odeint/test/numeric/adams_bashforth.cpp
Mario Mulansky c23fdbeb8f extrapolation stepper as init stepper for abm
extrapolation stepper has a configurable order, so we can use it as
initializing stepper in the adams-bashforth algorithm. All numeric tests pass.
2015-02-01 18:08:39 +01:00

118 lines
3.6 KiB
C++

/* Boost numeric test of the adams-bashforth steppers test file
Copyright 2013 Karsten Ahnert
Copyright 2013-2015 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
// disable checked iterator warning for msvc
#include <boost/config.hpp>
#ifdef BOOST_MSVC
#pragma warning(disable:4996)
#endif
#define BOOST_TEST_MODULE numeric_adams_bashforth
#include <iostream>
#include <cmath>
#include <boost/array.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/mpl/vector.hpp>
#include <boost/numeric/odeint.hpp>
using namespace boost::unit_test;
using namespace boost::numeric::odeint;
namespace mpl = boost::mpl;
typedef double value_type;
typedef boost::array< double , 2 > state_type;
// harmonic oscillator, analytic solution x[0] = sin( t )
struct osc
{
void operator()( const state_type &x , state_type &dxdt , const double t ) const
{
dxdt[0] = x[1];
dxdt[1] = -x[0];
}
};
BOOST_AUTO_TEST_SUITE( numeric_adams_bashforth_test )
/* generic test for all adams bashforth steppers */
template< class Stepper >
struct perform_adams_bashforth_test
{
void operator()( void )
{
Stepper stepper;
const int o = stepper.order()+1; //order of the error is order of approximation + 1
const state_type x0 = {{ 0.0 , 1.0 }};
state_type x1 = x0;
double t = 0.0;
double dt = 0.2;
// initialization, does a number of steps already to fill internal buffer, t is increased
stepper.initialize( osc() , x1 , t , dt );
double A = std::sqrt( x1[0]*x1[0] + x1[1]*x1[1] );
double phi = std::asin(x1[0]/A) - t;
// do a number of steps to fill the buffer with results from adams bashforth
for( size_t n=0 ; n < stepper.steps ; ++n )
{
stepper.do_step( osc() , x1 , t , dt );
t += dt;
}
// now we do the actual step
stepper.do_step( osc() , x1 , t , dt );
// only examine the error of the adams-bashforth step, not the initialization
const double f = 2.0 * std::abs( A*sin(t+dt+phi) - x1[0] ) / std::pow( dt , o ); // upper bound
std::cout << o << " , "
<< Stepper::initializing_stepper_type::order_value+1 << " , "
<< f << std::endl;
/* as long as we have errors above machine precision */
while( f*std::pow( dt , o ) > 1E-16 )
{
x1 = x0;
t = 0.0;
stepper.initialize( osc() , x1 , t , dt );
A = std::sqrt( x1[0]*x1[0] + x1[1]*x1[1] );
phi = std::asin(x1[0]/A) - t;
// now we do the actual step
stepper.do_step( osc() , x1 , t , dt );
// only examine the error of the adams-bashforth step, not the initialization
std::cout << "Testing dt=" << dt << " , " << std::abs( A*sin(t+dt+phi) - x1[0] ) << std::endl;
BOOST_CHECK_LT( std::abs( A*sin(t+dt+phi) - x1[0] ) , f*std::pow( dt , o ) );
dt *= 0.5;
}
}
};
typedef mpl::vector<
adams_bashforth< 2 , state_type > ,
adams_bashforth< 3 , state_type > ,
adams_bashforth< 4 , state_type > ,
adams_bashforth< 5 , state_type > ,
adams_bashforth< 6 , state_type > ,
adams_bashforth< 7 , state_type > ,
adams_bashforth< 8 , state_type >
> adams_bashforth_steppers;
BOOST_AUTO_TEST_CASE_TEMPLATE( adams_bashforth_test , Stepper, adams_bashforth_steppers )
{
perform_adams_bashforth_test< Stepper > tester;
tester();
}
BOOST_AUTO_TEST_SUITE_END()