# coding: utf-8
u"""
**Examples**::
>>> from nodepy.runge_kutta_method import *
* Load a method::
>>> ssp104=loadRKM('SSP104')
* Check its order of accuracy::
>>> ssp104.order()
4
* Find its radius of absolute monotonicity::
>>> ssp104.absolute_monotonicity_radius() # doctest:+ELLIPSIS
5.999999...
* Load a dictionary with many methods::
>>> RK=loadRKM()
>>> sorted(RK.keys()) # doctest:+ELLIPSIS
['BE', 'BS3', 'BS5', 'BuRK65', 'CK5', 'CMR6', 'DP5', 'FE', 'Fehlberg43', 'Fehlberg45', 'GL2', 'GL3', 'HH5', 'HH5S', 'Heun22', 'Heun33', 'Lambert65', 'LobattoIIIA2', 'LobattoIIIA3', 'LobattoIIIC2', 'LobattoIIIC3', 'LobattoIIIC4', 'MTE22', 'Merson43', 'Mid22', 'NSSP32', 'NSSP33', 'PD8', 'RK44', 'RadauIIA2', 'RadauIIA3', 'SDIRK23', 'SDIRK34', 'SDIRK54', 'SS3', 'SSP104', 'SSP22', 'SSP22star', 'SSP33', 'SSP43', 'SSP53', 'SSP54', 'SSP63', 'SSP75', 'SSP85', 'SSP95', 'Soderlind43', ..., 'TR-BDF2', 'Tsit5', 'Zonneveld43']
>>> print(RK['Mid22'])
Midpoint Runge-Kutta
<BLANKLINE>
0 |
1/2 | 1/2
_____|__________
| 0 1
* Many methods are naturally implemented in some Shu-Osher form different
from the Butcher form::
>>> ssp42 = SSPRK2(4)
>>> ssp42.print_shu_osher()
SSPRK(4,2)
<BLANKLINE>
| |
1/3 | 1 | 1/3
2/3 | 1 | 1/3
1 | 1 | 1/3
_____|_____________________|_____________________
| 1/4 3/4 | 1/4
**References**:
* :cite:`butcher2003`
* :cite:`hairer1993`
"""
from __future__ import print_function
from __future__ import division
from __future__ import absolute_import
import numpy as np
import sympy
import nodepy.snp as snp
from nodepy.general_linear_method import GeneralLinearMethod
from six.moves import range
#=====================================================
[docs]class RungeKuttaMethod(GeneralLinearMethod):
#=====================================================
r"""
General class for implicit and explicit Runge-Kutta Methods.
The method is defined by its Butcher array (`A,b,c`).
It is assumed everywhere that `c_i=\sum_j A_{ij}`.
A Runge-Kutta Method is initialized by providing either:
#. Butcher arrays `A` and `b` with valid and consistent
dimensions; or
#. Shu-Osher arrays `\alpha` and `\beta` with valid and
consistent dimensions
but not both.
The Butcher arrays are used as the primary representation of
the method. If Shu-Osher arrays are provided instead, the
Butcher arrays are computed by :meth:`shu_osher_to_butcher`.
"""
#============================================================
# Private functions
#============================================================
def __init__(self,A=None,b=None,alpha=None,beta=None,
name='Runge-Kutta Method',shortname='RKM',
description='',mode='exact',order=None):
r"""
Initialize a Runge-Kutta method. For explicit methods,
the class :class:`ExplicitRungeKuttaMethod` should be used instead.
TODO: make A a property and update c when it is changed
Now that we store *(alpha, beta)* as auxiliary data,
maybe it's okay to specify both *(A, b)* and *(alpha, beta)*.
"""
A,b,alpha,beta=snp.normalize(A,b,alpha,beta)
# Here there is a danger that one could change A
# and c would never be updated
# A,b, and c should be properties
butcher = (A is not None) and (b is not None)
shu_osher = (alpha is not None) and (beta is not None)
if not (butcher + shu_osher == 1):
raise Exception("""To initialize a Runge-Kutta method,
you must provide either Butcher arrays or Shu-Osher arrays,
but not both.""")
if alpha is None and beta is None:
s = A.shape[0]
if A.dtype == object:
alpha = snp.normalize(np.zeros((s+1,s),dtype=object))
beta = snp.normalize(np.zeros((s+1,s),dtype=object))
else:
alpha = np.zeros((s+1,s))
beta = np.zeros((s+1,s))
beta[:-1,:] = A.copy()
beta[-1,:] = b.copy()
self.alpha=alpha
self.beta=beta
if butcher:
# Check that number of stages is consistent
m=np.size(A,0) # Number of stages
if m>1:
if not np.all([np.size(A,1),np.size(b)]==[m,m]):
raise Exception(
'Inconsistent dimensions of Butcher arrays')
else:
if not np.size(b)==1:
raise Exception(
'Inconsistent dimensions of Butcher arrays')
elif shu_osher:
A,b=shu_osher_to_butcher(alpha,beta)
# Set Butcher arrays
if len(np.shape(A))==2: self.A=A
else: self.A=np.array([A]) #Fix for 1-stage methods
self.b=b
self.c=np.sum(self.A,1) # Assume stage order >= 1
self.name=name
self.shortname=shortname
self.info=description
if isinstance(self,ExplicitRungeKuttaMethod):
self.mtype = 'Explicit Runge-Kutta method'
elif not (self.A.T - np.triu(self.A.T)).any():
self.mtype = 'Diagonally implicit Runge-Kutta method'
else:
self.mtype = 'Implicit Runge-Kutta method'
if not isinstance(self,ExplicitRungeKuttaMethod):
if not np.triu(self.A).any():
print("""Warning: this method appears to be explicit, but is
being initialized as a RungeKuttaMethod rather than
as an ExplicitRungeKuttaMethod.""")
if order is not None:
self._p = order
else:
self._p = None
@property
def p(self):
r"""Order of the method. This can be imposed and cached, which is advantageous
to avoid issues with roundoff error and slow computation of the order conditions."""
if self._p is None:
self._p = self.order()
return self._p
@p.setter
def p(self,p):
self._p = p
def __num__(self):
"""
Returns a copy of the method but with floating-point coefficients.
This is useful whenever we need to operate numerically without
worrying about the representation of the method.
"""
import copy
numself = copy.deepcopy(self)
if self.A.dtype == object or self.b.dtype == object:
numself.A=np.array(self.A,dtype=np.float64)
numself.b=np.array(self.b,dtype=np.float64)
numself.c=np.array(self.c,dtype=np.float64)
numself.alpha=np.array(self.alpha,dtype=np.float64)
numself.beta=np.array(self.beta,dtype=np.float64)
return numself
[docs] def latex(self):
r"""A LaTeX representation of the Butcher arrays.
**Example**::
>>> from nodepy import rk
>>> merson = rk.loadRKM('Merson43')
>>> print(merson.latex())
\begin{align}
\begin{array}{c|ccccc}
& & & & & \\
\frac{1}{3} & \frac{1}{3} & & & & \\
\frac{1}{3} & \frac{1}{6} & \frac{1}{6} & & & \\
\frac{1}{2} & \frac{1}{8} & & \frac{3}{8} & & \\
1 & \frac{1}{2} & & - \frac{3}{2} & 2 & \\
\hline
& \frac{1}{6} & & & \frac{2}{3} & \frac{1}{6}\\
& \frac{1}{10} & & \frac{3}{10} & \frac{2}{5} & \frac{1}{5}
\end{array}
\end{align}
"""
from nodepy.snp import printable
sep = ' & '
s= r'\begin{align}' + '\n'
s+=r'\begin{array}{c|'
s+='c'*len(self)
s+='}\n'
for i in range(len(self)):
s+=printable(self.c[i]) + sep
s += sep.join([printable(aij) for aij in self.A[i,:]])
s+=r'\\' + '\n'
s+=r'\hline' + '\n'
s += sep
s += sep.join([printable(bj) for bj in self.b])
s+=r'\\' + '\n'
if hasattr(self,'bhat'):
s += sep
s += sep.join([printable(bj) for bj in self.bhat])
s += '\n'
s += r'\end{array}' + '\n'
s += r'\end{align}'
s=s.replace('- -','')
return s
[docs] def print_shu_osher(self):
r"""
Pretty-prints the Shu-Osher arrays in the form::
| |
c | alpha | beta
______________________
| amp1 | bmp1
where *amp1*, *bmp1* represent the last rows of `\alpha, \beta`.
"""
if (self.alpha is None or self.beta is None):
raise Exception('Shu-Osher arrays not defined for this method.')
from nodepy.utils import array2strings
c = array2strings(self.c)
alpha = array2strings(self.alpha)
beta = array2strings(self.beta)
lenmax, colmax = _get_column_widths([alpha,beta,c])
s=self.name+'\n'+self.info+'\n'
for i in range(len(self)):
s+=c[i].ljust(colmax+1)+'|'
for j in range(len(self)):
s+=alpha[i,j].ljust(colmax+1)
s+=' |'
for j in range(len(self)):
s+=beta[i,j].ljust(colmax+1)
s=s.rstrip()+'\n'
s+='_'*(colmax+1)+('|_'+'_'*(colmax+1)*len(self))*2+'\n'
s+= ' '*(colmax+1)+'|'
for j in range(len(self)):
s+=alpha[-1,j].ljust(colmax+1)
s+=' |'
for j in range(len(self)):
s+=beta[-1,j].ljust(colmax+1)
print(s.rstrip())
def __str__(self):
"""
Pretty-prints the Butcher array in the form
|
c | A
______
| b
"""
from nodepy.utils import array2strings
c = array2strings(self.c,printzeros=True)
A = array2strings(self.A)
b = array2strings(self.b,printzeros=True)
lenmax, colmax = _get_column_widths([A,b,c])
s=self.name+'\n'+self.info+'\n'
for i in range(len(self)):
s+=c[i].ljust(colmax+1)+'|'
for j in range(len(self)):
s+=A[i,j].ljust(colmax+1)
s=s.rstrip()+'\n'
s+='_'*(colmax+1)+'|'+('_'*(colmax+1)*len(self))+'\n'
s+= ' '*(colmax+1)+'|'
for j in range(len(self)):
s+=b[j].ljust(colmax+1)
return s.rstrip()
def __eq__(self,rkm):
"""
Methods considered equal if their Butcher arrays are
TODO: Instead check whether methods have the same elementary weights
up to some order.
**Example**:
Load a method and try to DJ-reduce it::
>>> from nodepy import rk
>>> merson = rk.loadRKM('Merson43')
>>> reduced = merson.dj_reduce()
Check that the two are actually equal::
>>> print(reduced == merson)
True
"""
K1=np.vstack([self.A,self.b])
K2=np.vstack([rkm.A,rkm.b])
if K1.shape!=K2.shape:
return False
else:
return (np.vstack([self.A,self.b])==np.vstack([rkm.A,rkm.b])).all()
def __len__(self):
"""
The length of the method is the number of stages.
"""
return np.size(self.A,0)
def __mul__(self,RK2):
""" Multiplication is interpreted as composition:
RK1*RK2 gives the method obtained by applying
RK2, followed by RK1, each with half the timestep.
**Output**:
The method
c_2 | A_2 0
1+c_1 | b_2 A_1
_____________
| b_2 b_1
but with everything divided by two.
The b_2 matrix block consists of m_1 (row) copies of b_2.
"""
if self.A.dtype is object:
from sympy import Rational
one = Rational(1,1)
return compose(self,RK2,one,one)
else:
return compose(self,RK2,1,1)
def _check_consistency(self,tol=1.e-13):
assert np.max(np.abs(self.A.sum(1)-self.c))<tol,'Abscissae are inconsistent with A.'
if self.alpha is not None:
A, b = shu_osher_to_butcher(self.alpha,self.beta)
assert np.max(np.abs(self.A-A))<tol and np.max(np.abs(self.b-b))<tol, 'Shu-Osher coefficients are not consistent with Butcher coefficients'
#============================================================
# Reducibility
#============================================================
[docs] def _dj_reducible_stages(self,tol=1.e-13):
""" Determine whether the method is DJ-reducible.
A method is DJ-reducible if it contains any stage that
does not influence the output.
Returns a list of unnecessary stages. If the method is
DJ-irreducible, returns an empty list.
This routine may not work correctly for RK pairs, as it
doesn't check bhat.
"""
from copy import copy
b=self.b; A=self.A
Nset = [j for j in range(len(b)) if abs(b[j])<tol]
while len(Nset)>0: #Try successively smaller sets N
Nsetold=copy(Nset)
for j in Nset: #Test whether stage j matters
remove_j=False
for i in range(len(self)):
if i not in Nset and abs(A[i,j])>tol: #Stage j matters
remove_j=True
continue
if remove_j: continue
if remove_j:
Nset.remove(j)
continue
if Nset==Nsetold: return Nset
if hasattr(self,'embedded_method'):
Nset2 = self.embedded_method._dj_reducible_stages(tol)
Nset = [x for x in Nset if x in Nset2]
return Nset
[docs] def dj_reduce(self,tol=1.e-13):
"""Remove all DJ-reducible stages.
A method is DJ-reducible if it contains any stage that
does not influence the output.
**Examples**::
Construct a reducible method:
>>> from nodepy import rk
>>> A=np.array([[0,0],[1,0]])
>>> b=np.array([1,0])
>>> rkm = rk.ExplicitRungeKuttaMethod(A,b)
Check that it is reducible:
>>> rkm._dj_reducible_stages()
[1]
Reduce it:
>>> print(rkm.dj_reduce())
Runge-Kutta Method
<BLANKLINE>
0 |
___|___
| 1
"""
djs = self._dj_reducible_stages(tol=tol)
if len(djs)>0:
for stage in djs[::-1]:
self._remove_stage(stage)
return self
[docs] def _hs_reducible_stages(self,tol=1.e-13):
"""
Determine whether the method is HS-reducible.
A Runge-Kutta method is HS-reducible if two
rows of A are equal.
If the method is HS-reducible, returns True and a
pair of equal stages. If not, returns False and
the minimum pairwise difference (in the maximum norm)
between rows of A.
**Examples**::
Construct a reducible method:
>>> from nodepy import rk
>>> A=np.array([[1,0],[1,0]])
>>> b=np.array([0.5,0.5])
>>> rkm = rk.ExplicitRungeKuttaMethod(A,b)
Check that it is reducible:
>>> rkm._hs_reducible_stages()
(True, [0, 1])
"""
m=len(self)
mindiff=10.
for i in range(m):
for j in range(i+1,m):
dif = np.max(np.abs(self.A[i,:]-self.A[j,:]))
if dif<tol: return True,[i,j]
mindiff=min(mindiff,dif)
return False, mindiff
def _remove_stage(self,stage):
""" Eliminate a stage of a DJ-reducible Runge-Kutta method.
Typically used to reduce reducible methods.
Note that stages in the NumPy arrays are indexed from zero,
so to remove stage j use _remove_stage(j-1).
"""
s = len(self)
A=np.delete(np.delete(self.A,stage,1),stage,0)
b=np.delete(self.b,stage)
c=np.delete(self.c,stage)
self.A=A
self.b=b
self.c=c
if hasattr(self,'bhat'):
bhat=np.delete(self.bhat,stage)
self.bhat=bhat
if self.alpha is not None:
for i in range(s+1):
if self.alpha[i,stage] != 0: # Doing this check speeds things up
self.alpha,self.beta = shu_osher_zero_alpha_ij(self.alpha,self.beta,i,stage)
alpha=np.delete(np.delete(self.alpha,stage,1),stage,0)
self.alpha = alpha
beta=np.delete(np.delete(self.beta,stage,1),stage,0)
self.beta = beta
if hasattr(self,'alphahat'):
for i in range(s+1):
if self.alphahat[i,stage] != 0: # Doing this check speeds things up
self.alphahat,self.betahat = shu_osher_zero_alpha_ij(self.alphahat,self.betahat,i,stage)
alphahat=np.delete(np.delete(self.alphahat,stage,1),stage,0)
self.alphahat = alphahat
betahat=np.delete(np.delete(self.betahat,stage,1),stage,0)
self.betahat = betahat
#============================================================
# Accuracy
#============================================================
[docs] def error_coefficient(self,tree,mode='exact'):
r"""
Returns the coefficient in the Runge-Kutta method's error expansion
multiplying a single elementary differential,
corresponding to a given tree.
**Examples**::
Construct an RK method and some rooted trees:
>>> from nodepy import rk, rt
>>> rk4 = rk.loadRKM('RK44')
>>> tree4 = rt.list_trees(4)[0]
>>> tree5 = rt.list_trees(5)[0]
The method has order 4, so this gives zero:
>>> rk4.error_coefficient(tree4)
0
This is non-zero, as the method doesn't
satisfy fifth-order conditions:
>>> rk4.error_coefficient(tree5)
-1/720
"""
from numpy import dot
from sympy import Rational, simplify
code=elementary_weight_str(tree)
A,b,c = self.A,self.b,self.c
if A.dtype == object:
exec('coeff = simplify({} - Rational(1, {}))'.format(code, tree.density()))
else:
exec("coeff = ({} - 1.0 / {})".format(code, tree.density()))
return locals()["coeff"] / tree.symmetry()
[docs] def error_coeffs(self,p):
r"""
Returns the coefficients in the Runge-Kutta method's error expansion
multiplying all elementary differentials of the given order.
"""
import nodepy.rooted_trees as rt
forest=rt.list_trees(p)
err_coeffs=[]
for tree in forest:
err_coeffs.append(self.error_coefficient(tree))
return snp.array(err_coeffs)
[docs] def error_metrics(self, q=None, tol=1.e-14):
r"""
Returns several measures of the accuracy of the Runge-Kutta method.
In order, they are:
* `A^{q+1}`: 2-norm of the vector of leading order error coefficients
* `A^{q+1}_{max}`: Max-norm of the vector of leading order error coefficients
* `A^{q+2}` : 2-norm of the vector of next order error coefficients
* `A^{q+2}_{max}`: Max-norm of the vector of next order error coefficients
* `D`: The largest (in magnitude) coefficient in the Butcher array
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.error_metrics()
main method has order 4
(sqrt(1745)/2880, 1/120, sqrt(8531)/5760, 1/144, 1)
**Reference**: :cite:`kennedy2000`
"""
if q is None:
q = self.order(tol=tol)
print('main method has order {}'.format(q))
tau_1 = self.error_coeffs(q+1)
tau_2 = self.error_coeffs(q+2)
A_qp1 = snp.norm(tau_1)
A_qp1_max = max([abs(tau) for tau in tau_1])
A_qp2 = snp.norm(tau_2)
A_qp2_max = max([abs(tau) for tau in tau_2])
D = max(np.max(np.abs(self.A)), np.max(np.abs(self.b)), np.max(np.abs(self.c)))
return A_qp1, A_qp1_max, A_qp2, A_qp2_max, D
[docs] def principal_error_norm(self,tol=1.e-13,mode='float'):
r"""The 2-norm of the vector of leading order error coefficients."""
import nodepy.rooted_trees as rt
forest=rt.list_trees(self.p+1)
errs=[]
if mode == 'float':
method = self.__num__()
from numpy import sqrt
elif mode == 'exact':
method = self
from sympy import sqrt
else:
raise Exception('Unrecognized mode value')
for tree in forest:
errs.append(method.error_coefficient(tree))
if mode == 'float':
return sqrt(float(np.sum(np.array(errs)**2)))
else:
return sqrt(np.sum(np.array(errs)**2))
[docs] def order(self,tol=1.e-14,mode='float',extremely_high_order=False):
""" The order of a Runge-Kutta method.
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.order()
4
>>> rk4.order(mode='exact')
4
>>> from nodepy.loadmethod import load_rk_from_file
>>> feagin14 = load_rk_from_file("rk1412.txt")
>>> feagin14.order(tol=1.0e-12, extremely_high_order=True)
This method has order at least 14. Higher order conditions are not implemented in this routine.
14
*mode == 'float'*: **(default)**
Check that conditions hold approximately, to within tolerance *tol*.
Appropriate when coefficients are floating-point, or for faster
checking of high-order methods.
*mode == 'exact'*:
Check that conditions hold exactly. Appropriate when coefficients
are specified as rational or algebraic numbers, but may be very
slow for high order methods.
"""
if mode=='float':
if not extremely_high_order:
import nodepy.oc_butcher as oc_butcher
p = oc_butcher.order(self.__num__(),tol)
else:
import nodepy.oc_butcher_high_order as oc_butcher_high_order
p = oc_butcher_high_order.order(self.__num__(),tol)
if p==0:
print('Apparent order is 0; this may be due to round-off. Try order(mode="exact") or increase tol.')
elif mode=='exact':
from sympy import simplify
p=0
while True:
z=self.order_condition_residuals(p+1)
z = snp.array([simplify(zz) for zz in z])
if np.any(abs(z)>tol): break
p=p+1
return p
[docs] def order_condition_residuals(self,p):
"""
Generates and evaluates code to test whether a method
satisfies the order conditions of order `p` (only).
"""
from sympy import factorial,Rational
A,b,c=self.A,self.b,self.c
C=snp.diag(c)
code=runge_kutta_order_conditions(p)
z=snp.zeros(len(code)+1)
tau=snp.zeros([p,len(self)])
for j in range(1,p):
tau[j,:]=(c**j/j-np.dot(A,c**(j-1)))/factorial(j-1)
for i in range(len(code)):
exec('z[i]='+code[i])
z[-1]=np.dot(b,c**(p-1))-Rational(1,p)
return z
[docs] def effective_order(self,tol=1.e-14):
"""
Returns the effective order of a Runge-Kutta method.
This may be higher than the classical order.
**Example**:
>>> from nodepy import rk
>>> RK4 = rk.loadRKM('RK44')
>>> RK4.effective_order()
Effective order is at least 4. Higher effective order conditions not yet implemented.
4
"""
q=0
while True:
if q==4:
print("Effective order is at least 4. Higher effective order conditions not yet implemented.")
return q
z=self.effective_order_condition_residuals(q+1)
if np.any(abs(z)>tol): return q
q=q+1
[docs] def effective_order_condition_residuals(self,q):
r"""
Generates and evaluates code to test whether a method
satisfies the effective order `q` conditions (only).
Similar to :meth:`order_condition_residuals`, but at the moment
works only for `q \le 4`. (enough to find Explicit SSPRK)
"""
from sympy import factorial,Rational
A,b,c=self.A,self.b,self.c
C=snp.diag(c)
code=runge_kutta_order_conditions(q)
tau=snp.zeros([q,len(self)])
for j in range(1,q):
tau[j,:]=(c**j/j-np.dot(A,c**(j-1)))/factorial(j-1)
if q<=2:
z=snp.zeros(len(code)+1)
z[-1]=np.dot(b,c**(q-1))-Rational(1,q)
if q==3:
z=snp.zeros(len(code))
exec('z[0]='+code[0]+'-'+'np.dot(b,c**2)/2.+1/6.')
if q==4:
code2=runge_kutta_order_conditions(q-1)
z=snp.zeros(len(code)-1)
exec('z[0]='+code[1]+'-'+'np.dot(b,np.dot(A,c**2))/2.+1/24.')
exec('z[1]='+code2[0]+'-'+code[1]+'-'+code[2])
if q>4:
raise NotImplementedError
return z
[docs] def stage_order(self,tol=1.e-14):
r"""
The stage order of a Runge-Kutta method is the minimum,
over all stages, of the
order of accuracy of that stage. It can be shown to be
equal to the largest integer k such that the simplifying
assumptions `B(\xi)` and `C(\xi)` are satisfied for
`1 \le \xi \le k`.
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.stage_order()
1
>>> gl2 = rk.loadRKM('GL2')
>>> gl2.stage_order()
2
**References**:
* :cite:`dekker1984`
* :cite:`butcher2003`
"""
from sympy import simplify
simp_array = np.vectorize(sympy.simplify)
k,B,C=0,0.,0.
while np.all(abs(B)<tol) and np.all(abs(C)<tol):
k=k+1
B=simplify(np.dot(self.b,self.c**(k-1)))-1./k
C=simp_array(np.dot(self.A,self.c**(k-1))-self.c**k/k)
return k-1
#============================================================
# Classical Stability
#============================================================
[docs] def stability_function_unexpanded(self):
r"""Compute the stability function expression but don't simplify it.
This can be useful for performance reasons.
**Example**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.stability_function_unexpanded()
z*(z/2 + 1)/3 + z*(z*(z/2 + 1)/2 + 1)/3 + z*(z*(z*(z/2 + 1)/2 + 1) + 1)/6 + z/6 + 1
>>> rk4.stability_function_unexpanded().simplify()
z**4/24 + z**3/6 + z**2/2 + z + 1
"""
import sympy
z = sympy.var('z')
s = len(self)
I = sympy.eye(s)
v = 1 - self.alpha.sum(1)
vstar = sympy.Matrix(v[:-1])
v_mp1 = sympy.Rational(v[-1])
alpha_star = sympy.Matrix(self.alpha[:-1,:])
beta_star = sympy.Matrix(self.beta[:-1,:])
alpha_mp1 = sympy.Matrix(self.alpha[-1,:])
beta_mp1 = sympy.Matrix(self.beta[-1,:])
p1 = (alpha_mp1 + z*beta_mp1).T*(I-alpha_star-z*beta_star).lower_triangular_solve(vstar)
p1 = p1[0] + v_mp1
return p1
[docs] def stability_function(self,stage=None,mode='exact',formula='lts',use_butcher=False):
r"""
The stability function of a Runge-Kutta method is
`\phi(z)=p(z)/q(z)`, where
$$p(z)=\det(I - z A + z e b^T)$$
$$q(z)=\det(I - z A)$$
The function can also be computed via the formula
$$\phi(z) = 1 + b^T (I-zA)^{-1} e$$
where `e` is a column vector with all entries equal to one.
This function constructs the numerator and denominator of the
stability function of a Runge-Kutta method.
For methods with rational coefficients, *mode='exact'* computes
the stability function using rational arithmetic. Alternatively,
you can set *mode='float'* to force computation using floating point,
in case the exact computation is too slow.
For explicit methods, the denominator is simply `1` and there
are three options for computing the numerator (this is the
'formula' option). These only affect
the speed, and only matter if the computation is symbolic.
They are:
- *'lts'*: SymPy's lower_triangular_solve
- *'det'*: ratio of determinants
- *'pow'*: power series
For implicit methods, only the 'det' (determinant) formula
is supported. If *mode='float'* is selected, the formula
automatically switches to *'det'*.
The user can also select whether to compute the function based
on Butcher or Shu-Osher coefficients by setting *use_butcher*.
**Output**:
- p -- Numpy poly representing the numerator
- q -- Numpy poly representing the denominator
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> p,q = rk4.stability_function()
>>> print(p)
4 3 2
0.04167 x + 0.1667 x + 0.5 x + 1 x + 1
>>> dc = rk.DC(3)
>>> dc.stability_function(mode='exact')
(poly1d([1/3888, 1/648, 1/24, 1/6, 1/2, 1, 1], dtype=object), poly1d([1], dtype=object))
>>> dc.stability_function(mode='float') # doctest: +NORMALIZE_WHITESPACE
(poly1d([2.57201646e-04, 1.54320988e-03, 4.16666667e-02, 1.66666667e-01,
5.00000000e-01, 1.00000000e+00, 1.00000000e+00]), poly1d([1.]))
>>> ssp3 = rk.SSPIRK3(4)
>>> ssp3.stability_function()
(poly1d([-67/300 + 13*sqrt(15)/225, 1/6 - sqrt(15)/25, 9/10 - sqrt(15)/5,
-1 + 2*sqrt(15)/5, 1], dtype=object), poly1d([31/100 - 2*sqrt(15)/25, -7/5 + 9*sqrt(15)/25, 12/5 - 3*sqrt(15)/5,
-2 + 2*sqrt(15)/5, 1], dtype=object))
>>> ssp3.stability_function(mode='float') # doctest: +NORMALIZE_WHITESPACE
(poly1d([4.39037781e-04, 1.17473328e-02, 1.25403331e-01, 5.49193338e-01,
1.00000000e+00]), poly1d([ 1.61332303e-04, -5.72599537e-03, 7.62099923e-02, -4.50806662e-01,
1.00000000e+00]))
>>> ssp2 = rk.SSPIRK2(1)
>>> ssp2.stability_function()
(poly1d([1/2, 1], dtype=object), poly1d([-1/2, 1], dtype=object))
"""
if mode=='float': # Override performance options
use_butcher = True
formula = 'det'
if use_butcher == False and self.alpha is None:
raise Exception('No Shu-Osher coefficients provided.')
if formula == 'pow' and use_butcher == False:
m = len(self)
elif self.is_explicit():
m = self.num_seq_dep_stages()
else:
m = np.inf
formula = 'det'
use_butcher = True
#if formula == 'det' and use_butcher == False:
# raise NotImplementedError("Ratio of determinants not yet implemented for Shu-Osher coefficients.")
if stage is None:
stage = len(self)+1
if use_butcher==False:
alpha = self.alpha[0:stage,0:stage-1]
beta = self.beta[0:stage,0:stage-1]
v_mp1 = 1-alpha[-1,:].sum()
else:
beta = np.vstack((self.A,self.b))
alpha = beta*0
p,q = _stability_function(alpha,beta,self.is_explicit(),m,formula=formula,mode=mode)
if self.is_explicit(): # Trim leading coefficients that ought to be zero
d_true = self.num_seq_dep_stages()
d_num = len(p.coeffs)-1
if d_num>d_true:
p = np.poly1d(p.coeffs[(d_num-d_true):])
return p,q
[docs] def E_polynomial(self):
r"""Return the E-polynomial of the method."""
from nodepy import stability_function
p, q = self.stability_function()
return stability_function.E_polynomial(p, q)
[docs] def plot_stability_function(self,bounds=[-20,1]):
r"""Plot the value of the stability function along the negative real axis.
**Example**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.plot_stability_function()
"""
import matplotlib.pyplot as plt
p,q=self.stability_function()
xx=np.arange(bounds[0], bounds[1], 0.01)
yy=p(xx)/q(xx)
fig, = plt.plot(xx,yy)
plt.draw()
[docs] def plot_stability_region(self,N=200,color='r',filled=True,bounds=None,
plotroots=False,alpha=1.,scalefac=1.,
to_file=False, longtitle=True,fignum=None):
r"""
The region of absolute stability
of a Runge-Kutta method, is the set
$$ \\{ z \\in C : | \\phi(z) | \\le 1 \\} $$
where `\phi(z)` is the stability function of the method.
**Input**: (all optional)
- N -- Number of gridpoints to use in each direction
- bounds -- limits of plotting region
- color -- color to use for this plot
- filled -- if true, stability region is filled in (solid); otherwise it is outlined
**Example**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.plot_stability_region() #doctest: +ELLIPSIS
<Figure size...
"""
import nodepy.stability_function as stability_function
import matplotlib.pyplot as plt
p,q=self.__num__().stability_function(mode='float')
fig = stability_function.plot_stability_region(p,q,N,color,filled,bounds,
plotroots,alpha,scalefac,fignum)
ax = fig.get_axes()
if longtitle:
plt.setp(ax,title='Absolute Stability Region for '+self.name)
else:
plt.setp(ax,title='Stability region')
if to_file:
plt.savefig(to_file, transparent=True, bbox_inches='tight', pad_inches=0.3)
else:
plt.draw()
return fig
[docs] def plot_order_star(self,N=200,bounds=[-5,5,-5,5],plotroots=False,
color=('w','b'),filled=True,fignum=None):
r""" The order star of a Runge-Kutta method is the set
$$ \\{ z \\in C : | \\phi(z)/\\exp(z) | \\le 1 \\} $$
where `\phi(z)` is the stability function of the method.
**Input**: (all optional)
- N -- Number of gridpoints to use in each direction
- bounds -- limits of plotting region
- color -- color to use for this plot
- filled -- if true, order star is filled in (solid); otherwise it is outlined
**Example**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.plot_order_star() # doctest: +ELLIPSIS
<Figure size...
"""
import nodepy.stability_function as stability_function
import matplotlib.pyplot as plt
p,q=self.__num__().stability_function(mode='float')
fig = stability_function.plot_order_star(p,q,N,bounds,plotroots,color,fignum)
plt.title('Order star for '+self.name)
return fig
#============================================================
# Nonlinear Stability
#============================================================
[docs] def circle_contractivity_radius(self,acc=1.e-13,rmax=1000):
r"""
Returns the radius of circle contractivity
of a Runge-Kutta method.
**Example**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.circle_contractivity_radius() #doctest: +ELLIPSIS
1.000...
"""
from nodepy.utils import bisect
tol=1.e-14
r=bisect(0,rmax,acc,tol,self.__num__()._is_circle_contractive)
return r
[docs] def absolute_monotonicity_radius(self,acc=1.e-10,rmax=200,
tol=3.e-16):
r"""
Returns the radius of absolute monotonicity
(also referred to as the radius of contractivity or
the strong stability preserving coefficient
of a Runge-Kutta method.
"""
from nodepy.utils import bisect
r=bisect(0,rmax,acc,tol,self._is_absolutely_monotonic)
if r>=rmax-acc: return np.inf
else: return r
[docs] def linear_monotonicity_radius(self,acc=1.e-10,tol=1.e-15,tol2=1e-8):
r"""
Computes Horvath's monotonicity radius of the stability
function.
TODO: clean this up.
"""
p,q=self.stability_function()
for i in range(len(p)+1):
if abs(p[i])<=tol2: p[i]=0.0
for i in range(len(q)+1):
if abs(q[i])<=tol2: q[i]=0.0
#First check extreme cases
if p.order>q.order: return 0
phi = lambda z: p(z)/q(z)
#Get the negative real zeroes of the derivative of p/q:
phip=p.deriv()*q-q.deriv()*p
zeroes=[z for z in phip.r if np.isreal(z) and z<0]
#Find the extremum of phi on (-inf,0):
xmax=-10000
if phip(0)<0: return 0
if len(zeroes)>0:
for i in range(len(zeroes)):
if p(zeroes[i])/q(zeroes[i])<p(xmax)/q(xmax) and zeroes[i]>xmax:
xmax=zeroes[i]
zmax=max(abs(phi(zeroes)))
rlo=max(zeroes)
if p.order==q.order:
zmax=max(zmax, abs(p[len(p)]/q[len(q)]))
else:
if p.order<q.order: return -np.inf
if p.order==q.order:
zmax=abs(p[len(p)]/q[len(q)])
if p[len(p)]/q[len(q)]>=-tol: return -np.inf
rlo=-10000
s=p-zmax*q
zeroes2=[z for z in s.r if np.isreal(z) and z<0 and z>=xmax]
if len(zeroes2)>0:
r=max(zeroes2)
else: r=0
return float(np.real(r))
def _is_circle_contractive(self,r,tol):
r""" Returns 1 if the Runge-Kutta method has radius of circle
contractivity at least `r`.
See :cite:`dekker1984`.
"""
B=np.diag(self.b)
M=np.dot(B,self.A)+np.dot(self.A.T,B)-np.outer(self.b,self.b)
X=M+B/r
v,d=np.linalg.eig(X)
if v.min()>-tol:
return 1
else:
return 0
def _is_absolutely_monotonic(self,r,tol):
r""" Returns 1 if the Runge-Kutta method is absolutely monotonic
at `z=-r`.
The method is absolutely monotonic if `(I+rA)^{-1}` exists
and
$$K(I+rA)^{-1} \\ge 0$$
$$(I+rA)^{-1} e_m \\ge 0$$
where `e_m` is the m-by-1 vector of ones and `K=[ A; b^T]`.
The inequalities are interpreted componentwise.
See :cite:`kraaijevanger1991`.
"""
s=len(self)
K=np.vstack([self.A.astype(float),self.b.astype(float)])
K=np.hstack([K,np.zeros([s+1,1])])
X=np.eye(s+1)+r*K
if abs(np.linalg.det(X))<tol: return 0
beta_r=np.linalg.solve(X,K)
v_r_sum = np.dot(np.eye(s+1)-r*beta_r,np.ones([s+1,1]))
if beta_r.min()<-tol or v_r_sum.min()<-tol:
return 0
else:
return 1
# Need an exception here if rhi==rmax
[docs] def is_algebraically_stable(self):
r"""Checks whether the Runge-Kutta method is algebraically stable,
i.e. whether the matrix
.. math::
B A + A^T B - b b^T
is positive semidefinite and all weights `b_i \geq 0`.
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.is_algebraically_stable() # doctest: +ELLIPSIS
False
>>> from nodepy import rk
>>> lobatto = rk.loadRKM('LobattoIIIC4')
>>> lobatto.is_algebraically_stable() # doctest: +ELLIPSIS
True
See :cite:`butcher2003`.
"""
import numpy as np
if np.any(self.b < 0):
return False
# Check the eigenvalues for positive definiteness.
#
# We could also check whether the Cholesky factorization fails (=> not pos. def.).
# However, since we are interested in positive SEMIdefinite matrices, we have to
# regularize M by adding a small multiple of the identity matrix. Since "small"
# depends on the floating point type and this is probably not a bottleneck, using
# the eigenvalues seems to be fine.
rk = self.__num__()
B = np.diag(rk.b)
M = B.dot(rk.A) + rk.A.T.dot(B) - np.outer(rk.b, rk.b)
isposdef = np.all(np.linalg.eigvals(M) >= -10 * np.finfo(M.dtype).eps)
return isposdef
#============================================================
# Representations
#============================================================
#==========================================
# Optimal (downwind) perturbations
#==========================================
[docs] def lp_perturb(self,r,tol=None):
r"""Find a perturbation via linear programming.
Use linear programming to determine if there exists
a perturbation of this method with radius of absolute
monotonicity at least `r`.
The linear program to be solved is
.. math::
\begin{align}
(I-2\alpha^{down}_r)\alpha_r + \alpha^{down}_r & = (\alpha^{up}_r ) \ge 0 \\
(I-2\alpha^{down}_r)v_r & = \gamma_r \ge 0.
\end{align}
This function requires ``cvxpy``.
"""
import cvxpy as cvx
if not self.is_explicit():
# We could find explicit perturbations for implicit methods,
# but is that useful?
raise Exception("LP perturbation algorithm works only for explicit methods.")
s = len(self)
I = np.eye(s+1)
v_r, alpha_r = self.canonical_shu_osher_form(r)
alpha_down = cvx.Variable(s+1,s+1)
objective = cvx.Minimize(sum(alpha_down))
constraints = [(I-2*alpha_down)*alpha_r + alpha_down >= 0,
(I-2*alpha_down)*v_r >= 0,
alpha_down >= 0]
if self.is_explicit():
# Constrain perturbation to be explicit
for i in range(alpha_down.shape.rows):
for j in range(i,alpha_down.shape.cols):
constraints.append(alpha_down[i,j] == 0)
problem = cvx.Problem(objective, constraints)
status = problem.solve()
return (status == 0)
[docs] def ssplit(self,r,P_signs=None,delta=None):
"""Sympy exact version of split.
If `P_{signs}` is passed, use that as the sign pattern of the `P` matrix.
This is useful if `r` is symbolic (since then in general the signs of
elemnts of `P` are unknown).
"""
import numpy as np
s=len(self)
I=snp.eye(s+1)
d,P=self.canonical_shu_osher_form(r)
# Split P into positive and negative parts
if P_signs is None:
P_signs = (P>0).astype(int)
if delta is None:
delta = np.zeros(P.shape)
P_plus=P*P_signs + delta
P_minus=-P*(1-P_signs) + delta
# Form new coefficients
M=I+2*P_minus
alpha=snp.solve(M,P_plus)
gamma=snp.solve(M,d)
alphatilde=snp.solve(M,P_minus)
if self.is_explicit():
# Assuming gamma is positive, we can redistribute it
alpha[1:,0]+=gamma[1:]/2
alphatilde[1:,0]+=gamma[1:]/2
gamma[1:]=0
return gamma, alpha, alphatilde
[docs] def resplit(self,r,tol=1.e-15,max_iter=5):
s = len(self)
I = np.eye(s+1)
gamma, alpha_up = self.canonical_shu_osher_form(r)
alpha_down = 0*alpha_up
for i in range(max_iter):
aup, aum = sign_split(alpha_up)
adp, adm = sign_split(alpha_down)
G = np.linalg.inv(I + 2*(aum.astype(float) + adm.astype(float)))
alpha_up = np.dot(G,aup+adm)
alpha_down = np.dot(G,aum+adp)
gamma = np.dot(G,gamma)
if all(self.A[0,:] == 0):
gamma, alpha_up, alpha_down = redistribute_gamma(gamma, alpha_up, alpha_down)
if alpha_up.min()>=-tol and gamma.min()>=-tol and alpha_down.min()>=-tol:
break
return gamma, alpha_up, alpha_down
[docs] def is_splittable(self,r,tol=1.e-15):
d,alpha,alphatilde=self.resplit(r,tol=tol)
if alpha.min()>=-tol and d.min()>=-tol and alphatilde.min()>=-tol:
return True
else:
return False
[docs] def optimal_perturbed_splitting(self,acc=1.e-12,rmax=50.01,tol=1.e-13,algorithm='split'):
r"""
Return the optimal downwind splitting of the method
along with the optimal downwind SSP coefficient.
The default algorithm (split with iteration) is not
provably correct. The LP algorithm is. See the paper
(Higueras & Ketcheson) for more details.
**Example**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> r, d, alpha, alphatilde = rk4.optimal_perturbed_splitting(algorithm='split')
>>> print(r) # doctest: +ELLIPSIS
0.68501606...
"""
from nodepy.utils import bisect
try:
import cvxpy as cvx
except:
algorithm = 'split'
if algorithm == 'LP':
r=bisect(0,rmax,acc,tol,self.lp_perturb)
elif algorithm == 'split':
r=bisect(0,rmax,acc,tol,self.is_splittable)
d,alpha,alphatilde=self.resplit(r,tol=tol)
return r,d,alpha,alphatilde
#============================================================
# Miscellaneous
#============================================================
[docs] def propagation_matrix(self,L,dt):
"""
Returns the solution propagation matrix for the linear
autonomous system with RHS equal to the matrix `L`, i.e.
it returns the matrix `G` such that when the Runge-Kutta
method is applied to the system
`u'(t)=Lu`
with stepsize `dt`, the numerical solution is given by
`u^{n+1} = G u^n`.
**Input**:
- self -- a Runge-Kutta method
- L -- the RHS of the ODE system
- dt -- the timestep
The formula for `G` is (if `L` is a scalar):
`G = 1 + b^T L (I-A L)^{-1} e`
where `A` and `b` are the Butcher arrays and `e` is the vector
of ones. If `L` is a matrix, all quantities above are
replaced by their Kronecker product with the identity
matrix of size `m`, where `m` is the number of stages of
the Runge-Kutta method.
"""
neq=np.size(L,0)
nstage=len(self)
I =np.identity(nstage)
I2=np.identity(neq)
Z=np.kron(I,dt*L)
X=np.kron(I,I2)-np.dot(np.kron(self.A,I2),Z)
Xinv=np.linalg.inv(X)
e=np.kron(np.ones(nstage)[:,np.newaxis],I2)
G=I2 + np.dot(np.kron(self.b[:,np.newaxis],I2).T,
np.dot(Z,np.dot(Xinv,e)))
return G
[docs] def is_explicit(self):
return False
[docs] def is_zero_stable(self):
return True
[docs] def is_FSAL(self):
"""True if method is "First Same As Last"."""
if np.all(self.A[-1,:]==self.b): return True
else: return False
[docs]def sign_split(M):
"""Given a matrix `M`, return two matrices. The first contains the
positive entries of `M`; the second contains the negative entries of `M`,
multiplied by `-1`.
"""
M_plus = M*(M>0).astype(int)
M_minus = -M*(M<0).astype(int)
return M_plus, M_minus
[docs]def redistribute_gamma(gamma, alpha_up, alpha_down):
alpha_up[1:,0] += gamma[1:]/2.
alpha_down[1:,0] += gamma[1:]/2.
gamma[1:] = 0.
return gamma, alpha_up, alpha_down
#=====================================================
[docs]class ExplicitRungeKuttaMethod(RungeKuttaMethod):
#=====================================================
r"""
Class for explicit Runge-Kutta methods. Mostly identical
to RungeKuttaMethod, but also includes time-stepping and
a few other functions.
"""
def __step__(self,f,t,u,dt,x=None,estimate_error=False,use_butcher=False):
"""
Take a time step on the ODE `u'=f(t,u)`.
**Input**:
- f -- function being integrated
- t -- array of previous solution times
- u -- array of previous solution steps (*u[i]* is the
solution at time *t[i]*)
- dt -- length of time step to take
**Output**:
- unew -- approximate solution at time *t[-1] + dt*
The implementation here is wasteful in terms of storage.
"""
if self.alpha is None:
use_butcher = True
m=len(self)
u_old = u # Initial value
y = [np.zeros_like(np.atleast_1d(u)) for i in range(m+1)]
fy = [np.zeros_like(np.atleast_1d(u)) for i in range(m)]
# First stage
y[0][:]=u_old
if x is not None: fy[0][:]=f(t,y[0],x)
else: fy[0][:]=f(t,y[0])
if use_butcher: # Use Butcher coefficients
for i in range(1,m): # Compute stage i
y[i][:] = u_old
for j in range(i):
y[i] += self.A[i,j]*dt*fy[j]
if x is not None: fy[i][:] = f(t+self.c[i]*dt,y[i],x)
else: fy[i][:] = f(t+self.c[i]*dt,y[i])
u_new=u_old+dt*sum([self.b[j]*fy[j] for j in range(m)])
else: # Use Shu-Osher coefficients
v = 1 - self.alpha.sum(1)
for i in range(1,m+1):
y[i] = v[i]*u_old
for j in range(i):
y[i] += self.alpha[i,j]*y[j] + dt*self.beta[i,j]*fy[j]
if i<m:
if x is not None: fy[i][:] = f(t+self.c[i]*dt,y[i],x)
else: fy[i][:] = f(t+self.c[i]*dt,y[i])
u_new = y[m]
return u_new
[docs] def imaginary_stability_interval(self,mode='exact',eps=1.e-14):
r"""
Length of imaginary axis half-interval contained in the
method's region of absolute stability.
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.imaginary_stability_interval() # doctest: +ELLIPSIS
2.8284271247461...
"""
import nodepy.stability_function as stability_function
p,q=self.stability_function(mode=mode)
return stability_function.imaginary_stability_interval(p,q,eps=eps)
[docs] def real_stability_interval(self,mode='exact',eps=1.e-14):
r"""
Length of negative real axis interval contained in the
method's region of absolute stability.
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> I = rk4.real_stability_interval()
>>> print("{:.10f}".format(I))
2.7852935634
"""
import nodepy.stability_function as stability_function
p,q=self.stability_function(mode=mode)
return stability_function.real_stability_interval(p,q,eps=eps)
[docs] def linear_absolute_monotonicity_radius(self,acc=1.e-10,rmax=50,
tol=3.e-16):
"""
Returns the radius of absolute monotonicity
of the stability function of a Runge-Kutta method.
TODO: implement this functionality for implicit methods.
"""
from nodepy.utils import bisect
p,q=self.stability_function()
if q.order!=0 or q[0]!=1:
raise NotImplementedError(
'Not yet implemented for rational functions')
else:
r=bisect(0,rmax,acc,tol,is_absolutely_monotonic_poly,p=p)
return r
[docs] def is_explicit(self):
return True
[docs] def work_per_step(self):
"Number of function evaluations required for one step."
if self.is_FSAL(): return len(self)-1
else: return len(self)
[docs] def num_seq_dep_stages(self):
r"""Number of sequentially dependent stages.
Number of sequential function evaluations that must be made.
**Examples**::
Extrapolation methods are parallelizable:
>>> from nodepy import rk
>>> ex4 = rk.extrap(4)
>>> len(ex4)
7
>>> ex4.num_seq_dep_stages()
4
So are deferred correction methods:
>>> dc4 = rk.DC(4)
>>> len(dc4)
17
>>> dc4.num_seq_dep_stages()
8
Unless `\theta` is non-zero:
>>> rk.DC(4,theta=1).num_seq_dep_stages()
20
"""
n_s = [0]*len(self)
for i in range(len(self)):
for j in range(i):
if self.A[i,j] != 0:
n_s[i] = max(n_s[i], n_s[j]+1)
n = 0
for i in range(len(self)):
if self.b[i] != 0:
n = max(n, n_s[i]+1)
return n
[docs] def internal_stability_polynomials(self,stage=None,mode='exact',formula='lts',use_butcher=False):
r"""
The internal stability polynomials of a Runge-Kutta method
depend on the implementation and must therefore be constructed
base on the Shu-Osher form used for the implementation.
By default the Shu-Osher coefficients are used. The
Butcher coefficients are used if use_butcher=True or
if Shu-Osher coefficients are not defined.
The formula for the polynomials is:
Modified Shu-Osher form: `(alphastarmp1+z betastarmp1)(I-alphastar-z betastar)^{-1}`
Butcher array: `z b^T(I-zA)^{-1}`.
Note that in the first stage no perturbation is introduced because
for an explicit method the first stage is equal to the solution at
the current time level. Therefore, the first internal polynomial is
set to zero.
For symbolic computation,
this routine has been significantly modified for efficiency
relative to particular classes of methods. Two formulas are
implemented, one based on SymPy's Matrix.lower_triangular_solve()
and the other using a power series for the inverse. Different
choices of these two are more efficient for different classes of
methods (this only matters for methods with very many stages).
**Options**
- use_butcher
**Output**:
- numpy array of internal stability polynomials
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> theta = rk4.internal_stability_polynomials()
>>> for p in theta:
... print(p)
3 2
0.08333 x + 0.1667 x + 0.3333 x
2
0.1667 x + 0.3333 x
<BLANKLINE>
0.1667 x
"""
if stage is None:
stage = len(self)+1
if formula == 'pow' and use_butcher == False:
m = len(self)
elif self.is_explicit():
m = self.num_seq_dep_stages()
else:
m = len(self)
if use_butcher==False:
alpha = self.alpha[0:stage,0:stage-1]
beta = self.beta[0:stage,0:stage-1]
else:
beta = np.vstack((self.A,self.b))
alpha = beta*0
explicit = self.is_explicit()
theta = _internal_stability_polynomials(alpha,beta,explicit,m,formula=formula,mode=mode)
return theta
[docs] def internal_stability_plot(self,bounds=None,N=200,use_butcher=False,formula='lts',levels=[1,100,500,1000,1500,10000]):
r"""Plot internal stability regions.
Plots the `\epsilon`-internal-stability region contours.
By default the Shu-Osher coefficients are used. The
Butcher coefficients are used if *use_butcher=True* or
if Shu-Osher coefficients are not defined.
**Examples**::
>>> from nodepy import rk
>>> rk4 = rk.loadRKM('RK44')
>>> rk4.internal_stability_plot()
"""
import nodepy.stability_function as stability_function
import matplotlib.pyplot as plt
from nodepy.utils import find_plot_bounds
from matplotlib.colors import LogNorm
p,q = self.stability_function(use_butcher=use_butcher,formula=formula)
# Convert coefficients to floats for speed
if p.coeffs.dtype=='object':
p = np.poly1d([float(c) for c in p.coeffs])
q = np.poly1d([float(c) for c in q.coeffs])
stable = lambda z : np.abs(p(z)/q(z))<=1.0
bounds = find_plot_bounds(stable,guess=(-10,1,-5,5))
theta = self.internal_stability_polynomials(use_butcher=use_butcher,formula=formula)
x=np.linspace(bounds[0],bounds[1],N)
y=np.linspace(bounds[2],bounds[3],N)
X=np.tile(x,(N,1))
Y=np.tile(y[:,np.newaxis],(1,N))
Z=X + Y * 1j
th_vals = np.zeros((len(theta), N, N), dtype=np.complex64)
for j in range(len(theta)):
thetaj = np.poly1d([float(c) for c in theta[j].coeffs])
th_vals[j,...] = thetaj(Z)
th_max = np.max(np.abs(th_vals),axis=0)
fig = plt.figure()
CS = plt.contour(X,Y,th_max,colors='k',levels=levels)
plt.clabel(CS, fmt='%d', colors='k')#,manual=True)
p,q=self.__num__().stability_function(mode='float')
stability_function.plot_stability_region(p,q,N,color='k',filled=False,bounds=bounds,
fignum=fig.number)
[docs] def maximum_internal_amplification(self,N=200,use_butcher=False,formula='lts'):
r"""The maximum amount by which any stage error is amplified,
assuming the step size is taken so that the method is absolutely
stable:
`\max_{z \in S,j} |\theta_j(z)|`
where `S = \{z \in C : |R(z)|\le 1.`
Here `R(z)` is the stability function and `\theta_j(z)`
are the internal stability functions.
By default the Shu-Osher coefficients are used. The
Butcher coefficients are used if *use_butcher=True* or
if Shu-Osher coefficients are not defined.
**Examples**::
>>> from nodepy import rk
>>> ssp2 = rk.SSPRK2(6)
>>> ssp2.maximum_internal_amplification() # doctest: +ELLIPSIS
(1.097405..., 0.83333333...)
>>> ssp2.maximum_internal_amplification(use_butcher=True) # doctest: +ELLIPSIS
(2.037051..., 0.0)
"""
from nodepy.utils import find_plot_bounds
if (self.alpha is None or self.beta is None): use_butcher = True
p,q = self.stability_function(use_butcher=use_butcher,formula=formula)
# Convert coefficients to floats for speed
if p.coeffs.dtype=='object':
p = np.poly1d([float(c) for c in p.coeffs])
q = np.poly1d([float(c) for c in q.coeffs])
stable = lambda z : np.abs(p(z)/q(z))<=1.0
bounds = find_plot_bounds(stable,guess=(-10,1,-5,5))
# Evaluate the stability function over a grid
x=np.linspace(bounds[0],bounds[1],N)
y=np.linspace(bounds[2],bounds[3],N)
X=np.tile(x,(N,1))
Y=np.tile(y[:,np.newaxis],(1,N))
Z=X+Y*1j
R=np.abs(p(Z)/q(Z))
# Select just the absolutely stable points
ij_stable = np.where(R<=1.)
Z_stable = Z[ij_stable]
# Evaluate the internal stability polynomials over the stable region
theta = self.internal_stability_polynomials(use_butcher=use_butcher,formula=formula)
maxamp = 0.
maxamp_origin = 0.
for thetaj in theta:
thetaj = np.poly1d([float(c) for c in thetaj.coeffs])
maxamp = max(maxamp, np.max(np.abs(thetaj(Z_stable))))
maxamp_origin = max(maxamp_origin, np.abs(thetaj(0.)))
return maxamp, maxamp_origin
#=====================================================
#End of ExplicitRungeKuttaMethod class
#=====================================================
[docs]class ContinuousRungeKuttaMethod(RungeKuttaMethod):
def __init__(self,A=None,b=None,alpha=None,beta=None,
b_dense=None,
name='Continuous Runge-Kutta Method',shortname='CRKM',
description='',mode='exact',order=None):
super(ContinuousRungeKuttaMethod,self).__init__(A,b,alpha,beta,name,
shortname,description)
self.b_dense = b_dense
[docs]class ContinuousExplicitRungeKuttaMethod(ContinuousRungeKuttaMethod,ExplicitRungeKuttaMethod):
def __step__(self,f,t,u,dt,thetas,x=None,estimate_error=False,use_butcher=False):
"""
Take a time step on the ODE u'=f(t,u), providing output at
times requested.
**Input**:
- f -- function being integrated
- t -- array of previous solution times
- u -- array of previous solution steps (u[i] is the solution at time t[i])
- dt -- length of time step to take
- thetas -- list of relative times at which to provide output
**Output**:
- unew -- approximate solution at time t[-1]+dt
- u_theta -- list of dense output values
The implementation here is wasteful in terms of storage.
"""
if self.alpha is None:
use_butcher = True
m=len(self)
u_old = u.copy() # Initial value
y = [np.zeros_like(np.atleast_1d(u)) for i in range(m+1)]
fy = [np.zeros_like(np.atleast_1d(u)) for i in range(m)]
# First stage
y[0][:]=u_old
if x is not None: fy[0][:]=f(t,y[0],x)
else: fy[0][:]=f(t,y[0])
if use_butcher: # Use Butcher coefficients
for i in range(1,m): # Compute stage i
y[i][:] = u_old
for j in range(i):
y[i] += self.A[i,j]*dt*fy[j]
if x is not None: fy[i][:] = f(t+self.c[i]*dt,y[i],x)
else: fy[i][:] = f(t+self.c[i]*dt,y[i])
u_new=u_old+dt*sum([self.b[j]*fy[j] for j in range(m)])
else: # Use Shu-Osher coefficients
v = 1 - self.alpha.sum(1)
for i in range(1,m+1):
y[i] = v[i]*u_old
for j in range(i):
y[i] += self.alpha[i,j]*y[j] + dt*self.beta[i,j]*fy[j]
if i<m:
if x is not None: fy[i][:] = f(t+self.c[i]*dt,y[i],x)
else: fy[i][:] = f(t+self.c[i]*dt,y[i])
u_new = y[m]
if thetas:
deg = self.b_dense.shape[1] # b_j polynomial degree
u_theta = [np.zeros_like(np.atleast_1d(u)) for i in range(len(thetas))]
for i, theta in enumerate(thetas):
u_theta[i]= u_old.copy()
for j in range(m):
bj = 0.
for d in range(1,deg):
bj += self.b_dense[j,d] * theta**d
u_theta[i] += dt*bj*fy[j]
else:
u_theta = None
return u_new, u_theta
#=====================================================
[docs]class ExplicitRungeKuttaPair(ExplicitRungeKuttaMethod):
#=====================================================
r"""
Class for embedded Runge-Kutta pairs. These consist of
two methods with identical coefficients `a_{ij}`
but different coefficients `b_j` such that the methods
have different orders of accuracy. Typically the
higher order accurate method is used to advance
the solution, while the lower order method is
used to obtain an error estimate.
An embedded Runge-Kutta Pair takes the form:
\\begin{align*}
y_i = & u^{n} + \\Delta t \\sum_{j=1}^{s} + a_{ij} f(y_j)) & (1\\le j \\le s) \\\\
u^{n+1} = & u^{n} + \\Delta t \\sum_{j=1}^{s} b_j f(y_j) \\\\
\\hat{u}^{n+1} = & u^{n} + \\Delta t \\sum_{j=1}^{s} \\hat{b}_j f(y_j).
\\end{align*}
That is, both methods use the same intermediate stages `y_i`, but different
weights. Typically the weights `\\hat{b}_j` are chosen so that `\\hat{u}^{n+1}`
is accurate of order one less than the order of `u^{n+1}`. Then their
difference can be used as an error estimate.
The class also admits Shu-Osher representations:
\\begin{align*}
y_i = & v_i u^{n} + \\sum_{j=1}^s \\alpha_{ij} y_j + \\Delta t \\sum_{j=1}^{s} + \\beta_{ij} f(y_j)) & (1\\le j \\le s+1) \\\\
u^{n+1} = & y_{s+1}
\\hat{u}^{n+1} = & \\hat{v}_{s+1} u^{n} + \\sum_{j=1}^s \\hat{\\alpha}_{s+1,j} + \\Delta t \\sum_{j=1}^{s} \\hat{\\beta}_{s+1,j} f(y_j).
\\end{align*}
In NodePy, if *rkp* is a Runge-Kutta pair, the principal (usually
higher-order) method is the one used if accuracy or stability properties
are queried. Properties of the embedded (usually lower-order) method can
be accessed via *rkp.embedded_method*.
When solving an IVP with an embedded pair, one can specify a desired
error tolerance. The step size will be adjusted automatically
to achieve approximately this tolerance.
"""
def __init__(self,A=None,b=None,bhat=None,alpha=None,beta=None,alphahat=None,betahat=None,
name='Runge-Kutta Pair',shortname='RKM',description='',order=(None,None)):
r"""
In addition to the ordinary Runge-Kutta initialization,
here the embedded coefficients `\hat{b}_j` are set as well.
"""
super(ExplicitRungeKuttaPair,self).__init__(
A,b,alpha,beta,name,shortname,description,order=order[0])
if bhat is None:
Ahat,bhat=shu_osher_to_butcher(alphahat,betahat)
if bhat.shape != self.b.shape:
raise Exception("Dimensions of embedded method don't agree with those of principal method")
self.bhat = bhat
self.alphahat = alphahat
self.betahat = betahat
self.mtype = 'Explicit embedded Runge-Kutta pair'
self._p_hat = order[1]
@property
def main_method(self):
"""Return the main method of the pair (usually the higher-order one)."""
if self.alpha is None:
return ExplicitRungeKuttaMethod(self.A,self.b,order=self._p)
else:
return ExplicitRungeKuttaMethod(alpha=self.alpha,beta=self.beta,order=self._p)
@property
def embedded_method(self):
"""Always recompute the embedded method on the fly. This may be inefficient."""
if self.alphahat is None:
return ExplicitRungeKuttaMethod(self.A,self.bhat,order=self._p_hat)
else:
return ExplicitRungeKuttaMethod(alpha=self.alphahat,beta=self.betahat,order=self._p_hat)
def __num__(self):
"""
Returns a copy of the method but with floating-point coefficients.
This is useful whenever we need to operate numerically without
worrying about the representation of the method.
"""
numself = super(ExplicitRungeKuttaPair,self).__num__()
if self.A.dtype==object:
numself.bhat=np.array(self.bhat,dtype=np.float64)
if self.alphahat is not None:
numself.alphahat=np.array(self.alphahat,dtype=np.float64)
numself.betahat=np.array(self.betahat,dtype=np.float64)
return numself
def __str__(self):
"""
Pretty-prints the Butcher array in the form:
|
c | A
________
| b
| bhat
"""
s = super(ExplicitRungeKuttaPair,self).__str__()
from nodepy.utils import array2strings
c = array2strings(self.c)
A = array2strings(self.A)
b = array2strings(self.b)
bhat = array2strings(self.bhat)
lenmax, colmax = _get_column_widths([A,b,c])
s+= '\n'+' '*(colmax+1)+'|'
for j in range(len(self)):
s+=bhat[j].ljust(colmax+1)
return s.rstrip()
def __step__(self,f,t,u,dt,x=None,estimate_error=False,use_butcher=False):
"""
Take a time step on the ODE u'=f(t,u).
Just like the corresponding method for RKMs, but
for RK pairs also computes an error estimate using
the embedded method.
**Input**:
- f -- function being integrated
- t -- array of previous solution times
- u -- array of previous solution steps (u[i] is the solution at time t[i])
- dt -- length of time step to take
**Output**:
- unew -- approximate solution at time t[-1]+dt
The implementation here is wasteful in terms of storage.
"""
if self.alphahat is None:
use_butcher = True
m=len(self)
u_old = u # Initial value
y = [np.zeros_like(np.atleast_1d(u)) for i in range(m+1)]
fy = [np.zeros_like(np.atleast_1d(u)) for i in range(m)]
# First stage
y[0][:]=u_old
if x is not None: fy[0][:]=f(t,y[0],x)
else: fy[0][:]=f(t,y[0])
if use_butcher: # Use Butcher coefficients
for i in range(1,m): # Compute stage i
y[i][:] = u_old
for j in range(i):
y[i] += self.A[i,j]*dt*fy[j]
if x is not None: fy[i][:] = f(t[-1]+self.c[i]*dt,y[i],x)
else: fy[i][:] = f(t+self.c[i]*dt,y[i])
u_new=u_old+dt*sum([self.b[j]*fy[j] for j in range(m)])
if estimate_error:
u_hat=u+dt*sum([self.bhat[j]*fy[j] for j in range(m)])
else: # Use Shu-Osher coefficients
v = 1 - self.alpha.sum(1)
for i in range(1,m+1):
y[i] = v[i]*u_old
for j in range(i):
y[i] += self.alpha[i,j]*y[j] + dt*self.beta[i,j]*fy[j]
if i<m:
if x is not None: fy[i][:] = f(t+self.c[i]*dt,y[i],x)
else: fy[i][:] = f(t+self.c[i]*dt,y[i])
u_new = y[m]
if estimate_error:
u_hat = np.zeros_like(np.atleast_1d(u))
#if dt<1e-10:
#print("Warning: very small step size: {} {}".format(dt, t[-1]))
u_hat = (1-np.sum(self.alphahat[-1,:]))*u_old
for j in range(m):
u_hat += self.alphahat[-1,j]*y[j] + dt*self.betahat[-1,j]*fy[j]
if estimate_error:
return u_new, np.max(np.abs(u_new-u_hat))
else:
return u_new
[docs] def error_metrics(self, q=None, p=None, tol=1.e-14):
r"""Return full set of error metrics for an embedded RK pair.
See :cite:`kennedy2000` p. 181
**Example**::
>>> from nodepy import rk
>>> bs5 = rk.loadRKM('BS5')
>>> bs5.error_metrics()
main method has order 5
embedded method has order 4
(43*sqrt(83011)/558835200, 43/3386880, sqrt(29695176594765489880490334265)/810521680634265600, 1451/15966720, sqrt(870269901055795)/277898765760, 10147/131580855, sqrt(51577359825120524319571156056057595)/219308015066060340, 26201089/40912704, sqrt(5250600078722255566247933273951710555)/2193080150660603400, 305343067/400035328, 482048/414219, 5987277*sqrt(72241974756542598745)/243675572295622600, 5987277/36366848)
"""
if q is None:
q = self.order(tol=tol)
print('main method has order {}'.format(q))
if p is None:
p = self.embedded_method.order(tol=tol)
print('embedded method has order {}'.format(p))
A_qp1, A_qp1_max, A_qp2, A_qp2_max, D = self.main_method.error_metrics(q)
tau_pp1_hat = self.embedded_method.error_coeffs(p+1)
tau_pp2_hat = self.embedded_method.error_coeffs(p+2)
tau_pp2 = self.error_coeffs(p+2)
A_pp1_hat = snp.norm(tau_pp1_hat)
A_pp2_hat = snp.norm(tau_pp2_hat)
A_pp2 = snp.norm(tau_pp2)
A_pp1_hat_max = max([abs(tau) for tau in tau_pp1_hat])
A_pp2_hat_max = max([abs(tau) for tau in tau_pp2_hat])
A_pp2_max = max([abs(tau) for tau in tau_pp2])
B_pp2 = A_pp2_hat / A_pp1_hat
B_pp2_max = A_pp2_hat_max / A_pp1_hat_max
tau2diff = np.array(tau_pp2_hat) - np.array(tau_pp2)
C_pp2 = snp.norm(tau2diff) / A_pp1_hat
C_pp2_max = max([abs(tau) for tau in tau2diff])/A_pp1_hat_max
D = max(np.max(self.A), np.max(self.b), np.max(self.bhat), np.max(self.c))
E_pp2 = A_pp2 / A_pp1_hat
E_pp2_max = A_pp2_max / A_pp1_hat_max
return A_qp1, A_qp1_max, A_qp2, A_qp2_max, A_pp1_hat, A_pp1_hat_max, B_pp2, B_pp2_max, C_pp2, C_pp2_max, D, E_pp2, E_pp2_max
[docs] def is_FSAL(self):
if np.all(self.A[-1,:]==self.b): return True
elif np.all(self.A[-1,:]==self.bhat): return True
else: return False
[docs] def plot_stability_region(self,N=200,color='r',filled=True,bounds=None,
plotroots=False,alpha=1.,scalefac=1.,
to_file=False,longtitle=True,fignum=None):
r"""Plot the absolute stability region of an RK pair. By default,
the region of the main method is filled in red and the region of
the embedded method is outlined in black.
**Example**::
>>> from nodepy import rk
>>> bs5 = rk.loadRKM('BS5')
>>> bs5.plot_stability_region() # doctest: +ELLIPSIS
<Figure size...
"""
import nodepy.stability_function as stability_function
import matplotlib.pyplot as plt
p,q=self.__num__().stability_function(mode='float')
fig = stability_function.plot_stability_region(p,q,N,color,filled,
bounds,plotroots,alpha,scalefac,fignum)
p,q = self.embedded_method.__num__().stability_function(mode='float')
stability_function.plot_stability_region(p,q,N,color='k',filled=False,bounds=bounds,
plotroots=plotroots,alpha=alpha,scalefac=scalefac,fignum=fig.number)
ax = fig.get_axes()
if longtitle:
plt.setp(ax,title='Absolute Stability Region for '+self.name)
else:
plt.setp(ax,title='Stability region')
if to_file:
plt.savefig(to_file, transparent=True, bbox_inches='tight', pad_inches=0.3)
else:
plt.draw()
return fig
def _plot_controller_stability_common(self, beta1, beta2, beta3,
N=200, color='r', filled=True, bounds=None,
plotroots=False, alpha=1., scalefac=1., longtitle=True,
to_file_region=False, fignum_region=None, fignum_controller=None,
plot_region=True):
"""Common functionality for all `plot_XXX_controller_stability` methods.
"""
import nodepy.stability_function as stability_function
import matplotlib.pyplot as plt
import numpy as np
num, den = self.__num__().stability_function(mode='float')
numhat, denhat = self.embedded_method.__num__().stability_function(mode='float')
if (den.order > 0) or (denhat.order > 0):
print('Stepsize controller stability plots are only implemented for explicit schemes.')
return
# Plot the stability function
fig_region = self.plot_stability_region(N=N, color=color, filled=filled, bounds=bounds,
plotroots=plotroots, alpha=alpha, scalefac=scalefac,
to_file=to_file_region, longtitle=longtitle, fignum=fignum_region)
# Get the boundary of the stability region
ax_region = fig_region.get_axes()[0]
c = ax_region.collections[0]
v = np.vstack([p.vertices for p in c.get_paths()])
if plot_region == False:
plt.close(fig_region)
xx = v[:,0]
yy = v[:,1]
zz = (xx + 1j * yy) * scalefac
angle = np.arctan2(yy, xx)
# Use only one quadrant in the left half of the complex plane
filter_idx = np.argwhere(angle >= np.pi/2).flatten()
zz = zz[filter_idx]
angle = angle[filter_idx]
R = num
Rprime = R.deriv()
E = numhat - num
Eprime = E.deriv()
zRprime_R = np.real(Rprime(zz) * zz / R(zz))
zEprime_E = np.real(Eprime(zz) * zz / E(zz))
# Plot PID controller stability function
k = min(self.main_method.p, self.embedded_method.p) + 1.0
C = np.zeros((np.size(angle), 6, 6))
C[:,0,0] = 1
C[:,0,1] = zRprime_R
C[:,1,0] = -beta1/k
C[:,1,1] = 1 - beta1/k * zEprime_E
C[:,1,2] = -beta2/k
C[:,1,3] = -beta2/k * zEprime_E
C[:,1,4] = -beta3/k
C[:,1,5] = -beta3/k * zEprime_E
C[:,2,0] = 1
C[:,3,1] = 1
C[:,4,2] = 1
C[:,5,3] = 1
rho = np.abs(np.linalg.eigvals(C)).max(axis=1)
fig_controller = plt.figure(fignum_controller)
plt.plot(angle, rho)
plt.plot(angle, np.ones(np.size(rho)), '--k', linewidth=2)
ax_controller = fig_controller.get_axes()[0]
ax_controller.set_xticks([np.pi/2, np.pi*5/8, np.pi*3/4, np.pi*7/8, np.pi])
ax_controller.set_xticklabels([
r'$\pi/2$', r'$5\pi/8$', r'$3\pi/4$', r'$7\pi/8$', r'$\pi$'
])
asp = np.diff(ax_controller.get_xlim())[0] / np.diff(ax_controller.get_ylim())[0]
ax_controller.set_aspect(asp)
return fig_region, fig_controller
[docs] def plot_I_controller_stability(self, beta1=1.,
N=200, color='r', filled=True, bounds=None,
plotroots=False, alpha=1., scalefac=1., longtitle=True,
to_file_region=False, to_file_controller=False,
fignum_region=None, fignum_controller=None,
plot_region=True):
r"""Plot the absolute stability region and the function characterizing
stepsize control stability for an I controller of an RK pair,
cf. :cite:`hairerODEs2`. The I controller is of the form
.. math::
\begin{equation}
h_{n+1} = \left(
\frac{\mathrm{TOL}}{\mathrm{err}_{n}}
\right)^{\beta_1/k} h_{n},
\end{equation}
where `h` is the stepsize, `TOL` the tolerance, and `err = O(h^k)`
the error estimate.
By default, the region of the main method is filled in red and the
region of the embedded method is outlined in black.
**Example**::
>>> from nodepy import rk
>>> bs5 = rk.loadRKM('BS5')
>>> bs5.plot_I_controller_stability() # doctest: +ELLIPSIS
(<Figure size...
"""
import matplotlib.pyplot as plt
fig_region, fig_controller = self._plot_controller_stability_common(
beta1=beta1, beta2=0.0, beta3=0.0,
N=N, color=color, filled=filled, bounds=bounds, plotroots=plotroots,
alpha=alpha, scalefac=scalefac, longtitle=longtitle, to_file_region=to_file_region,
fignum_region=fignum_region, fignum_controller=fignum_controller, plot_region=plot_region)
ax_controller = fig_controller.get_axes()[0]
if longtitle:
ax_controller.set_title("I Controller Stability Function for %s\n($\\beta_1 = %.2f$)" % (self.name, beta1))
else:
ax_controller.set_title("I Controller for %s" % (self.shortname))
# Save or draw the plot.
fig_controller.tight_layout()
if to_file_controller:
fig_controller.savefig(to_file_controller, transparent=True, bbox_inches='tight', pad_inches=0.3)
else:
fig_controller.canvas.draw_idle()
return fig_region, fig_controller
[docs] def plot_PI_controller_stability(self, beta1=2./3., beta2=-1./3.,
N=200, color='r', filled=True, bounds=None,
plotroots=False, alpha=1., scalefac=1.,longtitle=True,
to_file_region=False, to_file_controller=False,
fignum_region=None, fignum_controller=None,
plot_region=True):
r"""Plot the absolute stability region and the function characterizing
stepsize control stability for a PI controller of an RK pair,
cf. :cite:`hairerODEs2`. The PI controller is of the form
.. math::
\begin{equation}
h_{n+1} = \left(
\frac{\mathrm{TOL}}{\mathrm{err}_{n}}
\right)^{\beta_1/k} \left(
\frac{\mathrm{TOL}}{\mathrm{err}_{n-1}}
\right)^{\beta_2/k} h_{n},
\end{equation}
where `h` is the stepsize, `TOL` the tolerance, and `err = O(h^k)`
the error estimate.
By default, the region of the main method is filled in red and the
region of the embedded method is outlined in black.
**Example**::
>>> from nodepy import rk
>>> bs5 = rk.loadRKM('BS5')
>>> bs5.plot_PI_controller_stability() # doctest: +ELLIPSIS
(<Figure size...
"""
import matplotlib.pyplot as plt
fig_region, fig_controller = self._plot_controller_stability_common(
beta1=beta1, beta2=beta2, beta3=0.0,
N=N, color=color, filled=filled, bounds=bounds, plotroots=plotroots,
alpha=alpha, scalefac=scalefac, longtitle=longtitle, to_file_region=to_file_region,
fignum_region=fignum_region, fignum_controller=fignum_controller, plot_region=plot_region)
ax_controller = fig_controller.get_axes()[0]
if longtitle:
ax_controller.set_title("PI Controller Stability Function for %s\n($\\beta_1 = %.2f, \\beta_2 = %.2f$)" % (self.name, beta1, beta2))
else:
ax_controller.set_title("PI Controller for %s" % (self.shortname))
# Save or draw the plot.
fig_controller.tight_layout()
if to_file_controller:
fig_controller.savefig(to_file_controller, transparent=True, bbox_inches='tight', pad_inches=0.3)
else:
fig_controller.canvas.draw_idle()
return fig_region, fig_controller
[docs] def plot_PID_controller_stability(self, beta1=0.49, beta2=-0.34, beta3=0.10,
N=200, color='r', filled=True, bounds=None,
plotroots=False, alpha=1., scalefac=1., longtitle=True,
to_file_region=False, to_file_controller=False,
fignum_region=None, fignum_controller=None,
plot_region=True):
r"""Plot the absolute stability region and the function characterizing
stepsize control stability for a PID controller of an RK pair.
The PID controller is of the form
.. math::
\begin{equation}
h_{n+1} = \left(
\frac{\mathrm{TOL}}{\mathrm{err}_{n}}
\right)^{\beta_1/k} \left(
\frac{\mathrm{TOL}}{\mathrm{err}_{n-1}}
\right)^{\beta_2/k} \left(
\frac{\mathrm{TOL}}{\mathrm{err}_{n-2}}
\right)^{\beta_3/k} h_{n},
\end{equation}
where `h` is the stepsize, `TOL` the tolerance, and `err = O(h^k)`
the error estimate.
By default, the region of the main method is filled in red and the
region of the embedded method is outlined in black.
**Example**::
>>> from nodepy import rk
>>> bs5 = rk.loadRKM('BS5')
>>> bs5.plot_PID_controller_stability() # doctest: +ELLIPSIS
(<Figure size...
"""
import matplotlib.pyplot as plt
fig_region, fig_controller = self._plot_controller_stability_common(
beta1=beta1, beta2=beta2, beta3=beta3,
N=N, color=color, filled=filled, bounds=bounds, plotroots=plotroots,
alpha=alpha, scalefac=scalefac, longtitle=longtitle, to_file_region=to_file_region,
fignum_region=fignum_region, fignum_controller=fignum_controller, plot_region=plot_region)
ax_controller = fig_controller.get_axes()[0]
if longtitle:
ax_controller.set_title("PID Controller Stability Function for %s\n($\\beta_1 = %.2f, \\beta_2 = %.2f, \\beta_3 = %.2f$)" % (self.name, beta1, beta2, beta3))
else:
ax_controller.set_title("PID Controller for %s" % (self.shortname))
# Save or draw the plot.
fig_controller.tight_layout()
if to_file_controller:
fig_controller.savefig(to_file_controller, transparent=True, bbox_inches='tight', pad_inches=0.3)
else:
fig_controller.canvas.draw_idle()
return fig_region, fig_controller
#=====================================================
#End of ExplicitRungeKuttaPair class
#=====================================================
#=====================================================
#Functions for generating order conditions
#=====================================================
[docs]def elementary_weight(tree):
r"""
Constructs Butcher's elementary weights
for a Runge-Kutta method
Currently doesn't work right; note that two of the 5th-order
weights appear identical. The _str version below works
correctly and produces NumPy code. But it would be nice to
have this version working so that we could symbolically
simplify the expressions.
In order to do things correctly, we need a symbolic
system that includes support for either:
* Two different types of multiplication; or
* Full tensor expressions
The latter is now available in Sympy, and I've started a
test implementation. The main issue now is that things like
$$ A \\times A^2 $$
don't get parentheses when they really mean
$$ (A \\times A)^2. $$
It's not really a bug since `A\times(A^2)` does show parentheses,
but it will make it harder to parse into code.
**Examples**:
>>> from nodepy import rk, rt
>>> tree = rt.list_trees(2)[0]
>>> tree
'{T}'
>>> rk.elementary_weight(tree)
b*c
See :cite:`butcher2003`.
"""
#raise Exception('This function does not work correctly; use the _str version')
import nodepy.rooted_trees as rt
from sympy import symbols
b=symbols('b',commutative=False)
ew=b*tree.Gprod(RKeta,rt.Dmap)
return ew
indices = "ijklmnpqrstuvwxyz"
[docs]def elementary_weight_str_jump(tree,parent_label_index=None,node_label_index=0,method_type='ERK'):
"""
Constructs elementary weights for a Runge-Kutta method
as strings suitable for setting constraints in JuMP.
Here the indexing is set up for explicit methods.
**Examples**:
>>> from nodepy import rk, rt
>>> tree = rt.list_trees(5)[3]
>>> rk.elementary_weight_str_jump(tree)
'sum(b[i]*sum(A[i,j]*c[j]*sum(A[j,k]*c[k] for k in 1:j-1) for j in 1:i-1) for i in 1:s)'
"""
nleaves,subtrees = tree._parse_subtrees()
nl = indices[node_label_index] # node label
if parent_label_index is None:
ret_str = "sum(b["+nl+"]"
else:
pl = indices[parent_label_index] # parent label
ret_str = "*sum(A["+pl+","+nl+"]"
if nleaves == 1:
ret_str += "*c["+nl+"]"
elif nleaves > 1:
ret_str += "*c["+nl+"]^"+str(nleaves)+""
else:
ret_str += ""
for t in subtrees:
ret_str += elementary_weight_str_jump(t, node_label_index, node_label_index+1)
if (parent_label_index is None) or (method_type == 'IRK'):
ret_str += " for "+nl+" in 1:s)"
else:
if method_type == 'ERK':
ret_str += " for "+nl+" in 1:"+pl+"-1)"
elif method_type == 'DIRK':
ret_str += " for "+nl+" in 1:"+pl+")"
return ret_str
[docs]def elementary_weight_str_matlab(tree,root=True):
"""
Constructs elementary weights for a Runge-Kutta method
as strings suitable for MATLAB execution.
**Examples**:
>>> from nodepy import rk, rt
>>> tree = rt.list_trees(5)[3]
>>> rk.elementary_weight_str_matlab(tree)
"(b'*((A*((A*c).*c))))"
>>> rk.elementary_weight_str_matlab(rt.RootedTree('{T^10}'))
"(b'*(c.^10))"
>>> rk.elementary_weight_str_matlab(rt.RootedTree('{{T^11}T}'))
"(b'*((A*(c.^11))))"
"""
if root:
start = "b'"
else:
start = "A"
if str(tree)=='T': return "c"
nleaves,subtrees = tree._parse_subtrees()
cstring = ""
if nleaves > 0:
if len(subtrees) > 0:
cstring += ".*"
cstring += "c"
if nleaves > 1:
cstring += ".^"+str(nleaves)
return ("("+start+"*("+".*".join([elementary_weight_str_matlab(t,0) for t in subtrees])+cstring+"))").replace("(c)","c")
[docs]def elementary_weight_str(tree,style='python'):
"""
Constructs Butcher's elementary weights for a Runge-Kutta method
as strings suitable for numpy execution.
For MATLAB code or JuMP code, use the corresponding dedicated function
instead of this one.
**Examples**:
>>> from nodepy import rk, rt
>>> tree = rt.list_trees(5)[0]
>>> rk.elementary_weight_str(tree)
'dot(b,dot(A,c**3))'
>>> rk.elementary_weight_str(rt.RootedTree('{T^10}'))
'dot(b,c**10)'
>>> rk.elementary_weight_str(rt.RootedTree('{{T^11}T}'))
'dot(b,dot(A,c**11))'
"""
from nodepy.strmanip import mysimp
from nodepy.rooted_trees import Dmap_str
ewstr='dot(b,'+tree.Gprod_str(RKeta_str,Dmap_str)+')'
ewstr=ewstr.replace('1*','')
ewstr=mysimp(ewstr)
if style=='matlab': raise Exception("Use elementary_weight_str_matlab() instead.")
if style=='fortran': ewstr=python_to_fortran(ewstr)
return ewstr
[docs]def RKeta(tree):
from sympy.physics.quantum import TensorProduct
#raise Exception('This function does not work correctly; use the _str version')
from nodepy.rooted_trees import Dprod
from sympy import symbols
if tree=='': return symbols('e',commutative=False)
if tree=='T': return symbols('c',commutative=False)
return TensorProduct(symbols('A',commutative=False),Dprod(tree,RKeta))
[docs]def RKeta_str(tree):
"""
Computes eta(t) for Runge-Kutta methods
"""
from nodepy.rooted_trees import Dprod_str
if tree=='': return 'e'
if tree=='T': return 'c'
return 'dot(A,'+Dprod_str(tree,RKeta_str)+')'
[docs]def discrete_adjoint(meth):
"""
Returns the discrete adjoint of a Runge-Kutta method
"""
A=np.zeros([len(meth),len(meth)])
b=meth.b
for i in range(len(meth)):
for j in range(len(meth)):
#A[i,j]=meth.A[j,i]*b[j]/b[i]
A[i,j]=(b[i]*b[j]-meth.A[j,i]*b[j])/b[i]
return RungeKuttaMethod(A,b)
[docs]def is_absolutely_monotonic_poly(r,tol,p):
"""
Returns `1` if the polynomial `p` is absolutely monotonic
at `z=-r`.
"""
postest=np.arange(p.order+1)<-1
for i in range(p.order+1):
pdiff=p.deriv(i)
postest[i]=pdiff(-r)>-tol
if np.all(postest):
return 1
else:
return 0
[docs]def shu_osher_change_alpha_ij(alpha,beta,i,j,val):
"""
**Input**:
- alpha, beta: Shu-Osher arrays
- i,j: indices
- val -- real number
**Output**: Shu-Osher arrays *alpha, beta* with
*alpha[i,j]=alphaa[i,j] + val*.
"""
alpha[i,j] = alpha[i,j]+val
alpha[i,:] -= val*alpha[j,:]
beta[i,:] -= val* beta[j,:]
return alpha,beta
[docs]def shu_osher_zero_alpha_ij(alpha,beta,i,j):
"""
**Input**:
- Shu-Osher arrays *alpha, beta*
- Indices *i,j*
**Output**: Shu-Osher arrays *alpha, beta* with *alpha[i,j]=0*.
"""
return shu_osher_change_alpha_ij(alpha,beta,i,j,-alpha[i,j])
[docs]def shu_osher_zero_beta_ij(alpha,beta,i,j):
"""
**Input**:
- Shu-Osher arrays *alpha, beta*
- Indices *i,j*
**Output**:
- Shu-Osher arrays *alpha, beta* with *beta[i,j]=0*.
"""
t=-beta[i,j]/beta[j,j]
return shu_osher_change_alpha_ij(alpha,beta,i,j,-t)
[docs]def shu_osher_to_butcher(alpha,beta):
r""" Accepts a Shu-Osher representation of a Runge-Kutta
method and returns the Butcher coefficients.
\\begin{align*}
A = & (I-\\alpha_0)^{-1} \\beta_0 \\\\
b = & \\beta_1 + \\alpha_1
\\end{align*}
See :cite:`gottlieb2009`.
"""
m=np.size(alpha,1)
if not np.all([np.size(alpha,0),np.size(beta,0),
np.size(beta,1)]==[m+1,m+1,m]):
raise Exception('Inconsistent dimensions of Shu-Osher arrays')
alph = snp.zeros( (m+1,m+1) )
bet = snp.zeros( (m+1,m+1) )
alph[:,:m] = alpha
bet[:,:m] = beta
X=snp.eye(m+1)-alph
K=snp.solve(X,bet)
A = K[:m,:m]
b = K[m,:m]
A = snp.simplify(A)
b = snp.simplify(b)
return A,b
[docs]def loadRKM(which='All'):
u"""
Load a set of standard Runge-Kutta methods for testing.
The following methods are included:
Explicit methods:
* 'FE': Forward (explicit) Euler
* 'RK44': Classical 4-stage 4th-order
* 'SSP22': Trapezoidal rule 2nd-order :cite:`shu1988`
* 'MTE22': Minimal truncation error 2-stage 2nd-order
* 'Mid22': Explicit midpoint 2-stage 2nd-order
* 'SSP33': Optimal 3rd-order SSP method of Shu & Osher :cite:`shu1988` with embedded method of :cite:`conde2018embedded`
* 'SSP43': Optimal 3rd-order SSP method of Kraaijevanger :cite:`kraaijevanger1991` with embedded method of :cite:`conde2018embedded`
* 'Heun33': Third-order method of Heun :cite:`heun1900`
* 'SSP22star': Optimal 2nd-order downwind SSP
* 'NSSP32': :cite:`wang2007`
* 'NSSP33': :cite:`wang2007`
* 'SSP104': Optimal 10-stage, 4th-order SSP method :cite:`ketcheson2008` with embedded method of :cite:`conde2018embedded`
* 'Merson43' Merson 4(3) pair :cite:`hairer1993` pg. 167
* 'DP5': Dormand-Prince 5th-order :cite:`dormand1980`
* 'PD8': Prince-Dormand 8th-order and 7th-order pair :cite:`prince1981`
* 'CMR6': Calvo et al.'s 6(5) pair :cite:`calvo1990`
* 'Zonneveld43': 4(3) pair of Zonneveld :cite:`hairer1993` Table 4.2
* 'Soderlind43': 4(3) pair of Söderlind (also available as 'Söderlind43')
* 'Fehlberg43': 4(3) pair of Fehlberg :cite:`fehlberg1969`
* 'Fehlberg45': 5(4) pair of Fehlberg :cite:`fehlberg1969`
* 'Lambert65':
* 'Tsit5': 5(4) pair of Tsitouras :cite:`tsitouras2011`
* 'HH5': 5(4) pair of Highham and Hall with lower error constant :cite:`higham1990`
* 'HH5S': 5(4) pair of Highham and Hall with increased stepsize stability :cite:`higham1990`
* 'BuRK65': 6-stage, 5th-order method of Butcher
* 'CK5': Cash-Karp 5(4)6 :cite:`cash1990`
* 'BS3': Bogacki-Shampine 3(2)4 pair :cite:`bogacki1989`
* 'BS5': Bogacki-Shampine 5(4)8 pair :cite:`bogacki1996`
* 'SS3': Sharp-Smart 3(2)4 pair :cite:`sharp1993explicit`
* 'SSP75': Ruuth-Spiteri optimal downwind SSP :cite:`ruuth2004`
* 'SSP85': Ruuth-Spiteri optimal downwind SSP :cite:`ruuth2004`
* 'SSP95': Ruuth-Spiteri optimal downwind SSP :cite:`ruuth2004`
* 'SSP54': Ruuth-Spiteri optimal downwind SSP :cite:`ruuth2004`
* 'SSP53': Ruuth-Spiteri optimal downwind SSP :cite:`ruuth2004`
* 'SSP63': Ruuth-Spiteri optimal downwind SSP :cite:`ruuth2004`
Diagonally Implicit methods:
* 'BE': Backward Euler
* 'SDIRK23': :cite:`norsett1974`
* 'SDIRK34': :cite:`norsett1974`
* 'SDIRK54': :cite:`hairerODEs2`
* 'TR-BDF2': :cite:`bank1985`
Fully Implicit methods:
* 'GL2': 2-stage Gauss-Legendre; see e.g. :cite:`butcher1964`
* 'GL3': 3-stage Gauss-Legendre; see e.g. :cite:`butcher1964`
* 'LobattoIIIA2': :cite:`ehle1969`
* 'LobattoIIIA3': :cite:`ehle1969`
* 'LobattoIIIC2': :cite:`chipman1971`
* 'LobattoIIIC3': :cite:`chipman1971`
* 'LobattoIIIC4': :cite:`chipman1971`
* 'RadauIIA2': :cite:`ehle1969`
* 'RadauIIA3': :cite:`ehle1969`
"""
from sympy import sqrt, Rational
RK={}
half = Rational(1,2)
one = Rational(1,1)
zero = Rational(0,1)
#================================================
A=np.array([one])
b=np.array([one])
RK['BE']=RungeKuttaMethod(A,b,name='Implicit Euler',shortname='BE')
#================================================
A=np.array([zero])
b=np.array([one])
RK['FE']=ExplicitRungeKuttaMethod(A,b,name='Forward Euler',shortname='FE')
#================================================
alpha=np.array([[0,0],[1.,0],[0.261583187659478,0.738416812340522]])
beta=np.array([[0,0],[0.822875655532364,0],[-0.215250437021539,0.607625218510713]])
RK['SSP22star']=ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name='SSPRK22star',
description=
"The underlying method of the optimal 2-stage, 2nd order downwind SSP Runge-Kutta method with one star",shortname='SSP22star')
#================================================
A=np.array([[one,-sqrt(5),sqrt(5),-one],[one,3*one,(10-7*sqrt(5))/5,sqrt(5)/5],[one,(10+7*sqrt(5))/5,3*one,-sqrt(5)/5],[one,5*one,5*one,one]])/12
b=np.array([one,5*one,5*one,one])/12
RK['LobattoIIIC4']=RungeKuttaMethod(A,b,name='Lobatto IIIC4',
description="The LobattoIIIC method with 4 stages",shortname='LobattoIIIC4')
#================================================
A=np.array([[one/6,-one/3,one/6],[one/6,5*one/12,-one/12],[one/6,2*one/3,one/6]])
b=np.array([one/6,2*one/3,one/6])
RK['LobattoIIIC3']=RungeKuttaMethod(A,b,name='Lobatto IIIC3',
description="The LobattoIIIC method with 3 stages",shortname='LobattoIIC3')
#================================================
A=np.array([[half,-half],[half,half]])
b=np.array([half,half])
RK['LobattoIIIC2']=RungeKuttaMethod(A,b,name='Lobatto IIIC2',
description="The LobattoIIIC method with 2 stages",shortname='LobattoIIIC2')
#================================================
A=np.array([[0,0],[half,half]])
b=np.array([half,half])
RK['LobattoIIIA2']=RungeKuttaMethod(A,b,name='Lobatto IIIA2',
description="The LobattoIIIA method with 2 stages",shortname='LobattoIIIA2')
#================================================
A=np.array([[0,0,0],[5*one/24,one/3,-one/24],[one/6, 2*one/3, one/6]])
b=np.array([one/6, 2*one/3, one/6])
RK['LobattoIIIA3']=RungeKuttaMethod(A,b,name='Lobatto IIIA3',
description="The LobattoIIIA method with 3 stages",shortname='LobattoIIIA3')
#================================================
A=np.array([[5*one/12,-1*one/12],[3*one/4,1*one/4]])
b=np.array([3*one/4,1*one/4])
RK['RadauIIA2']=RungeKuttaMethod(A,b,name='Radau IIA2',
description="The RadauIIA method with 2 stages",shortname='RadauIIA2')
#================================================
A=np.array([[(88-7*sqrt(6))/360,(296-169*sqrt(6))/1800,(-2+3*sqrt(6))/225],
[(296+169*sqrt(6))/1800,(88+7*sqrt(6))/360,(-2-3*sqrt(6))/225],
[(16-sqrt(6))/36,(16+sqrt(6))/36,one/9]])
b=np.array([(16-sqrt(6))/36,(16+sqrt(6))/36,one/9])
RK['RadauIIA3']=RungeKuttaMethod(A,b,name='Radau IIA3',
description="The RadauIIA method with 3 stages",shortname='RadauIIA3')
#================================================
# Diagonally implicit methods
#================================================
# This method is from Hairer & Wanner vol. II p. 100
A = np.array([[one/4, 0, 0, 0, 0],
[one/2, one/4, 0, 0, 0],
[17*one/50, -one/25, one/4, 0, 0],
[371*one/1360, -137*one/2720, 15*one/544, one/4, 0],
[25*one/24, -49*one/48, 125*one/16, -85*one/12, one/4]])
b = np.squeeze(A[-1,:])
bhat = np.array([59*one/48, -17*one/96, 225*one/32, -85*one/12, 0])
RK['SDIRK54'] = RungeKuttaMethod(A,b,name='SDIRK 54',
description=r"L-Stable SDIRK method of Hairer & Wanner",
shortname = 'SDIRK54')
#================================================
# This method is from Norsett 1974
gamma = one/2 + sqrt(3)/6
A = np.array([[gamma, 0],[1-2*gamma, gamma]])
b = np.array([half,half])
RK['SDIRK23'] = RungeKuttaMethod(A, b, name='SDIRK23',
description=r"3rd-order SDIRK method of Norsett",
shortname = 'SDIRK23')
#================================================
# This method is from Norsett 1974
from sympy import pi, cos
gamma = one/2 + sqrt(3)/3 * cos(pi/18)
A = np.array([[gamma, 0, 0],
[half-gamma, gamma, 0],
[2*gamma, one-4*gamma, gamma]])
x = one/(24*(half-gamma)**2)
b = np.array([x, 1-2*x, x])
RK['SDIRK34'] = RungeKuttaMethod(A, b, name='SDIRK34',
description=r"4th-order SDIRK method of Norsett",
shortname = 'SDIRK34')
#================================================
# This method is from Bank et al. 1985
A=snp.array([[0,0,0],[one/4,one/4,0],[one/3,one/3,one/3]])
b=snp.array([one/3,one/3,one/3])
description=r"2nd-order, L-stable DIRK method of Bank et al."
RK['TR-BDF2'] = RungeKuttaMethod(A, b, name='TR-BDF2',
description=description, shortname='TR-BDF2')
#================================================
# SSP methods
#================================================
A=np.array([[0,0],[one,0]])
b=np.array([half,half])
ssp22 = ExplicitRungeKuttaMethod(A,b,name='SSPRK 22',
description=
"The optimal 2-stage, 2nd order SSP Runge-Kutta method, also known as Heun's 2nd order method",shortname='SSPRK22')
RK['SSP22'] = ssp22
RK['Heun22'] = ssp22
RK['SSP22'].alpha = np.array([[0,0],[one,0],[one/2,one/2]])
RK['SSP22'].beta = np.array([[0,0],[one,0],[0,one/2]])
#================================================
A=np.array([[0,0,0],[one,0,0],[one/4,one/4,0]])
b=np.array([one/6,one/6,2*one/3])
bhat = np.array([0.291485418878409, 0.291485418878409, 0.417029162243181])
RK['SSP33']=ExplicitRungeKuttaPair(A,b,bhat=bhat,name='SSPRK 33',
description=
"The optimal 3-stage, 3rd order SSP Runge-Kutta method",shortname='SSPRK33')
RK['SSP33'].alpha = np.array([[0,0,0],[one,0,0],[3*one/4,one/4,0],[one/3,0,2*one/3]])
RK['SSP33'].beta = np.array([[0,0,0],[one,0,0],[0,one/4,0],[0,0,2*one/3]])
#================================================
A=np.array([[0,0,0],[one/3,0,0],[0,2*one/3,0]])
b=np.array([one/4,0,3*one/4])
RK['Heun33']=ExplicitRungeKuttaMethod(A,b,name='Heun RK 33',
description= "Heun's 3-stage, 3rd order",shortname='Heun33')
#================================================
A=np.array([[0,0,0],[one/3,0,0],[0,one,0]])
b=np.array([one/2,0,one/2])
RK['NSSP32']=ExplicitRungeKuttaMethod(A,b,name='non-SSPRK 32',
description= "Wang and Spiteri NSSP32",shortname='NSSPRK32')
#================================================
A=np.array([[0,0,0],[-4*one/9,0,0],[7*one/6,-one/2,0]])
b=np.array([one/4,0,3*one/4])
RK['NSSP33']=ExplicitRungeKuttaMethod(A,b,name='non-SSPRK 33',
description= "Wang and Spiteri NSSP33",shortname='NSSPRK33')
#================================================
# The SSP(4,3) method of Kraaijevanger with maximal SSP coefficient and
# embedded method of Conde, Fekete, Shadid (https://arxiv.org/pdf/1806.08693.pdf)
A = np.array([[0, 0, 0, 0],
[one/2, 0, 0, 0],
[one/2, one/2, 0, 0],
[one/6, one/6, one/6, 0]])
b = np.array([one/6, one/6, one/6, one/2])
bhat = np.array([one/4, one/4, one/4, one/4])
RK['SSP43'] = ExplicitRungeKuttaPair(A=A, b=b, bhat=bhat,
name='SSPRK(4,3)',
description="The optimal four-stage, third order SSP Runge-Kutta method",
shortname='SSPRK(4,3)')
#================================================
m=10
r=6*one
alpha=snp.diag(snp.ones(m),-1)
alpha[5,4]=2*one/5
alpha[m,m-1]=3*one/5
alpha[m,4]=9*one/25
alpha=alpha[:,:m]
beta=alpha/r
# embedded method b_3 of Conde, Fekete, Shadid (https://arxiv.org/pdf/1806.08693.pdf)
bhat = np.array([0, 2*one/9, 0, 0, 5*one/18, one/3, 0, 0, 0, one/6])
RK['SSP104']=ExplicitRungeKuttaPair(alpha=alpha,beta=beta,bhat=bhat,
name='SSPRK(10,4)',description=
"The optimal ten-stage, fourth order SSP Runge-Kutta method",shortname='SSPRK(10,4)')
#================================================
alpha=snp.zeros([7,6])
beta=snp.zeros([7,6])
alpha[1,0]=one
alpha[2,0:2]=[3*one/4,1*one/4]
alpha[3,0:3]=[3*one/8,1*one/8,1*one/2]
alpha[4,0:4]=[1*one/4,1*one/8,1*one/8,1*one/2]
alpha[5,0:5]=[89537*one/2880000,407023*one/2880000,1511*one/12000,87*one/200,4*one/15]
alpha[6,:] =[4*one/9,1*one/15,zero,8*one/45,zero,14*one/45]
beta[1,0]=1*one/2
beta[2,0:2]=[zero,1*one/8]
beta[3,0:3]=[-1*one/8,-1*one/16,1*one/2]
beta[4,0:4]=[-5*one/64,-13*one/64,1*one/8,9*one/16]
beta[5,0:5]=[2276219*one/40320000,407023*one/672000,1511*one/2800,-261*one/140,8*one/7]
beta[6,:] =[zero,-8*one/45,zero,2*one/3,zero,7*one/90]
RK['Lambert65']=ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,
name='Lambert',shortname='Lambert65')
#================================================
A=np.array([[0,0],[2*one/3,0]])
b=np.array([1*one/4,3*one/4])
RK['MTE22']=ExplicitRungeKuttaMethod(A,b,name='Minimal Truncation Error 22',shortname='MTE22')
#================================================
A=np.array([[0,0],[1*one/2,0]])
b=np.array([0,one])
RK['Mid22']=ExplicitRungeKuttaMethod(A,b,name='Midpoint Runge-Kutta',shortname='Mid22')
#================================================
A=snp.array([[0,0,0,0],[half,0,0,0],[0,half,0,0],[0,0,one,0]])
b=snp.array([one/6,one/3,one/3,one/6])
description='The original four-stage, fourth-order method of Kutta'
RK['RK44']=ExplicitRungeKuttaMethod(A,b,name='Classical RK4',shortname='RK44',description=description)
#================================================
A=np.array([[0,0,0,0,0,0],[one/4,0,0,0,0,0],[one/8,one/8,0,0,0,0],
[0,0,half,0,0,0],[3*one/16,-3*one/8,3*one/8,9*one/16,0,0],
[-3*one/7,8*one/7,6*one/7,-12*one/7,8*one/7,0]])
b=np.array([7*one/90,0,16*one/45,2*one/15,16*one/45,7*one/90])
RK['BuRK65']=ExplicitRungeKuttaMethod(A,b,name="Butcher's RK65",shortname='BuRK65')
#================================================
A=np.array([[one/4,one/4-sqrt(3)/6],[one/4+sqrt(3)/6,one/4]])
b=np.array([half,half])
RK['GL2']=RungeKuttaMethod(A,b,name="Gauss-Legendre RK24",shortname='GL2')
#================================================
A=np.array([[5*one/36,(80-24*sqrt(15))/360,(50-12*sqrt(15))/360],
[(50+15*sqrt(15))/360,2*one/9,(50-15*sqrt(15))/360],
[(50+12*sqrt(15))/360,(80+24*sqrt(15))/360,5*one/36]])
b=np.array([5*one/18,4*one/9,5*one/18])
RK['GL3']=RungeKuttaMethod(A,b,name="Gauss-Legendre RK36",shortname='GL3')
#================================================
A=np.array([[0,0,0,0,0,0],[one/4,0,0,0,0,0],[3*one/32,9*one/32,0,0,0,0],
[1932*one/2197,-7200*one/2197,7296*one/2197,0,0,0],
[439*one/216,-8,3680*one/513,-845*one/4104,0,zero],
[-8*one/27,2,-3544*one/2565,1859*one/4104,-11*one/40,zero]])
b=np.array([16*one/135,zero,6656*one/12825,28561*one/56430,-9*one/50,2*one/55])
bhat=np.array([25*one/216,0,1408*one/2565,2197*one/4104,-1*one/5,zero])
RK['Fehlberg45']=ExplicitRungeKuttaPair(A,b,bhat,name='Fehlberg RK5(4)6',shortname='Fehlberg45')
#================================================
A=np.array([
[0,0,0,0,0],
[one/4,0,0,0,0],
[4*one/81,32*one/81,0,0,0],
[57*one/98,-432*one/343,1053*one/686,0,0],
[one/6,0,27*one/52,49*one/156,0]])
b=np.array([43*one/288,0,243*one/416,343*one/1872,one/12])
bhat=np.array(A[-1,:])
RK['Fehlberg43']=ExplicitRungeKuttaPair(A,b,bhat,name='Fehlberg RK4(3)5',shortname='Fehlberg43')
#================================================
A=np.array([[0,0,0,0,0],[one/3,0,0,0,0],[one/6,one/6,0,0,0],
[one/8,0,3*one/8,0,0],
[one/2,0,-3*one/2,2*one,0]])
b=np.array([one/6,0*one,0*one,2*one/3,1*one/6])
bhat=np.array([one/10,0*one,3*one/10,2*one/5,1*one/5])
RK['Merson43']=ExplicitRungeKuttaPair(A,b,bhat,name='Merson RK4(3)',shortname='Merson43')
#================================================
# 4(3) method of Sörderlind
# https://github.com/ketch/pyclaw/commit/dbb56d55f4c3b45467f21232ef88f6f6ed16f134
A=np.array(
[[0, 0, 0, 0, 0],
[one/2, 0, 0, 0, 0],
[0, one/2, 0, 0, 0],
[0, 0, 1, 0, 0],
[-1, 2, 0, 0, 0]])
b=np.array([one/6, one/3, one/3, one/6, 0])
bhat=np.array([one/6, 2*one/3, 0, 0, one/6])
RK[u"Söderlind43"]=ExplicitRungeKuttaPair(A,b,bhat,name=u"Söderlind RK4(3)",shortname=u"Söderlind43")
RK[u"Soderlind43"]=ExplicitRungeKuttaPair(A,b,bhat,name=u"Söderlind RK4(3)",shortname=u"Söderlind43")
#================================================
# 4(3) method of Zonneveld (1963)
# obtained from Table 4.2 of Hairer, Nørsett, Wanner (2008)
# doi: 10.1007/978-3-540-78862-1
A=np.array(
[[0, 0, 0, 0, 0],
[one/2, 0, 0, 0, 0],
[0, one/2, 0, 0, 0],
[0, 0, 1, 0, 0],
[5*one/32, 7*one/32, 13*one/32, -1*one/32, 0]])
b=np.array([one/6, one/3, one/3, one/6, 0])
bhat=np.array([-one/2, 7*one/3, 7*one/3, 13*one/6, -16*one/3])
RK['Zonneveld43']=ExplicitRungeKuttaPair(A,b,bhat,name='Zonneveld RK4(3)',shortname='Zonneveld43')
#================================================
A = np.zeros((7,7))
b = np.zeros(7)
bhat = np.zeros(7)
A[1,0] = 0.161
A[2,0] = -.8480655492356988544426874250230774675121177393430391537369234245294192976164141156943e-2
A[2,1] = .3354806554923569885444268742502307746751211773934303915373692342452941929761641411569
A[3,0] = 2.897153057105493432130432594192938764924887287701866490314866693455023795137503079289
A[3,1] = -6.359448489975074843148159912383825625952700647415626703305928850207288721235210244366
A[3,2] = 4.362295432869581411017727318190886861027813359713760212991062156752264926097707165077
A[4,0] = 5.325864828439256604428877920840511317836476253097040101202360397727981648835607691791
A[4,1] = -11.74888356406282787774717033978577296188744178259862899288666928009020615663593781589
A[4,2] = 7.495539342889836208304604784564358155658679161518186721010132816213648793440552049753
A[4,3] = -.9249506636175524925650207933207191611349983406029535244034750452930469056411389539635e-1
A[5,0] = 5.861455442946420028659251486982647890394337666164814434818157239052507339770711679748
A[5,1] = -12.92096931784710929170611868178335939541780751955743459166312250439928519268343184452
A[5,2] = 8.159367898576158643180400794539253485181918321135053305748355423955009222648673734986
A[5,3] = -.7158497328140099722453054252582973869127213147363544882721139659546372402303777878835e-1
A[5,4] = -.2826905039406838290900305721271224146717633626879770007617876201276764571291579142206e-1
A[6,0] = .9646076681806522951816731316512876333711995238157997181903319145764851595234062815396e-1
A[6,1] = 0.01
A[6,2] = .4798896504144995747752495322905965199130404621990332488332634944254542060153074523509
A[6,3] = 1.379008574103741893192274821856872770756462643091360525934940067397245698027561293331
A[6,4] = -3.290069515436080679901047585711363850115683290894936158531296799594813811049925401677
A[6,5] = 2.324710524099773982415355918398765796109060233222962411944060046314465391054716027841
b[:] = A[-1,:]
bhat[0] = .9468075576583945807478876255758922856117527357724631226139574065785592789071067303271e-1
bhat[1] = .9183565540343253096776363936645313759813746240984095238905939532922955247253608687270e-2
bhat[2] = .4877705284247615707855642599631228241516691959761363774365216240304071651579571959813
bhat[3] = 1.234297566930478985655109673884237654035539930748192848315425833500484878378061439761
bhat[4] = -2.707712349983525454881109975059321670689605166938197378763992255714444407154902012702
bhat[5] = 1.866628418170587035753719399566211498666255505244122593996591602841258328965767580089
bhat[6] = one / 66
RK['Tsit5']=ExplicitRungeKuttaPair(A.astype('float64'),b.astype('float64'),bhat.astype('float64'),name='Tsitouras RK5(4)7',shortname='Tsit5')
#================================================
A=np.array([
[0,0,0,0,0,0],
[one/5,0,0,0,0,0],
[3*one/40,9*one/40,0,0,0,0],
[3*one/10,-9*one/10,6*one/5,0,0,0],
[-11*one/54,5*one/2,-70*one/27,35*one/27,0,0],
[1631*one/55296,175*one/512,575*one/13824,44275*one/110592,253*one/4096,0]])
b=np.array([37*one/378,0,250*one/621,125*one/594,0,512*one/1771])
bhat=np.array([2825*one/27648,0,18575*one/48384,13525*one/55296,277*one/14336,1*one/4])
RK['CK5']=ExplicitRungeKuttaPair(A,b,bhat,name='Cash-Karp RK5(4)6',shortname='CK5')
#================================================
A = np.array([
[0, 0, 0, 0, 0, 0, 0],
[2*one/9, 0, 0, 0, 0, 0, 0],
[one/12, one/4, 0, 0, 0, 0, 0],
[one/8, 0, 3*one/8, 0, 0, 0, 0],
[91*one/500, -27*one/100, 78*one/125, 8*one/125, 0, 0, 0],
[-11*one/20, 27*one/20, 12*one/5, -36*one/5, 5, 0, 0],
[one/12, 0, 27*one/32, -4*one/3, 125*one/96, 5*one/48, 0]
])
b = np.array([one/12, 0, 27*one/32, -4*one/3, 125*one/96, 5*one/48, 0])
bhat = np.array([2*one/15, 0, 27*one/80, -2*one/15, 25*one/48, one/24, one/10])
RK['HH5']=ExplicitRungeKuttaPair(A,b,bhat,name='Higham-Hall RK5(4)7',shortname='HH5')
#================================================
A = np.array([
[0, 0, 0, 0, 0, 0, 0],
[11*one/45, 0, 0, 0, 0, 0, 0],
[11*one/120, 11*one/40, 0, 0, 0, 0, 0],
[106865*one/87808, -408375*one/87808, 193875*one/43904, 0, 0, 0, 0],
[79503*one/121000, -1053*one/440, 147753*one/56870, 27048*one/710875, 0, 0, 0],
[89303*one/78045, -2025*one/473, 994650*one/244541, -2547216*one/28122215, 475*one/2967, 0, 0],
[1247*one/10890, 0, 57375*one/108053, -1229312*one/1962015, 125*one/207, 43*one/114, 0]
])
b = np.array([1247*one/10890, 0, 57375*one/108053, -1229312*one/1962015, 125*one/207, 43*one/114, 0])
bhat = np.array([21487*one/185130, 0, 963225*one/1836901, -39864832*one/33354255, 2575*one/3519, 4472*one/4845, -one/10])
RK['HH5S']=ExplicitRungeKuttaPair(A,b,bhat,name='Higham-Hall RK5(4)7S',shortname='HH5S')
#================================================
A=np.array([[0,0,0,0,0,0,0],[one/5,0,0,0,0,0,0],[3*one/40,9*one/40,0,0,0,0,0],
[44*one/45,-56*one/15,32*one/9,0,0,0,0],
[19372*one/6561,-25360*one/2187,64448*one/6561,-212*one/729,0,0,0],
[9017*one/3168,-355*one/33,46732*one/5247,49*one/176,-5103*one/18656,0,0],
[35*one/384,0*one,500*one/1113,125*one/192,-2187*one/6784,11*one/84,0]])
b=np.array([35*one/384,0*one,500*one/1113,125*one/192,-2187*one/6784,11*one/84,0])
bhat=np.array([5179*one/57600,0*one,7571*one/16695,393*one/640,-92097*one/339200,187*one/2100,1*one/40])
RK['DP5']=ExplicitRungeKuttaPair(A,b,bhat,name='Dormand-Prince RK5(4)7',shortname='DP5')
#================================================
A=np.array([[0,0,0,0,0,0,0,0,0],[2*one/15,0,0,0,0,0,0,0,0],[1*one/20,3*one/20,0,0,0,0,0,0,0],
[3*one/40,0,9*one/40,0,0,0,0,0,0],[86727015*one/196851553,-60129073*one/52624712,957436434*one/1378352377,83886832*one/147842441,0,0,0,0,0],[-86860849*one/45628967,111022885*one/25716487,108046682*one/101167669,-141756746*one/36005461,73139862*one/60170633,0,0,0,0],[77759591*one/16096467,-49252809*one/6452555,-381680111*one/51572984,879269579*one/66788831,-90453121*one/33722162,111179552*one/157155827,0,0,0],[237564263*one/39280295,-100523239*one/10677940,-265574846*one/27330247,317978411*one/18988713,-124494385*one/35453627,86822444*one/100138635,-12873523*one/724232625,0,0],[17572349*one/289262523,0*one,57513011*one/201864250,15587306*one/354501571,71783021*one/234982865,29672000*one/180480167,65567621*one/127060952,-79074570*one/210557597,0]])
b=np.array([17572349*one/289262523, 0*one, 57513011*one/201864250, 15587306*one/354501571, 71783021*one/234982865, 29672000*one/180480167, 65567621*one/127060952, -79074570*one/210557597, 0])
bhat=np.array([15231665*one/510830334, 0, 59452991*one/116050448, -28398517*one/122437738, 56673824*one/137010559, 68003849*one/426673583, 7097631*one/37564021, -71226429*one/583093742, 1*one/20])
RK['CMR6']=ExplicitRungeKuttaPair(A.astype('float64'),b,bhat,name='Calvo 6(5)',
shortname='Calvo RK6(5)')
#================================================
A=np.array([[0,0,0,0],
[1*one/2,0,0,0],
[0,3*one/4,0,0],
[2*one/9,1*one/3,4*one/9,0]])
b=A[-1,:]
bhat=np.array([7*one/24,1*one/4,1*one/3,1*one/8])
RK['BS3']=ExplicitRungeKuttaPair(A,b,bhat,name='Bogacki-Shampine RK3(2)4',shortname='BS3')
#================================================
A=np.array([[0,0,0,0,0,0,0,0],[one/6,0,0,0,0,0,0,0],[2*one/27,4*one/27,0,0,0,0,0,0],
[183*one/1372,-162*one/343,1053*one/1372,0,0,0,0,0],
[68*one/297,-4*one/11,42*one/143,1960*one/3861,0,0,0,0],
[597*one/22528,81*one/352,63099*one/585728,58653*one/366080,4617*one/20480,0,0,0],
[174197*one/959244,-30942*one/79937,8152137*one/19744439,666106*one/1039181,-29421*one/29068,482048*one/414219,0,0],
[587*one/8064,0,4440339*one/15491840,24353*one/124800,387*one/44800,2152*one/5985,7267*one/94080,0]])
b=A[-1,:]
bhat=np.array([2479*one/34992,0*one,123*one/416,612941*one/3411720,43*one/1440,2272*one/6561,79937*one/1113912,3293*one/556956])
RK['BS5']=ExplicitRungeKuttaPair(A,b,bhat,name='Bogacki-Shampine RK5(4)8',shortname='BS5')
#================================================
A=np.array([[0, 0, 0, 0],
[1*one/4, 0, 0, 0],
[-387*one/625, 762*one/625, 0, 0],
[one/5, one/5, 3*one/5, 0]])
b=np.array([one/10, 2*one/5, one/4, one/4])
bhat=np.array([-one/90, 8*one/15, 5*one/18, one/5])
RK['SS3']=ExplicitRungeKuttaPair(A,b,bhat,name='Sharp-Smart RK3(2)4',shortname='SS3')
#================================================
A=np.array([[0,0,0,0,0,0,0,0,0,0,0,0,0],
[1*one/18,0,0,0,0,0,0,0,0,0,0,0,0],
[1*one/48,1*one/16,0,0,0,0,0,0,0,0,0,0,0],
[1*one/32,0,3*one/32,0,0,0,0,0,0,0,0,0,0],
[5*one/16,0,-75*one/64,75*one/64,0,0,0,0,0,0,0,0,0],
[3*one/80,0,0,3*one/16,3*one/20,0,0,0,0,0,0,0,0],
[29443841*one/614563906,0,0,77736538*one/692538347,-28693883*one/1125000000,23124283*one/1800000000,0,0,0,0,0,0,0],
[16016141*one/946692911,0,0,61564180*one/158732637,22789713*one/633445777,545815736*one/2771057229,-180193667*one/1043307555,0,0,0,0,0,0],
[39632708*one/573591083,0,0,-433636366*one/683701615,-421739975*one/2616292301,100302831*one/723423059,790204164*one/839813087,800635310*one/3783071287,0,0,0,0,0],
[246121993*one/1340847787,0,0,-37695042795*one/15268766246,-309121744*one/1061227803,-12992083*one/490766935,6005943493*one/2108947869,393006217*one/1396673457,123872331*one/1001029789,0,0,0,0],
[-1028468189*one/846180014,0,0,8478235783*one/508512852,1311729495*one/1432422823,-10304129995*one/1701304382,-48777925059*one/3047939560,15336726248*one/1032824649,-45442868181*one/3398467696,3065993473*one/597172653,0,0,0],
[185892177*one/718116043,0,0,-3185094517*one/667107341,-477755414*one/1098053517,-703635378*one/230739211,5731566787*one/1027545527,5232866602*one/850066563,-4093664535*one/808688257,3962137247*one/1805957418,65686358*one/487910083,0,0],
[403863854*one/491063109,0,0,-5068492393*one/434740067,-411421997*one/543043805,652783627*one/914296604,11173962825*one/925320556,-13158990841*one/6184727034,3936647629*one/1978049680,-160528059*one/685178525,248638103*one/1413531060,0,0]])
b=np.array([14005451*one/335480064,0,0,0,0,-59238493*one/1068277825,181606767*one/758867731,561292985*one/797845732,-1041891430*one/1371343529,760417239*one/1151165299,118820643*one/751138087,-528747749*one/2220607170,1*one/4])
bhat=np.array([13451932*one/455176623,0,0,0,0,-808719846*one/976000145,1757004468*one/5645159321,656045339*one/265891186,-3867574721*one/1518517206,465885868*one/322736535,53011238*one/667516719,2*one/45,0])
RK['PD8']=ExplicitRungeKuttaPair(A.astype('float64'),b.astype('float64'),
bhat.astype('float64'),
name='Prince-Dormand 8(7)',
shortname='Prince-Dormand RK8(7)')
#================================================
A=np.array([[0,0,0,0,0,0,0], [0.392382208054010,0,0,0,0,0,0],
[0.310348765296963 ,0.523846724909595 ,0,0,0,0,0],
[0.114817342432177 ,0.248293597111781 ,0,0,0,0,0],
[0.136041285050893 ,0.163250087363657 ,0,0.557898557725281 ,0,0,0],
[0.135252145083336 ,0.207274083097540 ,-0.180995372278096 ,0.326486467604174 ,0.348595427190109 ,0,0],
[0.082675687408986 ,0.146472328858960 ,-0.160507707995237 ,0.161924299217425 ,0.028864227879979 ,0.070259587451358 ,0]])
b=np.array([0.110184169931401 ,0.122082833871843 ,-0.117309105328437 ,0.169714358772186, 0.143346980044187, 0.348926696469455, 0.223054066239366])
RK['SSP75']=ExplicitRungeKuttaMethod(A,b,name='SSP 75',
description='From Ruuth-Spiteri paper',
shortname='SSPRK75')
#================================================
A=np.array([[0,0,0,0,0,0,0,0],[0.276409720937984 ,0,0,0,0,0,0,0],[0.149896412080489 ,0.289119929124728 ,0,0,0,0,0,0],
[0.057048148321026 ,0.110034365535150 ,0.202903911101136 ,0,0,0,0,0],
[0.169059298369086 ,0.326081269617717 ,0.450795162456598 ,0,0,0,0,0],
[0.061792381825461 ,0.119185034557281 ,0.199236908877949 ,0.521072746262762 ,-0.001094028365068 ,0,0,0],
[0.111048724765050 ,0.214190579933444 ,0.116299126401843 ,0.223170535417453 ,-0.037093067908355 ,0.228338214162494 ,0,0],
[0.071096701602448 ,0.137131189752988 ,0.154859800527808 ,0.043090968302309 ,-0.163751550364691 ,0.044088771531945 ,0.102941265156393 ,0]])
b=np.array([0.107263534301213 ,0.148908166410810 ,0.105268730914375 ,0.124847526215373 ,-0.068303238298102 ,0.127738462988848 ,0.298251879839231 ,0.156024937628252 ])
RK['SSP85']=ExplicitRungeKuttaMethod(A,b,name='SSP 85',
description='From Ruuth-Spiteri paper',
shortname='SSPRK85')
#================================================
A=np.array([[0,0,0,0,0,0,0,0,0],[0.234806766829933 ,0,0,0,0,0,0,0,0],
[0.110753442788106 ,0.174968893063956 ,0,0,0,0,0,0,0],
[0.050146926953296 ,0.079222388746543 ,0.167958236726863 ,0,0,0,0,0,0],
[0.143763164125647 ,0.227117830897242 ,0.240798769812556 ,0,0,0,0,0,0],
[0.045536733856107 ,0.071939180543530 ,0.143881583463234 ,0.298694357327376 ,-0.013308014505658,0,0,0,0],
[0.058996301344129 ,0.093202678681501 ,0.109350748582257 ,0.227009258480886 ,-0.010114159945349 ,0.281923169534861 ,0,0,0],
[0.114111232336224 ,0.180273547308430 ,0.132484700103381 ,0.107410821979346 ,-0.129172321959971 ,0.133393675559324 ,0.175516798122502 ,0,0],
[0.096188287148324 ,0.151958780732981 ,0.111675915818310 ,0.090540280530361 ,-0.108883798219725 ,0.112442122530629 ,0.147949153045843 ,0.312685695043563 ,0]])
b=np.array([0.088934582057735 ,0.102812792947845 ,0.111137942621198 ,0.158704526123705 ,-0.060510182639384 ,0.197095410661808 ,0.071489672566698 ,0.151091084299943 ,0.179244171360452 ])
RK['SSP95']=ExplicitRungeKuttaMethod(A,b,name='SSP 95',
description='From Ruuth-Spiteri paper',
shortname='SSPRK95')
#================================================
A = np.array([[0,0,0,0,0],
[0.39175222700392,0,0,0,0],
[0.21766909633821, 0.36841059262959, 0,0,0],
[0.08269208670950, 0.13995850206999, 0.25189177424738, 0,0],
[0.06796628370320, 0.11503469844438, 0.20703489864929, 0.54497475021237, 0]])
b = np.array([0.14681187618661, 0.24848290924556, 0.10425883036650, 0.27443890091960, 0.22600748319395])
RK['SSP54'] = ExplicitRungeKuttaMethod(A,b,name='SSP 54',
description='From Ruuth-Spiteri paper',
shortname='SSPRK54')
#================================================
A = np.array([[0,0,0,0,0],
[0.37726891511710,0,0,0,0],
[0.37726891511710,0.37726891511710, 0,0,0],
[0.16352294089771,0.16352294089771,0.16352294089771, 0,0],
[0.14904059394856,0.14831273384724,0.14831273384724,0.34217696850008, 0]])
b = np.array([0.19707596384481,0.11780316509765,0.11709725193772,0.27015874934251,0.29786487010104])
RK['SSP53'] = ExplicitRungeKuttaMethod(A,b,name='SSP 53',
description='From Ruuth-Spiteri paper',
shortname='SSPRK53')
#================================================
alpha = np.array([[0,0,0,0,0,0],
[1,0,0,0,0,0],
[0,1,0,0,0,0],
[0,0,1,0,0,0],
[0.476769811285196,0.098511733286064,0,0.424718455428740,0,0],
[0,0,0,0,1,0],
[0,0,0.155221702560091,0,0,0.844778297439909]])
x = 0.284220721334261
beta = np.array([[0,0,0,0,0,0],
[x,0,0,0,0,0],
[0,x,0,0,0,0],
[0,0,x,0,0,0],
[0,0,0,0.120713785765930,0,0],
[0,0,0,0,x,0],
[0,0,0,0,0,0.240103497065900]])
RK['SSP63'] = ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name='SSP 63',
description='From Ruuth 2006 paper',
shortname='SSPRK63')
if which=='All':
return RK
else:
return RK[which]
#============================================================
# Generic Families of Runge-Kutta methods
#============================================================
[docs]def RK22_family(gamma):
"""
Construct a 2-stage second order Runge-Kutta method
**Input**: gamma -- family parameter
**Output**: An :class:`ExplicitRungeKuttaMethod`
**Examples**::
>>> from nodepy import rk
>>> print(rk.RK22_family(-1))
Runge-Kutta Method
<BLANKLINE>
0 |
-1/2 | -1/2
______|____________
| 2 -1
"""
from sympy import Rational
one = Rational(1,1)
A=snp.array([[0,0],[one/(2*gamma),0]])
b=snp.array([one-gamma,gamma])
return ExplicitRungeKuttaMethod(A,b)
[docs]def RK44_family(w):
"""
Construct a 4-stage fourth order Runge-Kutta method
**Input**: w -- family parameter
**Output**: An :class:`ExplicitRungeKuttaMethod`
**Examples**::
>>> from nodepy import rk
>>> print(rk.RK44_family(1))
Runge-Kutta Method
<BLANKLINE>
0 |
1/2 | 1/2
1/2 | 1/3 1/6
1 | -2 3
______|________________________
| 1/6 -1/3 1 1/6
"""
from sympy import Rational
one = Rational(1,1)
A=snp.array([[0,0,0,0],[one/2,0,0,0],[one/2-one/(6*w),one/(6*w),0,0],
[0,one-3*w,3*w,0]])
b=snp.array([one/6,2*one/3-w,w,one/6])
return ExplicitRungeKuttaMethod(A,b)
#============================================================
# Families of optimal SSP Runge-Kutta methods
#============================================================
[docs]def SSPRK2(m):
r""" Construct the optimal m-stage, second order SSP
Explicit Runge-Kutta method (`m \ge 2`).
**Input**: m -- number of stages
**Output**: A :class:`ExplicitRungeKuttaMethod`
**Examples**::
Load the 4-stage method:
>>> SSP42=SSPRK2(4)
>>> print(SSP42)
SSPRK(4,2)
<BLANKLINE>
0 |
1/3 | 1/3
2/3 | 1/3 1/3
1 | 1/3 1/3 1/3
_____|____________________
| 1/4 1/4 1/4 1/4
>>> SSP42.absolute_monotonicity_radius()
2.999999999974534
See :cite:`ketcheson2008`.
"""
from sympy import Rational
assert m>=2, "SSPRKm2 methods must have m>=2"
one = Rational(1)
r=m-one
alpha=np.vstack([snp.zeros(m),snp.eye(m)])
alpha[m,m-1]=(m-one)/m
beta=alpha/r
alpha[m,0]=one/m
name='SSPRK('+str(m)+',2)'
# Dense output coefficients
b_dense = np.zeros( (m,3) )
b_dense[0,:] = [0., 1., -(m-1.)/m]
for i in range(1,m):
b_dense[i,2] = 1./m
return ContinuousExplicitRungeKuttaMethod(alpha=alpha,beta=beta,
b_dense=b_dense,name=name,
shortname=name)
[docs]def SSPRK3(m):
r"""
Construct the optimal m-stage third order SSP
Runge-Kutta method (`m = n^2`, `n \ge 2`)
**Input**: m -- number of stages
**Output**: A :class:`RungeKuttaMethod`
**Examples**::
Load the 4-stage method:
>>> SSP43=SSPRK3(4)
>>> print(SSP43)
SSPRK43
<BLANKLINE>
0 |
1/2 | 1/2
1 | 1/2 1/2
1/2 | 1/6 1/6 1/6
_____|____________________
| 1/6 1/6 1/6 1/2
>>> SSP43.absolute_monotonicity_radius()
1.9999999999527063
See :cite:`ketcheson2008`.
"""
from sympy import sqrt, Rational
one = Rational(1)
n = sqrt(m)
assert n==int(n), "SSPRKm3 methods must have m=n^2"
assert m>=4, "SSPRKm3 methods must have m>=4"
r = m - n
alpha=np.vstack([snp.zeros(m),snp.eye(m)])
alpha[n*(n+1)/2,n*(n+1)/2-1]=(n-one)/(2*n-one)
beta=alpha/r
alpha[n*(n+1)/2,(n-1)*(n-2)/2]=n/(2*n-one)
name='SSPRK'+str(m)+'3'
return ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name=name,shortname=name)
[docs]def SSPRKm(m):
r""" Construct the optimal m-stage, linearly mth order SSP
Explicit Runge-Kutta method (`m \ge 2`).
**Input**: m -- number of stages
**Output**: A :class:`ExplicitRungeKuttaMethod`
**Examples**::
Load the 4-stage method:
>>> SSP44=SSPRKm(4)
>>> print(SSP44)
SSPRK44
<BLANKLINE>
0 |
1 | 1
2 | 1 1
3 | 1 1 1
______|________________________
| 5/8 7/24 1/24 1/24
>>> SSP44.absolute_monotonicity_radius()
0.9999999999308784
See :cite:`gottlieb2001`.
"""
from sympy import factorial, Rational
assert m>=2, "SSPRKm methods must have m>=2"
alph=snp.zeros([m+1,m+1])
alph[1,0]=1
for mm in range(2,m+1):
for k in range(1,m):
alph[mm,k]= Rational(alph[mm-1,k-1],k)
alph[mm,mm-1]=Rational(1,factorial(mm))
alph[mm,0] = 1-sum(alph[mm,1:])
alpha=np.vstack([snp.zeros(m),snp.eye(m)])
alpha[m,m-1]=Rational(1/factorial(m))
beta=alpha.copy()
alpha[m,1:m-1]=alph[m,1:m-1]
alpha[m,0] = 1-sum(alpha[m,1:])
name='SSPRK'+str(m)*2
return ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name=name,shortname=name)
[docs]def SSPIRK1(m):
""" Construct the m-stage, first order unconditionally SSP
Implicit Runge-Kutta method with smallest
coefficient of `z^2` (in the stability polynomial)
**Input**: m -- number of stages
**Output**: A :class:`RungeKuttaMethod`
**Examples**::
Load the 4-stage method:
>>> ISSP41=SSPIRK1(4)
>>> print(ISSP41)
SSPIRK41
<BLANKLINE>
1/4 | 1/4
1/2 | 1/4 1/4
3/4 | 1/4 1/4 1/4
1 | 1/4 1/4 1/4 1/4
_____|____________________
| 1/4 1/4 1/4 1/4
"""
A=snp.tri(m)/m
b=snp.ones(m)/m
name='SSPIRK'+str(m)+'1'
return RungeKuttaMethod(A,b,name=name,shortname=name)
[docs]def SSPIRK2(m):
r""" Construct the optimal m-stage, second order SSP
Implicit Runge-Kutta method (`m \ge 2`).
**Input**: m -- number of stages
**Output**: A :class:`RungeKuttaMethod`.
**Examples**::
Load the 4-stage method:
>>> ISSP42=SSPIRK2(4)
>>> print(ISSP42)
SSPIRK42
<BLANKLINE>
1/8 | 1/8
3/8 | 1/4 1/8
5/8 | 1/4 1/4 1/8
7/8 | 1/4 1/4 1/4 1/8
_____|____________________
| 1/4 1/4 1/4 1/4
>>> ISSP42.absolute_monotonicity_radius() # doctest: +ELLIPSIS
7.99...
See :cite:`ketcheson2009`.
"""
from sympy import Rational
r=2*m
alpha=np.vstack([snp.zeros(m),snp.eye(m)])
beta=alpha/r
for i in range(m): beta[i,i]=Rational(1,r)
name='SSPIRK'+str(m)+'2'
return RungeKuttaMethod(alpha=alpha,beta=beta,name=name,shortname=name)
[docs]def SSPIRK3(m):
r""" Construct the optimal m-stage, third order SSP
Implicit Runge-Kutta method (`m \ge 2`).
**Input**: m -- number of stages
**Output**: A RungeKuttaMethod
**Examples**::
Load the 4-stage method:
>>> ISSP43=SSPIRK3(4)
>>> print(ISSP43) # doctest: +NORMALIZE_WHITESPACE
SSPIRK43
<BLANKLINE>
1/2 - sqrt(15)/10 | 1/2 - sqrt(15)/10
1/2 - sqrt(15)/30 | sqrt(15)/15 1/2 - sqrt(15)/10
sqrt(15)/30 + 1/2 | sqrt(15)/15 sqrt(15)/15 1/2 - sqrt(15)/10
sqrt(15)/10 + 1/2 | sqrt(15)/15 sqrt(15)/15 sqrt(15)/15 1/2 - sqrt(15)/10
___________________|____________________________________________________________________________
| 1/4 1/4 1/4 1/4
>>> x=ISSP43.absolute_monotonicity_radius()
>>> print("{:.5f}".format(x))
6.87298
See :cite:`ketcheson2009`.
"""
from sympy import sqrt, Rational
r=m-1+sqrt(m**2-1)
alpha=np.vstack([snp.zeros(m),snp.eye(m)])
alpha[-1,-1]=((m+1)*r)/(m*(r+2))
beta=alpha/r
for i in range(m): beta[i,i]=Rational(1,2)*(1-sqrt(Rational(m-1,m+1)))
name='SSPIRK'+str(m)+'3'
return RungeKuttaMethod(alpha=alpha,beta=beta,name=name,shortname=name)
#============================================================
# Families of Runge-Kutta-Chebyshev methods
#============================================================
[docs]def RKC1(m,epsilon=0):
r""" Construct the m-stage, first order
explicit Runge-Kutta-Chebyshev methods of Verwer (`m \ge 1`).
'epsilon' is a damping parameter used to avoid tangency of the
stability region boundary to the negative real axis.
**Input**: m -- number of stages
**Output**: A :class:`ExplicitRungeKuttaMethod`
**Examples**::
Load the 4-stage method:
>>> RKC41=RKC1(4)
>>> print(RKC41)
Runge-Kutta-Chebyshev (4,1)
<BLANKLINE>
0 |
1/16 | 1/16
1/4 | 1/8 1/8
9/16 | 3/16 1/4 1/8
______|________________________
| 1/4 3/8 1/4 1/8
See :cite:`verwer2004`.
"""
import sympy
one = sympy.Rational(1)
x=sympy.Symbol('x')
Tm=sympy.polys.orthopolys.chebyshevt_poly(m,x)
w0=one+sympy.Rational(epsilon,m**2)
w1=sympy.Rational(Tm.subs(x,w0),Tm.diff().subs(x,w0))
alpha=snp.zeros([m+1,m])
beta=snp.zeros([m+1,m])
b=snp.zeros(m+1)
a=snp.zeros(m+1)
mu=snp.zeros(m+1)
nu=snp.zeros(m+1)
mut=snp.zeros(m+1)
gamt=snp.zeros(m+1)
b[0]=one
b[1]=one/w0
mut[1] = b[1]*w1
alpha[1,0]=one
beta[1,0]=mut[1]
for j in range(2,m+1):
Tj=sympy.polys.orthopolys.chebyshevt_poly(j,x)
b[j] = one/Tj.subs(x,w0)
a[j] = one-b[j]*Tj.subs(x,w0)
mu[j]= 2*b[j]*w0/b[j-1]
nu[j]= -b[j]/b[j-2]
mut[j] = mu[j]*w1/w0
gamt[j] = -a[j-1]*mut[j]
alpha[j,0]=one-mu[j]-nu[j]
alpha[j,j-1]=mu[j]
alpha[j,j-2]=nu[j]
beta[j,j-1]=mut[j]
beta[j,0]=gamt[j]
shortname='RKC'+str(m)+'1'
name = 'Runge-Kutta-Chebyshev ('+str(m)+',1)'
return ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name=name,shortname=shortname)
[docs]def RKC2(m,epsilon=0):
r""" Construct the m-stage, second order
Explicit Runge-Kutta-Chebyshev methods of Verwer (`m \ge 2`).
**Inputs**:
- m -- number of stages
- epsilon -- damping factor
**Output**: A :class:`ExplicitRungeKuttaMethod`
**Examples**::
Load the 4-stage method:
>>> RKC42=RKC2(4)
>>> print(RKC42)
Runge-Kutta-Chebyshev (4,2)
<BLANKLINE>
0 |
1/5 | 1/5
1/5 | 1/10 1/10
8/15 | -8/45 32/135 64/135
________|________________________________
| -51/64 3/8 1 27/64
See :cite:`verwer2004`.
"""
import sympy
one = sympy.Rational(1)
x=sympy.Symbol('x')
Tm=sympy.polys.orthopolys.chebyshevt_poly(m,x)
w0=one+sympy.Rational(epsilon,m**2)
w1=sympy.Rational(Tm.diff().subs(x,w0),Tm.diff(x,2).subs(x,w0))
alpha=snp.zeros([m+1,m])
beta=snp.zeros([m+1,m])
b=snp.zeros(m+1)
a=snp.zeros(m+1)
mu=snp.zeros(m+1)
nu=snp.zeros(m+1)
mut=snp.zeros(m+1)
gamt=snp.zeros(m+1)
T2 = sympy.polys.orthopolys.chebyshevt_poly(2,x)
b[0]=sympy.Rational(T2.diff(x,2).subs(x,w0),(T2.diff().subs(x,w0))**2)
b[1]=one/w0
mut[1] = b[1]*w1
alpha[1,0]=one
beta[1,0]=mut[1]
for j in range(2,m+1):
Tj=sympy.polys.orthopolys.chebyshevt_poly(j,x)
b[j] = sympy.Rational(Tj.diff(x,2).subs(x,w0),(Tj.diff().subs(x,w0))**2)
a[j] = one-b[j]*Tj.subs(x,w0)
mu[j]= 2*b[j]*w0/b[j-1]
nu[j]= -b[j]/b[j-2]
mut[j] = mu[j]*w1/w0
gamt[j] = -a[j-1]*mut[j]
alpha[j,0]=one-mu[j]-nu[j]
alpha[j,j-1]=mu[j]
alpha[j,j-2]=nu[j]
beta[j,j-1]=mut[j]
beta[j,0]=gamt[j]
shortname='RKC'+str(m)+'2'
name = 'Runge-Kutta-Chebyshev ('+str(m)+',2)'
return ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name=name,shortname=shortname)
#============================================================
# Spectral deferred correction methods
#============================================================
[docs]def dcweights(x):
"""
Takes a set of abscissae `x` and an index `i`, and returns
the quadrature weights for the interval `[x_i, x_{i+1}]`.
Used in construction of deferred correction methods.
"""
#Form the vanderMonde matrix:
A=np.vander(x).T
A=A[::-1,:]
F=0*A
n=snp.arange(len(x))+1
for i in range(len(x)-1):
a=x[i]; b=x[i+1]
f=(b**n-a**n)/n
F[:,i]=f
w=snp.solve(A,F)
return w[:,:-1]
[docs]def DC_pair(s,theta=0.,grid='eq'):
r"""Spectral deferred correction embedded pairs.
See also the help for :func:`DC`.
**Examples**::
>>> from nodepy import rk
>>> DC2 = rk.DC_pair(2)
>>> print(DC2)
Picard 3(2)
<BLANKLINE>
0 |
1/2 | 1/2
1 | 1/2 1/2
1/2 | 5/24 1/3 -1/24
1 | 1/6 2/3 1/6
_______|___________________________________
| 1/6 0 0 2/3 1/6
| 1/6 2/3 1/6
"""
if s<2:
raise Exception('s must be equal to or greater than 2')
dc = DC(s,theta=theta,grid=grid)
if theta==0:
bhat_ind = -1
else:
bhat_ind = -3
if theta == 0:
name='Picard '+str(s+1)+'('+str(s)+')'
shortname = 'Picard'+str(s+1)+str(s)
else:
name='Deferred Correction '+str(s+1)+'('+str(s)+')'
return ExplicitRungeKuttaPair(A=dc.A,b=dc.b,bhat=dc.A[bhat_ind],name=name,shortname=shortname).dj_reduce()
[docs]def DC(s,theta=0,grid='eq',num_corr=None):
""" Spectral deferred correction methods.
For now, based on explicit Euler and equispaced points.
For *theta=0*, this is Picard iteration.
**Input**: s -- number of grid points and number of correction iterations
**Output**: A :class:`ExplicitRungeKuttaMethod`
Note that the number of stages is NOT equal to `s`. The order
is equal to `s+1`.
**Examples**::
>>> from nodepy import rk
>>> dc3 = rk.DC(3)
>>> dc3.order()
4
>>> dc3.principal_error_norm() #doctest: +ELLIPSIS
0.0069444...
>>> dc3_cheb = rk.DC(3,grid='cheb')
>>> dc3_cheb.order()
4
>>> dc3_cheb.principal_error_norm() #doctest: +ELLIPSIS
0.0066478...
See :cite:`dutt2000,gottlieb2009`.
"""
if num_corr is None:
num_corr = s
# Choose the grid:
if grid=='eq':
t=snp.arange(s+1)/s # Equispaced
elif grid=='cheb':
t=0.5*(np.cos(np.arange(0,s+1)*np.pi/s)+1.) #Chebyshev
t=t[::-1]
dt=np.diff(t)
alpha=snp.zeros([s*(num_corr+1)+1,s*(num_corr+1)])
beta=snp.zeros([s*(num_corr+1)+1,s*(num_corr+1)])
w=dcweights(t) #Get the quadrature weights for our grid
#w[i,j] is the weight of node i for the integral
#over [x_j,x_j+1]
#first iteration (k=1)
for i in range(1,s+1):
alpha[i,i-1] = 1
beta[i ,i-1] = dt[i-1]
#subsequent iterations:
for k in range(1,num_corr+1):
beta[s*k+1,0]=w[0,0]
for i in range(1,s+1):
alpha[s*k+1,0]=1
beta[s*k+1,s*(k-1)+i]=w[i,0]
for m in range(1,s):
alpha[s*k+m+1,s*k+m] = 1
beta[s*k+m+1,s*k+m] = theta*dt[m]
beta[s*k+m+1,0]=w[0,m]
for i in range(1,s+1):
beta[s*k+m+1,s*(k-1)+i]=w[i,m]
if i==m:
beta[s*k+m+1,s*(k-1)+i]-=theta*dt[m]
name='Deferred correction method of order '+str(s+1)
return ExplicitRungeKuttaMethod(alpha=alpha,beta=beta,name=name,order=s+1).dj_reduce()
#============================================================
# Extrapolation methods
#============================================================
#============================================================
# Miscellaneous functions
#============================================================
[docs]def runge_kutta_order_conditions(p,ind='all'):
"""
This is the current method of producing the code on-the-fly
to test order conditions for RK methods. May be deprecated
soon.
"""
import nodepy.rooted_trees as rt
strings=rt.recursiveVectors(p,ind)
code=[]
for oc in strings:
code.append(RKOCstr2code(oc))
return code
[docs]def RKOCstr2code(ocstr):
"""
Converts output of runge_kutta_order_conditions() to
numpy-executable code.
"""
factors=ocstr.split(',')
occode='np.dot(b,'
for factor in factors[0:len(factors)-1]:
occode=occode+'np.dot('+factor+','
occode=occode+factors[len(factors)-1]
occode=occode.replace(']',',:]')
occode=occode+')'*len(factors)
return occode
[docs]def compose(RK1,RK2,h1=1,h2=1):
""" The method obtained by applying
RK2, followed by RK1, each with half the timestep.
**Output**::
The method
c_2 | A_2 0
1+c_1 | b_2 A_1
_____________
| b_2 b_1
but with everything divided by two.
The `b_2` matrix block consists of `m_1` (row) copies of `b_2`.
**Examples**::
What method is obtained by two successive FE steps?
>>> from nodepy import rk
>>> fe=rk.loadRKM('FE')
>>> print(fe*fe)
Runge-Kutta Method
<BLANKLINE>
0 |
0.500 | 0.500
_______|______________
| 0.500 0.500
TODO: Generalize this for any number of inputs
"""
f1=h1/(h1+h2)
f2=h2/(h1+h2)
A=np.vstack([
np.hstack([RK2.A*f2,np.zeros([np.size(RK2.A,0),np.size(RK1.A,1)])]),
np.hstack([np.tile(RK2.b*f2,(len(RK1),1)),RK1.A*f1])]).squeeze()
b=np.hstack([RK2.b*f2,RK1.b*f1]).squeeze()
if RK1.is_explicit() and RK2.is_explicit():
return ExplicitRungeKuttaMethod(A,b)
else:
return RungeKuttaMethod(A,b)
[docs]def python_to_fortran(code):
code = code.replace("dot(b","dot_product(b")
return code.replace("dot(","matmul(")
[docs]def python_to_matlab(code):
r"""
Convert Python code string (order condition) to MATLAB code string
Doesn't really work yet. We need to do more parsing.
"""
outline=code
outline=outline.replace("**",".^")
outline=outline.replace("*",".*")
outline=outline.replace("dot(b,","b'*(")
outline=outline.replace("dot(bhat,","bhat'*(")
outline=outline.replace("dot(Ahat,","Ahat*(")
outline=outline.replace("dot(A,","(A*")
outline=outline.replace("( c)","c")
outline=outline.replace("-0","")
#print(outline)
#print('******************')
return outline
[docs]def relative_accuracy_efficiency(rk1,rk2,mode='float',tol=1.e-14):
r"""
Compute the accuracy efficiency of method rk1 relative to that of rk2,
for two methods with the same order of accuracy.
The relative accuracy efficiency is
$$ \\eta = \\frac{s_2}{s_1} \\left(\\frac{A_2}{A_1}\\right)^{1/p+1} $$
where `s_1,s_2` are the number of stages of the two methods and
`A_1,A_2` are their principal error norms.
If the result is `>1`, method 1 is more efficient.
**Examples**::
Compare Fehlberg's method with Dormand-Prince
>>> from nodepy import rk
>>> dp5 = rk.loadRKM('DP5')
>>> f45 = rk.loadRKM('Fehlberg45')
>>> rk.relative_accuracy_efficiency(dp5,f45) # doctest: +ELLIPSIS
1.22229116499...
"""
p=rk1.order(mode=mode,tol=tol)
if rk2.order()!=p: raise Exception('Methods have different orders')
A1=rk1.principal_error_norm(mode=mode,tol=tol)
A2=rk2.principal_error_norm(mode=mode,tol=tol)
return len(rk2)/len(rk1) * (A2/A1)**(1./(p+1))
[docs]def accuracy_efficiency(rk1,parallel=False,mode='float',tol=1.e-14,p=None):
r"""
Compute the accuracy efficiency of method rk1.
The accuracy efficiency is
$$ \\eta = \\frac{1}{s_1} \\left(\\frac{1}{A_1}\\right)^{1/p+1} $$
where `s_1` are the number of stages of the the method and
`A_1` is its principal error norms.
**Examples**::
Accuracy efficiency of Dormand-Prince
>>> from nodepy import rk
>>> dp5 = rk.loadRKM('DP5')
>>> rk.accuracy_efficiency(dp5) # doctest: +ELLIPSIS
0.5264921944121...
"""
if p is None:
p=rk1.order(mode=mode,tol=tol)
A1=rk1.principal_error_norm(mode=mode,tol=tol)
if parallel:
# If we consider parallelization then we divide by number of parallel stages
return 1.0/rk1.num_seq_dep_stages() * (1.0/A1)**(1./(p+1))
else:
# If we DO NOT consider parallelization then we divide by total number of stages
return 1.0/len(rk1) * (1.0/A1)**(1./(p+1))
[docs]def linearly_stable_step_size(rk, L, acc=1.e-7, tol=1.e-13, plot=1):
r"""
Determine the maximum linearly stable step size for Runge-Kutta method
rk applied to the IVP `u' = Lu`, by computing the eigenvalues of `L`
and determining the values of the stability function of rk at the eigenvalues.
Note that this analysis is not generally appropriate if `L` is non-normal.
**Examples**::
>>> from nodepy import rk, semidisc
4th-order Runge-Kutta scheme:
>>> rk44=rk.loadRKM('RK44')
Centered differences on a grid with spacing 1/100:
>>> L1=semidisc.centered_diffusion_matrix(100)
>>> L2=semidisc.centered_advection_diffusion_matrix(1.,1./500,100)
>>> print("{:.5f}".format(rk.linearly_stable_step_size(rk44,L1,plot=0)))
0.00007
>>> print("{:.5f}".format(rk.linearly_stable_step_size(rk44,L2,plot=0)))
0.02423
>>> sd = semidisc.load_semidisc('spectral difference advection',order=1)
>>> print("{:.5f}".format(rk.linearly_stable_step_size(rk44,sd.L,plot=0)))
0.01393
"""
from nodepy.utils import bisect
import matplotlib.pyplot as plt
p,q = rk.__num__().stability_function(mode='float')
if len(L.shape)==2:
lamda = np.linalg.eigvals(L)
else:
lamda = L
hmax = 2.5*len(rk)**2 / max(abs(lamda))
h=bisect(0,hmax,acc,tol,_is_linearly_stable, params=(p,q,lamda))
if plot:
rk.plot_stability_region()
plt.plot(np.real(h*lamda), np.imag(h*lamda),'o')
return h
def _is_linearly_stable(h,tol,params):
p=params[0]
q=params[1]
lamda=params[2]
R = abs(p(h*lamda)/q(h*lamda))
if max(R) > 1.+tol:
return 0
else:
return 1
def _get_column_widths(coeffarrays):
lenmax = []
for coeffarray in coeffarrays:
lenmax.append(max([len(ai) for ai in coeffarray.reshape(-1)]))
colmax=max(lenmax)
return lenmax, colmax
def _stability_function(alpha,beta,explicit,m,formula,mode='exact'):
r"""
Compute stability function from the Shu-Osher representation.
"""
s = alpha.shape[1]
if mode=='float':
# Floating point calculation using numpy's
# characteristic polynomial function
# This is always fast, so no need for alternative
# formulas
p1 = np.poly(beta[:-1,:].astype(float)-np.tile(beta[-1,:].astype(float),(s,1)))
q1 = np.poly(beta[:-1,:].astype(float))
p = np.poly1d(p1[::-1]) # Numerator
q = np.poly1d(q1[::-1]) # Denominator
else: # Compute symbolically
import sympy
z = sympy.var('z')
if explicit:
v = 1 - alpha[:,1:].sum(1)
alpha[:,0]=0.
q1 = [sympy.Rational(1)]
else:
v = 1 - alpha.sum(1)
alpha_star=sympy.Matrix(alpha[:-1,:])
beta_star=sympy.Matrix(beta[:-1,:])
I = sympy.eye(s)
v_mp1 = v[-1]
vstar = sympy.Matrix(v[:-1])
alpha_mp1 = sympy.Matrix(alpha[-1,:]).T
beta_mp1 = sympy.Matrix(beta[-1,:]).T
if formula == 'det':
xsym = I - alpha_star - z*beta_star + vstar/v_mp1 * (alpha_mp1+z*beta_mp1)
p1 = sympy.simplify(xsym.det(method='berkowitz')*v_mp1)
p1 = p1.as_poly(z).all_coeffs()
denomsym = I - alpha_star - z*beta_star
q1 = sympy.simplify(denomsym.det(method='berkowitz'))
q1 = q1.as_poly(z).all_coeffs()
elif formula == 'lts': # lower_triangular_solve
p1 = (alpha_mp1 + z*beta_mp1)*((I-alpha_star-z*beta_star).lower_triangular_solve(vstar))
p1 = sympy.poly(p1[0])+v_mp1
p1 = p1.all_coeffs()
elif formula == 'pow': # Power series
apbz_star = alpha_star + beta_star*z
apbz = sympy.Matrix(alpha_mp1+z*beta_mp1)
# Compute (I-(alpha + z beta)^(-1) = I + (alpha + z beta) + (alpha + z beta)^2 + ... + (alpha + z beta)^(s-1)
# This is coded for Shu-Osher coefficients
# For them, we need to take m=s
# For Butcher coefficients, perhaps we could get away with m=num_seq_dep_stages (???)
apbz_power = I
Imapbz_inv = I
for i in range(1,m):
apbz_power = apbz_star*apbz_power
Imapbz_inv = Imapbz_inv + apbz_power
p1 = apbz*Imapbz_inv
p1 = p1*vstar
p1 = sympy.poly(p1[0])+v_mp1
p1 = p1.all_coeffs()
else:
raise Exception("Unknown value of 'formula'")
p = np.poly1d(p1) # Numerator
q = np.poly1d(q1) # Denominator
if m < p.order:
c = p.coeffs[-(m+1):]
p = np.poly1d(c)
return p,q
def _internal_stability_polynomials(alpha,beta,explicit,m,formula,mode='exact'):
r"""
Compute internal stability polynomials from a Shu-Osher representation.
"""
s = alpha.shape[1]
if mode=='float':
# Floating-point calculation
raise NotImplementedError
else:
# Symbolic calculation
import sympy
z = sympy.var('z')
I = sympy.eye(s)
if explicit:
v = 1 - alpha[:,1:].sum(1)
alpha[:,0]=0.
q1 = [sympy.Rational(1)]
else:
v = 1 - alpha.sum(1)
alpha_star = sympy.Matrix(alpha[:-1,:])
beta_star = sympy.Matrix(beta[:-1,:])
apbz_star = alpha_star + beta_star*z
apbz = sympy.Matrix(alpha[-1,:]+z*beta[-1,:])
if formula == 'pow':
apbz_power = I
Imapbz_inv = I
for i in range(m):
apbz_power = apbz_star*apbz_power
Imapbz_inv = Imapbz_inv + apbz_power
thet = (apbz.T*Imapbz_inv).applyfunc(sympy.expand)
elif formula == 'lts':
thet = (I-apbz_star).T.upper_triangular_solve(apbz)
thet = thet.applyfunc(sympy.expand_mul)
# Don't consider perturbations to first stage:
theta = [np.poly1d(theta_j.as_poly(z).all_coeffs()) for theta_j in thet[1:]]
return theta
if __name__ == "__main__":
import doctest
doctest.testmod()