//
// Math.NET Numerics, part of the Math.NET Project
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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;
}
}
}