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Class template runge_kutta4

boost::numeric::odeint::runge_kutta4 — The classical Runge-Kutta stepper of fourth order.

Synopsis

// In header: <boost/numeric/odeint/stepper/runge_kutta4.hpp>

template<typename State, typename Value = double, typename Deriv = State, 
         typename Time = Value, typename Algebra = range_algebra, 
         typename Operations = default_operations, 
         typename Resizer = initially_resizer> 
class runge_kutta4 : public boost::numeric::odeint::explicit_generic_rk< StageCount, Order, State, Value, Deriv, Time, Algebra, Operations, Resizer >
{
public:
  // types
  typedef stepper_base_type::state_type      state_type;     
  typedef stepper_base_type::value_type      value_type;     
  typedef stepper_base_type::deriv_type      deriv_type;     
  typedef stepper_base_type::time_type       time_type;      
  typedef stepper_base_type::algebra_type    algebra_type;   
  typedef stepper_base_type::operations_type operations_type;
  typedef stepper_base_type::resizer_type    resizer_type;   

  // construct/copy/destruct
  runge_kutta4(const algebra_type & = algebra_type());

  // public member functions
  template<typename System, typename StateIn, typename DerivIn, 
           typename StateOut> 
    void do_step_impl(System, const StateIn &, const DerivIn &, time_type, 
                      StateOut &, time_type);
  template<typename StateIn> void adjust_size(const StateIn &);
  order_type order(void) const;
  template<typename System, typename StateInOut> 
    void do_step(System, StateInOut &, time_type, time_type);
  template<typename System, typename StateInOut> 
    void do_step(System, const StateInOut &, time_type, time_type);
  template<typename System, typename StateInOut, typename DerivIn> 
    boost::disable_if< boost::is_same< DerivIn, time_type >, void >::type 
    do_step(System, StateInOut &, const DerivIn &, time_type, time_type);
  template<typename System, typename StateIn, typename StateOut> 
    void do_step(System, const StateIn &, time_type, StateOut &, time_type);
  template<typename System, typename StateIn, typename DerivIn, 
           typename StateOut> 
    void do_step(System, const StateIn &, const DerivIn &, time_type, 
                 StateOut &, time_type);
  algebra_type & algebra();
  const algebra_type & algebra() const;
};

Description

The Runge-Kutta method of fourth order is one standard method for solving ordinary differential equations and is widely used, see also en.wikipedia.org/wiki/Runge-Kutta_methods The method is explicit and fulfills the Stepper concept. Step size control or continuous output are not provided.

This class derives from explicit_stepper_base and inherits its interface via CRTP (current recurring template pattern). Furthermore, it derivs from explicit_generic_rk which is a generic Runge-Kutta algorithm. For more details see explicit_stepper_base and explicit_generic_rk.

Template Parameters

  1. typename State

    The state type.

  2. typename Value = double

    The value type.

  3. typename Deriv = State

    The type representing the time derivative of the state.

  4. typename Time = Value

    The time representing the independent variable - the time.

  5. typename Algebra = range_algebra

    The algebra type.

  6. typename Operations = default_operations

    The operations type.

  7. typename Resizer = initially_resizer

    The resizer policy type.

runge_kutta4 public construct/copy/destruct

  1. runge_kutta4(const algebra_type & algebra = algebra_type());
    Constructs the runge_kutta4 class. This constructor can be used as a default constructor if the algebra has a default constructor.

    Parameters:

    algebra

    A copy of algebra is made and stored inside explicit_stepper_base.

runge_kutta4 public member functions

  1. template<typename System, typename StateIn, typename DerivIn, 
             typename StateOut> 
      void do_step_impl(System system, const StateIn & in, const DerivIn & dxdt, 
                        time_type t, StateOut & out, time_type dt);
    This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method. The result is updated out of place, hence the input is in `in` and the output in `out`. Access to this step functionality is provided by explicit_stepper_base and `do_step_impl` should not be called directly.

    Parameters:

    dt

    The step size.

    dxdt

    The derivative of x at t.

    in

    The state of the ODE which should be solved. in is not modified in this method

    out

    The result of the step is written in out.

    system

    The system function to solve, hence the r.h.s. of the ODE. It must fulfill the Simple System concept.

    t

    The value of the time, at which the step should be performed.

  2. template<typename StateIn> void adjust_size(const StateIn & x);
    Adjust the size of all temporaries in the stepper manually.

    Parameters:

    x

    A state from which the size of the temporaries to be resized is deduced.

  3. order_type order(void) const;

    Returns:

    Returns the order of the stepper.

  4. template<typename System, typename StateInOut> 
      void do_step(System system, StateInOut & x, time_type t, time_type dt);
    This method performs one step. It transforms the result in-place.

    Parameters:

    dt

    The step size.

    system

    The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the Simple System concept.

    t

    The value of the time, at which the step should be performed.

    x

    The state of the ODE which should be solved. After calling do_step the result is updated in x.

  5. template<typename System, typename StateInOut> 
      void do_step(System system, const StateInOut & x, time_type t, time_type dt);
    Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
  6. template<typename System, typename StateInOut, typename DerivIn> 
      boost::disable_if< boost::is_same< DerivIn, time_type >, void >::type 
      do_step(System system, StateInOut & x, const DerivIn & dxdt, time_type t, 
              time_type dt);
    The method performs one step. Additionally to the other method the derivative of x is also passed to this method. It is supposed to be used in the following way:
     sys( x , dxdt , t );
     stepper.do_step( sys , x , dxdt , t , dt );
    

    The result is updated in place in x. This method is disabled if Time and Deriv are of the same type. In this case the method could not be distinguished from other `do_step` versions.

    [Note] Note

    This method does not solve the forwarding problem.

    Parameters:

    dt

    The step size.

    dxdt

    The derivative of x at t.

    system

    The system function to solve, hence the r.h.s. of the ODE. It must fulfill the Simple System concept.

    t

    The value of the time, at which the step should be performed.

    x

    The state of the ODE which should be solved. After calling do_step the result is updated in x.

  7. template<typename System, typename StateIn, typename StateOut> 
      void do_step(System system, const StateIn & in, time_type t, StateOut & out, 
                   time_type dt);
    The method performs one step. The state of the ODE is updated out-of-place.
    [Note] Note

    This method does not solve the forwarding problem.

    Parameters:

    dt

    The step size.

    in

    The state of the ODE which should be solved. in is not modified in this method

    out

    The result of the step is written in out.

    system

    The system function to solve, hence the r.h.s. of the ODE. It must fulfill the Simple System concept.

    t

    The value of the time, at which the step should be performed.

  8. template<typename System, typename StateIn, typename DerivIn, 
             typename StateOut> 
      void do_step(System system, const StateIn & in, const DerivIn & dxdt, 
                   time_type t, StateOut & out, time_type dt);
    The method performs one step. The state of the ODE is updated out-of-place. Furthermore, the derivative of x at t is passed to the stepper. It is supposed to be used in the following way:
     sys( in , dxdt , t );
     stepper.do_step( sys , in , dxdt , t , out , dt );
    
    [Note] Note

    This method does not solve the forwarding problem.

    Parameters:

    dt

    The step size.

    dxdt

    The derivative of x at t.

    in

    The state of the ODE which should be solved. in is not modified in this method

    out

    The result of the step is written in out.

    system

    The system function to solve, hence the r.h.s. of the ODE. It must fulfill the Simple System concept.

    t

    The value of the time, at which the step should be performed.

  9. algebra_type & algebra();

    Returns:

    A reference to the algebra which is held by this class.

  10. const algebra_type & algebra() const;

    Returns:

    A const reference to the algebra which is held by this class.


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