/* ode-initval/test_odeiv.c * * Copyright (C) 2004 Tuomo Keskitalo * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ /* Some functions and tests based on test.c by G. Jungman. */ #include #include #include #include #include #include #include #include #include #include #include #include #include "odeiv_util.h" /* Maximum number of ODE equations */ #define MAXEQ 4 /* RHS for f=2. Solution y = 2 * t + t0 */ int rhs_linear (double t, const double y[], double f[], void *params) { f[0] = 2.0; return GSL_SUCCESS; } int jac_linear (double t, const double y[], double *dfdy, double dfdt[], void *params) { dfdy[0] = 0.0; dfdt[0] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_lin = { rhs_linear, jac_linear, 1, 0 }; /* RHS for f=y. Equals y=exp(t) with initial value y(0)=1.0 */ int rhs_exp (double t, const double y[], double f[], void *params) { f[0] = y[0]; return GSL_SUCCESS; } int jac_exp (double t, const double y[], double *dfdy, double dfdt[], void *params) { dfdy[0] = y[0]; dfdt[0] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_exp = { rhs_exp, jac_exp, 1, 0 }; /* RHS for f0 = -y1, f1 = y0 equals y = [cos(t), sin(t)] with initial values [1, 0] */ int rhs_sin (double t, const double y[], double f[], void *params) { f[0] = -y[1]; f[1] = y[0]; return GSL_SUCCESS; } int jac_sin (double t, const double y[], double *dfdy, double dfdt[], void *params) { dfdy[0] = 0.0; dfdy[1] = -1.0; dfdy[2] = 1.0; dfdy[3] = 0.0; dfdt[0] = 0.0; dfdt[1] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_sin = { rhs_sin, jac_sin, 2, 0 }; /* Sine/cosine with random failures */ int rhs_xsin (double t, const double y[], double f[], void *params) { static int n = 0; n++; if (n > 40 && n < 65) { f[0] = GSL_NAN; f[1] = GSL_NAN; return GSL_EFAILED; } f[0] = -y[1]; f[1] = y[0]; return GSL_SUCCESS; } int jac_xsin (double t, const double y[], double *dfdy, double dfdt[], void *params) { static int n = 0; n++; if (n > 50 && n < 55) { dfdy[0] = GSL_NAN; dfdy[1] = GSL_NAN; dfdy[2] = GSL_NAN; dfdy[3] = GSL_NAN; dfdt[0] = GSL_NAN; dfdt[1] = GSL_NAN; return GSL_EFAILED; } dfdy[0] = 0.0; dfdy[1] = -1.0; dfdy[2] = 1.0; dfdy[3] = 0.0; dfdt[0] = 0.0; dfdt[1] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_xsin = { rhs_xsin, jac_xsin, 2, 0 }; /* RHS for classic stiff example dy0 / dt = 998 * y0 + 1998 * y1 y0(0) = 1.0 dy1 / dt = -999 * y0 - 1999 * y1 y1(0) = 0.0 solution is y0 = 2 * exp(-t) - exp(-1000 * t) y1 = - exp(-t) + exp(-1000 * t) */ int rhs_stiff (double t, const double y[], double f[], void *params) { f[0] = 998.0 * y[0] + 1998.0 * y[1]; f[1] = -999.0 * y[0] - 1999.0 * y[1]; return GSL_SUCCESS; } int jac_stiff (double t, const double y[], double *dfdy, double dfdt[], void *params) { dfdy[0] = 998.0; dfdy[1] = 1998.0; dfdy[2] = -999.0; dfdy[3] = -1999.0; dfdt[0] = 0.0; dfdt[1] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_stiff = { rhs_stiff, jac_stiff, 2, 0 }; /* van Der Pol oscillator: f0 = y1 y0(0) = 1.0 f1 = -y0 + mu * y1 * (1 - y0^2) y1(0) = 0.0 */ int rhs_vanderpol (double t, const double y[], double f[], void *params) { const double mu = 10.0; f[0] = y[1]; f[1] = -y[0] + mu * y[1] * (1.0 - y[0]*y[0]); return GSL_SUCCESS; } int jac_vanderpol (double t, const double y[], double *dfdy, double dfdt[], void *params) { const double mu = 10.0; dfdy[0] = 0.0; dfdy[1] = 1.0; dfdy[2] = -2.0 * mu * y[0] * y[1] - 1.0; dfdy[3] = mu * (1.0 - y[0] * y[0]); dfdt[0] = 0.0; dfdt[1] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_vanderpol = { rhs_vanderpol, jac_vanderpol, 2, 0 }; /* The Oregonator - chemical Belusov-Zhabotinskii reaction y0(0) = 1.0, y1(0) = 2.0, y2(0) = 3.0 */ int rhs_oregonator (double t, const double y[], double f[], void *params) { const double c1=77.27; const double c2=8.375e-6; const double c3=0.161; f[0] = c1 * (y[1] + y[0] * (1 - c2 * y[0] - y[1])); f[1] = 1/c1 * (y[2] - y[1] * (1 + y[0])); f[2] = c3 * (y[0] - y[2]); return GSL_SUCCESS; } int jac_oregonator (double t, const double y[], double *dfdy, double dfdt[], void *params) { const double c1=77.27; const double c2=8.375e-6; const double c3=0.161; dfdy[0] = c1 * (1 - 2 * c2 * y[0] - y[1]); dfdy[1] = c1 * (1 - y[0]); dfdy[2] = 0.0; dfdy[3] = 1/c1 * (-y[1]); dfdy[4] = 1/c1 * (-1 - y[0]); dfdy[5] = 1/c1; dfdy[6] = c3; dfdy[7] = 0.0; dfdy[8] = -c3; dfdt[0] = 0.0; dfdt[1] = 0.0; dfdt[2] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_oregonator = { rhs_oregonator, jac_oregonator, 3, 0 }; /* Volterra-Lotka predator-prey model f0 = (a - b * y1) * y0 y0(0) = 3.0 f1 = (-c + d * y0) * y1 y1(0) = 1.0 */ int rhs_vl (double t, const double y[], double f[], void *params) { const double a = 1.0; const double b = 1.0; const double c = 1.0; const double d = 1.0; f[0] = (a - b * y[1]) * y[0]; f[1] = (-c + d * y[0]) * y[1]; return GSL_SUCCESS; } int jac_vl (double t, const double y[], double *dfdy, double dfdt[], void *params) { const double a = 1.0; const double b = 1.0; const double c = 1.0; const double d = 1.0; dfdy[0] = a - b * y[1]; dfdy[1] = -b * y[0]; dfdy[2] = d * y[1]; dfdy[3] = -c + d * y[0]; dfdt[0] = 0.0; dfdt[1] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_vl = { rhs_vl, jac_vl, 2, 0 }; /* Stiff trigonometric example f0 = -50 * (y0 - cos(t)) y0(0) = 0.0 */ int rhs_stifftrig (double t, const double y[], double f[], void *params) { f[0] = -50 * (y[0] - cos(t)); return GSL_SUCCESS; } int jac_stifftrig (double t, const double y[], double *dfdy, double dfdt[], void *params) { dfdy[0] = -50; dfdt[0] = -50 * sin(t); return GSL_SUCCESS; } gsl_odeiv_system rhs_func_stifftrig = { rhs_stifftrig, jac_stifftrig, 1, 0 }; /* E5 - a stiff badly scaled chemical problem by Enright, Hull & Lindberg (1975): Comparing numerical methods for stiff systems of ODEs. BIT, vol. 15, pp. 10-48. f0 = -a * y0 - b * y0 * y2 y0(0) = 1.76e-3 f1 = a * y0 - m * c * y1 * y2 y1(0) = 0.0 f2 = a * y0 - b * y0 * y2 - m * c * y1 * y2 + c * y3 y2(0) = 0.0 f3 = b * y0 * y2 - c * y3 y3(0) = 0.0 */ int rhs_e5 (double t, const double y[], double f[], void *params) { const double a = 7.89e-10; const double b = 1.1e7; const double c = 1.13e3; const double m = 1.0e6; f[0] = -a * y[0] - b * y[0] * y[2]; f[1] = a * y[0] - m * c * y[1] * y[2]; f[3] = b * y[0] * y[2] - c * y[3]; f[2] = f[1] - f[3]; return GSL_SUCCESS; } int jac_e5 (double t, const double y[], double *dfdy, double dfdt[], void *params) { const double a = 7.89e-10; const double b = 1.1e7; const double c = 1.13e3; const double m = 1.0e6; dfdy[0] = -a - b * y[2]; dfdy[1] = 0.0; dfdy[2] = -b * y[0]; dfdy[3] = 0.0; dfdy[4] = a; dfdy[5] = -m * c * y[2]; dfdy[6] = -m * c * y[1]; dfdy[7] = 0.0; dfdy[8] = a - b * y[2]; dfdy[9] = -m * c * y[2]; dfdy[10] = -b * y[0] - m * c * y[1]; dfdy[11] = c; dfdy[12] = b * y[2]; dfdy[13] = 0.0; dfdy[14] = b * y[0]; dfdy[15] = -c; dfdt[0] = 0.0; dfdt[1] = 0.0; dfdt[2] = 0.0; dfdt[3] = 0.0; return GSL_SUCCESS; } gsl_odeiv_system rhs_func_e5 = { rhs_e5, jac_e5, 4, 0 }; void test_odeiv_stepper (const gsl_odeiv_step_type *T, const gsl_odeiv_system *sys, const double h, const double t, const char desc[], const double ystart[], const double yfin[], const double relerr) { /* tests stepper T with one fixed length step advance of system sys and compares with given values yfin */ double y[MAXEQ] = {0.0}; double yerr[MAXEQ] = {0.0}; size_t ne = sys->dimension; size_t i; gsl_odeiv_step *step = gsl_odeiv_step_alloc (T, ne); DBL_MEMCPY (y, ystart, MAXEQ); { int s = gsl_odeiv_step_apply (step, t, h, y, yerr, 0, 0, sys); if (s != GSL_SUCCESS) { gsl_test(s, "test_odeiv_stepper: %s step_apply returned %d", desc, s); } } for (i = 0; i < ne; i++) { gsl_test_rel (y[i], yfin[i], relerr, "%s %s step(%d)", gsl_odeiv_step_name (step), desc,i); } gsl_odeiv_step_free (step); } void test_stepper (const gsl_odeiv_step_type *T) { /* Tests stepper T with a step of selected systems */ double y[MAXEQ] = {0.0}; double yfin[MAXEQ] = {0.0}; /* Step length */ double h; /* Required tolerance */ double err_target; /* linear */ h = 1e-1; err_target = 1e-10; y[0] = 0.58; yfin[0] = y[0] + 2 * h; test_odeiv_stepper (T, &rhs_func_lin, h, 0.0, "linear", y, yfin, err_target); /* exponential */ h = 1e-4; err_target = 1e-8; y[0] = exp(2.7); yfin[0] = exp(2.7 + h); test_odeiv_stepper (T, &rhs_func_exp, h, 2.7, "exponential", y, yfin, err_target); /* cosine-sine */ h = 1e-3; err_target = 1e-6; y[0] = cos(1.2); y[1] = sin(1.2); yfin[0] = cos(1.2 + h); yfin[1] = sin(1.2 + h); test_odeiv_stepper (T, &rhs_func_sin, h, 1.2, "cosine-sine", y, yfin, err_target); /* classic stiff */ h = 1e-7; err_target = 1e-4; y[0] = 1.0; y[1] = 0.0; { const double e1 = exp (-h); const double e2 = exp (-1000.0 * h); yfin[0] = 2.0 * e1 - e2; yfin[1] = -e1 + e2; } test_odeiv_stepper (T, &rhs_func_stiff, h, 0.0, "classic_stiff", y, yfin, err_target); } void test_evolve_system (const gsl_odeiv_step_type * T, const gsl_odeiv_system * sys, double t0, double t1, double hstart, double y[], double yfin[], double err_target, const char *desc) { /* Tests system sys with stepper T. Step length is controlled by error estimation from the stepper. */ int steps = 0; size_t i; double t = t0; double h = hstart; /* Tolerance factor in testing errors */ const double factor = 10; gsl_odeiv_step * step = gsl_odeiv_step_alloc (T, sys->dimension); gsl_odeiv_control *c = gsl_odeiv_control_standard_new (err_target, err_target, 1.0, 0.0); gsl_odeiv_evolve *e = gsl_odeiv_evolve_alloc (sys->dimension); while (t < t1) { int s = gsl_odeiv_evolve_apply (e, c, step, sys, &t, t1, &h, y); if (s != GSL_SUCCESS && sys != &rhs_func_xsin) { gsl_test(s, "%s evolve_apply returned %d", gsl_odeiv_step_name (step), s); break; } if (steps > 100000) { gsl_test(GSL_EFAILED, "%s evolve_apply reached maxiter", gsl_odeiv_step_name (step)); break; } steps++; } /* err_target is target error of one step. Test if stepper has made larger error than (tolerance factor times) the number of steps times the err_target */ for (i = 0; i < sys->dimension; i++) { gsl_test_abs (y[i], yfin[i], factor * e->count * err_target, "%s %s evolve(%d)", gsl_odeiv_step_name (step), desc, i); } gsl_odeiv_evolve_free (e); gsl_odeiv_control_free (c); gsl_odeiv_step_free (step); } int sys_driver (const gsl_odeiv_step_type * T, const gsl_odeiv_system * sys, double t0, double t1, double hstart, double y[], double epsabs, double epsrel, const char desc[]) { /* This function evolves a system sys with stepper T from t0 to t1. Step length is varied via error control with possibly different absolute and relative error tolerances. */ int s = 0; int steps = 0; double t = t0; double h = hstart; gsl_odeiv_step * step = gsl_odeiv_step_alloc (T, sys->dimension); gsl_odeiv_control *c = gsl_odeiv_control_standard_new (epsabs, epsrel, 1.0, 0.0); gsl_odeiv_evolve *e = gsl_odeiv_evolve_alloc (sys->dimension); while (t < t1) { s = gsl_odeiv_evolve_apply (e, c, step, sys, &t, t1, &h, y); if (s != GSL_SUCCESS) { gsl_test(s, "sys_driver: %s evolve_apply returned %d", gsl_odeiv_step_name (step), s); break; } if (steps > 1e7) { gsl_test(GSL_EMAXITER, "sys_driver: %s evolve_apply reached maxiter at t=%g", gsl_odeiv_step_name (step), t); s = GSL_EMAXITER; break; } steps++; } gsl_test(s, "%s %s [%g,%g], %d steps completed", gsl_odeiv_step_name (step), desc, t0, t1, steps); gsl_odeiv_evolve_free (e); gsl_odeiv_control_free (c); gsl_odeiv_step_free (step); return s; } void test_compare_vanderpol (void) { /* Compares output of van Der Pol oscillator with several steppers */ /* system dimension */ const size_t sd = 2; const gsl_odeiv_step_type *steppers[20]; const gsl_odeiv_step_type **T; /* Required error tolerance for each stepper. */ double err_target[20]; /* number of ODE solvers */ const size_t ns = 11; /* initial values for each ode-solver */ double y[11][2]; double *yp = &y[0][0]; size_t i, j, k; int status = 0; /* Parameters for the problem and stepper */ const double start = 0.0; const double end = 100.0; const double epsabs = 1e-8; const double epsrel = 1e-8; const double initstepsize = 1e-5; /* Initialize */ steppers[0] = gsl_odeiv_step_rk2; err_target[0] = 1e-6; steppers[1] = gsl_odeiv_step_rk4; err_target[1] = 1e-6; steppers[2] = gsl_odeiv_step_rkf45; err_target[2] = 1e-6; steppers[3] = gsl_odeiv_step_rkck; err_target[3] = 1e-6; steppers[4] = gsl_odeiv_step_rk8pd; err_target[4] = 1e-6; steppers[5] = gsl_odeiv_step_rk2imp; err_target[5] = 1e-5; steppers[6] = gsl_odeiv_step_rk2simp; err_target[6] = 1e-5; steppers[7] = gsl_odeiv_step_rk4imp; err_target[7] = 1e-6; steppers[8] = gsl_odeiv_step_bsimp; err_target[8] = 1e-7; steppers[9] = gsl_odeiv_step_gear1; err_target[9] = 1e-2; steppers[10] = gsl_odeiv_step_gear2; err_target[10] = 1e-6; steppers[11] = 0; T = steppers; for (i = 0; i < ns; i++) { y[i][0] = 1.0; y[i][1] = 0.0; } /* Call each solver for the problem */ i = 0; while (*T != 0) { { int s = sys_driver (*T, &rhs_func_vanderpol, start, end, initstepsize, &yp[i], epsabs, epsrel, "vanderpol"); if (s != GSL_SUCCESS) { status++; } } T++; i += sd; } if (status != GSL_SUCCESS) { return; } /* Compare results */ T = steppers; for (i = 0; i < ns; i++) for (j = i+1; j < ns; j++) for (k = 0; k < sd; k++) { const double val1 = yp[sd * i + k]; const double val2 = yp[sd * j + k]; gsl_test_abs (val1, val2, ( GSL_MAX(err_target[i], err_target[j]) ), "%s/%s vanderpol", T[i]->name, T[j]->name); } } void test_compare_oregonator (void) { /* Compares output of the Oregonator with several steppers */ /* system dimension */ const size_t sd = 3; const gsl_odeiv_step_type *steppers[20]; const gsl_odeiv_step_type **T; /* Required error tolerance for each stepper. */ double err_target[20]; /* number of ODE solvers */ const size_t ns = 2; /* initial values for each ode-solver */ double y[2][3]; double *yp = &y[0][0]; size_t i, j, k; int status = 0; /* Parameters for the problem and stepper */ const double start = 0.0; const double end = 360.0; const double epsabs = 1e-8; const double epsrel = 1e-8; const double initstepsize = 1e-5; /* Initialize */ steppers[0] = gsl_odeiv_step_rk2simp; err_target[0] = 1e-6; steppers[1] = gsl_odeiv_step_bsimp; err_target[1] = 1e-6; steppers[2] = 0; T = steppers; for (i = 0; i < ns; i++) { y[i][0] = 1.0; y[i][1] = 2.0; y[i][2] = 3.0; } /* Call each solver for the problem */ i = 0; while (*T != 0) { { int s = sys_driver (*T, &rhs_func_oregonator, start, end, initstepsize, &yp[i], epsabs, epsrel, "oregonator"); if (s != GSL_SUCCESS) { status++; } } T++; i += sd; } if (status != GSL_SUCCESS) { return; } /* Compare results */ T = steppers; for (i = 0; i < ns; i++) for (j = i+1; j < ns; j++) for (k = 0; k < sd; k++) { const double val1 = yp[sd * i + k]; const double val2 = yp[sd * j + k]; gsl_test_rel (val1, val2, ( GSL_MAX(err_target[i], err_target[j]) ), "%s/%s oregonator", T[i]->name, T[j]->name); } } void test_evolve_linear (const gsl_odeiv_step_type * T, double h, double err) { double y[1]; double yfin[1]; y[0] = 1.0; yfin[0] = 9.0; test_evolve_system (T, &rhs_func_lin, 0.0, 4.0, h, y, yfin, err, "linear[0,4]"); } void test_evolve_exp (const gsl_odeiv_step_type * T, double h, double err) { double y[1]; double yfin[1]; y[0] = 1.0; yfin[0] = exp (2.0); test_evolve_system (T, &rhs_func_exp, 0.0, 2.0, h, y, yfin, err, "exp[0,2]"); } void test_evolve_sin (const gsl_odeiv_step_type * T, double h, double err) { double y[2]; double yfin[2]; y[0] = 1.0; y[1] = 0.0; yfin[0] = cos (2.0); yfin[1] = sin (2.0); test_evolve_system (T, &rhs_func_sin, 0.0, 2.0, h, y, yfin, err, "sine[0,2]"); } void test_evolve_xsin (const gsl_odeiv_step_type * T, double h, double err) { double y[2]; double yfin[2]; y[0] = 1.0; y[1] = 0.0; yfin[0] = cos (2.0); yfin[1] = sin (2.0); test_evolve_system (T, &rhs_func_xsin, 0.0, 2.0, h, y, yfin, err, "sine[0,2] w/errors"); } void test_evolve_stiff1 (const gsl_odeiv_step_type * T, double h, double err) { double y[2]; double yfin[2]; y[0] = 1.0; y[1] = 0.0; { double arg = 1.0; double e1 = exp (-arg); double e2 = exp (-1000.0 * arg); yfin[0] = 2.0 * e1 - e2; yfin[1] = -e1 + e2; } test_evolve_system (T, &rhs_func_stiff, 0.0, 1.0, h, y, yfin, err, "stiff[0,1]"); } void test_evolve_stiff5 (const gsl_odeiv_step_type * T, double h, double err) { double y[2]; double yfin[2]; y[0] = 1.0; y[1] = 0.0; { double arg = 5.0; double e1 = exp (-arg); double e2 = exp (-1000.0 * arg); yfin[0] = 2.0 * e1 - e2; yfin[1] = -e1 + e2; } test_evolve_system (T, &rhs_func_stiff, 0.0, 5.0, h, y, yfin, err, "stiff[0,5]"); } int main (void) { int i; struct ptype { const gsl_odeiv_step_type *type; double h; } p[20]; p[0].type = gsl_odeiv_step_rk2; p[0].h = 1.0e-3; p[1].type = gsl_odeiv_step_rk4; p[1].h = 1.0e-3; p[2].type = gsl_odeiv_step_rkf45; p[2].h = 1.0e-3; p[3].type = gsl_odeiv_step_rkck; p[3].h = 1.0e-3; p[4].type = gsl_odeiv_step_rk8pd; p[4].h = 1.0e-3; p[5].type = gsl_odeiv_step_rk2imp; p[5].h = 1.0e-3; p[6].type = gsl_odeiv_step_rk2simp; p[6].h = 1.0e-3; p[7].type = gsl_odeiv_step_rk4imp; p[7].h = 1.0e-3; p[8].type = gsl_odeiv_step_bsimp; p[8].h = 1.0e-3; p[9].type = gsl_odeiv_step_gear1; p[9].h = 1.0e-3; p[10].type = gsl_odeiv_step_gear2; p[10].h = 1.0e-3; p[11].type = 0; gsl_ieee_env_setup (); for (i = 0; p[i].type != 0; i++) { test_stepper(p[i].type); } for (i = 0; p[i].type != 0; i++) { test_evolve_linear (p[i].type, p[i].h, 1e-10); test_evolve_exp (p[i].type, p[i].h, 1e-6); test_evolve_sin (p[i].type, p[i].h, 1e-8); test_evolve_xsin (p[i].type, p[i].h, 1e-8); test_evolve_stiff1 (p[i].type, p[i].h, 1e-7); test_evolve_stiff5 (p[i].type, p[i].h, 1e-7); } test_compare_vanderpol(); test_compare_oregonator(); exit (gsl_test_summary ()); }