RKBS23
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@ -93,8 +93,9 @@ should be a `;` sperated list of `key=value` pairs. The possible keys are
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* `random_seed` (int, default ): seed for random initialization.
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* `algorithm`: either `RK4` for Runge-Kutta 4, `RK2` for Runge-Kutta 2, or
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`RKF45` for the Runge-Kutta-Fehlberg adaptive step method.
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* `algorithm`: `RK4` for Runge-Kutta 4, `RK2` for Runge-Kutta 2, `RKF45` for
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the Runge-Kutta-Fehlberg adaptive step method, `RKBS23` for the
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Runge-Kutta-Bogacki-Shampine method.
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* `adaptive_tolerance` (double, default 1e-11): when using an adaptive step
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method, this is the maximal allowed relative error.
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@ -34,4 +34,5 @@ limitations under the License.
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#define ALGORITHM_ADAPTIVE_THRESHOLD 1000
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// adaptive algorithms: index > ALGORITHM_ADAPTIVE_THRESHOLD
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#define ALGORITHM_RKF45 1001
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#define ALGORITHM_RKBS23 1002
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@ -265,6 +265,9 @@ int print_params(
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case ALGORITHM_RKF45:
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fprintf(file,", algorithm=RKF45, tolerance=%.15e, factor=%.15e",parameters.adaptive_tolerance, parameters.adaptive_factor);
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break;
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case ALGORITHM_RKBS23:
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fprintf(file,", algorithm=RKBS23, tolerance=%.15e, factor=%.15e",parameters.adaptive_tolerance, parameters.adaptive_factor);
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break;
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default:
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fprintf(file,", algorithm=RK4");
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break;
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@ -671,6 +674,9 @@ int set_parameter(
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else if (strcmp(rhs,"RKF45")==0){
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parameters->algorithm=ALGORITHM_RKF45;
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}
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else if (strcmp(rhs,"RKBS23")==0){
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parameters->algorithm=ALGORITHM_RKBS23;
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}
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else{
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fprintf(stderr, "error: unrecognized algorithm '%s'\n",rhs);
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return(-1);
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@ -90,6 +90,8 @@ int uk(
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ns_step_rk4(u, K1, K2, N1, N2, nu, step, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, irreversible);
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} else if (algorithm==ALGORITHM_RKF45) {
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ns_step_rkf45(u, adaptive_tolerance, adaptive_factor, K1, K2, N1, N2, nu, &step, &next_step, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, tmp4, tmp5, tmp6, tmp7, irreversible);
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} else if (algorithm==ALGORITHM_RKBS23) {
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ns_step_rkbs23(u, adaptive_tolerance, adaptive_factor, K1, K2, N1, N2, nu, &step, &next_step, L, g, fft1, fft2, ifft, &tmp1, tmp2, tmp3, &tmp4, tmp5, irreversible, time==starting_time);
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} else {
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fprintf(stderr,"bug: unknown algorithm: %u, contact ian.jauslin@rutgers,edu\n",algorithm);
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}
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@ -193,6 +195,8 @@ int enstrophy(
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ns_step_rk4(u, K1, K2, N1, N2, nu, step, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, irreversible);
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} else if (algorithm==ALGORITHM_RKF45) {
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ns_step_rkf45(u, adaptive_tolerance, adaptive_factor, K1, K2, N1, N2, nu, &step, &next_step, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, tmp4, tmp5, tmp6, tmp7, irreversible);
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} else if (algorithm==ALGORITHM_RKBS23) {
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ns_step_rkbs23(u, adaptive_tolerance, adaptive_factor, K1, K2, N1, N2, nu, &step, &next_step, L, g, fft1, fft2, ifft, &tmp1, tmp2, tmp3, &tmp4, tmp5, irreversible, time==starting_time);
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} else {
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fprintf(stderr,"bug: unknown algorithm: %u, contact ian.jauslin@rutgers,edu\n",algorithm);
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}
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@ -216,7 +220,7 @@ int enstrophy(
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avg_en_x_a*=print_freq/(time-prevtime);
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// print to stderr so user can follow along
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if(algorithm==ALGORITHM_RKF45){
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if(algorithm>ALGORITHM_ADAPTIVE_THRESHOLD){
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fprintf(stderr,"% .8e % .8e % .8e % .8e % .8e % .8e % .8e % .8e\n",time, avg_a, avg_en, avg_en_x_a, alpha, enstrophy, alpha*enstrophy, step);
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printf("% .15e % .15e % .15e % .15e % .15e % .15e % .15e % .15e\n",time, avg_a, avg_en_x_a, avg_en, alpha, alpha*enstrophy, enstrophy, step);
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} else {
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@ -345,6 +349,8 @@ int quiet(
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ns_step_rk4(u, K1, K2, N1, N2, nu, step, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, irreversible);
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} else if (algorithm==ALGORITHM_RKF45) {
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ns_step_rkf45(u, adaptive_tolerance, adaptive_factor, K1, K2, N1, N2, nu, &step, &next_step, L, g, fft1, fft2, ifft, tmp1, tmp2, tmp3, tmp4, tmp5, tmp6, tmp7, irreversible);
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} else if (algorithm==ALGORITHM_RKBS23) {
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ns_step_rkbs23(u, adaptive_tolerance, adaptive_factor, K1, K2, N1, N2, nu, &step, &next_step, L, g, fft1, fft2, ifft, &tmp1, tmp2, tmp3, &tmp4, tmp5, irreversible, time==starting_time);
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} else {
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fprintf(stderr,"bug: unknown algorithm: %u, contact ian.jauslin@rutgers,edu\n",algorithm);
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}
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@ -400,6 +406,12 @@ int ns_init_tmps(
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*tmp5=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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*tmp6=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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*tmp7=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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} else if (algorithm==ALGORITHM_RKBS23){
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*tmp1=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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*tmp2=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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*tmp3=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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*tmp4=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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*tmp5=calloc(sizeof(_Complex double),K1*(2*K2+1)+K2);
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} else {
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fprintf(stderr,"bug: unknown algorithm: %u, contact ian.jauslin@rutgers,edu\n",algorithm);
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};
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@ -459,6 +471,12 @@ int ns_free_tmps(
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free(tmp5);
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free(tmp6);
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free(tmp7);
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} else if (algorithm==ALGORITHM_RKBS23){
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free(tmp1);
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free(tmp2);
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free(tmp3);
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free(tmp4);
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free(tmp5);
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} else {
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fprintf(stderr,"bug: unknown algorithm: %u, contact ian.jauslin@rutgers,edu\n",algorithm);
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};
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@ -712,6 +730,106 @@ int ns_step_rkf45(
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return 0;
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}
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// next time step
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// adaptive RK algorithm (Runge-Kutta-Bogacki-Shampine method)
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int ns_step_rkbs23(
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_Complex double* u,
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double tolerance,
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double factor,
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int K1,
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int K2,
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int N1,
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int N2,
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double nu,
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double* delta,
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double* next_delta,
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double L,
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_Complex double* g,
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fft_vect fft1,
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fft_vect fft2,
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fft_vect ifft,
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// the pointers k1 and k4 will be exchanged at the end of the routine
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_Complex double** k1,
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_Complex double* k2,
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_Complex double* k3,
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_Complex double** k4,
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_Complex double* tmp,
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bool irreversible,
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// whether to compute k1
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bool compute_k1
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){
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int kx,ky;
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double err,relative;
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// k1: u(t)
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// only compute it if it is the first step (otherwise, it has already been computed due to the First Same As Last property)
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if(compute_k1){
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ns_rhs(*k1, u, K1, K2, N1, N2, nu, L, g, fft1, fft2, ifft, irreversible);
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}
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// k2 : u(t+1/4*delta)
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for(kx=0;kx<=K1;kx++){
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for(ky=(kx>0 ? -K2 : 1);ky<=K2;ky++){
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tmp[klookup_sym(kx,ky,K2)]=u[klookup_sym(kx,ky,K2)]+(*delta)/2*(*k1)[klookup_sym(kx,ky,K2)];
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}
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}
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ns_rhs(k2, tmp, K1, K2, N1, N2, nu, L, g, fft1, fft2, ifft, irreversible);
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// k3 : u(t+3/4*delta)
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for(kx=0;kx<=K1;kx++){
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for(ky=(kx>0 ? -K2 : 1);ky<=K2;ky++){
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tmp[klookup_sym(kx,ky,K2)]=u[klookup_sym(kx,ky,K2)]+(*delta)*(3./4*k2[klookup_sym(kx,ky,K2)]);
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}
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}
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ns_rhs(k3, tmp, K1, K2, N1, N2, nu, L, g, fft1, fft2, ifft, irreversible);
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// k4 : u(t+delta)
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// tmp cpmputed here is the next step
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for(kx=0;kx<=K1;kx++){
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for(ky=(kx>0 ? -K2 : 1);ky<=K2;ky++){
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tmp[klookup_sym(kx,ky,K2)]=u[klookup_sym(kx,ky,K2)]+(*delta)*(2./9*(*k1)[klookup_sym(kx,ky,K2)]+1./3*k2[klookup_sym(kx,ky,K2)]+4./9*k3[klookup_sym(kx,ky,K2)]);
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}
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}
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ns_rhs(*k4, tmp, K1, K2, N1, N2, nu, L, g, fft1, fft2, ifft, irreversible);
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// compute error
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err=0;
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relative=0;
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for(kx=0;kx<=K1;kx++){
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for(ky=(kx>0 ? -K2 : 1);ky<=K2;ky++){
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// difference between 5th order and 4th order
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err+=cabs((*delta)*(5./72*(*k1)[klookup_sym(kx,ky,K2)]-1./12*k2[klookup_sym(kx,ky,K2)]-1./9*k3[klookup_sym(kx,ky,K2)]+1./8*(*k4)[klookup_sym(kx,ky,K2)]));
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relative+=cabs(tmp[klookup_sym(kx,ky,K2)]-u[klookup_sym(kx,ky,K2)]);
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}
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}
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// compare relative error with tolerance
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if(err<relative*tolerance){
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// add to output
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for(kx=0;kx<=K1;kx++){
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for(ky=(kx>0 ? -K2 : 1);ky<=K2;ky++){
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u[klookup_sym(kx,ky,K2)]=tmp[klookup_sym(kx,ky,K2)];
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}
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}
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// next delta to use in future steps
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*next_delta=(*delta)*pow(relative*tolerance/err,1./3);
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// k1 in the next step will be this k4 (first same as last)
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tmp=*k1;
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*k1=*k4;
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*k4=tmp;
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}
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// error too big: repeat with smaller step
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else{
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*delta=factor*(*delta)*pow(relative*tolerance/err,1./3);
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// this will reuse the same k1 without re-computing it
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ns_step_rkbs23(u,tolerance,factor,K1,K2,N1,N2,nu,delta,next_delta,L,g,fft1,fft2,ifft,k1,k2,k3,k4,tmp,irreversible,false);
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}
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return 0;
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}
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// right side of Irreversible/Reversible Navier-Stokes equation
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int ns_rhs(
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_Complex double* out,
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@ -57,6 +57,8 @@ int ns_step_rk4( _Complex double* u, int K1, int K2, int N1, int N2, double nu,
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int ns_step_rk2( _Complex double* u, int K1, int K2, int N1, int N2, double nu, double delta, double L, _Complex double* g, fft_vect fft1, fft_vect fft2,fft_vect ifft, _Complex double* tmp1, _Complex double *tmp2, bool irreversible);
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// adaptive RK algorithm (Runge-Kutta-Fehlberg)
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int ns_step_rkf45( _Complex double* u, double tolerance, double factor, int K1, int K2, int N1, int N2, double nu, double* delta, double* next_delta, double L, _Complex double* g, fft_vect fft1, fft_vect fft2, fft_vect ifft, _Complex double* k1, _Complex double* k2, _Complex double* k3, _Complex double* k4, _Complex double* k5, _Complex double* k6, _Complex double* tmp, bool irreversible);
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// Runge-Kutta-Bogacki-Shampine
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int ns_step_rkbs23( _Complex double* u, double tolerance, double factor, int K1, int K2, int N1, int N2, double nu, double* delta, double* next_delta, double L, _Complex double* g, fft_vect fft1, fft_vect fft2, fft_vect ifft, _Complex double** k1, _Complex double* k2, _Complex double* k3, _Complex double** k4, _Complex double* tmp, bool irreversible, bool compute_k1);
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// right side of Irreversible/reversible Navier-Stokes equation
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int ns_rhs( _Complex double* out, _Complex double* u, int K1, int K2, int N1, int N2, double nu, double L, _Complex double* g, fft_vect fft1, fft_vect fft2, fft_vect ifft, bool irreversible);
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