Source code for pathsim.solvers.rkf45

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##                EXPLICIT ADAPTIVE TIMESTEPPING RUNGE-KUTTA INTEGRATORS
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##                                 Milan Rother 2024
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# IMPORTS ==============================================================================

from ._rungekutta import ExplicitRungeKutta


# SOLVERS ==============================================================================

[docs] class RKF45(ExplicitRungeKutta): """Six-stage, 4th order explicit Runge-Kutta-Fehlberg method. Features an embedded 5th order method. The difference between the 5th and 4th order results provides a 5th order error estimate. Typically, the 4th order solution is propagated (local extrapolation available). A classic adaptive step size method, though often superseded in efficiency by Dormand-Prince methods. Characteristics --------------- * Order: 4 (Propagating solution) * Embedded Order: 5 (Error estimation) * Stages: 6 * Explicit * Adaptive timestep * Classic adaptive method, good for moderate accuracy When to Use ----------- * **Moderate accuracy requirements**: Good balance for many engineering applications * **Well-established benchmarks**: When comparing against historical results * **Non-stiff smooth problems**: Standard choice for a wide range of ODEs Note ---- While this is a classic method, RKDP54 or RKCK54 generally offer better efficiency for the same computational cost. Consider RKDP54 or RKCK54 for new applications unless specific properties of RKF45 are required. References ---------- .. [1] Fehlberg, E. (1969). "Low-order classical Runge-Kutta formulas with stepsize control and their application to some heat transfer problems". NASA Technical Report TR R-315. .. [2] Fehlberg, E. (1970). "Klassische Runge-Kutta-Formeln vierter und niedrigerer Ordnung mit Schrittweiten-Kontrolle und ihre Anwendung auf Wärmeleitungsprobleme". Computing, 6(1-2), 61-71. .. [3] Hairer, E., Nørsett, S. P., & Wanner, G. (1993). "Solving Ordinary Differential Equations I: Nonstiff Problems". Springer Series in Computational Mathematics, Vol. 8. """ def __init__(self, *solver_args, **solver_kwargs): super().__init__(*solver_args, **solver_kwargs) #number of stages in RK scheme self.s = 6 #order of scheme and embedded method self.n = 5 self.m = 4 #flag adaptive timestep solver self.is_adaptive = True #intermediate evaluation times self.eval_stages = [0.0, 1/4, 3/8, 12/13, 1, 1/2] #extended butcher table self.BT = { 0: [ 1/4], 1: [ 3/32, 9/32], 2: [1932/2197, -7200/2197, 7296/2197], 3: [ 439/216, -8, 3680/513, -845/4104], 4: [ -8/27, 2, -3554/2565, 1859/4104, -11/40], 5: [ 25/216, 0, 1408/2565, 2197/4104, -1/5, 0] } #coefficients for local truncation error estimate self.TR = [1/360, 0, -128/4275, -2197/75240, 1/50, 2/55]