Integrators
Holds the information for the various methods' tableaus.
Holds the tableau of an implicit Runge-Kutta method.
Holds the tableau of a partitioned Runge-Kutta method.
Holds the tableau of a Runge-Kutta method.
Holds the coefficients of an additive Runge-Kutta method.
Holds the multiplier Runge-Kutta coefficients.
Holds the coefficients of a projected Gauss-Legendre Runge-Kutta method.
Holds the coefficients of a projective Runge-Kutta method.
Holds the coefficients of a Runge-Kutta method.
Create integrator for additive Runge-Kutta tableau.
Create integrator for special additive Runge-Kutta tableau.
Print error for integrators not implemented, yet.
Create integrator for variational partitioned additive Runge-Kutta tableau.
Create integrator for variational special partitioned additive Runge-Kutta tableau.
Create integrator for Projected Gauss-Legendre Runge-Kutta tableau.
Create integrator for variational partitioned Runge-Kutta tableau.
Create integrator for diagonally implicit Runge-Kutta tableau.
Create integrator for explicit Runge-Kutta tableau.
Create integrator for fully implicit Runge-Kutta tableau.
Create integrator for partitioned additive Runge-Kutta tableau.
Create integrator for special partitioned additive Runge-Kutta tableau.
Create integrator for explicit partitioned Runge-Kutta tableau.
Create integrator for implicit partitioned Runge-Kutta tableau.
Create integrator for stochastic fully implicit partitioned Runge-Kutta tableau.
Create integrator for stochastic explicit Runge-Kutta tableau.
Create integrator for stochastic fully implicit Runge-Kutta tableau.
Create integrator for weak explicit Runge-Kutta tableau.
Create integrator for weak fully implicit Runge-Kutta tableau.
Create integrator for splitting tableau.
Create integrator for stochastic fully implicit split partitioned Runge-Kutta tableau.
Create integrator for formal Lagrangian Runge-Kutta tableau.
Continuous Galerkin Variational Integrator.
IntegratorDGVI
: Discontinuous Galerkin Variational Integrator.
Parameters
Fields
equation
: Implicit Ordinary Differential Equationbasis
: piecewise polynomial basisquadrature
: numerical quadrature ruleΔt
: time stepparams
: ParametersDGVIsolver
: nonlinear solveriguess
: initial guessq
: current solution vector for trajectoryp
: current solution vector for one-formcache
: temporary variables for nonlinear solver
IntegratorDGVIEXP
: Discontinuous Galerkin Variational Integrator.
Parameters
Fields
equation
: Implicit Ordinary Differential Equationbasis
: piecewise polynomial basisquadrature
: numerical quadrature ruleΔt
: time stepparams
: ParametersDGVIEXPsolver
: nonlinear solveriguess
: initial guessq
: current solution vector for trajectoryp
: current solution vector for one-formcache
: temporary variables for nonlinear solver
IntegratorDGVIP0
: Discontinuous Galerkin Variational Integrator.
Parameters
Fields
equation
: Implicit Ordinary Differential Equationbasis
: piecewise polynomial basisquadrature
: numerical quadrature ruleΔt
: time stepparams
: ParametersDGVIP0solver
: nonlinear solveriguess
: initial guessq
: current solution vector for trajectoryp
: current solution vector for one-formcache
: temporary variables for nonlinear solver
IntegratorDGVIP1
: Discontinuous Galerkin Variational Integrator.
Parameters
Fields
equation
: Implicit Ordinary Differential Equationbasis
: piecewise polynomial basisquadrature
: numerical quadrature ruleΔt
: time stepparams
: ParametersDGVIP1solver
: nonlinear solveriguess
: initial guessq
: current solution vector for trajectoryp
: current solution vector for one-formcache
: temporary variables for nonlinear solver
IntegratorDGVIPI
: Discontinuous Galerkin Variational Integrator.
Parameters
Fields
equation
: Implicit Ordinary Differential Equationbasis
: piecewise polynomial basisquadrature
: numerical quadrature rulejump
: jump across discontinuityΔt
: time stepparams
: ParametersDGVIPIsolver
: nonlinear solveriguess
: initial guessq
: current solution vector for trajectoryq⁻
: current solution vector for trajectory, lhs of jumpq⁺
: current solution vector for trajectory, rhs of jumpcache
: temporary variables for nonlinear solver
Diagonally implicit Runge-Kutta integrator.
Explicit partitioned Runge-Kutta integrator.
Explicit Runge-Kutta integrator.
Fully implicit Runge-Kutta integrator.
Formal Lagrangian Runge-Kutta integrator.
Special Partitioned Additive Runge Kutta integrator.
Hamiltonian Specialised Partitioned Additive Runge-Kutta integrator.
Implicit partitioned Runge-Kutta integrator.
Implicit partitioned additive Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator.
Stochastic Explicit Runge-Kutta integrator.
Stochastic implicit partitioned Runge-Kutta integrator.
Stochastic implicit Runge-Kutta integrator.
Stochastic implicit partitioned Runge-Kutta integrator.
Variational special partitioned additive Runge-Kutta integrator.
Splitting integrator.
Construct splitting integrator for symmetric splitting tableau with general stages.
Construct splitting integrator for non-symmetric splitting tableau with general stages.
Construct splitting integrator for symmetric splitting tableau with symmetric stages.
Variational partitioned additive Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator.
Variational special partitioned additive Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator with projection on secondary constraint.
satisfying the symplecticity conditions
the primary constraint,
at the final solution $(q_{n+1}, p_{n+1})$, and super positions of the secondary constraints,
at the internal stages,
Here, $\omega$ is a $(s-1) \times s$ matrix, chosen such that the resulting method has optimal order. The vector $d$ is zero for Gauss-Legendre methods and needs to be chosen appropriately for Gauss-Lobatto methods (for details see documentation of VPRK methods).
Variational partitioned Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator.
Variational partitioned Runge-Kutta integrator.
Variational Specialised Partitioned Additive Runge-Kutta integrator.
Stochastic Explicit Runge-Kutta integrator.
Stochastic implicit Runge-Kutta integrator.
Holds the tableau of a additive Runge-Kutta method.
Holds the tableau of a diagonally implicit Runge-Kutta method.
TableauEPRK
: Tableau of an Explicit Partitioned Runge-Kutta method
usually satisfying the symplecticity conditions
Holds the tableau of an explicit Runge-Kutta method.
Holds the tableau of a fully implicit Runge-Kutta method.
Holds the tableau of a general linear method.
Holds the tableau of a spezialized partitioned additive Runge-Kutta method.
Holds the tableau of an Hamiltonian Specialised Partitioned Additive Runge-Kutta method.
TableauIPRK
: Tableau of an Implicit Partitioned Runge-Kutta method
usually satisfying the symplecticity conditions
Holds the tableau of an partitioned additive Runge-Kutta method.
Holds the tableau of a spezialized additive Runge-Kutta method.
Holds the tableau of a stochastic explicit Runge-Kutta method.
Holds the tableau of a stochastic implicit partitioned Runge-Kutta method. qdrift, pdrift hold the RK coefficients for the drift part, and qdiff, pdiff hold the RK coefficients for the diffusion part of the SDE.
Holds the tableau of a stochastic implicit Runge-Kutta method. qdrift holds the RK coefficients for the drift part, and qdiff holds the RK coefficients for the diffusion part of the SDE.
Holds the tableau of a stochastic implicit split partitioned Runge-Kutta method. qdrift, pdrift1, pdrift2 hold the RK coefficients for the drift parts, and qdiff, pdiff1, pdiff2 hold the RK coefficients for the diffusion part of the SDE.
Holds the tableau of an Specialised Partitioned Additive Runge-Kutta method.
Tableau for symmetric splitting methods with general stages.
Tableau for non-symmetric splitting methods.
Tableau for symmetric splitting methods with symmetric stages.
Holds the tableau of an variational partitioned additive Runge-Kutta method.
TableauVPRK
: Tableau of a Variational Partitioned Runge-Kutta method
satisfying the symplecticity conditions
Holds the tableau of an Variational Specialised Partitioned Additive Runge-Kutta method.
Holds the tableau of a weak explicit Runge-Kutta method.
According to Andreas Rossler, "Second order Runge-Kutta methods for Stratonovich stochastic differential equations", BIT Numerical Mathematics (2007) 47, equation (5.1)
Holds the tableau of a weak implicit Runge-Kutta method.
According to Wang, Hong, Xu, "Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems", Commun. Comput. Phys. 21(1), 2017
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of fully implicit Runge-Kutta methods.
Compute stages of fully implicit Runge-Kutta methods.
Compute stages of implicit partitioned Runge-Kutta methods.
Compute solution of degenerate symplectic partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of projected variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of projected variational partitioned Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of variational special partitioned additive Runge-Kutta methods.
Compute stages of variational partitioned Runge-Kutta methods.
Compute stages of formal Lagrangian Runge-Kutta methods.
Compute stages of implicit Runge-Kutta methods.
Compute stages of stochastic implicit Runge-Kutta methods.
Compute stages of stochastic implicit split partitioned Runge-Kutta methods.
Compute stages of weak implicit Runge-Kutta methods.
Compute stages of Hamiltonian Specialised Partitioned Additive Runge-Kutta methods.
Compute stages of partitioned additive Runge-Kutta methods.
Compute stages of variational special partitioned additive Runge-Kutta methods.
Compute stages of variational partitioned additive Runge-Kutta methods.
Initialize stochastic integrator for the sample paths k with k₁ ≤ k ≤ k₂, initial conditions m with m₁ ≤ m ≤ m₂ and time step 0.
Initialize integrator for initial conditions m with m₁ ≤ m ≤ m₂ and time step 0.
GeometricIntegrators.Integrators.integrate
— Function.Apply integrator for ntime time steps and return solution.
GeometricIntegrators.Integrators.integrate
— Function.Integrate given equation with given tableau for ntime time steps and return solution.
GeometricIntegrators.Integrators.integrate
— Function.Integrate ODE specified by vector field and initial condition with given tableau for ntime time steps and return solution.
Integrate SDE for the sample paths k with k₁ ≤ k ≤ k₂ and initial conditions m with m₁ ≤ m ≤ m₂.
Integrate SDE for all sample paths and initial conditions.
Integrate ODE for initial conditions m with m₁ ≤ m ≤ m₂.
Integrate ODE for all initial conditions.
Integrate partitioned DAE with Special Additive Runge Kutta integrator.
Integrate ODE for initial conditions m with m₁ ≤ m ≤ m₂ for time steps n with n₁ ≤ n ≤ n₂.
Integrate SDE for the sample paths k with k₁ ≤ k ≤ k₂, the initial conditions m with m₁ ≤ m ≤ m₂, and the time steps n with n₁ ≤ n ≤ n₂.
Read explicit Runge-Kutta tableau from file.
Write Runge-Kutta tableau to file.
Holds the tableau of an explicit Runge-Kutta method.
Nonlinear function cache for Discontinuous Galerkin Variational Integrator.
Parameters
ST
: data typeD
: number of dimensionsS
: number of degrees of freedomR
: number of nodes of quadrature formula
Fields
X
: degrees of freedomQ
: solution at quadrature nodesV
: velocity at quadrature nodesP
: one-form at quadrature nodesF
: forces at quadrature nodesq
: current solution of qₙq⁻
: current solution of qₙ⁻q⁺
: current solution of qₙ⁺q̅
: current solution of qₙ₊₁q̅⁻
: current solution of qₙ₊₁⁻q̅⁺
: current solution of qₙ₊₁⁺ϕ
: average of the solution at tₙϕ̅
: average of the solution at tₙ₊₁λ
: jump of the solution at tₙλ̅
: jump of the solution at tₙ₊₁θ
: one-form evaluated across at tₙΘ̅
: one-form evaluated across at tₙ₊₁g
: projection evaluated across at tₙg̅
: projection evaluated across at tₙ₊₁
Nonlinear function cache for Discontinuous Galerkin Variational Integrator.
Parameters
X
: degrees of freedomQ
: solution at quadrature nodesV
: velocity at quadrature nodesP
: one-form at quadrature nodesF
: forces at quadrature nodesq
: current solution of qₙq⁻
: current solution of qₙ⁻q⁺
: current solution of qₙ⁺q̅
: current solution of qₙ₊₁q̅⁻
: current solution of qₙ₊₁⁻q̅⁺
: current solution of qₙ₊₁⁺λ
: jump of the solution at tₙλ̅
: jump of the solution at tₙ₊₁ϕ
: solution evaluated across the jump at tₙϕ̅
: solution evaluated across the jump at tₙ₊₁θ
: one-form evaluated across the jump at tₙΘ̅
: one-form evaluated across the jump at tₙ₊₁g
: projection evaluated across the jump at tₙg̅
: projection evaluated across the jump at tₙ₊₁
Structure for holding the internal stages Q, the values of the drift vector and the diffusion matrix evaluated at the internal stages VQ=v(Q), BQ=B(Q), and the increments Y = Δta_driftv(Q) + a_diffB(Q)ΔW
Structure for holding the internal stages Q, the values of the drift vector and the diffusion matrix evaluated at the internal stages VQ=v(Q), BQ=B(Q), and the increments Y = Δta_driftv(Q) + a_diffB(Q)ΔW
Structure for holding the internal stages Q, the values of the drift vector and the diffusion matrix evaluated at the internal stages VQ=v(Q), BQ=B(Q), and the increments Y = Δta_driftv(Q) + a_diffB(Q)ΔW
ParametersCGVI
: Parameters for right-hand side function of continuous Galerkin variational Integrator.
Parameters
Θ
: function of the noncanonical one-form (∂L/∂v)f
: function of the force (∂L/∂q)Δt
: time stepb
: weights of the quadrature rulec
: nodes of the quadrature rulex
: nodes of the basism
: mass matrixa
: derivative matrixr₀
: reconstruction coefficients at the beginning of the intervalr₁
: reconstruction coefficients at the end of the intervalt
: current timeq
: current solution of qp
: current solution of p
ParametersDGVI
: Parameters for right-hand side function of Discontinuous Galerkin Variational Integrator.
Parameters
DT
: data typeTT
: parameter typeD
: dimension of the systemS
: number of basis nodesR
: number of quadrature nodes
Fields
Θ
: function of the noncanonical one-form (∂L/∂v)f
: function of the force (∂L/∂q)g
: function of the projection ∇ϑ(q)⋅vΔt
: time stepb
: quadrature weightsc
: quadrature nodesm
: mass matrixa
: derivative matrixr⁻
: reconstruction coefficients, jump lhs valuer⁺
: reconstruction coefficients, jump rhs valuet
: current timeq
: current solution of qₙq⁻
: current solution of qₙ⁻q⁺
: current solution of qₙ⁺
ParametersDGVIEXP
: Parameters for right-hand side function of Discontinuous Galerkin Variational Integrator.
Parameters
DT
: data typeTT
: parameter typeD
: dimension of the systemS
: number of basis nodesR
: number of quadrature nodes
Fields
Θ
: function of the noncanonical one-form (∂L/∂v)f
: function of the force (∂L/∂q)g
: function of the projection ∇ϑ(q)⋅vΔt
: time stepb
: quadrature weightsc
: quadrature nodesm
: mass matrixa
: derivative matrixr⁻
: reconstruction coefficients, jump lhs valuer⁺
: reconstruction coefficients, jump rhs valuet
: current timeq
: current solution of qₙq⁻
: current solution of qₙ⁻q⁺
: current solution of qₙ⁺
ParametersDGVIP0
: Parameters for right-hand side function of Discontinuous Galerkin Variational Integrator.
Parameters
DT
: data typeTT
: parameter typeD
: dimension of the systemS
: number of basis nodesR
: number of quadrature nodes
Fields
Θ
: function of the noncanonical one-form (∂L/∂v)f
: function of the force (∂L/∂q)g
: function of the projection ∇ϑ(q)⋅vΔt
: time stepb
: quadrature weightsc
: quadrature nodesm
: mass matrixa
: derivative matrixr⁻
: reconstruction coefficients, jump lhs valuer⁺
: reconstruction coefficients, jump rhs valuet
: current timeq
: current solution of qₙq⁻
: current solution of qₙ⁻θ
: one-form ϑ evaluated on qₙθ⁻
: one-form ϑ evaluated on qₙ⁻
ParametersDGVIP1
: Parameters for right-hand side function of Discontinuous Galerkin Variational Integrator.
Parameters
DT
: data typeTT
: parameter typeD
: dimension of the systemS
: number of basis nodesR
: number of quadrature nodes
Fields
Θ
: function of the noncanonical one-form (∂L/∂v)f
: function of the force (∂L/∂q)g
: function of the projection ∇ϑ(q)⋅vΔt
: time stepb
: quadrature weightsc
: quadrature nodesm
: mass matrixa
: derivative matrixr⁻
: reconstruction coefficients, jump lhs valuer⁺
: reconstruction coefficients, jump rhs valuet
: current timeq
: current solution of qₙq⁻
: current solution of qₙ⁻q⁺
: current solution of qₙ⁺
ParametersDGVIPI
: Parameters for right-hand side function of Discontinuous Galerkin Variational Integrator with Path Integral approximation of the jump.
Parameters
DT
: data typeTT
: parameter typeD
: dimension of the systemS
: number of basis nodesQR
: number of quadrature nodesFR
: number of quadrature nodes for the discontinuity
Fields
Θ
: function of the noncanonical one-form (∂L/∂v)f
: function of the force (∂L/∂q)g
: function of the projection ∇ϑ(q)⋅vΔt
: time stepb
: quadrature weightsc
: quadrature nodesm
: mass matrixa
: derivative matrixr⁻
: reconstruction coefficients, jump lhs valuer⁺
: reconstruction coefficients, jump rhs valueβ
: weights of the quadrature rule for the discontinuityγ
: nodes of the quadrature rule for the discontinuityμ⁻
: mass vector for the lhs jump valueμ⁺
: mass vector for the rhs jump valueα⁻
: derivative vector for the discontinuity lhs valueα⁺
: derivative vector for the discontinuity rhs valueρ⁻
: reconstruction coefficients for central jump value, lhs valueρ⁺
: reconstruction coefficients for central jump value, rhs valuet
: current timeq
: current solution of qₙq⁻
: current solution of qₙ⁻q⁺
: current solution of qₙ⁺
Parameters for right-hand side function of diagonally implicit Runge-Kutta methods.
Parameters for right-hand side function of fully implicit Runge-Kutta methods.
Parameters for right-hand side function of formal Lagrangian Runge-Kutta methods.
Parameters for right-hand side function of Hamiltonian Specialised Partitioned Additive Runge-Kutta methods.
Parameters for right-hand side function of implicit partitioned Runge-Kutta methods.
Parameters for right-hand side function of partitioned additive Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of implicit Runge-Kutta methods. A - if positive, the upper bound of the Wiener process increments; if A=0.0, no truncation
Parameters for right-hand side function of implicit Runge-Kutta methods. A - if positive, the upper bound of the Wiener process increments; if A=0.0, no truncation
Parameters for right-hand side function of implicit Runge-Kutta methods. A - if positive, the upper bound of the Wiener process increments; if A=0.0, no truncation
Parameters for right-hand side function of Specialised Partitioned Additive Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned additive Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational special partitioned additive Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of variational partitioned Runge-Kutta methods.
Parameters for right-hand side function of Variational Specialised Partitioned Additive Runge-Kutta methods.
Parameters for right-hand side function of weak implicit Runge-Kutta methods.
Base.show
— Method.Print additive Runge-Kutta coefficients.
Base.show
— Method.Print multiplier Runge-Kutta coefficients.
Base.show
— Method.Print Runge-Kutta coefficients.
Base.show
— Method.Print projective Runge-Kutta coefficients.
Base.show
— Method.Print Runge-Kutta coefficients.
Compute p(x) where p is the unique polynomial of degree length(xi), such that p(x[i]) = y[i]) for all i.
ti: interpolation nodes
xi: interpolation values
t: evaluation point
x: evaluation value
Compute P stages of explicit partitioned Runge-Kutta methods.
Compute Q stages of explicit partitioned Runge-Kutta methods.
Unpacks the data stored in x = (Y[1,1], Y[2,1], ... Y[D,1], Y[1,2], ..., Z[1,1], Z[2,1], ... Z[D,1], Z[1,2], ...) into the matrix Y, Z, calculates the internal stages Q, P, the values of the RHS of the SDE ( vi(Q,P), fi(Q,P), Bi(Q,P) and Gi(Q,P) ), and assigns them to VQPi, FQPi, BQPi and GQPi. Unlike for FIRK, here Y = Δt adrift v(Q,P) + adiff B(Q,P) ΔW, Z = Δt ̃a1drift f1(Q,P) + Δt ̃a2drift f2(Q,P) + ̃a1diff G1(Q,P) ΔW + ̃a2diff G2(Q,P) ΔW.
Unpacks the data stored in x = (Y[1,1], Y[2,1], ... Y[D,1], Y[1,2], ..., Z[1,1], Z[2,1], ... Z[D,1], Z[1,2], ...) into the matrix Y, Z, calculates the internal stages Q, P, the values of the RHS of the SDE ( v(Q,P), f(Q,P), B(Q,P) and G(Q,P) ), and assigns them to VQP, FQP, BQP and GQP. Unlike for FIRK, here Y = Δt adrift v(Q,P) + adiff B(Q,P) ΔW, Z = Δt ̃adrift v(Q,P) + ̃adiff B(Q,P) ΔW.
Unpacks the data stored in x = (Y[1,1], Y[2,1], ... Y[D,1], Y[1,2], ...) into the matrix Y, calculates the internal stages Q, the values of the RHS of the SDE ( v(Q) and B(Q) ), and assigns them to VQ and BQ. Unlike for FIRK, here Y = Δt a v(Q) + ̃a B(Q) ΔW
Unpacks the data stored in x = (Y0[1,1], Y0[2,1], ... Y0[D,1], ... Y0[D,S], Y1[1,1,1], Y1[2,1,1], ... Y1[D,1,1], Y1[1,2,1], Y1[2,2,1], ... Y1[D,2,1], ... Y1[D,M,S] ) into the matrices Y0 and Y1, calculates the internal stages Q0 and Q1, the values of the RHS of the SDE ( v(Q0) and B(Q1) ), and assigns them to VQ and BQ. Unlike for FIRK, here Y = Δt a v(Q) + ̃a B(Q) ΔW
Compute one-form and forces at quadrature nodes.
Compute one-form and forces at quadrature nodes.
Compute one-form and forces at quadrature nodes.
Compute one-form and forces at quadrature nodes.
Compute one-form and forces at quadrature nodes.
Compute solution at quadrature nodes and across jump.
Compute solution at quadrature nodes and across jump.
Compute solution at quadrature nodes and across jump.
Compute solution at quadrature nodes and across jump.
Compute solution at quadrature nodes and across jump.
Compute velocities at quadrature nodes.
Compute velocities at quadrature nodes.
Compute velocities at quadrature nodes.
Compute velocities at quadrature nodes.
Compute velocities at quadrature nodes.
Create a vector of S solution matrices of type DT to store the solution of S internal stages for a problem with DxM
dimensions.
Create a vector of S solution vectors of type DT to store the solution of S internal stages for a problem with D
dimensions.
Create a vector of S+1 solution vectors of type DT to store the solution of S internal stages and the solution of the previous timestep for a problem with D
dimensions.
Create nonlinear solver object for a system of N
equations with data type DT
. The function $f(x)=0$ to be solved for is determined by a julia function function_stages!(x, b, params)
, where x
is the current solution and b
is the output vector, s.th. $b = f(x)$. params
are a set of parameters depending on the equation and integrator that is used. The solver type is obtained from the config dictionary (:nls_solver
).
Create a solution vector of type TwicePrecision{DT}
for a problem with D
dimensions, NS' sample paths, and
NI` independent initial conditions.
Create a solution vector of type TwicePrecision{DT}
for a problem with D
dimensions and M
independent initial conditions.
Euler extrapolation method with arbitrary order p.
v: function to compute vector field
t₀: initial time
t₁: final time
x₀: initial value
x₁: final value
s: number of interpolations (order p=s+1)
TODO This is probably broken!
Compute initial guess for internal stages.
This function computes initial guesses for Y, Z and assigns them to int.solver.x The prediction is calculated using an explicit integrator.
This function computes initial guesses for Y and assigns them to int.solver.x The prediction is calculated using an explicit integrator.
This function computes initial guesses for Y, Z and assigns them to int.solver.x The prediction is calculated using an explicit integrator.
This function computes initial guesses for Y and assigns them to int.solver.x The prediction is calculated using an explicit integrator.
Integrate SDE with explicit Runge-Kutta integrator. Calculating the n-th time step of the explicit integrator for the sample path r and the initial condition m
Integrate SDE with explicit Runge-Kutta integrator. Calculating the n-th time step of the explicit integrator for the sample path r and the initial condition m
Integrate PSDE with a stochastic implicit partitioned Runge-Kutta integrator. Integrating the k-th sample path for the m-th initial condition
Integrate SDE with a stochastic implicit Runge-Kutta integrator. Integrating the k-th sample path for the m-th initial condition
Integrate PSDE with a stochastic implicit partitioned Runge-Kutta integrator. Integrating the k-th sample path for the m-th initial condition
Integrate SDE with a stochastic implicit Runge-Kutta integrator. Integrating the k-th sample path for the m-th initial condition
Integrate ODE with splitting integrator.
Integrate ODE with diagonally implicit Runge-Kutta integrator.
Integrate ODE with fully implicit Runge-Kutta integrator.
Integrate DAE with variational special partitioned additive Runge-Kutta integrator.
Integrate DAE with variational special partitioned additive Runge-Kutta integrator.
Integrate DAE with variational partitioned additive Runge-Kutta integrator.
Integrate DAE with variational special partitioned additive Runge-Kutta integrator.
Integrate DAE with partitioned additive Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate partitioned ODE with explicit partitioned Runge-Kutta integrator.
Integrate ODE with explicit Runge-Kutta integrator.
Integrate ODE with fully implicit Runge-Kutta integrator.
Integrate ODE with implicit partitioned Runge-Kutta integrator.
Integrate PODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Integrate ODE with variational partitioned Runge-Kutta integrator.
Midpoint extrapolation method with arbitrary order p.
v: function to compute vector field
f: function to compute force field
t₀: initial time
t₁: final time
q₀: initial positions
p₀: initial momenta
q₁: final positions
p₁: final momenta
s: number of interpolations (order p=2s+2)
Midpoint extrapolation method with arbitrary order p.
v: function to compute vector field
t₀: initial time
t₁: final time
x₀: initial value
x₁: final value
s: number of interpolations (order p=2s+2)
Reads and parses Tableau metadata from file.