Solving Lorenz equation using RK-4 in C++

…衆ロ難τιáo~ 提交于 2020-06-27 06:31:05

问题


I wrote the code to solve Lorenz equations using RK-4 method in C++. I have to plot the attractor plot and I have some difficulty in solving the 3 first order coupled differential equation using RK-4 method. Here is my code:

/* Solving 3 coupled first order differential equations using RK4 for the 
Lorentz system
dxdt =  sig*(y - x) {f}
dydt =  x*(rho - z) - y {g}
dzdt =  x*y - bet*z {k} */


#include<iostream>
#include<cmath>
#include<fstream>
#include <iomanip>
using namespace std;
double sig = 10.0;
double rho = 28.0;
double bet = 8.0/3.0;

double func1 (double y[], int N) // function to define the n first order 
differential equations
{
    double dxdt;    
    dxdt =  sig*(y[1] - y[0]);
    return dxdt;
}
double func2 (double y[], int N) // function to define the n first order 
differential equations
{
    double dydt;    
    dydt =  y[0]*(rho - y[2]) - y[1];
    return dydt;
}
double func3 (double y[], int N) // function to define the n first order 
differential equations
{
    double dzdt;   
    dzdt =  y[0]*y[1] - bet*y[2];
    return dzdt;
}
void rk4(int n, double x0,double xf,double Y0[],int N) // Function to 
implement RK4 algorithm
{
    double K1;
    double K2;
    double K3;
    double K4;

    double L1;
    double L2;
    double L3;
    double L4;

    double M1;
    double M2;
    double M3;
    double M4;

    double x[n+1];
    double h = (xf-x0)/n;
    long double y[n+1][N];
    double dydx[N];
    double ytemp[N];
    for(int i=0;i<=n;i++) // loop to store values of time
    {
        x[i] = x0 + i*h;
    }

    for(int j =0;j<N;j++) // loop to store initial conditions of diff eq
    {
        y[0][j] = Y0[j];
    }
    for (int k =0;k<n;k++)
    {
        for(int l=0;l<N;l++)
        {
            ytemp[l] = y[k][l];
        }
            K1 = func1(ytemp,N); // f
            L1 = func2(ytemp,N); // g
            M1 = func3(ytemp,N); // k

            ytemp[0] = y[k][0] + 0.5*h*K1;
            ytemp[1] = y[k][1] + 0.5*h*L1;
            ytemp[2] = y[k][2] + 0.5*h*M1;

            K2 = func1(ytemp,N);
            L2 = func2(ytemp,N);
            M2 = func3(ytemp,N);

            ytemp[0] = y[k][0] + 0.5*h*K2;
            ytemp[1] = y[k][1] + 0.5*h*L2;
            ytemp[2] = y[k][2] + 0.5*h*M2;

            K3 = func1(ytemp,N);
            L3 = func2(ytemp,N);
            M3 = func3(ytemp,N);

            ytemp[0] = y[k][0] + h*K3;
            ytemp[1] = y[k][1] + h*L3;
            ytemp[2] = y[k][2] + h*M3;

            K4 = func1(ytemp,N);
            L4 = func2(ytemp,N);
            M4 = func3(ytemp,N);

            dydx[0] = (1.0/6.0)*(K1+ 2.0*K2 + 2.0*K3+ K4);
            dydx[1] = (1.0/6.0)*(L1+ 2.0*L2 + 2.0*L3+ L4);
            dydx[2] = (1.0/6.0)*(M1+ 2.0*M2 + 2.0*M3+ M4);

        for(int l=0;l<N;l++)
        {
            y[k+1][l] = y[k][l] + h*dydx[l];
        }   

    }
    ofstream fout;
    fout.open("prog12bdata.txt",ios::out);
    for (int m =0;m<=n;m++)
    {
        fout<<setw(15) << setprecision(10) <<x[m];
        for(int o =0;o<N;o++)
        {
            fout<<" "<<setw(15) << setprecision(10) <<y[m][o];
        }
        fout<<endl;
    }
    fout.close();
}
int main()
{
    int N;// Order of ODE to solve
    cout<<"Enter the order of ODE to solve: "<<endl;
    cin>>N;

    double x0=0;
    double xf=50;
    int n = 50000; // number of steps
    double Y0[N];

    for(int i=0;i<N;i++)
    {
        cout<<"Enter the initial conditions: "<<endl;
        cin>>Y0[i];
    }
    rk4(n,x0,xf,Y0,N);
}

When I compile it, I get an error saying that program stopped working. Can someone please help me out?


回答1:


I had asked the OP if they were able to use templates or not, they replied with "I can use templates, but I wanted it to be simple." There is a little more work behind the scenes to first set up the template structures; but once that is done; the use of templates does simplify things quite a bit. In the end it does generally make the code more generic as opposed to being specific to a single task.


Here is a non implemented class to show the generalized pattern of an ODE integrator.

#ifndef ODE_GENERALIZED_DEFINITION
#define ODE_GENERALIZED_DEFINITION

// A generalized structure of what an ODE should represent
// This class is not used; but only serves to show the interface
// of what any ODE type integrator - solver needs to contain
template<class Container, class Time = double, class Traits = container_traits<Container> >
class ode_step {
public:
    typedef unsigned short order_type;
    typedef Time time_type;
    typedef Traits traits_type;
    typedef typename traits_type::container_type container_type;
    typedef typename traits_type::value_type value_type;

    ode_step() = default;

    order_type order_step() const {};

    void adjust_size( const container_type& x ) {}

    // performs one step
    template<class DynamicSystem>
    void do_step( DynamicSystem& system, container_type& x, const container_type& dxdt, time_type t, time_type dt ) {}

    // performs one step
    template<class DynamicSystem>
    void do_step( DynamicSystem& system, container_type& x, time_type t, time_type dt ) {}
};

#endif // !ODE_GENERALIZED_DEFINITION

The above will not do anything but only serves to show how an ODE is to behave or act. Before we can model any kind of ODE after the above pattern we do need to define a few things.


First we need a container_traits class.

container_traits.h

#ifndef CONTAINER_TRAITS
#define CONTAINER_TRAITS

template<class Container>
struct container_traits {
    typedef Container container_type;
    typedef typename container_type::value_type value_type;
    typedef typename container_type::iterator iterator;
    typedef typename container_type::const_iterator const_iterator;

    static void resize( const container_type& x, container_type& dxdt ) {
        dxdt.resize( x.size() );
    }
    static bool same_size( const container_type& x1, const container_type& x2 ) {
        return (x1.size() == x2.size());
    }
    static void adjust_size( const container_type& x1, container_type& x2 ) {
        if( !same_size( x1, x2 ) ) resize( x1, x2 );
    }

    static iterator begin( container_type& x ) {
        return x.begin();
    }
    static const_iterator begin( const container_type& x ) {
        return x.begin();
    }
    static iterator end( container_type& x ) {
        return x.end();
    }
    static const_iterator end( const container_type& x ) {
        return x.end();
    }
};

#endif // !CONTAINER_TRAITS

The above class is fairly simple and pretty straight forward.


Then we need a set of iterator type functions to iterate those containers. The iterator functions are a little more involved but again it is fairly straight forward as to what their intended purposes are. I have them wrapped in a namespace so they won't conflict with any other iterator classes or functions that may be out there.

iterator_algebra.h

#ifndef ITERATOR_ALGEBRA
#define ITERATOR_ALGEBRA

#include <cmath>
#include <iostream>

namespace it_algebra { // iterator algebra

// computes y += alpha * x1
template<class InOutIter, class InIter, class T>
void increment( InOutIter first1, InOutIter last1,
                InIter first2, T alpha ) {
    while( first1 != last1 )
        (*first1++) += alpha * (*first2++);
}

// computes y = alpha1 * ( x1 + x2 + alpha2*x3 )
template<class OutIter, class InIter1, class InIter2, class InIter3, class T>
void increment_sum_sum( OutIter first1, OutIter last1,
                        InIter1 first2, InIter2 first3,
                        InIter3 first4, T alpha1, T alpha2 ) {
    while( first1 != last1 )
        (*first1++) += alpha1 *
        ((*first2++) + (*first3++) + alpha2 * (*first4++));
}

// computes y = alpha1*x1 + alpha2*x2
template<class OutIter, class InIter1, class InIter2, class T>
inline void scale_sum( OutIter y_begin, OutIter y_end,
                       T alpha1, InIter1 x1_begin,
                       T alpha2, InIter2 x2_begin ) {
    while( y_begin != y_end ) {
        (*y_begin++) = alpha1 * (*x1_begin++) +
            alpha2 * (*x2_begin++);
    }
}

// computes y = x1 + alpha2*x2 + alpha3*x3
template<class OutIter, class InIter1, class InIter2, class InIter3, class T>
inline void scale_sum( OutIter y_begin, OutIter y_end,
                       T alpha1, InIter1 x1_begin,
                       T alpha2, InIter2 x2_begin,
                       T alpha3, InIter3 x3_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++);
}

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4
template<class OutIter, class InIter1, class InIter2, class InIter3, class InIter4, class T>
inline void scale_sum( OutIter y_begin, OutIter y_end,
                       T alpha1, InIter1 x1_begin,
                       T alpha2, InIter2 x2_begin,
                       T alpha3, InIter3 x3_begin,
                       T alpha4, InIter4 x4_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++);
}

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4 + alpha5*x5
template<class OutIter, class InIter1, class InIter2,
    class InIter3, class InIter4, class InIter5, class T>
    inline void scale_sum( OutIter y_begin, OutIter y_end,
                           T alpha1, InIter1 x1_begin,
                           T alpha2, InIter2 x2_begin,
                           T alpha3, InIter3 x3_begin,
                           T alpha4, InIter4 x4_begin,
                           T alpha5, InIter5 x5_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++) +
        alpha5 * (*x5_begin++);
}

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4 + alpha5*x5
// + alpha6*x6
template<class OutIter, class InIter1, class InIter2,
    class InIter3, class InIter4, class InIter5, class InIter6, class T>
    inline void scale_sum( OutIter y_begin, OutIter y_end,
                           T alpha1, InIter1 x1_begin,
                           T alpha2, InIter2 x2_begin,
                           T alpha3, InIter3 x3_begin,
                           T alpha4, InIter4 x4_begin,
                           T alpha5, InIter5 x5_begin,
                           T alpha6, InIter6 x6_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++) +
        alpha5 * (*x5_begin++) +
        alpha6 * (*x6_begin++);
}    

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4 + alpha5*x5
// + alpha6*x6 + alpha7*x7
template<class OutIter, class InIter1, class InIter2, class InIter3,
    class InIter4, class InIter5, class InIter6, class InIter7, class T>
    inline void scale_sum( OutIter y_begin, OutIter y_end,
                           T alpha1, InIter1 x1_begin,
                           T alpha2, InIter2 x2_begin,
                           T alpha3, InIter3 x3_begin,
                           T alpha4, InIter4 x4_begin,
                           T alpha5, InIter5 x5_begin,
                           T alpha6, InIter6 x6_begin,
                           T alpha7, InIter7 x7_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++) +
        alpha5 * (*x5_begin++) +
        alpha6 * (*x6_begin++) +
        alpha7 * (*x7_begin++);
}

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4 + alpha5*x5
// + alpha6*x6 + alpha7*x7 + alpha8*x8
template<class OutIter, class InIter1, class InIter2, class InIter3, class InIter4,
    class InIter5, class InIter6, class InIter7, class InIter8, class T>
    inline void scale_sum( OutIter y_begin, OutIter y_end,
                           T alpha1, InIter1 x1_begin,
                           T alpha2, InIter2 x2_begin,
                           T alpha3, InIter3 x3_begin,
                           T alpha4, InIter4 x4_begin,
                           T alpha5, InIter5 x5_begin,
                           T alpha6, InIter6 x6_begin,
                           T alpha7, InIter7 x7_begin,
                           T alpha8, InIter8 x8_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++) +
        alpha5 * (*x5_begin++) +
        alpha6 * (*x6_begin++) +
        alpha7 * (*x7_begin++) +
        alpha8 * (*x8_begin++);
}

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4 + alpha5*x5
// + alpha6*x6 + alpha7*x7 + alpha8*x8 + alpha9*x9
template<class OutIter, class InIter1, class InIter2, class InIter3, class InIter4,
    class InIter5, class InIter6, class InIter7, class InIter8, class InIter9, class T>
    inline void scale_sum( OutIter y_begin, OutIter y_end,
                           T alpha1, InIter1 x1_begin,
                           T alpha2, InIter2 x2_begin,
                           T alpha3, InIter3 x3_begin,
                           T alpha4, InIter4 x4_begin,
                           T alpha5, InIter5 x5_begin,
                           T alpha6, InIter6 x6_begin,
                           T alpha7, InIter7 x7_begin,
                           T alpha8, InIter8 x8_begin,
                           T alpha9, InIter9 x9_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++) +
        alpha5 * (*x5_begin++) +
        alpha6 * (*x6_begin++) +
        alpha7 * (*x7_begin++) +
        alpha8 * (*x8_begin++) +
        alpha9 * (*x9_begin++);
}

// computes y = x1 + alpha2*x2 + alpha3*x3 + alpha4*x4 + alpha5*x5
// + alpha6*x6 + alpha7*x7 + alpha8*x8 + alpha9*x9 + alpha10*x10
template<class OutIter, class InIter1, class InIter2, class InIter3, class InIter4, class InIter5,
    class InIter6, class InIter7, class InIter8, class InIter9, class InIter10, class T>
    inline void scale_sum( OutIter y_begin, OutIter y_end,
                           T alpha1, InIter1 x1_begin,
                           T alpha2, InIter2 x2_begin,
                           T alpha3, InIter3 x3_begin,
                           T alpha4, InIter4 x4_begin,
                           T alpha5, InIter5 x5_begin,
                           T alpha6, InIter6 x6_begin,
                           T alpha7, InIter7 x7_begin,
                           T alpha8, InIter8 x8_begin,
                           T alpha9, InIter9 x9_begin,
                           T alpha10, InIter10 x10_begin ) {
    while( y_begin != y_end )
        (*y_begin++) =
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++) +
        alpha5 * (*x5_begin++) +
        alpha6 * (*x6_begin++) +
        alpha7 * (*x7_begin++) +
        alpha8 * (*x8_begin++) +
        alpha9 * (*x9_begin++) +
        alpha10 * (*x10_begin++);
}

// generic version for n values
template<class OutIter, class InIter, class InIterIter, class FactorIter, class T>
inline void scale_sum_generic( OutIter y_begin, OutIter y_end,
                               FactorIter alpha_begin, FactorIter alpha_end,
                               T beta, InIter x_begin, InIterIter x_iter_begin ) {
    FactorIter alpha_iter;
    InIterIter x_iter_iter;
    while( y_begin != y_end ) {
        x_iter_iter = x_iter_begin;
        alpha_iter = alpha_begin;
        *y_begin = *x_begin++;
        //std::clog<<(*y_begin);
        while( alpha_iter != alpha_end ) {
            //std::clog<< " + " <<beta<<" * "<<*alpha_iter<<"*"<<(*(*(x_iter_iter)));
            (*y_begin) += beta * (*alpha_iter++) * (*(*x_iter_iter++)++);
        }
        //std::clog<<" = "<<*y_begin<<std::endl;
        y_begin++;
    }
    //std::clog<<std::endl;
}

// computes y += alpha1*x1 + alpha2*x2 + alpha3*x3 + alpha4*x4
template<class OutIter, class InIter1, class InIter2,
    class InIter3, class InIter4, class T>
    inline void scale_sum_inplace( OutIter y_begin, OutIter y_end,
                                   T alpha1, InIter1 x1_begin,
                                   T alpha2, InIter2 x2_begin,
                                   T alpha3, InIter3 x3_begin,
                                   T alpha4, InIter4 x4_begin ) {
    while( y_begin != y_end )
        (*y_begin++) +=
        alpha1 * (*x1_begin++) +
        alpha2 * (*x2_begin++) +
        alpha3 * (*x3_begin++) +
        alpha4 * (*x4_begin++);
}

// calculates tmp = y, y = x1 + alpha*x2, x1 = tmp 
template<class OutIter, class InIter, class T>
inline void scale_sum_swap( OutIter y_begin, OutIter y_end,
                            OutIter x1_begin, T alpha, InIter x2_begin ) {
    T swap;
    while( y_begin != y_end ) {
        swap = (*x1_begin) + alpha * (*x2_begin++);
        *x1_begin++ = *y_begin;
        *y_begin++ = swap;
    }
}

// computes y = x1 + alpha2 * x2 ; x2 += x3
template<class OutIter, class InIter1,
    class InOutIter, class InIter2, class T>
    void assign_sum_increment( OutIter first1, OutIter last1, InIter1 first2,
                               InOutIter first3, InIter2 first4, T alpha ) {
    while( first1 != last1 ) {
        (*first1++) = (*first2++) + alpha * (*first3);
        (*first3++) += (*first4++);
    }
}

template<class OutIter, class InIter1, class InIter2, class T >
void weighted_scale( OutIter y_begin, OutIter y_end, InIter1 x1_begin, InIter2 x2_begin,
                     T eps_abs, T eps_rel, T a_x, T a_dxdt ) {
    using std::abs;

    while( y_begin != y_end ) {
        *y_begin++ = eps_abs +
        eps_rel * (a_x * abs( *x1_begin++ ) +
        a_dxdt * abs( *x2_begin++ ));
    }
}    

template<class InIter1, class InIter2, class T >
T max_ratio( InIter1 x1_begin, InIter1 x1_end, InIter2 x2_begin, T initial_max ) {
    using std::abs;
    while( x1_begin != x1_end ) {
        initial_max = std::max( static_cast<T>(abs( *x1_begin++ ) / abs( *x2_begin++ )), initial_max );
    }
    return initial_max;
}

} // namespace it_algebra

#endif // !ITERATOR_ALGEBRA

Now that we have our needed structure's and functions we can use the pattern above to implement different types of ODE integrators. I will show two of the most common: euler and rk4. One can easily implement midpoint, rk5 or any other as long as they follow the pattern.

euler.h

#ifndef EULER_H
#define EULER_H

#include "iterator_algebra.h"
#include "container_traits.h"

template<class Container, class Time = double, class Traits = container_traits<Container> >
class euler_stepper {
public:
    typedef unsigned short order_type;
    typedef Time time_type;
    typedef Traits traits_type;
    typedef typename traits_type::container_type container_type;
    typedef typename traits_type::value_type value_type;

private:
    container_type m_dxdt;

public:
    euler_stepper() = default;
    euler_stepper( const container_type& x ) {
        adjust_size( x );
    }

    order_type order_step() const {
        return 1;
    }

    void adjust_size( const container_type& x ) {
        traits_type::adjust_size( x, m_dxdt );
    }

    // performs one step with the knowledge of dxdt(t)
    template<class DynamicSystem>
    void do_step( DynamicSystem& system, container_type& x, const container_type& dxdt, time_type t, time_type dt ) {
        it_algebra::increment( traits_type::begin( x ),
                               traits_type::end( x ),
                               traits_type::begin( dxdt ),
                               dt );
    }

    // performs one step
    template<class DynamicSystem>
    void do_step( DynamicSystem& system, container_type& x, time_type t, time_type dt ) {
        system( x, m_dxdt, t );
        do_step( system, x, m_dxdt, t, dt );
    }
};

#endif // EULER_H

rk4.h

#ifndef RK4_H
#define RK4_H

#include "iterator_algebra.h"
#include "container_traits.h"

template<class Container, class Time = double, class Traits = container_traits<Container>>
class rk4_stepper {
public:
    typedef unsigned short order_type;
    typedef Time time_type;
    typedef Traits traits_type;
    typedef typename traits_type::container_type container_type;
    typedef typename traits_type::value_type value_type;
    // typedef typename traits_type::iterator iterator;
    // typedef typename traits_type::const_iterator const_iterator;

private:
    container_type m_dxdt;
    container_type m_dxt;
    container_type m_dxm;
    container_type m_dxh;
    container_type m_xt;

public:
    rk4_stepper() = default;
    rk4_stepper( const container_type& x ) { adjust_size( x ); }

    order_type order_step() const { return 4; }

    void adjust_size( const container_type& x ) {
        traits_type::adjust_size( x, m_dxdt );
        traits_type::adjust_size( x, m_dxt );
        traits_type::adjust_size( x, m_dxm );
        traits_type::adjust_size( x, m_xt );
        traits_type::adjust_size( x, m_dxh );
    }

    template<class DynamicSystem>
    void do_step( DynamicSystem& system, container_type& x, const container_type& dxdt, time_type t, time_type dt ) {
        using namespace it_algebra;

        const time_type val1 = static_cast<time_type>(1.0);

        time_type dh = static_cast<time_type>(0.5) * dt;
        time_type th = t + dh;

        // dt * dxdt = k1
        // m_xt = x + dh*dxdt
        scale_sum( traits_type::begin( m_xt ), traits_type::end( m_xt ),
                   val1, traits_type::begin( x ), dh, traits_type::begin( dxdt ) );

        // dt * m_dxt = k2
        system( m_xt, m_dxt, th );
        // m_xt = x + dh*m_dxt
        scale_sum( traits_type::begin( m_xt ), traits_type::end( m_xt ),
                   val1, traits_type::begin( x ), dh, traits_type::begin( m_dxt ) );

        // dt * m_dxm = k3
        system( m_xt, m_dxm, th );
        // m_xt = x + dt*m_dxm
        scale_sum( traits_type::begin( m_xt ), traits_type::end( m_xt ),
                   val1, traits_type::begin( x ), dt, traits_type::begin( m_dxm ) );

        // dt * m_dxh = k4
        system( m_xt, m_dxh, t + dt );
        // x += dt / 6 * (m_dxdt + m_dxt + val2*m_dxm)
        time_type dt6 = dt / static_cast<time_type>(6.0);
        time_type dt3 = dt / static_cast<time_type>(3.0);
        scale_sum_inplace( traits_type::begin( x ), traits_type::end( x ),
                           dt6, traits_type::begin( dxdt ),
                           dt3, traits_type::begin( m_dxt ),
                           dt3, traits_type::begin( m_dxm ),
                           dt6, traits_type::begin( m_dxh ) );
    }

    template<class DynamicSystem>
    void do_step( DynamicSystem& system, container_type& x, time_type t, time_type dt ) {
        system( x, m_dxdt, t );
        do_step( system, x, m_dxdt, t, dt );
    }
};

#endif // !RK4_H

Now that we have all that we need; all that is left to do is to use them.


The OP mentioned about solving a Lorenz problem so I will use that to demonstrate how to use the ODEs:

main.cpp

#include <iostream>
#include <iomanip>
#include <fstream>
#include <vector>

#include "euler.h"
#include "rk4.h"

#define tab "\t"

typedef std::vector<double> state_type; 

const double sigma = 10.0;
const double R = 28.0;
const double b = 8.0 / 3.0;

void lorenz( state_type& x, state_type& dxdt, double t ) {
    dxdt[0] = sigma * (x[1] - x[0]);
    dxdt[1] = R * x[0] - x[1] - x[0] * x[2];
    dxdt[2] = x[0] * x[1] - b * x[2];
}

int main() {
    const double dt = 0.01;
    state_type x1( 3 );
    x1[0] = 1.0;
    x1[1] = 0.0;
    x1[2] = 0.0;

    state_type x2( 3 );
    x2[0] = 1.0;
    x2[1] = 0.0;
    x2[2] = 0.0;

    euler_stepper<state_type> stepper_euler;
    stepper_euler.adjust_size( x1 );

    rk4_stepper<state_type> stepper_rk4;
    stepper_rk4.adjust_size( x2 );

    std::fstream file( "compare.txt", std::ios::out );

    file << tab << "Euler Stepper to Solve Lorenz" << tab << tab << tab << tab << "RK4 Stepper to Solve Lorenz\n"
         << tab << "========================" << tab << tab << tab << "=======================\n";

    double t1 = 0.0;
    double t2 = 0.0;
    for( size_t oi = 0; oi < 10000; ++oi, t1 += dt, t2 += dt ) {
        stepper_euler.do_step( lorenz, x1, t1, dt );
        stepper_rk4.do_step( lorenz, x2, t2, dt );
        file << " " << std::setw( 15 ) << std::setprecision( 10 ) << x1[0]
             << tab << std::setw( 15 ) << std::setprecision( 10 ) << x1[1]
             << tab << std::setw( 15 ) << std::setprecision( 10 ) << x1[2]
             << tab << "||"
             << " " << std::setw( 15 ) << std::setprecision( 10 ) << x2[0]
             << tab << std::setw( 15 ) << std::setprecision( 10 ) << x2[1]
             << tab << std::setw( 15 ) << std::setprecision( 10 ) << x2[2]
             << '\n';
    }

    file.close();

    std::cout << "\nPress any key and enter to quit.\n";
    std::cin.get();
    return 0;
}

You can now see how simple it is to define a Lorenz function and simply pass that to the type of ODE integrator you want to use.


As an added bonus here is a nice little function that can be used with these structures for integrating constants.

integrate_const.h

#ifndef INTEGRATE_CONST_H
#define INTEGRATE_CONST_H

// This function will iterate the state of the ODE, 
// with the possibility to observe that state in each step

template<class Stepper, class DynamicSystem, class Observer>
size_t integrate_const( Stepper& stepper, DynamicSystem& system, 
                        typename Stepper::container_type& state,
                        typename Stepper::time_type start_time, 
                        typename Stepper::time_type end_time,
                        typename Stepper::time_type dt, 
                        Observer& observer ) {

    stepper.adjust_size( state );
    size_t iteration = 0;
    while( start_time < end_time ) {
        observer( start_time, state, system );
        stepper.do_step( system, state, start_time, dt );
        start_time += dt;
        ++iteration;
    }
    observer( start_time, state, system );

    return iteration;
}

#endif // !INTEGRATE_CONST_H

Summary - Instead of using basic arrays or pointers, one can now use any container that has a begin, end & resize function making the code generic, easy to implement and use. The above code is working code as I have not seen any compile nor linking errors. I have only moderately tested for runtime errors. If anyone happens to find any bugs; please do not down vote because of a bug, but feel free to leave a comment describing the bug you found and I will gladly fix the appropriate bug(s) to make this code base more accurate.

Note: This work was inspired by a project that I read from code project. I did make a few modifications from the original version that I've found, and I removed any dependencies from the boost library. You can find it here. Also I believe that the odeint library is now officially a part of the newer versions of the boost library.

Here are some other links about working with ODEs that may be useful: Some are about programming it others are about the math notation behind it.

  • Dream In Code
  • You Tube
  • Odeint on Github
  • Stack Q/A
  • You Tube


来源:https://stackoverflow.com/questions/49738918/solving-lorenz-equation-using-rk-4-in-c

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