/**
* \file
* \authors [Krishna Vedala](https://github.com/kvedala)
* \brief Solve a multivariable first order [ordinary differential equation
* (ODEs)](https://en.wikipedia.org/wiki/Ordinary_differential_equation) using
* [forward Euler
* method](https://en.wikipedia.org/wiki/Numerical_methods_for_ordinary_differential_equations#Euler_method)
*
* \details
* The ODE being solved is:
* \f{eqnarray*}{
* \dot{u} &=& v\\
* \dot{v} &=& -\omega^2 u\\
* \omega &=& 1\\
* [x_0, u_0, v_0] &=& [0,1,0]\qquad\ldots\text{(initial values)}
* \f}
* The exact solution for the above problem is:
* \f{eqnarray*}{
* u(x) &=& \cos(x)\\
* v(x) &=& -\sin(x)\\
* \f}
* The computation results are stored to a text file `forward_euler.csv` and the
* exact soltuion results in `exact.csv` for comparison.
* <img
* src="https://raw.githubusercontent.com/TheAlgorithms/C-Plus-Plus/docs/images/numerical_methods/ode_forward_euler.svg"
* alt="Implementation solution"/>
*
* To implement [Van der Pol
* oscillator](https://en.wikipedia.org/wiki/Van_der_Pol_oscillator), change the
* ::problem function to:
* ```cpp
* const double mu = 2.0;
* dy[0] = y[1];
* dy[1] = mu * (1.f - y[0] * y[0]) * y[1] - y[0];
* ```
* \see ode_midpoint_euler.cpp, ode_semi_implicit_euler.cpp
*/
#include <cmath>
#include <ctime>
#include <fstream>
#include <iostream>
#include <valarray>
/**
* @brief Problem statement for a system with first-order differential
* equations. Updates the system differential variables.
* \note This function can be updated to and ode of any order.
*
* @param[in] x independent variable(s)
* @param[in,out] y dependent variable(s)
* @param[in,out] dy first-derivative of dependent variable(s)
*/
void problem(const double &x, std::valarray<double> *y,
std::valarray<double> *dy) {
const double omega = 1.F; // some const for the problem
(*dy)[0] = (*y)[1]; // x dot // NOLINT
(*dy)[1] = -omega * omega * (*y)[0]; // y dot // NOLINT
}
/**
* @brief Exact solution of the problem. Used for solution comparison.
*
* @param[in] x independent variable
* @param[in,out] y dependent variable
*/
void exact_solution(const double &x, std::valarray<double> *y) {
y[0][0] = std::cos(x);
y[0][1] = -std::sin(x);
}
/** \addtogroup ode Ordinary Differential Equations
* Integration functions for implementations with solving [ordinary differential
* equations](https://en.wikipedia.org/wiki/Ordinary_differential_equation)
* (ODEs) of any order and and any number of independent variables.
* @{
*/
/**
* @brief Compute next step approximation using the forward-Euler
* method. @f[y_{n+1}=y_n + dx\cdot f\left(x_n,y_n\right)@f]
* @param[in] dx step size
* @param[in] x take \f$x_n\f$ and compute \f$x_{n+1}\f$
* @param[in,out] y take \f$y_n\f$ and compute \f$y_{n+1}\f$
* @param[in,out] dy compute \f$f\left(x_n,y_n\right)\f$
*/
void forward_euler_step(const double dx, const double x,
std::valarray<double> *y, std::valarray<double> *dy) {
problem(x, y, dy);
*y += *dy * dx;
}
/**
* @brief Compute approximation using the forward-Euler
* method in the given limits.
* @param[in] dx step size
* @param[in] x0 initial value of independent variable
* @param[in] x_max final value of independent variable
* @param[in,out] y take \f$y_n\f$ and compute \f$y_{n+1}\f$
* @param[in] save_to_file flag to save results to a CSV file (1) or not (0)
* @returns time taken for computation in seconds
*/
double forward_euler(double dx, double x0, double x_max,
std::valarray<double> *y, bool save_to_file = false) {
std::valarray<double> dy = *y;
std::ofstream fp;
if (save_to_file) {
fp.open("forward_euler.csv", std::ofstream::out);
if (!fp.is_open()) {
std::perror("Error! ");
}
}
std::size_t L = y->size();
/* start integration */
std::clock_t t1 = std::clock();
double x = x0;
do { // iterate for each step of independent variable
if (save_to_file && fp.is_open()) {
// write to file
fp << x << ",";
for (int i = 0; i < L - 1; i++) {
fp << y[0][i] << ","; // NOLINT
}
fp << y[0][L - 1] << "\n"; // NOLINT
}
forward_euler_step(dx, x, y, &dy); // perform integration
x += dx; // update step
} while (x <= x_max); // till upper limit of independent variable
/* end of integration */
std::clock_t t2 = std::clock();
if (fp.is_open()) {
fp.close();
}
return static_cast<double>(t2 - t1) / CLOCKS_PER_SEC;
}
/** @} */
/**
* Function to compute and save exact solution for comparison
*
* \param [in] X0 initial value of independent variable
* \param [in] X_MAX final value of independent variable
* \param [in] step_size independent variable step size
* \param [in] Y0 initial values of dependent variables
*/
void save_exact_solution(const double &X0, const double &X_MAX,
const double &step_size,
const std::valarray<double> &Y0) {
double x = X0;
std::valarray<double> y(Y0);
std::ofstream fp("exact.csv", std::ostream::out);
if (!fp.is_open()) {
std::perror("Error! ");
return;
}
std::cout << "Finding exact solution\n";
std::clock_t t1 = std::clock();
do {
fp << x << ",";
for (int i = 0; i < y.size() - 1; i++) {
fp << y[i] << ","; // NOLINT
}
fp << y[y.size() - 1] << "\n"; // NOLINT
exact_solution(x, &y);
x += step_size;
} while (x <= X_MAX);
std::clock_t t2 = std::clock();
double total_time = static_cast<double>(t2 - t1) / CLOCKS_PER_SEC;
std::cout << "\tTime = " << total_time << " ms\n";
fp.close();
}
/**
* Main Function
*/
int main(int argc, char *argv[]) {
double X0 = 0.f; /* initial value of x0 */
double X_MAX = 10.F; /* upper limit of integration */
std::valarray<double> Y0{1.f, 0.f}; /* initial value Y = y(x = x_0) */
double step_size = NAN;
if (argc == 1) {
std::cout << "\nEnter the step size: ";
std::cin >> step_size;
} else {
// use commandline argument as independent variable step size
step_size = std::atof(argv[1]);
}
// get approximate solution
double total_time = forward_euler(step_size, X0, X_MAX, &Y0, true);
std::cout << "\tTime = " << total_time << " ms\n";
/* compute exact solution for comparion */
save_exact_solution(X0, X_MAX, step_size, Y0);
return 0;
}