Class: Adaptive_Cash_Karp_RK45

Inherits:
Cash_Karp_RK4 show all
Includes:
AdaptiveIntegrator
Defined in:
lib/integrator/rkqs.rb

Constant Summary collapse

SAFETY = 
0.9
PGROW = 
-0.2
PSHRNK = 
-0.25
ERRCON = 
1.89e-4

Constants included from AdaptiveIntegrator

AdaptiveIntegrator::MAXSTP, AdaptiveIntegrator::TINY

Constants inherited from Cash_Karp_RK4

Cash_Karp_RK4::A2, Cash_Karp_RK4::A3, Cash_Karp_RK4::A4, Cash_Karp_RK4::A5, Cash_Karp_RK4::A6, Cash_Karp_RK4::B21, Cash_Karp_RK4::B31, Cash_Karp_RK4::B32, Cash_Karp_RK4::B41, Cash_Karp_RK4::B42, Cash_Karp_RK4::B43, Cash_Karp_RK4::B51, Cash_Karp_RK4::B52, Cash_Karp_RK4::B53, Cash_Karp_RK4::B54, Cash_Karp_RK4::B61, Cash_Karp_RK4::B62, Cash_Karp_RK4::B63, Cash_Karp_RK4::B64, Cash_Karp_RK4::B65, Cash_Karp_RK4::C1, Cash_Karp_RK4::C3, Cash_Karp_RK4::C4, Cash_Karp_RK4::C6, Cash_Karp_RK4::DC1, Cash_Karp_RK4::DC3, Cash_Karp_RK4::DC4, Cash_Karp_RK4::DC5, Cash_Karp_RK4::DC6

Instance Method Summary collapse

Methods included from AdaptiveIntegrator

#adaptive_integrate

Methods included from Integrator

#Integrator_initialize, #integrate, #set_max_samples

Methods inherited from Cash_Karp_RK4

#initialize, #integrate_fixed_step

Constructor Details

This class inherits a constructor from Cash_Karp_RK4

Instance Method Details

#integrate_ad_step(y, dydx, x, htry, eps, yscal, derivs) ⇒ Object 



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# File 'lib/integrator/rkqs.rb', line 23

def integrate_ad_step(y, dydx, x, htry, eps, yscal, derivs)
  h = htry

  while(true) do
    ytemp, yerr = integrate_fixed_step(y, dydx, x, h, derivs)
    errmax = yerr.collect2(yscal) { |err, scal| (err/scal).abs }.max
    errmax /= eps
    break if errmax <= 1.0
    htemp = SAFETY * h * (errmax ** PSHRNK)
    h = h >= 0.0 ? [htemp, 0.1 * h].max : [htemp, 0.1 * h].min
    xnew = x + h
    raise "Step underflow!" if xnew == x
  end

  if errmax > ERRCON
    hnext = SAFETY * h * (errmax ** PGROW)
  else
    hnext = 5 * h
  end

  hdid = h
  x += h
  y = ytemp

  [x, y, hdid, hnext]
end