OdeInt的stepper列表

本文介绍了多种数值计算中的步进算法,包括显式欧拉、改进中点法、四阶龙格-库塔等经典方法,以及Cash-Karp、Dormand-Prince5等具有误差估计的Runge-Kutta算法。还涉及了Adams-Bashforth、Adams-Bashforth-Moulton等多步方法,以及控制型Runge-Kutta和Bulirsch-Stoer算法,用于高精度需求。对于隐式系统,文章提到了隐式Euler、Rosenbrock4及其控制器,特别适合于 stiff 系统。此外,还涵盖了适用于可分离哈密顿系统的辛算法,如Symplectic Euler和RKN McLachlan。最后,针对分子动力学模拟,介绍了Velocity Verlet方法。
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Table 1.6. Stepper Algorithms

Algorithm

Class

Concept

System Concept

Order

Error Estimation

Dense Output

Internal state

Remarks

Explicit Euler

euler

Dense Output Stepper

System

1

No

Yes

No

Very simple, only for demonstrating purpose

Modified Midpoint

modified_midpoint

Stepper

System

configurable (2)

No

No

No

Used in Bulirsch-Stoer implementation

Runge-Kutta 4

runge_kutta4

Stepper

System

4

No

No

No

The classical Runge-Kutta scheme, good general scheme without error control

Cash-Karp

runge_kutta_cash_karp54

Error Stepper

System

5

Yes (4)

No

No

Good general scheme with error estimation, to be used in controlled_error_stepper

Dormand-Prince 5

runge_kutta_dopri5

Error Stepper

System

5

Yes (4)

Yes

Yes

Standard method with error control and dense output, to be used in controlled_error_stepper and in dense_output_controlled_explicit_fsal.

Fehlberg 78

runge_kutta_fehlberg78

Error Stepper

System

8

Yes (7)

No

No

Good high order method with error estimation, to be used in controlled_error_stepper.

Adams Bashforth

adams_bashforth

Stepper

System

configurable

No

No

Yes

Multistep method

Adams Bashforth Moulton

adams_bashforth_moulton

Stepper

System

configurable

No

No

Yes

Combined multistep method

Controlled Runge-Kutta

controlled_runge_kutta

Controlled Stepper

System

depends

Yes

No

depends

Error control for Error Stepper. Requires an Error Stepper from above. Order depends on the given ErrorStepper

Dense Output Runge-Kutta

dense_output_runge_kutta

Dense Output Stepper

System

depends

No

Yes

Yes

Dense output for Stepper and Error Stepper from above if they provide dense output functionality (like euler and runge_kutta_dopri5). Order depends on the given stepper.

Bulirsch-Stoer

bulirsch_stoer

Controlled Stepper

System

variable

Yes

No

No

Stepper with step size and order control. Very good if high precision is required.

Bulirsch-Stoer Dense Output

bulirsch_stoer_dense_out

Dense Output Stepper

System

variable

Yes

Yes

No

Stepper with step size and order control as well as dense output. Very good if high precision and dense output is required.

Implicit Euler

implicit_euler

Stepper

Implicit System

1

No

No

No

Basic implicit routine. Requires the Jacobian. Works only with Boost.uBLAS vectors as state types.

Rosenbrock 4

rosenbrock4

Error Stepper

Implicit System

4

Yes

Yes

No

Good for stiff systems. Works only with Boost.uBLAS vectors as state types.

Controlled Rosenbrock 4

rosenbrock4_controller

Controlled Stepper

Implicit System

4

Yes

Yes

No

Rosenbrock 4 with error control. Works only with Boost.uBLAS vectors as state types.

Dense Output Rosenbrock 4

rosenbrock4_dense_output

Dense Output Stepper

Implicit System

4

Yes

Yes

No

Controlled Rosenbrock 4 with dense output. Works only with Boost.uBLAS vectors as state types.

Symplectic Euler

symplectic_euler

Stepper

Symplectic System Simple Symplectic System

1

No

No

No

Basic symplectic solver for separable Hamiltonian system

Symplectic RKN McLachlan

symplectic_rkn_sb3a_mclachlan

Stepper

Symplectic System Simple Symplectic System

4

No

No

No

Symplectic solver for separable Hamiltonian system with 6 stages and order 4.

Symplectic RKN McLachlan

symplectic_rkn_sb3a_m4_mclachlan

Stepper

Symplectic System Simple Symplectic System

4

No

No

No

Symplectic solver with 5 stages and order 4, can be used with arbitrary precision types.

Velocity Verlet

velocity_verlet

Stepper

Second Order System

1

No

No

Yes

Velocity verlet method suitable for molecular dynamics simulation.


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