// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2016 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using IStation.Numerics.LinearAlgebra; namespace IStation.Numerics.OdeSolvers { /// /// ODE Solver Algorithms /// public static class RungeKutta { /// /// Second Order Runge-Kutta method /// /// initial value /// start time /// end time /// Size of output array(the larger, the finer) /// ode function /// approximations public static double[] SecondOrder(double y0, double start, double end, int N, Func f) { double dt = (end - start) / (N - 1); double k1 = 0; double k2 = 0; double t = start; double[] y = new double[N]; y[0] = y0; for (int i = 1; i < N; i++) { k1 = f(t, y0); k2 = f(t + dt, y0 + k1 * dt); y[i] = y0 + dt * 0.5 * (k1 + k2); t += dt; y0 = y[i]; } return y; } /// /// Fourth Order Runge-Kutta method /// /// initial value /// start time /// end time /// Size of output array(the larger, the finer) /// ode function /// approximations public static double[] FourthOrder(double y0, double start, double end, int N, Func f) { double dt = (end - start) / (N - 1); double k1 = 0; double k2 = 0; double k3 = 0; double k4 = 0; double t = start; double[] y = new double[N]; y[0] = y0; for (int i = 1; i < N; i++) { k1 = f(t, y0); k2 = f(t + dt / 2, y0 + k1 * dt / 2); k3 = f(t + dt / 2, y0 + k2 * dt / 2); k4 = f(t + dt, y0 + k3 * dt); y[i] = y0 + dt / 6 * (k1 + 2 * k2 + 2 * k3 + k4); t += dt; y0 = y[i]; } return y; } /// /// Second Order Runge-Kutta to solve ODE SYSTEM /// /// initial vector /// start time /// end time /// Size of output array(the larger, the finer) /// ode function /// approximations public static Vector[] SecondOrder(Vector y0, double start, double end, int N, Func, Vector> f) { double dt = (end - start) / (N - 1); Vector k1, k2; Vector[] y = new Vector[N]; double t = start; y[0] = y0; for (int i = 1; i < N; i++) { k1 = f(t, y0); k2 = f(t, y0 + k1 * dt); y[i] = y0 + dt * 0.5 * (k1 + k2); t += dt; y0 = y[i]; } return y; } /// /// Fourth Order Runge-Kutta to solve ODE SYSTEM /// /// initial vector /// start time /// end time /// Size of output array(the larger, the finer) /// ode function /// approximations public static Vector[] FourthOrder(Vector y0, double start, double end, int N, Func, Vector> f) { double dt = (end - start) / (N - 1); Vector k1, k2, k3, k4; Vector[] y = new Vector[N]; double t = start; y[0] = y0; for (int i = 1; i < N; i++) { k1 = f(t, y0); k2 = f(t + dt / 2, y0 + k1 * dt / 2); k3 = f(t + dt / 2, y0 + k2 * dt / 2); k4 = f(t + dt, y0 + k3 * dt); y[i] = y0 + dt / 6 * (k1 + 2 * k2 + 2 * k3 + k4); t += dt; y0 = y[i]; } return y; } } }