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integration.go
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integration.go
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package methods
import (
"errors"
"math"
gcf "github.com/NumberXNumbers/types/gc/functions"
m "github.com/NumberXNumbers/types/gc/matrices"
gcv "github.com/NumberXNumbers/types/gc/values"
v "github.com/NumberXNumbers/types/gc/vectors"
)
// Euler1D is for solving the numerical integration 1D euler method
func Euler1D(a float64, b float64, N int, initValue float64, f *gcf.Function) gcv.Value {
h := (b - a) / float64(N)
x := a
omega := initValue
for i := 0; i < N; i++ {
omega += h * f.MustEval(x, omega).Value().Real()
x += h
}
return gcv.MakeValue(omega)
}
// TrapezoidRule is for solving the numerical integration using the trapezoid rule
func TrapezoidRule(a float64, b float64, f *gcf.Function) gcv.Value {
var omega float64
h := (b - a)
x := a
omega = f.MustEval(x+h).Value().Real() + f.MustEval(x).Value().Real()
return gcv.MakeValue(h / 2 * omega)
}
// SimpsonRule for solving numerical integration
func SimpsonRule(a float64, b float64, f *gcf.Function) gcv.Value {
var omega float64
h := (b - a) / 2
x := a
omega = f.MustEval(x).Value().Real() + 4*f.MustEval(x+h).Value().Real() + f.MustEval(x+2*h).Value().Real()
return gcv.MakeValue(h / 3 * omega)
}
// Simpson38Rule is Simpson's 3/8ths rule for solving numerical integration
func Simpson38Rule(a float64, b float64, f *gcf.Function) gcv.Value {
var omega float64
h := (b - a) / 3
x := a
omega = f.MustEval(x).Value().Real() + 3*f.MustEval(x+h).Value().Real() + 3*f.MustEval(x+2*h).Value().Real() + f.MustEval(x+3*h).Value().Real()
return gcv.MakeValue(3 * h / 8 * omega)
}
// BooleRule is Boole's rule for solving numerical integration
func BooleRule(a float64, b float64, f *gcf.Function) gcv.Value {
var omega float64
h := (b - a) / 4
x := a
omega = 7*f.MustEval(x).Value().Real() +
32*f.MustEval(x+h).Value().Real() +
12*f.MustEval(x+2*h).Value().Real() +
32*f.MustEval(x+3*h).Value().Real() +
7*f.MustEval(x+4*h).Value().Real()
return gcv.MakeValue(2 * h / 45 * omega)
}
// RungeKutta2 or midpoint method returns a solution found using the 2nd order runge-kutta
func RungeKutta2(a float64, b float64, N int, initialCondition float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega := initialCondition
solutionSet := m.NewMatrix(N+1, 2)
solutionSet.Set(0, 0, theta)
solutionSet.Set(0, 1, omega)
var kappa float64
var kappa2 float64
for i := 0; i < N; i++ {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
kappa2 = stepSize * f.MustEval(theta+stepSize/2.0, omega+kappa/2.0).Value().Real()
omega += kappa2
theta += stepSize
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// ModifiedEuler returns a solution to the ModifiedEuler method
func ModifiedEuler(a float64, b float64, N int, initialCondition float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega := initialCondition
solutionSet := m.NewMatrix(N+1, 2)
solutionSet.Set(0, 0, theta)
solutionSet.Set(0, 1, omega)
var kappa float64
var kappa2 float64
for i := 0; i < N; i++ {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
theta += stepSize
kappa2 = stepSize * f.MustEval(theta, omega+kappa).Value().Real()
omega += (kappa + kappa2) / 2.0
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// Heun returns a solution to the 3rd order runge-kutta method (Heun method)
func Heun(a float64, b float64, N int, initialCondition float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega := initialCondition
solutionSet := m.NewMatrix(N+1, 2)
solutionSet.Set(0, 0, theta)
solutionSet.Set(0, 1, omega)
var kappa float64
var kappa2 float64
var kappa3 float64
for i := 0; i < N; i++ {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
kappa2 = stepSize * f.MustEval(theta+stepSize/3.0, omega+kappa/3.0).Value().Real()
kappa3 = stepSize * f.MustEval(theta+2.0*stepSize/3.0, omega+2.0*kappa2/3.0).Value().Real()
omega += (kappa + 3.0*kappa3) / 4.0
theta += stepSize
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// RungeKutta4 returns a solution found using the 4th order runge-kutta method
func RungeKutta4(a float64, b float64, N int, initialCondition float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega := initialCondition
solutionSet := m.NewMatrix(N+1, 2)
solutionSet.Set(0, 0, theta)
solutionSet.Set(0, 1, omega)
var kappa float64
var kappa2 float64
var kappa3 float64
var kappa4 float64
for i := 0; i < N; i++ {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
kappa2 = stepSize * f.MustEval(theta+stepSize/2.0, omega+kappa/2.0).Value().Real()
kappa3 = stepSize * f.MustEval(theta+stepSize/2.0, omega+kappa2/2.0).Value().Real()
kappa4 = stepSize * f.MustEval(theta+stepSize, omega+kappa3).Value().Real()
omega += (kappa + 2.0*kappa2 + 2.0*kappa3 + kappa4) / 6.0
theta += stepSize
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// RungeKuttaFehlbery returns a solution to the runge-kutta-fehlbery method
// Algorithm from Numerical Analysis - By Burden and Faires
func RungeKuttaFehlbery(a float64, b float64, initialCondition float64,
TOL float64, maxStep float64, minStep float64, f *gcf.Function) m.Matrix {
stepSize := maxStep
theta := a
omega := initialCondition
done := false
solutionSet := v.MakeVectors(v.RowSpace, v.MakeVector(v.RowSpace, theta, omega))
var kappa float64
var kappa2 float64
var kappa3 float64
var kappa4 float64
var kappa5 float64
var kappa6 float64
var remainder float64
var delta float64
for !done {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
kappa2 = stepSize * f.MustEval(theta+stepSize/4.0, omega+kappa/4.0).Value().Real()
kappa3 = stepSize * f.MustEval(theta+3.0*stepSize/8.0, omega+3.0*kappa/32.0+9.0*kappa2/32.0).Value().Real()
kappa4 = stepSize * f.MustEval(theta+12.0*stepSize/13.0, omega+1932.0*kappa/2197.0-
7200.0*kappa2/2197.0+7296.0*kappa3/2197.0).Value().Real()
kappa5 = stepSize * f.MustEval(theta+stepSize, omega+439.0*kappa/216.0-8.0*kappa2+
3680.0*kappa3/513.0-845.0*kappa4/4104.0).Value().Real()
kappa6 = stepSize * f.MustEval(theta+stepSize/2.0, omega-8.0*kappa/27.0+2.0*kappa2-
3544.0*kappa3/2565.0+1859.0*kappa4/4104.0-11.0*kappa5/40.0).Value().Real()
remainder = math.Abs(kappa/360.0-128.0*kappa3/4275.0-2197.0*kappa4/75240.0+kappa5/50.0+2.0*kappa6/55.0) / stepSize
if remainder <= TOL {
theta += stepSize
omega += 25.0*kappa/216.0 + 1408.0*kappa3/2565.0 + 2197.0*kappa4/4104.0 - kappa5/5.0
solutionSet.Append(v.MakeVector(v.RowSpace, theta, omega))
}
delta = 0.84 * math.Pow(TOL/remainder, 1.0/4.0)
if delta <= 0.1 {
stepSize = 0.1 * stepSize
} else if delta >= 4 {
stepSize = 4.0 * stepSize
} else {
stepSize = delta * stepSize
}
if stepSize > maxStep {
stepSize = maxStep
}
if theta >= b {
done = true
} else if theta+stepSize > b {
stepSize = b - theta
} else if stepSize < minStep {
done = true
}
}
return m.MakeMatrixAlt(solutionSet)
}
// AdamsBashforth2 returns a solution found using the 2nd order Adams-Bashforth method
func AdamsBashforth2(a float64, b float64, N int, initialCondition1 float64,
initialCondition2 float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega1 := initialCondition1
omega2 := initialCondition2
solutionSet := m.NewMatrix(N+1, 2)
for i := 0; i < 2; i++ {
solutionSet.Set(i, 0, theta)
theta += stepSize
}
solutionSet.Set(0, 1, omega1)
solutionSet.Set(1, 1, omega2)
omega := omega2
var kappa float64
var kappa2 float64
for i := 1; i < N; i++ {
kappa = 3.0 * f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()
kappa2 = f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()
omega += stepSize * (kappa - kappa2) / 2.0
theta = stepSize + solutionSet.Get(i, 0).Real()
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// AdamsBashforth3 returns a solution found using the 3rd order Adams-Bashforth method
func AdamsBashforth3(a float64, b float64, N int, initialCondition1 float64,
initialCondition2 float64, initialCondition3 float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega1 := initialCondition1
omega2 := initialCondition2
omega3 := initialCondition3
solutionSet := m.NewMatrix(N+1, 2)
for i := 0; i < 3; i++ {
solutionSet.Set(i, 0, theta)
theta += stepSize
}
solutionSet.Set(0, 1, omega1)
solutionSet.Set(1, 1, omega2)
solutionSet.Set(2, 1, omega3)
omega := omega3
var kappa float64
var kappa2 float64
var kappa3 float64
for i := 2; i < N; i++ {
kappa = 23.0 * f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()
kappa2 = 16.0 * f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()
kappa3 = 5.0 * f.MustEval(solutionSet.Get(i-2, 0), solutionSet.Get(i-2, 1)).Value().Real()
omega += stepSize * (kappa - kappa2 + kappa3) / 12.0
theta = stepSize + solutionSet.Get(i, 0).Real()
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// AdamsBashforth4 returns a solution found using the 4th order Adams-Bashforth method
func AdamsBashforth4(a float64, b float64, N int, initialCondition1 float64,
initialCondition2 float64, initialCondition3 float64, initialCondition4 float64,
f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega1 := initialCondition1
omega2 := initialCondition2
omega3 := initialCondition3
omega4 := initialCondition4
solutionSet := m.NewMatrix(N+1, 2)
for i := 0; i < 4; i++ {
solutionSet.Set(i, 0, theta)
theta += stepSize
}
solutionSet.Set(0, 1, omega1)
solutionSet.Set(1, 1, omega2)
solutionSet.Set(2, 1, omega3)
solutionSet.Set(3, 1, omega4)
omega := omega4
var kappa float64
var kappa2 float64
var kappa3 float64
var kappa4 float64
for i := 3; i < N; i++ {
kappa = 55.0 * f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()
kappa2 = 59.0 * f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()
kappa3 = 37.0 * f.MustEval(solutionSet.Get(i-2, 0), solutionSet.Get(i-2, 1)).Value().Real()
kappa4 = 9.0 * f.MustEval(solutionSet.Get(i-3, 0), solutionSet.Get(i-3, 1)).Value().Real()
omega += stepSize * (kappa - kappa2 + kappa3 - kappa4) / 24.0
theta = stepSize + solutionSet.Get(i, 0).Real()
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// AdamsBashforth5 returns a solution found using the 5th order Adams-Bashforth method
func AdamsBashforth5(a float64, b float64, N int, initialCondition1 float64,
initialCondition2 float64, initialCondition3 float64, initialCondition4 float64,
initialCondition5 float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega1 := initialCondition1
omega2 := initialCondition2
omega3 := initialCondition3
omega4 := initialCondition4
omega5 := initialCondition5
solutionSet := m.NewMatrix(N+1, 2)
for i := 0; i < 5; i++ {
solutionSet.Set(i, 0, theta)
theta += stepSize
}
solutionSet.Set(0, 1, omega1)
solutionSet.Set(1, 1, omega2)
solutionSet.Set(2, 1, omega3)
solutionSet.Set(3, 1, omega4)
solutionSet.Set(4, 1, omega5)
omega := omega5
var kappa float64
var kappa2 float64
var kappa3 float64
var kappa4 float64
var kappa5 float64
for i := 4; i < N; i++ {
kappa = 1901.0 * f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()
kappa2 = 2774.0 * f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()
kappa3 = 2616.0 * f.MustEval(solutionSet.Get(i-2, 0), solutionSet.Get(i-2, 1)).Value().Real()
kappa4 = 1274.0 * f.MustEval(solutionSet.Get(i-3, 0), solutionSet.Get(i-3, 1)).Value().Real()
kappa5 = 251.0 * f.MustEval(solutionSet.Get(i-4, 0), solutionSet.Get(i-4, 1)).Value().Real()
omega += stepSize * (kappa - kappa2 + kappa3 - kappa4 + kappa5) / 720.0
theta = stepSize + solutionSet.Get(i, 0).Real()
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// AdamsBashforthMoulton3 returns solutions for the third order Adams-Bashforth-Moulton predictor-corrector method
func AdamsBashforthMoulton3(a float64, b float64, N int, initialCondition float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega := initialCondition
solutionSet := m.NewMatrix(N+1, 2)
solutionSet.Set(0, 0, theta)
solutionSet.Set(0, 1, omega)
var kappa float64
var kappa2 float64
var kappa3 float64
for i := 0; i < 2; i++ {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
kappa2 = stepSize * f.MustEval(theta+stepSize/3.0, omega+kappa/3.0).Value().Real()
kappa3 = stepSize * f.MustEval(theta+2.0*stepSize/3.0, omega+2.0*kappa2/3.0).Value().Real()
omega += (kappa + 3.0*kappa3) / 4.0
theta += stepSize
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
for i := 2; i < N; i++ {
theta = stepSize + solutionSet.Get(i, 0).Real()
omega = solutionSet.Get(i, 1).Real() + stepSize*(23.0*f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()-
16.0*f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()+
5.0*f.MustEval(solutionSet.Get(i-2, 0), solutionSet.Get(i-2, 1)).Value().Real())/12.0
omega = solutionSet.Get(i, 1).Real() + stepSize*(5.0*f.MustEval(theta, omega).Value().Real()+
8.0*f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()-
f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real())/12.0
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// AdamsBashforthMoulton4 returns solutions for the fourth order Adams-Bashforth-Moulton predictor-corrector method
func AdamsBashforthMoulton4(a float64, b float64, N int, initialCondition float64, f *gcf.Function) m.Matrix {
stepSize := (b - a) / float64(N)
theta := a
omega := initialCondition
solutionSet := m.NewMatrix(N+1, 2)
solutionSet.Set(0, 0, theta)
solutionSet.Set(0, 1, omega)
var kappa float64
var kappa2 float64
var kappa3 float64
var kappa4 float64
for i := 0; i < N; i++ {
kappa = stepSize * f.MustEval(theta, omega).Value().Real()
kappa2 = stepSize * f.MustEval(theta+stepSize/2.0, omega+kappa/2.0).Value().Real()
kappa3 = stepSize * f.MustEval(theta+stepSize/2.0, omega+kappa2/2.0).Value().Real()
kappa4 = stepSize * f.MustEval(theta+stepSize, omega+kappa3).Value().Real()
omega += (kappa + 2.0*kappa2 + 2.0*kappa3 + kappa4) / 6.0
theta += stepSize
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
for i := 3; i < N; i++ {
theta = stepSize + solutionSet.Get(i, 0).Real()
omega = solutionSet.Get(i, 1).Real() + stepSize*(55.0*f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()-
59.0*f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()+
37.0*f.MustEval(solutionSet.Get(i-2, 0), solutionSet.Get(i-2, 1)).Value().Real()-
9.0*f.MustEval(solutionSet.Get(i-3, 0), solutionSet.Get(i-3, 1)).Value().Real())/24.0
omega = solutionSet.Get(i, 1).Real() + stepSize*(9.0*f.MustEval(theta, omega).Value().Real()+
19.0*f.MustEval(solutionSet.Get(i, 0), solutionSet.Get(i, 1)).Value().Real()-
5.0*f.MustEval(solutionSet.Get(i-1, 0), solutionSet.Get(i-1, 1)).Value().Real()+
f.MustEval(solutionSet.Get(i-2, 0), solutionSet.Get(i-2, 1)).Value().Real())/24.0
solutionSet.Set(i+1, 0, theta)
solutionSet.Set(i+1, 1, omega)
}
return solutionSet
}
// AdamsBashforthMoulton returns a solution from the variable step Adams-Bashforth-Moulton method
func AdamsBashforthMoulton(a float64, b float64, initialCondition float64,
TOL float64, maxStep float64, minStep float64, f *gcf.Function) (m.Matrix, error) {
stepSize := maxStep
theta := a
omega := initialCondition
done := false
rk4Done := false
lastValueCalc := false
set := v.MakeVectors(v.RowSpace, v.MakeVector(v.RowSpace, theta, omega))
RK4 := func(h float64, set v.Vectors, f *gcf.Function) v.Vectors {
var kappa float64
var kappa2 float64
var kappa3 float64
var kappa4 float64
var t float64
var o float64
for i := 0; i < 3; i++ {
t = set.Get(set.Len() - 1).Get(0).Real()
o = set.Get(set.Len() - 1).Get(1).Real()
kappa = h * f.MustEval(t, o).Value().Real()
kappa2 = h * f.MustEval(t+h/2.0, o+kappa/2.0).Value().Real()
kappa3 = h * f.MustEval(t+h/2.0, o+kappa2/2.0).Value().Real()
kappa4 = h * f.MustEval(t+h, o+kappa3).Value().Real()
o += (kappa + 2.0*kappa2 + 2.0*kappa3 + kappa4) / 6.0
t += h
set.Append(v.MakeVector(v.RowSpace, t, o))
}
return set
}
set = RK4(stepSize, set, f)
rk4Done = true
theta = set.Get(set.Len()-1).Get(0).Real() + stepSize
var predictor float64
var corrector float64
var sigma float64
var zeta float64
for !done {
theta1, omega1 := set.Get(set.Len()-1).Get(0).Real(), set.Get(set.Len()-1).Get(1).Real()
theta2, omega2 := set.Get(set.Len()-2).Get(0).Real(), set.Get(set.Len()-2).Get(1).Real()
theta3, omega3 := set.Get(set.Len()-3).Get(0).Real(), set.Get(set.Len()-3).Get(1).Real()
theta4, omega4 := set.Get(set.Len()-4).Get(0).Real(), set.Get(set.Len()-4).Get(1).Real()
predictor = omega1 + stepSize*(55.0*f.MustEval(theta1, omega1).Value().Real()-
59.0*f.MustEval(theta2, omega2).Value().Real()+
37.0*f.MustEval(theta3, omega3).Value().Real()-
9.0*f.MustEval(theta4, omega4).Value().Real())/24.0
corrector = omega1 + stepSize*(9.0*f.MustEval(theta, predictor).Value().Real()+
19.0*f.MustEval(theta1, omega1).Value().Real()-
5.0*f.MustEval(theta2, omega2).Value().Real()+
f.MustEval(theta3, omega3).Value().Real())/24.0
sigma = 19.0 * math.Abs(corrector-predictor) / (270.0 * stepSize)
if sigma <= TOL {
omega = corrector
set.Append(v.MakeVector(v.RowSpace, theta, omega))
if lastValueCalc {
done = true
} else {
if sigma <= 0.1*TOL || theta+stepSize > b {
zeta = math.Pow(TOL/(2.0*sigma), 1.0/4.0)
if zeta > 4 {
stepSize = 4.0 * stepSize
} else {
stepSize = zeta * stepSize
}
if stepSize > maxStep {
stepSize = maxStep
}
if theta+4.0*stepSize > b {
stepSize = (b - theta) / 4.0
lastValueCalc = true
}
set = RK4(stepSize, set, f)
rk4Done = true
}
}
} else {
zeta = math.Pow(TOL/(2.0*sigma), 1.0/4.0)
if zeta < 0.1 {
stepSize = 0.1 * stepSize
} else {
stepSize = zeta * stepSize
}
if stepSize < minStep {
done = true
} else {
if rk4Done {
set = set.Subset(0, set.Len()-4)
}
set = RK4(stepSize, set, f)
rk4Done = true
}
}
theta = set.Get(set.Len()-1).Get(0).Real() + stepSize
}
if !lastValueCalc {
return nil, errors.New("Minimum step size exceeded")
}
return m.MakeMatrixAlt(set), nil
}