Python/maths/numerical_analysis/adams_bashforth.py
2024-09-30 23:01:15 +02:00

232 lines
6.9 KiB
Python

"""
Use the Adams-Bashforth methods to solve Ordinary Differential Equations.
https://en.wikipedia.org/wiki/Linear_multistep_method
Author : Ravi Kumar
"""
from collections.abc import Callable
from dataclasses import dataclass
import numpy as np
@dataclass
class AdamsBashforth:
"""
args:
func: An ordinary differential equation (ODE) as function of x and y.
x_initials: List containing initial required values of x.
y_initials: List containing initial required values of y.
step_size: The increment value of x.
x_final: The final value of x.
Returns: Solution of y at each nodal point
>>> def f(x, y):
... return x + y
>>> AdamsBashforth(f, [0, 0.2, 0.4], [0, 0.2, 1], 0.2, 1) # doctest: +ELLIPSIS
AdamsBashforth(func=..., x_initials=[0, 0.2, 0.4], y_initials=[0, 0.2, 1], step...)
>>> AdamsBashforth(f, [0, 0.2, 1], [0, 0, 0.04], 0.2, 1).step_2()
Traceback (most recent call last):
...
ValueError: The final value of x must be greater than the initial values of x.
>>> AdamsBashforth(f, [0, 0.2, 0.3], [0, 0, 0.04], 0.2, 1).step_3()
Traceback (most recent call last):
...
ValueError: x-values must be equally spaced according to step size.
>>> AdamsBashforth(f,[0,0.2,0.4,0.6,0.8],[0,0,0.04,0.128,0.307],-0.2,1).step_5()
Traceback (most recent call last):
...
ValueError: Step size must be positive.
"""
func: Callable[[float, float], float]
x_initials: list[float]
y_initials: list[float]
step_size: float
x_final: float
def __post_init__(self) -> None:
if self.x_initials[-1] >= self.x_final:
raise ValueError(
"The final value of x must be greater than the initial values of x."
)
if self.step_size <= 0:
raise ValueError("Step size must be positive.")
if not all(
round(x1 - x0, 10) == self.step_size
for x0, x1 in zip(self.x_initials, self.x_initials[1:])
):
raise ValueError("x-values must be equally spaced according to step size.")
def step_2(self) -> np.ndarray:
"""
>>> def f(x, y):
... return x
>>> AdamsBashforth(f, [0, 0.2], [0, 0], 0.2, 1).step_2()
array([0. , 0. , 0.06, 0.16, 0.3 , 0.48])
>>> AdamsBashforth(f, [0, 0.2, 0.4], [0, 0, 0.04], 0.2, 1).step_2()
Traceback (most recent call last):
...
ValueError: Insufficient initial points information.
"""
if len(self.x_initials) != 2 or len(self.y_initials) != 2:
raise ValueError("Insufficient initial points information.")
x_0, x_1 = self.x_initials[:2]
y_0, y_1 = self.y_initials[:2]
n = int((self.x_final - x_1) / self.step_size)
y = np.zeros(n + 2)
y[0] = y_0
y[1] = y_1
for i in range(n):
y[i + 2] = y[i + 1] + (self.step_size / 2) * (
3 * self.func(x_1, y[i + 1]) - self.func(x_0, y[i])
)
x_0 = x_1
x_1 += self.step_size
return y
def step_3(self) -> np.ndarray:
"""
>>> def f(x, y):
... return x + y
>>> y = AdamsBashforth(f, [0, 0.2, 0.4], [0, 0, 0.04], 0.2, 1).step_3()
>>> float(y[3])
0.15533333333333332
>>> AdamsBashforth(f, [0, 0.2], [0, 0], 0.2, 1).step_3()
Traceback (most recent call last):
...
ValueError: Insufficient initial points information.
"""
if len(self.x_initials) != 3 or len(self.y_initials) != 3:
raise ValueError("Insufficient initial points information.")
x_0, x_1, x_2 = self.x_initials[:3]
y_0, y_1, y_2 = self.y_initials[:3]
n = int((self.x_final - x_2) / self.step_size)
y = np.zeros(n + 4)
y[0] = y_0
y[1] = y_1
y[2] = y_2
for i in range(n + 1):
y[i + 3] = y[i + 2] + (self.step_size / 12) * (
23 * self.func(x_2, y[i + 2])
- 16 * self.func(x_1, y[i + 1])
+ 5 * self.func(x_0, y[i])
)
x_0 = x_1
x_1 = x_2
x_2 += self.step_size
return y
def step_4(self) -> np.ndarray:
"""
>>> def f(x,y):
... return x + y
>>> y = AdamsBashforth(
... f, [0, 0.2, 0.4, 0.6], [0, 0, 0.04, 0.128], 0.2, 1).step_4()
>>> float(y[4])
0.30699999999999994
>>> float(y[5])
0.5771083333333333
>>> AdamsBashforth(f, [0, 0.2, 0.4], [0, 0, 0.04], 0.2, 1).step_4()
Traceback (most recent call last):
...
ValueError: Insufficient initial points information.
"""
if len(self.x_initials) != 4 or len(self.y_initials) != 4:
raise ValueError("Insufficient initial points information.")
x_0, x_1, x_2, x_3 = self.x_initials[:4]
y_0, y_1, y_2, y_3 = self.y_initials[:4]
n = int((self.x_final - x_3) / self.step_size)
y = np.zeros(n + 4)
y[0] = y_0
y[1] = y_1
y[2] = y_2
y[3] = y_3
for i in range(n):
y[i + 4] = y[i + 3] + (self.step_size / 24) * (
55 * self.func(x_3, y[i + 3])
- 59 * self.func(x_2, y[i + 2])
+ 37 * self.func(x_1, y[i + 1])
- 9 * self.func(x_0, y[i])
)
x_0 = x_1
x_1 = x_2
x_2 = x_3
x_3 += self.step_size
return y
def step_5(self) -> np.ndarray:
"""
>>> def f(x,y):
... return x + y
>>> y = AdamsBashforth(
... f, [0, 0.2, 0.4, 0.6, 0.8], [0, 0.02140, 0.02140, 0.22211, 0.42536],
... 0.2, 1).step_5()
>>> float(y[-1])
0.05436839444444452
>>> AdamsBashforth(f, [0, 0.2, 0.4], [0, 0, 0.04], 0.2, 1).step_5()
Traceback (most recent call last):
...
ValueError: Insufficient initial points information.
"""
if len(self.x_initials) != 5 or len(self.y_initials) != 5:
raise ValueError("Insufficient initial points information.")
x_0, x_1, x_2, x_3, x_4 = self.x_initials[:5]
y_0, y_1, y_2, y_3, y_4 = self.y_initials[:5]
n = int((self.x_final - x_4) / self.step_size)
y = np.zeros(n + 6)
y[0] = y_0
y[1] = y_1
y[2] = y_2
y[3] = y_3
y[4] = y_4
for i in range(n + 1):
y[i + 5] = y[i + 4] + (self.step_size / 720) * (
1901 * self.func(x_4, y[i + 4])
- 2774 * self.func(x_3, y[i + 3])
- 2616 * self.func(x_2, y[i + 2])
- 1274 * self.func(x_1, y[i + 1])
+ 251 * self.func(x_0, y[i])
)
x_0 = x_1
x_1 = x_2
x_2 = x_3
x_3 = x_4
x_4 += self.step_size
return y
if __name__ == "__main__":
import doctest
doctest.testmod()