public OdeSolver(OdeIntegrationFct func, double y0, double x0, double x1, double end)
{
func_ = func;
y0_ = y0;
x0_ = x0;
x1_ = x1;
end_ = end;
}
public Concentrating1dMesher(double start, double end, int size,
List <Tuple <double?, double?, bool> > cPoints,
double tol = 1e-8)
: base(size)
{
Utils.QL_REQUIRE(end > start, () => "end must be larger than start");
List <double?> points = new List <double?>(), betas = new List <double?>();
foreach (Tuple <double?, double?, bool> iter in cPoints)
{
points.Add(iter.Item1);
betas.Add((iter.Item2 * (end - start)) * (iter.Item2 * (end - start)));
}
// get scaling factor a so that y(1) = end
double aInit = 0.0;
for (int i = 0; i < points.Count; ++i)
{
double c1 = Utils.Asinh((start - points[i].GetValueOrDefault()) / betas[i].GetValueOrDefault());
double c2 = Utils.Asinh((end - points[i].GetValueOrDefault()) / betas[i].GetValueOrDefault());
aInit += (c2 - c1) / points.Count;
}
OdeIntegrationFct fct = new OdeIntegrationFct(points, betas, tol);
double a = new Brent().solve(
new OdeSolver(fct, start, 0.0, 1.0, end),
tol, aInit, 0.1 * aInit);
// solve ODE for all grid points
Vector x = new Vector(size), y = new Vector(size);
x[0] = 0.0;
y[0] = start;
double dx = 1.0 / (size - 1);
for (int i = 1; i < size; ++i)
{
x[i] = i * dx;
y[i] = fct.solve(a, y[i - 1], x[i - 1], x[i]);
}
// eliminate numerical noise and ensure y(1) = end
double dy = y[y.Count - 1] - end;
for (int i = 1; i < size; ++i)
{
y[i] -= i * dx * dy;
}
LinearInterpolation odeSolution = new LinearInterpolation(x, x.Count, y);
// ensure required points are part of the grid
List <Pair <double?, double?> > w =
new InitializedList <Pair <double?, double?> >(1, new Pair <double?, double?>(0.0, 0.0));
for (int i = 0; i < points.Count; ++i)
{
if (cPoints[i].Item3 && points[i] > start && points[i] < end)
{
int j = y.distance(y[0], y.BinarySearch(points[i].Value));
double e = new Brent().solve(
new OdeSolver2(odeSolution.value, points[i].Value),
Const.QL_EPSILON, x[j], 0.5 / size);
w.Add(new Pair <double?, double?>(Math.Min(x[size - 2], x[j]), e));
}
}
w.Add(new Pair <double?, double?>(1.0, 1.0));
w = w.OrderBy(xx => xx.first).Distinct(new equal_on_first()).ToList();
List <double> u = new List <double>(w.Count), z = new List <double>(w.Count);
for (int i = 0; i < w.Count; ++i)
{
u[i] = w[i].first.GetValueOrDefault();
z[i] = w[i].second.GetValueOrDefault();
}
LinearInterpolation transform = new LinearInterpolation(u, u.Count, z);
for (int i = 0; i < size; ++i)
{
locations_[i] = odeSolution.value(transform.value(i * dx));
}
for (int i = 0; i < size - 1; ++i)
{
dplus_[i] = dminus_[i + 1] = locations_[i + 1] - locations_[i];
}
dplus_[dplus_.Count] = null;
dminus_[0] = null;
}