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geant4/source/geometry/magneticfield/include/G4TDormandPrince45.hh
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// G4TDormandPrince45
//
// Class desription:
//
// An implementation of the 5th order embedded RK method from the paper:
// J. R. Dormand and P. J. Prince, "A family of embedded Runge-Kutta formulae"
// Journal of computational and applied Math., vol.6, no.1, pp.19-26, 1980.
//
// DormandPrince7 - 5(4) embedded RK method
// Author: Josh Xie (CERN, Google Summer of Code 2014), June 2014
// Supervisors: Sandro Wenzel, John Apostolakis (CERN)
// --------------------------------------------------------------------
#ifndef G4TDORMAND_PRINCE_45_HH
#define G4TDORMAND_PRINCE_45_HH
#include "G4MagIntegratorStepper.hh"
#include "G4FieldUtils.hh"
#include "G4LineSection.hh"
#include <cstring>
#include <cassert>
/**
* @brief G4TDormandPrince45 is a templated version of G4DormandPrince745
* 5th order Runge-Kutta stepper.
*/
template <class T_Equation, unsigned int N = 6 >
class G4TDormandPrince45 : public G4MagIntegratorStepper
{
public:
G4TDormandPrince45(T_Equation* equation );
G4TDormandPrince45(T_Equation* equation, G4int numVar ); // must have numVar == N
inline void StepWithError(const G4double yInput[],
const G4double dydx[],
G4double hstep,
G4double yOutput[],
G4double yError[] ) ;
void Stepper(const G4double yInput[],
const G4double dydx[],
G4double hstep,
G4double yOutput[],
G4double yError[]) final;
inline void StepWithFinalDerivate(const G4double yInput[],
const G4double dydx[],
G4double hstep,
G4double yOutput[],
G4double yError[],
G4double dydxOutput[]);
inline void SetupInterpolation() {}
void Interpolate(G4double tau, G4double yOut[]) const
{
Interpolate4thOrder(yOut, tau);
}
// For calculating the output at the tau fraction of Step
G4double DistChord() const final;
inline G4int IntegratorOrder() const override { return 4; }
G4StepperType StepperType() const override { return kTDormandPrince45; }
inline const field_utils::ShortState<N>& GetYOut() const { return fyOut; }
void Interpolate4thOrder(G4double yOut[], G4double tau) const;
void SetupInterpolation5thOrder();
void Interpolate5thOrder(G4double yOut[], G4double tau) const;
// __attribute__((always_inline))
inline void RightHandSideInl( const G4double y[],
G4double dydx[] )
{
fEquation_Rhs->T_Equation::RightHandSide(y, dydx);
}
inline void Stepper(const G4double yInput[],
const G4double dydx[],
G4double hstep, G4double yOutput[],
G4double yError[], G4double dydxOutput[])
{
StepWithFinalDerivate(yInput, dydx, hstep, yOutput, yError, dydxOutput);
}
T_Equation* GetSpecificEquation() { return fEquation_Rhs; }
static constexpr G4int N8 = N > 8 ? N : 8; // y[
private:
field_utils::ShortState<N> ak2, ak3, ak4, ak5, ak6, ak7, ak8, ak9;
field_utils::ShortState<N8> fyIn;
field_utils::ShortState<N> fyOut, fdydxIn;
// - Simpler :
// field_utils::State ak2, ak3, ak4, ak5, ak6, ak7, ak8, ak9;
// field_utils::State fyIn, fyOut, fdydxIn;
G4double fLastStepLength = -1.0;
T_Equation* fEquation_Rhs;
};
// --------------------------------------------------------------------
// G4TDormandPrince745 implementation -- borrowed from G4DormandPrince745
//
// DormandPrince7 - 5(4) non-FSAL
// definition of the stepper() method that evaluates one step in
// field propagation.
// The coefficients and the algorithm have been adapted from
//
// J. R. Dormand and P. J. Prince, "A family of embedded Runge-Kutta formulae"
// Journal of computational and applied Math., vol.6, no.1, pp.19-26, 1980.
//
// The Butcher table of the Dormand-Prince-7-4-5 method is as follows :
//
// 0 |
// 1/5 | 1/5
// 3/10| 3/40 9/40
// 4/5 | 44/45 56/15 32/9
// 8/9 | 19372/6561 25360/2187 64448/6561 212/729
// 1 | 9017/3168 355/33 46732/5247 49/176 5103/18656
// 1 | 35/384 0 500/1113 125/192 2187/6784 11/84
// ------------------------------------------------------------------------
// 35/384 0 500/1113 125/192 2187/6784 11/84 0
// 5179/57600 0 7571/16695 393/640 92097/339200 187/2100 1/40
//
// --------------------------------------------------------------------
// Constructor
//
template <class T_Equation, unsigned int N>
G4TDormandPrince45<T_Equation,N>::G4TDormandPrince45(T_Equation* equation )
: G4MagIntegratorStepper(dynamic_cast<G4EquationOfMotion*>(equation), N )
, fEquation_Rhs(equation)
{
// assert( dynamic_cast<G4EquationOfMotion*>(equation) != nullptr );
if( dynamic_cast<G4EquationOfMotion*>(equation) == nullptr )
{
G4Exception("G4TDormandPrince745: constructor", "GeomField0001",
FatalException, "T_Equation is not an G4EquationOfMotion.");
}
/***
assert( equation->GetNumberOfVariables == N );
if( equation->GetNumberOfVariables != N ){
G4ExceptionDescription msg;
msg << "Equation has an incompatible number of variables." ;
msg << " template N = " << N << " equation-Nvar= "
<< equation->GetNumberOfVariables;
G4Exception("G4TCashKarpRKF45: constructor", "GeomField0001",
FatalException, msg );
} ****/
}
template <class T_Equation, unsigned int N>
inline G4TDormandPrince45<T_Equation,N>::
G4TDormandPrince45(T_Equation* equation, G4int numVar )
: G4TDormandPrince45<T_Equation,N>(equation )
{
if( numVar != G4int(N))
{
G4ExceptionDescription msg;
msg << "Equation has an incompatible number of variables." ;
msg << " template N = " << N
<< " argument numVar = " << numVar ;
// << " equation-Nvar= " << equation->GetNumberOfVariables(); // --> Expected later
G4Exception("G4TCashKarpRKF45: constructor", "GeomField0001",
FatalErrorInArgument, msg );
}
assert( numVar == N );
}
template <class T_Equation, unsigned int N>
inline void
G4TDormandPrince45<T_Equation,N>::StepWithFinalDerivate(const G4double yInput[],
const G4double dydx[],
G4double hstep,
G4double yOutput[],
G4double yError[],
G4double dydxOutput[])
{
StepWithError(yInput, dydx, hstep, yOutput, yError);
field_utils::copy(dydxOutput, ak7, N);
}
// Stepper
//
// Passing in the value of yInput[],the first time dydx[] and Step length
// Giving back yOut and yErr arrays for output and error respectively
//
template <class T_Equation, unsigned int N>
inline void
G4TDormandPrince45<T_Equation,N>::StepWithError(const G4double yInput[],
const G4double dydx[],
G4double hstep,
G4double yOut[],
G4double yErr[] )
{
// The parameters of the Butcher tableu
//
constexpr G4double b21 = 0.2,
b31 = 3.0 / 40.0, b32 = 9.0 / 40.0,
b41 = 44.0 / 45.0, b42 = -56.0 / 15.0, b43 = 32.0/9.0,
b51 = 19372.0 / 6561.0, b52 = -25360.0 / 2187.0, b53 = 64448.0 / 6561.0,
b54 = -212.0 / 729.0,
b61 = 9017.0 / 3168.0 , b62 = -355.0 / 33.0,
b63 = 46732.0 / 5247.0, b64 = 49.0 / 176.0,
b65 = -5103.0 / 18656.0,
b71 = 35.0 / 384.0, b72 = 0.,
b73 = 500.0 / 1113.0, b74 = 125.0 / 192.0,
b75 = -2187.0 / 6784.0, b76 = 11.0 / 84.0,
// Sum of columns, sum(bij) = ei
// e1 = 0. ,
// e2 = 1.0/5.0 ,
// e3 = 3.0/10.0 ,
// e4 = 4.0/5.0 ,
// e5 = 8.0/9.0 ,
// e6 = 1.0 ,
// e7 = 1.0 ,
// Difference between the higher and the lower order method coeff. :
// b7j are the coefficients of higher order
dc1 = -(b71 - 5179.0 / 57600.0),
dc2 = -(b72 - .0),
dc3 = -(b73 - 7571.0 / 16695.0),
dc4 = -(b74 - 393.0 / 640.0),
dc5 = -(b75 + 92097.0 / 339200.0),
dc6 = -(b76 - 187.0 / 2100.0),
dc7 = -(- 1.0 / 40.0);
// const G4int numberOfVariables = GetNumberOfVariables();
// The number of variables to be integrated over
field_utils::ShortState<N8> yTemp;
yOut[7] = yTemp[7] = fyIn[7] = yInput[7]; // Pass along the time - used in RightHandSide
// Saving yInput because yInput and yOut can be aliases for same array
//
for(unsigned int i = 0; i < N; ++i)
{
fyIn[i] = yInput[i];
yTemp[i] = yInput[i] + b21 * hstep * dydx[i];
}
RightHandSideInl(yTemp, ak2); // 2nd stage
for(unsigned int i = 0; i < N; ++i)
{
yTemp[i] = fyIn[i] + hstep * (b31 * dydx[i] + b32 * ak2[i]);
}
RightHandSideInl(yTemp, ak3); // 3rd stage
for(unsigned int i = 0; i < N; ++i)
{
yTemp[i] = fyIn[i] + hstep * (
b41 * dydx[i] + b42 * ak2[i] + b43 * ak3[i]);
}
RightHandSideInl(yTemp, ak4); // 4th stage
for(unsigned int i = 0; i < N; ++i)
{
yTemp[i] = fyIn[i] + hstep * (
b51 * dydx[i] + b52 * ak2[i] + b53 * ak3[i] + b54 * ak4[i]);
}
RightHandSideInl(yTemp, ak5); // 5th stage
for(unsigned int i = 0; i < N; ++i)
{
yTemp[i] = fyIn[i] + hstep * (
b61 * dydx[i] + b62 * ak2[i] +
b63 * ak3[i] + b64 * ak4[i] + b65 * ak5[i]);
}
RightHandSideInl(yTemp, ak6); // 6th stage
for(unsigned int i = 0; i < N; ++i)
{
yOut[i] = fyIn[i] + hstep * (
b71 * dydx[i] + b72 * ak2[i] + b73 * ak3[i] +
b74 * ak4[i] + b75 * ak5[i] + b76 * ak6[i]);
}
RightHandSideInl(yOut, ak7); // 7th and Final stage
for(unsigned int i = 0; i < N; ++i)
{
yErr[i] = hstep * (
dc1 * dydx[i] + dc2 * ak2[i] +
dc3 * ak3[i] + dc4 * ak4[i] +
dc5 * ak5[i] + dc6 * ak6[i] + dc7 * ak7[i]
) + 1.5e-18;
// Store Input and Final values, for possible use in calculating chord
//
fyOut[i] = yOut[i];
fdydxIn[i] = dydx[i];
}
fLastStepLength = hstep;
}
template <class T_Equation, unsigned int N >
inline void
G4TDormandPrince45<T_Equation,N>::Stepper(const G4double yInput[],
const G4double dydx[],
G4double Step,
G4double yOutput[],
G4double yError[])
{
assert( yOutput != yInput );
assert( yError != yInput );
StepWithError( yInput, dydx, Step, yOutput, yError);
}
template <class T_Equation, unsigned int N>
inline G4double G4TDormandPrince45<T_Equation,N>::DistChord() const
{
// Coefficients were taken from Some Practical Runge-Kutta Formulas
// by Lawrence F. Shampine, page 149, c*
//
const G4double hf1 = 6025192743.0 / 30085553152.0,
hf3 = 51252292925.0 / 65400821598.0,
hf4 = - 2691868925.0 / 45128329728.0,
hf5 = 187940372067.0 / 1594534317056.0,
hf6 = - 1776094331.0 / 19743644256.0,
hf7 = 11237099.0 / 235043384.0;
G4ThreeVector mid;
for(unsigned int i = 0; i < 3; ++i)
{
mid[i] = fyIn[i] + 0.5 * fLastStepLength * (
hf1 * fdydxIn[i] + hf3 * ak3[i] +
hf4 * ak4[i] + hf5 * ak5[i] + hf6 * ak6[i] + hf7 * ak7[i]);
}
const G4ThreeVector begin = makeVector(fyIn, field_utils::Value3D::Position);
const G4ThreeVector end = makeVector(fyOut, field_utils::Value3D::Position);
return G4LineSection::Distline(mid, begin, end);
}
// The lower (4th) order interpolant given by Dormand and Prince:
// J. R. Dormand and P. J. Prince, "Runge-Kutta triples"
// Computers & Mathematics with Applications, vol. 12, no. 9,
// pp. 1007-1017, 1986.
//
template <class T_Equation, unsigned int N>
inline void
G4TDormandPrince45<T_Equation,N>::Interpolate4thOrder(G4double yOut[],
G4double tau) const
{
const G4double tau2 = tau * tau,
tau3 = tau * tau2,
tau4 = tau2 * tau2;
const G4double bf1 = 1.0 / 11282082432.0 * (
157015080.0 * tau4 - 13107642775.0 * tau3 + 34969693132.0 * tau2 -
32272833064.0 * tau + 11282082432.0);
const G4double bf3 = - 100.0 / 32700410799.0 * tau * (
15701508.0 * tau3 - 914128567.0 * tau2 + 2074956840.0 * tau -
1323431896.0);
const G4double bf4 = 25.0 / 5641041216.0 * tau * (
94209048.0 * tau3 - 1518414297.0 * tau2 + 2460397220.0 * tau -
889289856.0);
const G4double bf5 = - 2187.0 / 199316789632.0 * tau * (
52338360.0 * tau3 - 451824525.0 * tau2 + 687873124.0 * tau -
259006536.0);
const G4double bf6 = 11.0 / 2467955532.0 * tau * (
106151040.0 * tau3 - 661884105.0 * tau2 +
946554244.0 * tau - 361440756.0);
const G4double bf7 = 1.0 / 29380423.0 * tau * (1.0 - tau) * (
8293050.0 * tau2 - 82437520.0 * tau + 44764047.0);
for(unsigned int i = 0; i < N; ++i)
{
yOut[i] = fyIn[i] + fLastStepLength * tau * (
bf1 * fdydxIn[i] + bf3 * ak3[i] + bf4 * ak4[i] +
bf5 * ak5[i] + bf6 * ak6[i] + bf7 * ak7[i]);
}
}
// Following interpolant of order 5 was given by Baker,Dormand,Gilmore, Prince :
// T. S. Baker, J. R. Dormand, J. P. Gilmore, and P. J. Prince,
// "Continuous approximation with embedded Runge-Kutta methods"
// Applied Numerical Mathematics, vol. 22, no. 1, pp. 51-62, 1996.
//
// Calculating the extra stages for the interpolant
//
template <class T_Equation, unsigned int N>
inline void G4TDormandPrince45<T_Equation,N>::SetupInterpolation5thOrder()
{
// Coefficients for the additional stages
//
const G4double b81 = 6245.0 / 62208.0,
b82 = 0.0,
b83 = 8875.0 / 103032.0,
b84 = -125.0 / 1728.0,
b85 = 801.0 / 13568.0,
b86 = -13519.0 / 368064.0,
b87 = 11105.0 / 368064.0,
b91 = 632855.0 / 4478976.0,
b92 = 0.0,
b93 = 4146875.0 / 6491016.0,
b94 = 5490625.0 /14183424.0,
b95 = -15975.0 / 108544.0,
b96 = 8295925.0 / 220286304.0,
b97 = -1779595.0 / 62938944.0,
b98 = -805.0 / 4104.0;
field_utils::ShortState<N> yTemp;
// Evaluate the extra stages
//
for(unsigned int i = 0; i < N; ++i)
{
yTemp[i] = fyIn[i] + fLastStepLength * (
b81 * fdydxIn[i] + b82 * ak2[i] + b83 * ak3[i] +
b84 * ak4[i] + b85 * ak5[i] + b86 * ak6[i] +
b87 * ak7[i]
);
}
RightHandSideInl(yTemp, ak8); // 8th Stage
for(unsigned int i = 0; i < N; ++i)
{
yTemp[i] = fyIn[i] + fLastStepLength * (
b91 * fdydxIn[i] + b92 * ak2[i] + b93 * ak3[i] +
b94 * ak4[i] + b95 * ak5[i] + b96 * ak6[i] +
b97 * ak7[i] + b98 * ak8[i]
);
}
RightHandSideInl(yTemp, ak9); // 9th Stage
}
// Calculating the interpolated result yOut with the coefficients
//
template <class T_Equation, unsigned int N>
inline void G4TDormandPrince45<T_Equation,N>::
Interpolate5thOrder(G4double yOut[], G4double tau) const
{
// Define the coefficients for the polynomials
//
G4double bi[10][5];
// COEFFICIENTS OF bi[1]
bi[1][0] = 1.0,
bi[1][1] = -38039.0 / 7040.0,
bi[1][2] = 125923.0 / 10560.0,
bi[1][3] = -19683.0 / 1760.0,
bi[1][4] = 3303.0 / 880.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[2]
bi[2][0] = 0.0,
bi[2][1] = 0.0,
bi[2][2] = 0.0,
bi[2][3] = 0.0,
bi[2][4] = 0.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[3]
bi[3][0] = 0.0,
bi[3][1] = -12500.0 / 4081.0,
bi[3][2] = 205000.0 / 12243.0,
bi[3][3] = -90000.0 / 4081.0,
bi[3][4] = 36000.0 / 4081.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[4]
bi[4][0] = 0.0,
bi[4][1] = -3125.0 / 704.0,
bi[4][2] = 25625.0 / 1056.0,
bi[4][3] = -5625.0 / 176.0,
bi[4][4] = 1125.0 / 88.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[5]
bi[5][0] = 0.0,
bi[5][1] = 164025.0 / 74624.0,
bi[5][2] = -448335.0 / 37312.0,
bi[5][3] = 295245.0 / 18656.0,
bi[5][4] = -59049.0 / 9328.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[6]
bi[6][0] = 0.0,
bi[6][1] = -25.0 / 28.0,
bi[6][2] = 205.0 / 42.0,
bi[6][3] = -45.0 / 7.0,
bi[6][4] = 18.0 / 7.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[7]
bi[7][0] = 0.0,
bi[7][1] = -2.0 / 11.0,
bi[7][2] = 73.0 / 55.0,
bi[7][3] = -171.0 / 55.0,
bi[7][4] = 108.0 / 55.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[8]
bi[8][0] = 0.0,
bi[8][1] = 189.0 / 22.0,
bi[8][2] = -1593.0 / 55.0,
bi[8][3] = 3537.0 / 110.0,
bi[8][4] = -648.0 / 55.0,
// --------------------------------------------------------
//
// COEFFICIENTS OF bi[9]
bi[9][0] = 0.0,
bi[9][1] = 351.0 / 110.0,
bi[9][2] = -999.0 / 55.0,
bi[9][3] = 2943.0 / 110.0,
bi[9][4] = -648.0 / 55.0;
// --------------------------------------------------------
// Calculating the polynomials
G4double b[10];
std::memset(b, 0.0, sizeof(b));
G4double tauPower = 1.0;
for(G4int j = 0; j <= 4; ++j)
{
for(G4int iStage = 1; iStage <= 9; ++iStage)
{
b[iStage] += bi[iStage][j] * tauPower;
}
tauPower *= tau;
}
const G4double stepLen = fLastStepLength * tau;
for(G4int i = 0; i < N; ++i)
{
yOut[i] = fyIn[i] + stepLen * (
b[1] * fdydxIn[i] + b[2] * ak2[i] + b[3] * ak3[i] +
b[4] * ak4[i] + b[5] * ak5[i] + b[6] * ak6[i] +
b[7] * ak7[i] + b[8] * ak8[i] + b[9] * ak9[i]
);
}
}
#endif