Esempio n. 1
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        public void OdeSine()
        {
            // The sine and cosine functions satisfy
            //   y'' = - y
            // This is perhaps the simplest conservative differential equation.
            // (i.e. right hand side depends only on y, not y')

            Func <double, double, double> f = (double x, double y) => - y;

            int         count    = 0;
            OdeSettings settings = new OdeSettings()
            {
                Listener = (OdeResult r) => {
                    Assert.IsTrue(TestUtilities.IsNearlyEqual(
                                      MoreMath.Sqr(r.Y) + MoreMath.Sqr(r.YPrime), 1.0, r.Settings
                                      ));
                    Assert.IsTrue(TestUtilities.IsNearlyEqual(
                                      r.Y, MoreMath.Sin(r.X), r.Settings
                                      ));
                    count++;
                }
            };
            OdeResult result = FunctionMath.IntegrateConservativeOde(f, 0.0, 0.0, 1.0, 5.0, settings);

            Assert.IsTrue(TestUtilities.IsNearlyEqual(result.Y, MoreMath.Sin(5.0)));
            Assert.IsTrue(count > 0);
        }
Esempio n. 2
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        public static void IntegrateOde()
        {
            Func <double, double, double> rhs = (x, y) => - x * y;
            OdeResult sln = FunctionMath.IntegrateOde(rhs, 0.0, 1.0, 2.0);

            Console.WriteLine($"Numeric solution y({sln.X}) = {sln.Y}.");
            Console.WriteLine($"Required {sln.EvaluationCount} evaluations.");
            Console.WriteLine($"Analytic solution y({sln.X}) = {Math.Exp(-MoreMath.Sqr(sln.X) / 2.0)}");

            // Lotka-Volterra equations
            double A = 0.1;
            double B = 0.02;
            double C = 0.4;
            double D = 0.02;
            Func <double, IReadOnlyList <double>, IReadOnlyList <double> > lkRhs = (t, y) => {
                return(new double[] {
                    A *y[0] - B * y[0] * y[1], D *y[0] * y[1] - C * y[1]
                });
            };
            MultiOdeSettings lkSettings = new MultiOdeSettings()
            {
                Listener = r => { Console.WriteLine($"t={r.X} rabbits={r.Y[0]}, foxes={r.Y[1]}"); }
            };

            MultiFunctionMath.IntegrateOde(lkRhs, 0.0, new double[] { 20.0, 10.0 }, 50.0, lkSettings);

            Func <double, IReadOnlyList <double>, IReadOnlyList <double> > rhs1 = (x, u) => {
                return(new double[] { u[1], -u[0] });
            };
            MultiOdeSettings settings1 = new MultiOdeSettings()
            {
                EvaluationBudget = 100000
            };
            MultiOdeResult result1 = MultiFunctionMath.IntegrateOde(
                rhs1, 0.0, new double[] { 0.0, 1.0 }, 500.0, settings1
                );
            double s1 = MoreMath.Sqr(result1.Y[0]) + MoreMath.Sqr(result1.Y[1]);

            Console.WriteLine($"y({result1.X}) = {result1.Y[0]}, (y)^2 + (y')^2 = {s1}");
            Console.WriteLine($"Required {result1.EvaluationCount} evaluations.");

            Func <double, double, double> rhs2 = (x, y) => - y;
            OdeSettings settings2 = new OdeSettings()
            {
                EvaluationBudget = 100000
            };
            OdeResult result2 = FunctionMath.IntegrateConservativeOde(
                rhs2, 0.0, 0.0, 1.0, 500.0, settings2
                );
            double s2 = MoreMath.Sqr(result2.Y) + MoreMath.Sqr(result2.YPrime);

            Console.WriteLine($"y({result2.X}) = {result2.Y}, (y)^2 + (y')^2 = {s2}");
            Console.WriteLine($"Required {result2.EvaluationCount} evaluations");

            Console.WriteLine(MoreMath.Sin(500.0));
        }
Esempio n. 3
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        public void OdeNonlinear()
        {
            // y = \frac{y_0}{1 - y_0 (x - x_0)}
            Func <double, double, double> f = (double x, double y) => MoreMath.Sqr(y);

            int         count    = 0;
            OdeSettings settings = new OdeSettings()
            {
                RelativePrecision = 1.0E-8,
                EvaluationBudget  = 1024,
                Listener          = (OdeResult) => count++
            };
            OdeResult result = FunctionMath.IntegrateOde(f, 0.0, 1.0, 0.99, settings);

            Assert.IsTrue(TestUtilities.IsNearlyEqual(result.Y, 1.0 / (1.0 - 1.0 * (0.99 - 0.0)), result.Settings));

            Assert.IsTrue(count > 0);

            Console.WriteLine(result.EvaluationCount);
        }