Last active
October 28, 2017 07:46
-
-
Save ti-nspire/1d1feccb523fbc08a0f1b98fb01f9cae to your computer and use it in GitHub Desktop.
fehlberg.lua
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
-- Lua で常微分方程式を解く / フェールベルク法 | |
function fehlberg(funcs, t0, inits, h, tol) | |
local unpack = unpack or table.unpack | |
local t0 = t0 | |
local inits = inits | |
local dim = #funcs | |
local tol = tol or 0.001 | |
local Ln = math.log | |
local Floor = math.floor | |
local Abs = math.abs | |
local Max = math.max | |
local function floorB(num) | |
if (num > 0) and (num < 1) then | |
return 2^Floor(Ln(num)/Ln(2)) | |
else | |
return Floor(num) | |
end | |
end | |
local function hNew(h, err, tol) | |
if err > tol then | |
return 0.9 * h * (tol * h/(h * err))^(1/4) | |
else | |
return h | |
end | |
end | |
local function maxOfErr(listA, listB) | |
local sute = {} | |
for i = 1, #listA do | |
sute[i] = Abs(listA[i] - listB[i]) | |
end | |
return Max(unpack(sute)) | |
end | |
local function preCalc(numOfDiv) | |
local f = {{}, {}, {}, {}, {}, {}} | |
local tmp = {{}, {}, {}, {}, {}} | |
local inits4 = {} | |
local preInits = {unpack(inits)} | |
local preT0 = t0 | |
local preH = h/numOfDiv | |
for i = 1, numOfDiv do | |
for j = 1, dim do f[1][j] = funcs[j](preT0 , unpack(preInits)); tmp[1][j] = preInits[j] + preH * (1/4) * f[1][j] end | |
for j = 1, dim do f[2][j] = funcs[j](preT0 + preH * (1/4) , unpack(tmp[1])) ; tmp[2][j] = preInits[j] + preH * (1/32) * (3 * f[1][j] + 9 * f[2][j]) end | |
for j = 1, dim do f[3][j] = funcs[j](preT0 + preH * (3/8) , unpack(tmp[2])) ; tmp[3][j] = preInits[j] + preH * (1/2197) * (1932 * f[1][j] - 7200 * f[2][j] + 7296 * f[3][j]) end | |
for j = 1, dim do f[4][j] = funcs[j](preT0 + preH * (12/13), unpack(tmp[3])) ; tmp[4][j] = preInits[j] + preH * ((439/216) * f[1][j] - 8 * f[2][j] + (3680/513) * f[3][j] - (845/4104) * f[4][j]) end | |
for j = 1, dim do f[5][j] = funcs[j](preT0 + preH , unpack(tmp[4])) ; tmp[5][j] = preInits[j] + preH * ((-8/27) * f[1][j] + 2 * f[2][j] - (3544/2565) * f[3][j] + (1859/4104) * f[4][j] - (11/40) * f[5][j]) end | |
for j = 1, dim do f[6][j] = funcs[j](preT0 + preH * (1/2) , unpack(tmp[5])) end | |
if numOfDiv == 1 then -- 内部分割数が 1 のときだけ 4 次の解を計算する。 | |
for j = 1, dim do inits4[j] = preInits[j] + preH * ((25/216) * f[1][j] + (1408/2565) * f[3][j] + (2197/4104) * f[4][j] - (1/5) * f[5][j]) end | |
end | |
for j = 1, dim do preInits[j] = preInits[j] + preH * ((16/135) * f[1][j] + (6656/12825) * f[3][j] + (28561/56430) * f[4][j] - (9/50) * f[5][j] + (2/55) * f[6][j]) end | |
preT0 = preT0 + preH | |
end | |
return preT0, inits4, preInits | |
end | |
return function() | |
local numOfDiv = 1 | |
local t, a4, a5 = preCalc(numOfDiv) -- とりあえず元の刻み幅で 1 回だけ計算し、 | |
local err = maxOfErr(a4, a5) | |
if err < tol then -- 誤差が許容範囲内だったら初期値を更新するが、 | |
t0, inits = t, a5 | |
else -- 誤差が許容範囲外であったら、 | |
numOfDiv = h/floorB(hNew(h, err, tol)) -- 新しい内部分割数を求めて、 | |
t, a4, a5 = preCalc(numOfDiv) -- その内部分割数で計算し直して初期値を更新する。 | |
t0, inits = t, a5 | |
end | |
return t0, inits, numOfDiv -- 更新された t0, {更新された初期値}, 内部分割数 という形で返す。 | |
end | |
end | |
--- 確かめる。 | |
do | |
-- この聯立微分方程式を解く。 | |
local function xDot(t, x, y) return y end -- x'(t) = y(t) | |
local function yDot(t, x, y) return t - x end -- y'(t) = t - x(t) | |
-- 1 ステップだけ計算する函数を作って、 | |
local a = fehlberg({xDot, yDot}, 0, {0, 0}, 1/(2^2), 1e-9) -- (funcs, t0, inits, h, tol) | |
-- その函数を必要な回数だけ繰り返す。 | |
for i = 1, 30 do | |
local t0, inits, numOfDiv = a() | |
print(t0, table.concat(inits, ", "), numOfDiv) | |
end | |
end |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment