
-} // rk4

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