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[稳定性与分岔] 请教用Fortran编写程序求解微分方程组

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发表于 2010-3-12 15:08 | 显示全部楼层 |阅读模式

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通过在论坛里学习了这么久,使我对于分岔有了一些初步的认识,并且可以在建立微分方程组后用matlab编写出求解方程及绘制具体图形。但是随着时间的推移,我越发觉得matlab的优点是后处理,前期计算非常缓慢,尤其是遇到循环,速度更是让人难以忍受(之前的一个敏感性分析,算了1000次,2个小时)。在做分岔图的时候也是如此。所以想采用科学计算能力更强的fortran进行前期计算,现在也正在学,但渴望提高快一些。

我希望论坛里用fortran并且搞分岔稳定方面的朋友能够教我一下,我不是一个聪明人,但还算努力,苦于没有老师,研究这个方面的师兄们也早就不在了。

请大家提供一个duffing系统或者Rossler系统或者其他的任何一个微分方程组求解,保存数据的fortran语言例子,让我好好学习一下。

Chen系统的就可以,a,b,c参数任意可


dx/dt=a*(y-x)
dy/dt=(c-a)*x+c*y-x*z
dz/dt=x*y-b*z



如果搞清楚了,我还会同大家分享经验(我真的希望能够这样),谢谢!
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发表于 2010-3-12 21:10 | 显示全部楼层
怎么突然想改弦更张了,fortran语言我不熟悉,等做出来了给我们也介绍下经验:victory:
发表于 2010-7-2 09:43 | 显示全部楼层

回复楼主

你是想求解微分方程吗?Fortran有现成的龙格库塔积分程序,如果需要可以回复,我只是不知道你现在还需要不,呵呵
 楼主| 发表于 2010-7-7 12:58 | 显示全部楼层

回复 板凳 lixiaoju 的帖子

谢谢楼上,我找到了一本算法集,但是现在暂时不需要用fortran计算了。等再进行微分方程求解时,再向你请教。
发表于 2010-7-18 22:54 | 显示全部楼层
这个就是用四阶龙格库塔方法积分微分方程,徐世良有本书,专门有这方面的编程程序,你可以找找啊。fortran用起来确实怪方便的。
 楼主| 发表于 2010-7-19 08:20 | 显示全部楼层
谢谢楼上的建议!
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发表于 2010-7-30 20:44 | 显示全部楼层
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发表于 2013-10-30 15:32 | 显示全部楼层

你好,我想要有关一阶微分方程组及求解的Fortran程序。你有么
发表于 2014-3-19 09:46 | 显示全部楼层
笨与呆无关 发表于 2013-10-30 15:32
你好,我想要有关一阶微分方程组及求解的Fortran程序。你有么

一般fortran的函数库中就有各种龙哥库塔法的函数可以调用,实在没有的话可以参考下面的程序

经典四阶龙哥库塔法
  1.       SUBROUTINE runge4(N,X,Y,K,H,get_dydx)                                            
  2. C-----THIS SUBROUTINE ADVANCES THE SOLUTION TO THE SYSTEM OF N ODE'S  
  3. C-----DY(i)/DX = f(X,Y(1),Y(2),,.....Y(N)), i=1,...,N      
  4. C-----USING THE FOURTH ORDER RUNGE-KUTTA METHOD.                        
  5. C-----N = Number of differential equations in the system. N<=10
  6. C-----X = INITIAL VALUE OF THE INDEPENDENT VARIABLE; IT IS INCREASED         
  7. C-----    BY THE SUBROUTINE.                                                  
  8. C-----Y = INITIAL VALUE OF THE DEPENDENT VARIABLE(S); THE ROUTINE            
  9. C-----    OVERWRITES THIS WITH THE NEW VALUE(S).   
  10. C-----H = time step
  11. C-----K = number of steps to advance the equations
  12. C-----get_dydx:  subroutine  get_dydx(X,Y,DYDX)

  13.       IMPLICIT REAL*8(A-H,O-Z)                     
  14.       EXTERNAL get_dydx      
  15.       DIMENSION Y(10),YS(10),YSS(10),YSSS(10),T1(10),T2(10),                  
  16.      1          T3(10),T4(10)                                                
  17. C-----THE MAIN LOOP                     
  18. C      print*, X, Y(1), Y(2), Y(3), Y(4), Y(5)

  19.       DO 1 I=1,K                                                              
  20. C-----TEMPORARY ARRAYS ARE NEEDED FOR THE FUNCTIONS TO SAVE THEM              
  21. C-----FOR THE FINAL CORRECTOR STEP.                                          
  22. C-----FIRST (HALF STEP) PREDICTOR                                             
  23.       call get_dydx(X,Y,T1)
  24.       DO 2 J=1,N                                                              
  25.       YS(J) = Y(J) + .5 * H * T1(J)
  26.     2 CONTINUE                                                               
  27. C-----SECOND STEP (HALF STEP CORRECTOR)                                       
  28.       X = X + .5 * H                                                         
  29.       call get_dydx(X,YS,T2)
  30.       DO 3 J=1,N                                                              
  31.       YSS(J) = Y(J) + .5 * H * T2(J)                                          
  32.     3 CONTINUE                                                               
  33. C-----THIRD STEP (FULL STEP MIDPOINT PREDICTOR)                              
  34.       call get_dydx(X,YSS,T3)
  35.       DO 4 J=1,N                                                              
  36.       YSSS(J) = Y(J) + H * T3(J)                                             
  37.     4 CONTINUE                                                               
  38. C-----FINAL STEP (SIMPSON'S RULE CORRECTOR)                                   
  39.       X = X + .5 * H                                                         
  40.       call get_dydx(X,YSSS,T4)
  41.       DO 5 J=1,N                                                              
  42.       Y(J) = Y(J) + (H/6.)*(T1(J) + 2.*(T2(J)+T3(J)) + T4(J))                 
  43.     5 CONTINUE                                                               
  44.     1 CONTINUE                                                               
  45.       RETURN                                                                  
  46.       END     
复制代码



发表于 2014-3-19 09:48 | 显示全部楼层
四五阶龙哥库塔法

  1.       SUBROUTINE RKF45(F,NEQN,Y,T,TOUT,RELERR,ABSERR,IFLAG,WORK,IWORK)
  2. C
  3. C     FEHLBERG FOURTH-FIFTH ORDER RUNGE-KUTTA METHOD
  4. C
  5. C     WRITTEN BY H.A.WATTS AND L.F.SHAMPINE
  6. C                   SANDIA LABORATORIES
  7. C                  ALBUQUERQUE,NEW MEXICO
  8. C
  9. C    RKF45 IS PRIMARILY DESIGNED TO SOLVE NON-STIFF AND MILDLY STIFF
  10. C    DIFFERENTIAL EQUATIONS WHEN DERIVATIVE EVALUATIONS ARE INEXPENSIVE.
  11. C    RKF45 SHOULD GENERALLY NOT BE USED WHEN THE USER IS DEMANDING
  12. C    HIGH ACCURACY.
  13. C
  14. C ABSTRACT
  15. C
  16. C    SUBROUTINE  RKF45  INTEGRATES A SYSTEM OF NEQN FIRST ORDER
  17. C    ORDINARY DIFFERENTIAL EQUATIONS OF THE FORM
  18. C             DY(I)/DT = F(T,Y(1),Y(2),...,Y(NEQN))
  19. C              WHERE THE Y(I) ARE GIVEN AT T .
  20. C    TYPICALLY THE SUBROUTINE IS USED TO INTEGRATE FROM T TO TOUT BUT IT
  21. C    CAN BE USED AS A ONE-STEP INTEGRATOR TO ADVANCE THE SOLUTION A
  22. C    SINGLE STEP IN THE DIRECTION OF TOUT.  ON RETURN THE PARAMETERS IN
  23. C    THE CALL LIST ARE SET FOR CONTINUING THE INTEGRATION. THE USER HAS
  24. C    ONLY TO CALL RKF45 AGAIN (AND PERHAPS DEFINE A NEW VALUE FOR TOUT).
  25. C    ACTUALLY, RKF45 IS AN INTERFACING ROUTINE WHICH CALLS SUBROUTINE
  26. C    RKFS FOR THE SOLUTION.  RKFS IN TURN CALLS SUBROUTINE  FEHL WHICH
  27. C    COMPUTES AN APPROXIMATE SOLUTION OVER ONE STEP.
  28. C
  29. C    RKF45  USES THE RUNGE-KUTTA-FEHLBERG (4,5)  METHOD DESCRIBED
  30. C    IN THE REFERENCE
  31. C    E.FEHLBERG , LOW-ORDER CLASSICAL RUNGE-KUTTA FORMULAS WITH STEPSIZE
  32. C                 CONTROL , NASA TR R-315
  33. C
  34. C    THE PERFORMANCE OF RKF45 IS ILLUSTRATED IN THE REFERENCE
  35. C    L.F.SHAMPINE,H.A.WATTS,S.DAVENPORT, SOLVING NON-STIFF ORDINARY
  36. C                 DIFFERENTIAL EQUATIONS-THE STATE OF THE ART ,
  37. C                 SANDIA LABORATORIES REPORT SAND75-0182 ,
  38. C                 TO APPEAR IN SIAM REVIEW.
  39. C
  40. C
  41. C    THE PARAMETERS REPRESENT-
  42. C      F -- SUBROUTINE F(T,Y,YP) TO EVALUATE DERIVATIVES YP(I)=DY(I)/DT
  43. C      NEQN -- NUMBER OF EQUATIONS TO BE INTEGRATED
  44. C      Y(*) -- SOLUTION VECTOR AT T
  45. C      T -- INDEPENDENT VARIABLE
  46. C      TOUT -- OUTPUT POINT AT WHICH SOLUTION IS DESIRED
  47. C      RELERR,ABSERR -- RELATIVE AND ABSOLUTE ERROR TOLERANCES FOR LOCAL
  48. C            ERROR TEST. AT EACH STEP THE CODE REQUIRES THAT
  49. C                 ABS(LOCAL ERROR) .LE. RELERR*ABS(Y) + ABSERR
  50. C            FOR EACH COMPONENT OF THE LOCAL ERROR AND SOLUTION VECTORS
  51. C      IFLAG -- INDICATOR FOR STATUS OF INTEGRATION
  52. C      WORK(*) -- ARRAY TO HOLD INFORMATION INTERNAL TO RKF45 WHICH IS
  53. C            NECESSARY FOR SUBSEQUENT CALLS. MUST BE DIMENSIONED
  54. C            AT LEAST  3+6*NEQN
  55. C      IWORK(*) -- INTEGER ARRAY USED TO HOLD INFORMATION INTERNAL TO
  56. C            RKF45 WHICH IS NECESSARY FOR SUBSEQUENT CALLS. MUST BE
  57. C            DIMENSIONED AT LEAST  5
  58. C
  59. C
  60. C!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
  61. C
  62. C        IMPORTANT!!!!  SOME OF THE VARIABLES IN RKF45 NEED TO BE
  63. C        DOUBLE PRECISION. THEY ARE:
  64. C               
  65. C                THE ARRAY "Y"
  66. C                T
  67. C                TOUT
  68. C                RELERR
  69. C                ABSERR
  70. C                THE ARRAY "WORK"
  71. C
  72. C
  73. C  FIRST CALL TO RKF45
  74. C
  75. C    THE USER MUST PROVIDE STORAGE IN HIS CALLING PROGRAM FOR THE ARRAYS
  76. C    IN THE CALL LIST  -      Y(NEQN) , WORK(3+6*NEQN) , IWORK(5)  ,
  77. C    DECLARE F IN AN EXTERNAL STATEMENT, SUPPLY SUBROUTINE F(T,Y,YP) AND
  78. C    INITIALIZE THE FOLLOWING PARAMETERS-
  79. C
  80. C      NEQN -- NUMBER OF EQUATIONS TO BE INTEGRATED.  (NEQN .GE. 1)
  81. C      Y(*) -- VECTOR OF INITIAL CONDITIONS
  82. C      T -- STARTING POINT OF INTEGRATION , MUST BE A VARIABLE
  83. C      TOUT -- OUTPUT POINT AT WHICH SOLUTION IS DESIRED.
  84. C            T=TOUT IS ALLOWED ON THE FIRST CALL ONLY, IN WHICH CASE
  85. C            RKF45 RETURNS WITH IFLAG=2 IF CONTINUATION IS POSSIBLE.
  86. C      RELERR,ABSERR -- RELATIVE AND ABSOLUTE LOCAL ERROR TOLERANCES
  87. C            WHICH MUST BE NON-NEGATIVE. RELERR MUST BE A VARIABLE WHILE
  88. C            ABSERR MAY BE A CONSTANT. THE CODE SHOULD NORMALLY NOT BE
  89. C            USED WITH RELATIVE ERROR CONTROL SMALLER THAN ABOUT 1.E-8 .
  90. C            TO AVOID LIMITING PRECISION DIFFICULTIES THE CODE REQUIRES
  91. C            RELERR TO BE LARGER THAN AN INTERNALLY COMPUTED RELATIVE
  92. C            ERROR PARAMETER WHICH IS MACHINE DEPENDENT. IN PARTICULAR,
  93. C            PURE ABSOLUTE ERROR IS NOT PERMITTED. IF A SMALLER THAN
  94. C            ALLOWABLE VALUE OF RELERR IS ATTEMPTED, RKF45 INCREASES
  95. C            RELERR APPROPRIATELY AND RETURNS CONTROL TO THE USER BEFORE
  96. C            CONTINUING THE INTEGRATION.
  97. C      IFLAG -- +1,-1  INDICATOR TO INITIALIZE THE CODE FOR EACH NEW
  98. C            PROBLEM. NORMAL INPUT IS +1. THE USER SHOULD SET IFLAG=-1
  99. C            ONLY WHEN ONE-STEP INTEGRATOR CONTROL IS ESSENTIAL. IN THIS
  100. C            CASE, RKF45 ATTEMPTS TO ADVANCE THE SOLUTION A SINGLE STEP
  101. C            IN THE DIRECTION OF TOUT EACH TIME IT IS CALLED. SINCE THIS
  102. C            MODE OF OPERATION RESULTS IN EXTRA COMPUTING OVERHEAD, IT
  103. C            SHOULD BE AVOIDED UNLESS NEEDED.
  104. C
  105. C
  106. C  OUTPUT FROM RKF45
  107. C
  108. C      Y(*) -- SOLUTION AT T
  109. C      T -- LAST POINT REACHED IN INTEGRATION.
  110. C      IFLAG = 2 -- INTEGRATION REACHED TOUT. INDICATES SUCCESSFUL RETUR
  111. C                   AND IS THE NORMAL MODE FOR CONTINUING INTEGRATION.
  112. C            =-2 -- A SINGLE SUCCESSFUL STEP IN THE DIRECTION OF TOUT
  113. C                   HAS BEEN TAKEN. NORMAL MODE FOR CONTINUING
  114. C                   INTEGRATION ONE STEP AT A TIME.
  115. C            = 3 -- INTEGRATION WAS NOT COMPLETED BECAUSE RELATIVE ERROR
  116. C                   TOLERANCE WAS TOO SMALL. RELERR HAS BEEN INCREASED
  117. C                   APPROPRIATELY FOR CONTINUING.
  118. C            = 4 -- INTEGRATION WAS NOT COMPLETED BECAUSE MORE THAN
  119. C                   3000 DERIVATIVE EVALUATIONS WERE NEEDED. THIS
  120. C                   IS APPROXIMATELY 500 STEPS.
  121. C            = 5 -- INTEGRATION WAS NOT COMPLETED BECAUSE SOLUTION
  122. C                   VANISHED MAKING A PURE RELATIVE ERROR TEST
  123. C                   IMPOSSIBLE. MUST USE NON-ZERO ABSERR TO CONTINUE.
  124. C                   USING THE ONE-STEP INTEGRATION MODE FOR ONE STEP
  125. C                   IS A GOOD WAY TO PROCEED.
  126. C            = 6 -- INTEGRATION WAS NOT COMPLETED BECAUSE REQUESTED
  127. C                   ACCURACY COULD NOT BE ACHIEVED USING SMALLEST
  128. C                   ALLOWABLE STEPSIZE. USER MUST INCREASE THE ERROR
  129. C                   TOLERANCE BEFORE CONTINUED INTEGRATION CAN BE
  130. C                   ATTEMPTED.
  131. C            = 7 -- IT IS LIKELY THAT RKF45 IS INEFFICIENT FOR SOLVING
  132. C                   THIS PROBLEM. TOO MUCH OUTPUT IS RESTRICTING THE
  133. C                   NATURAL STEPSIZE CHOICE. USE THE ONE-STEP INTEGRATOR
  134. C                   MODE.
  135. C            = 8 -- INVALID INPUT PARAMETERS
  136. C                   THIS INDICATOR OCCURS IF ANY OF THE FOLLOWING IS
  137. C                   SATISFIED -   NEQN .LE. 0
  138. C                                 T=TOUT  AND  IFLAG .NE. +1 OR -1
  139. C                                 RELERR OR ABSERR .LT. 0.
  140. C                                 IFLAG .EQ. 0  OR  .LT. -2  OR  .GT. 8
  141. C      WORK(*),IWORK(*) -- INFORMATION WHICH IS USUALLY OF NO INTEREST
  142. C                   TO THE USER BUT NECESSARY FOR SUBSEQUENT CALLS.
  143. C                   WORK(1),...,WORK(NEQN) CONTAIN THE FIRST DERIVATIVES
  144. C                   OF THE SOLUTION VECTOR Y AT T. WORK(NEQN+1) CONTAINS
  145. C                   THE STEPSIZE H TO BE ATTEMPTED ON THE NEXT STEP.
  146. C                   IWORK(1) CONTAINS THE DERIVATIVE EVALUATION COUNTER.
  147. C
  148. C
  149. C  SUBSEQUENT CALLS TO RKF45
  150. C
  151. C    SUBROUTINE RKF45 RETURNS WITH ALL INFORMATION NEEDED TO CONTINUE
  152. C    THE INTEGRATION. IF THE INTEGRATION REACHED TOUT, THE USER NEED ONL
  153. C    DEFINE A NEW TOUT AND CALL RKF45 AGAIN. IN THE ONE-STEP INTEGRATOR
  154. C    MODE (IFLAG=-2) THE USER MUST KEEP IN MIND THAT EACH STEP TAKEN IS
  155. C    IN THE DIRECTION OF THE CURRENT TOUT. UPON REACHING TOUT (INDICATED
  156. C    BY CHANGING IFLAG TO 2),THE USER MUST THEN DEFINE A NEW TOUT AND
  157. C    RESET IFLAG TO -2 TO CONTINUE IN THE ONE-STEP INTEGRATOR MODE.
  158. C
  159. C    IF THE INTEGRATION WAS NOT COMPLETED BUT THE USER STILL WANTS TO
  160. C    CONTINUE (IFLAG=3,4 CASES), HE JUST CALLS RKF45 AGAIN. WITH IFLAG=3
  161. C    THE RELERR PARAMETER HAS BEEN ADJUSTED APPROPRIATELY FOR CONTINUING
  162. C    THE INTEGRATION. IN THE CASE OF IFLAG=4 THE FUNCTION COUNTER WILL
  163. C    BE RESET TO 0 AND ANOTHER 3000 FUNCTION EVALUATIONS ARE ALLOWED.
  164. C
  165. C    HOWEVER,IN THE CASE IFLAG=5, THE USER MUST FIRST ALTER THE ERROR
  166. C    CRITERION TO USE A POSITIVE VALUE OF ABSERR BEFORE INTEGRATION CAN
  167. C    PROCEED. IF HE DOES NOT,EXECUTION IS TERMINATED.
  168. C
  169. C    ALSO,IN THE CASE IFLAG=6, IT IS NECESSARY FOR THE USER TO RESET
  170. C    IFLAG TO 2 (OR -2 WHEN THE ONE-STEP INTEGRATION MODE IS BEING USED)
  171. C    AS WELL AS INCREASING EITHER ABSERR,RELERR OR BOTH BEFORE THE
  172. C    INTEGRATION CAN BE CONTINUED. IF THIS IS NOT DONE, EXECUTION WILL
  173. C    BE TERMINATED. THE OCCURRENCE OF IFLAG=6 INDICATES A TROUBLE SPOT
  174. C    (SOLUTION IS CHANGING RAPIDLY,SINGULARITY MAY BE PRESENT) AND IT
  175. C    OFTEN IS INADVISABLE TO CONTINUE.
  176. C
  177. C    IF IFLAG=7 IS ENCOUNTERED, THE USER SHOULD USE THE ONE-STEP
  178. C    INTEGRATION MODE WITH THE STEPSIZE DETERMINED BY THE CODE OR
  179. C    CONSIDER SWITCHING TO THE ADAMS CODES DE/STEP,INTRP. IF THE USER
  180. C    INSISTS UPON CONTINUING THE INTEGRATION WITH RKF45, HE MUST RESET
  181. C    IFLAG TO 2 BEFORE CALLING RKF45 AGAIN. OTHERWISE,EXECUTION WILL BE
  182. C    TERMINATED.
  183. C
  184. C    IF IFLAG=8 IS OBTAINED, INTEGRATION CAN NOT BE CONTINUED UNLESS
  185. C    THE INVALID INPUT PARAMETERS ARE CORRECTED.
  186. C
  187. C    IT SHOULD BE NOTED THAT THE ARRAYS WORK,IWORK CONTAIN INFORMATION
  188. C    REQUIRED FOR SUBSEQUENT INTEGRATION. ACCORDINGLY, WORK AND IWORK
  189. C    SHOULD NOT BE ALTERED.
  190. C
  191. C
  192.       INTEGER NEQN,IFLAG,IWORK(5)
  193.       DOUBLE PRECISION Y(NEQN),T,TOUT,RELERR,ABSERR,WORK(1)
  194. C
  195.       EXTERNAL F
  196. C
  197.       INTEGER K1,K2,K3,K4,K5,K6,K1M
  198. C
  199. C
  200. C     COMPUTE INDICES FOR THE SPLITTING OF THE WORK ARRAY
  201. C
  202.       K1M=NEQN+1
  203.       K1=K1M+1
  204.       K2=K1+NEQN
  205.       K3=K2+NEQN
  206.       K4=K3+NEQN
  207.       K5=K4+NEQN
  208.       K6=K5+NEQN
  209. C
  210. C     THIS INTERFACING ROUTINE MERELY RELIEVES THE USER OF A LONG
  211. C     CALLING LIST VIA THE SPLITTING APART OF TWO WORKING STORAGE
  212. C     ARRAYS. IF THIS IS NOT COMPATIBLE WITH THE USERS COMPILER,
  213. C     HE MUST USE RKFS DIRECTLY.
  214. C
  215.       CALL RKFS(F,NEQN,Y,T,TOUT,RELERR,ABSERR,IFLAG,WORK(1),WORK(K1M),
  216.      1          WORK(K1),WORK(K2),WORK(K3),WORK(K4),WORK(K5),WORK(K6),
  217.      2          WORK(K6+1),IWORK(1),IWORK(2),IWORK(3),IWORK(4),IWORK(5))
  218. C
  219.       RETURN
  220.       END
  221.       SUBROUTINE RKFS(F,NEQN,Y,T,TOUT,RELERR,ABSERR,IFLAG,YP,H,F1,F2,F3,
  222.      1                F4,F5,SAVRE,SAVAE,NFE,KOP,INIT,JFLAG,KFLAG)
  223. C
  224. C     FEHLBERG FOURTH-FIFTH ORDER RUNGE-KUTTA METHOD
  225. C
  226. C
  227. C     RKFS INTEGRATES A SYSTEM OF FIRST ORDER ORDINARY DIFFERENTIAL
  228. C     EQUATIONS AS DESCRIBED IN THE COMMENTS FOR RKF45 .
  229. C     THE ARRAYS YP,F1,F2,F3,F4,AND F5 (OF DIMENSION AT LEAST NEQN) AND
  230. C     THE VARIABLES H,SAVRE,SAVAE,NFE,KOP,INIT,JFLAG,AND KFLAG ARE USED
  231. C     INTERNALLY BY THE CODE AND APPEAR IN THE CALL LIST TO ELIMINATE
  232. C     LOCAL RETENTION OF VARIABLES BETWEEN CALLS. ACCORDINGLY, THEY
  233. C     SHOULD NOT BE ALTERED. ITEMS OF POSSIBLE INTEREST ARE
  234. C         YP - DERIVATIVE OF SOLUTION VECTOR AT T
  235. C         H  - AN APPROPRIATE STEPSIZE TO BE USED FOR THE NEXT STEP
  236. C         NFE- COUNTER ON THE NUMBER OF DERIVATIVE FUNCTION EVALUATIONS
  237. C
  238. C
  239.       LOGICAL HFAILD,OUTPUT
  240. C
  241.       INTEGER  NEQN,IFLAG,NFE,KOP,INIT,JFLAG,KFLAG
  242.       DOUBLE PRECISION  Y(NEQN),T,TOUT,RELERR,ABSERR,H,YP(NEQN),
  243.      1  F1(NEQN),F2(NEQN),F3(NEQN),F4(NEQN),F5(NEQN),SAVRE,
  244.      2  SAVAE
  245. C
  246.       EXTERNAL F
  247. C
  248.       DOUBLE PRECISION  A,AE,DT,EE,EEOET,ESTTOL,ET,HMIN,REMIN,RER,S,
  249.      1  SCALE,TOL,TOLN,U26,EPSP1,EPS,YPK
  250. C
  251.       INTEGER  K,MAXNFE,MFLAG
  252. C
  253.       DOUBLE PRECISION  DABS,DMAX1,DMIN1,DSIGN
  254. C
  255. C  REMIN IS THE MINIMUM ACCEPTABLE VALUE OF RELERR.  ATTEMPTS
  256. C  TO OBTAIN HIGHER ACCURACY WITH THIS SUBROUTINE ARE USUALLY
  257. C  VERY EXPENSIVE AND OFTEN UNSUCCESSFUL.
  258. C
  259.       DATA REMIN/1.D-12/
  260. C
  261. C
  262. C     THE EXPENSE IS CONTROLLED BY RESTRICTING THE NUMBER
  263. C     OF FUNCTION EVALUATIONS TO BE APPROXIMATELY MAXNFE.
  264. C     AS SET, THIS CORRESPONDS TO ABOUT 500 STEPS.
  265. C
  266.       DATA MAXNFE/3000/
  267. C
  268. C
  269. C     CHECK INPUT PARAMETERS
  270. C
  271. C
  272.       IF (NEQN .LT. 1) GO TO 10
  273.       IF ((RELERR .LT. 0.0D0)  .OR.  (ABSERR .LT. 0.0D0)) GO TO 10
  274.       MFLAG=IABS(IFLAG)
  275.       IF ((MFLAG .GE. 1)  .AND.  (MFLAG .LE. 8)) GO TO 20
  276. C
  277. C     INVALID INPUT
  278.    10 IFLAG=8
  279.       RETURN
  280. C
  281. C     IS THIS THE FIRST CALL
  282.    20 IF (MFLAG .EQ. 1) GO TO 50
  283. C
  284. C     CHECK CONTINUATION POSSIBILITIES
  285. C
  286.       IF ((T .EQ. TOUT) .AND. (KFLAG .NE. 3)) GO TO 10
  287.       IF (MFLAG .NE. 2) GO TO 25
  288. C
  289. C     IFLAG = +2 OR -2
  290.       IF (KFLAG .EQ. 3) GO TO 45
  291.       IF (INIT .EQ. 0) GO TO 45
  292.       IF (KFLAG .EQ. 4) GO TO 40
  293.       IF ((KFLAG .EQ. 5)  .AND.  (ABSERR .EQ. 0.0D0)) GO TO 30
  294.       IF ((KFLAG .EQ. 6)  .AND.  (RELERR .LE. SAVRE)  .AND.
  295.      1    (ABSERR .LE. SAVAE)) GO TO 30
  296.       GO TO 50
  297. C
  298. C     IFLAG = 3,4,5,6,7 OR 8
  299.    25 IF (IFLAG .EQ. 3) GO TO 45
  300.       IF (IFLAG .EQ. 4) GO TO 40
  301.       IF ((IFLAG .EQ. 5) .AND. (ABSERR .GT. 0.0D0)) GO TO 45
  302. C
  303. C     INTEGRATION CANNOT BE CONTINUED SINCE USER DID NOT RESPOND TO
  304. C     THE INSTRUCTIONS PERTAINING TO IFLAG=5,6,7 OR 8
  305.    30 STOP
  306. C
  307. C     RESET FUNCTION EVALUATION COUNTER
  308.    40 NFE=0
  309.       IF (MFLAG .EQ. 2) GO TO 50
  310. C
  311. C     RESET FLAG VALUE FROM PREVIOUS CALL
  312.    45 IFLAG=JFLAG
  313.       IF (KFLAG .EQ. 3) MFLAG=IABS(IFLAG)
  314. C
  315. C     SAVE INPUT IFLAG AND SET CONTINUATION FLAG VALUE FOR SUBSEQUENT
  316. C     INPUT CHECKING
  317.    50 JFLAG=IFLAG
  318.       KFLAG=0
  319. C
  320. C     SAVE RELERR AND ABSERR FOR CHECKING INPUT ON SUBSEQUENT CALLS
  321.       SAVRE=RELERR
  322.       SAVAE=ABSERR
  323. C
  324. C  COMPUTE MACHINE EPSILON
  325. C
  326.       EPS = 1.0D0
  327.    53 EPS = EPS/2.0D0
  328.       EPSP1 = EPS + 1.0D0
  329.       IF (EPSP1 .GT. 1.0D0) GO TO 53
  330. C
  331. C     RESTRICT RELATIVE ERROR TOLERANCE TO BE AT LEAST AS LARGE AS
  332. C     2*EPS+REMIN TO AVOID LIMITING PRECISION DIFFICULTIES ARISING
  333. C     FROM IMPOSSIBLE ACCURACY REQUESTS
  334. C
  335.       RER=2.0D0*EPS+REMIN
  336.       IF (RELERR .GE. RER) GO TO 55
  337. C
  338. C     RELATIVE ERROR TOLERANCE TOO SMALL
  339.       RELERR=RER
  340.       IFLAG=3
  341.       KFLAG=3
  342.       RETURN
  343. C
  344.    55 U26=26.0D0*EPS
  345. C
  346.       DT=TOUT-T
  347. C
  348.       IF (MFLAG .EQ. 1) GO TO 60
  349.       IF (INIT .EQ. 0) GO TO 65
  350.       GO TO 80
  351. C
  352. C     INITIALIZATION --
  353. C                       SET INITIALIZATION COMPLETION INDICATOR,INIT
  354. C                       SET INDICATOR FOR TOO MANY OUTPUT POINTS,KOP
  355. C                       EVALUATE INITIAL DERIVATIVES
  356. C                       SET COUNTER FOR FUNCTION EVALUATIONS,NFE
  357. C                       EVALUATE INITIAL DERIVATIVES
  358. C                       SET COUNTER FOR FUNCTION EVALUATIONS,NFE
  359. C                       ESTIMATE STARTING STEPSIZE
  360. C
  361.    60 INIT=0
  362.       KOP=0
  363. C
  364.       A=T
  365.       CALL F(A,Y,YP)
  366.       NFE=1
  367.       IF (T .NE. TOUT) GO TO 65
  368.       IFLAG=2
  369.       RETURN
  370. C
  371. C
  372.    65 INIT=1
  373.       H=DABS(DT)
  374.       TOLN=0.
  375.       DO 70 K=1,NEQN
  376.         TOL=RELERR*DABS(Y(K))+ABSERR
  377.         IF (TOL .LE. 0.) GO TO 70
  378.         TOLN=TOL
  379.         YPK=DABS(YP(K))
  380.         IF (YPK*H**5 .GT. TOL) H=(TOL/YPK)**0.2D0
  381.    70 CONTINUE
  382.       IF (TOLN .LE. 0.0D0) H=0.0D0
  383.       H=DMAX1(H,U26*DMAX1(DABS(T),DABS(DT)))
  384.       JFLAG=ISIGN(2,IFLAG)
  385. C
  386. C
  387. C     SET STEPSIZE FOR INTEGRATION IN THE DIRECTION FROM T TO TOUT
  388. C
  389.    80 H=DSIGN(H,DT)
  390. C
  391. C     TEST TO SEE IF RKF45 IS BEING SEVERELY IMPACTED BY TOO MANY
  392. C     OUTPUT POINTS
  393. C
  394.       IF (DABS(H) .GE. 2.0D0*DABS(DT)) KOP=KOP+1
  395.       IF (KOP .NE. 100) GO TO 85
  396. C
  397. C     UNNECESSARY FREQUENCY OF OUTPUT
  398.       KOP=0
  399.       IFLAG=7
  400.       RETURN
  401. C
  402.    85 IF (DABS(DT) .GT. U26*DABS(T)) GO TO 95
  403. C
  404. C     IF TOO CLOSE TO OUTPUT POINT,EXTRAPOLATE AND RETURN
  405. C
  406.       DO 90 K=1,NEQN
  407.    90   Y(K)=Y(K)+DT*YP(K)
  408.       A=TOUT
  409.       CALL F(A,Y,YP)
  410.       NFE=NFE+1
  411.       GO TO 300
  412. C
  413. C
  414. C     INITIALIZE OUTPUT POINT INDICATOR
  415. C
  416.    95 OUTPUT= .FALSE.
  417. C
  418. C     TO AVOID PREMATURE UNDERFLOW IN THE ERROR TOLERANCE FUNCTION,
  419. C     SCALE THE ERROR TOLERANCES
  420. C
  421.       SCALE=2.0D0/RELERR
  422.       AE=SCALE*ABSERR
  423. C
  424. C
  425. C     STEP BY STEP INTEGRATION
  426. C
  427.   100 HFAILD= .FALSE.
  428. C
  429. C     SET SMALLEST ALLOWABLE STEPSIZE
  430. C
  431.       HMIN=U26*DABS(T)
  432. C
  433. C     ADJUST STEPSIZE IF NECESSARY TO HIT THE OUTPUT POINT.
  434. C     LOOK AHEAD TWO STEPS TO AVOID DRASTIC CHANGES IN THE STEPSIZE AND
  435. C     THUS LESSEN THE IMPACT OF OUTPUT POINTS ON THE CODE.
  436. C
  437.       DT=TOUT-T
  438.       IF (DABS(DT) .GE. 2.0D0*DABS(H)) GO TO 200
  439.       IF (DABS(DT) .GT. DABS(H)) GO TO 150
  440. C
  441. C     THE NEXT SUCCESSFUL STEP WILL COMPLETE THE INTEGRATION TO THE
  442. C     OUTPUT POINT
  443. C
  444.       OUTPUT= .TRUE.
  445.       H=DT
  446.       GO TO 200
  447. C
  448.   150 H=0.5D0*DT
  449. C
  450. C
  451. C
  452. C     CORE INTEGRATOR FOR TAKING A SINGLE STEP
  453. C
  454. C     THE TOLERANCES HAVE BEEN SCALED TO AVOID PREMATURE UNDERFLOW IN
  455. C     COMPUTING THE ERROR TOLERANCE FUNCTION ET.
  456. C     TO AVOID PROBLEMS WITH ZERO CROSSINGS,RELATIVE ERROR IS MEASURED
  457. C     USING THE AVERAGE OF THE MAGNITUDES OF THE SOLUTION AT THE
  458. C     BEGINNING AND END OF A STEP.
  459. C     THE ERROR ESTIMATE FORMULA HAS BEEN GROUPED TO CONTROL LOSS OF
  460. C     SIGNIFICANCE.
  461. C     TO DISTINGUISH THE VARIOUS ARGUMENTS, H IS NOT PERMITTED
  462. C     TO BECOME SMALLER THAN 26 UNITS OF ROUNDOFF IN T.
  463. C     PRACTICAL LIMITS ON THE CHANGE IN THE STEPSIZE ARE ENFORCED TO
  464. C     SMOOTH THE STEPSIZE SELECTION PROCESS AND TO AVOID EXCESSIVE
  465. C     CHATTERING ON PROBLEMS HAVING DISCONTINUITIES.
  466. C     TO PREVENT UNNECESSARY FAILURES, THE CODE USES 9/10 THE STEPSIZE
  467. C     IT ESTIMATES WILL SUCCEED.
  468. C     AFTER A STEP FAILURE, THE STEPSIZE IS NOT ALLOWED TO INCREASE FOR
  469. C     THE NEXT ATTEMPTED STEP. THIS MAKES THE CODE MORE EFFICIENT ON
  470. C     PROBLEMS HAVING DISCONTINUITIES AND MORE EFFECTIVE IN GENERAL
  471. C     SINCE LOCAL EXTRAPOLATION IS BEING USED AND EXTRA CAUTION SEEMS
  472. C     WARRANTED.
  473. C
  474. C
  475. C     TEST NUMBER OF DERIVATIVE FUNCTION EVALUATIONS.
  476. C     IF OKAY,TRY TO ADVANCE THE INTEGRATION FROM T TO T+H
  477. C
  478.   200 IF (NFE .LE. MAXNFE) GO TO 220
  479. C
  480. C     TOO MUCH WORK
  481.       IFLAG=4
  482.       KFLAG=4
  483.       RETURN
  484. C
  485. C     ADVANCE AN APPROXIMATE SOLUTION OVER ONE STEP OF LENGTH H
  486. C
  487.   220 CALL FEHL(F,NEQN,Y,T,H,YP,F1,F2,F3,F4,F5,F1)
  488.       NFE=NFE+5
  489. C
  490. C     COMPUTE AND TEST ALLOWABLE TOLERANCES VERSUS LOCAL ERROR ESTIMATES
  491. C     AND REMOVE SCALING OF TOLERANCES. NOTE THAT RELATIVE ERROR IS
  492. C     MEASURED WITH RESPECT TO THE AVERAGE OF THE MAGNITUDES OF THE
  493. C     SOLUTION AT THE BEGINNING AND END OF THE STEP.
  494. C
  495.       EEOET=0.0D0
  496.       DO 250 K=1,NEQN
  497.         ET=DABS(Y(K))+DABS(F1(K))+AE
  498.         IF (ET .GT. 0.0D0) GO TO 240
  499. C
  500. C       INAPPROPRIATE ERROR TOLERANCE
  501.         IFLAG=5
  502.         RETURN
  503. C
  504.   240   EE=DABS((-2090.0D0*YP(K)+(21970.0D0*F3(K)-15048.0D0*F4(K)))+
  505.      1                        (22528.0D0*F2(K)-27360.0D0*F5(K)))
  506.   250   EEOET=DMAX1(EEOET,EE/ET)
  507. C
  508.       ESTTOL=DABS(H)*EEOET*SCALE/752400.0D0
  509. C
  510.       IF (ESTTOL .LE. 1.0D0) GO TO 260
  511. C
  512. C
  513. C     UNSUCCESSFUL STEP
  514. C                       REDUCE THE STEPSIZE , TRY AGAIN
  515. C                       THE DECREASE IS LIMITED TO A FACTOR OF 1/10
  516. C
  517.       HFAILD= .TRUE.
  518.       OUTPUT= .FALSE.
  519.       S=0.1D0
  520.       IF (ESTTOL .LT. 59049.0D0) S=0.9D0/ESTTOL**0.2D0
  521.       H=S*H
  522.       IF (DABS(H) .GT. HMIN) GO TO 200
  523. C
  524. C     REQUESTED ERROR UNATTAINABLE AT SMALLEST ALLOWABLE STEPSIZE
  525.       IFLAG=6
  526.       KFLAG=6
  527.       RETURN
  528. C
  529. C
  530. C     SUCCESSFUL STEP
  531. C                        STORE SOLUTION AT T+H
  532. C                        AND EVALUATE DERIVATIVES THERE
  533. C
  534.   260 T=T+H
  535.       DO 270 K=1,NEQN
  536.   270   Y(K)=F1(K)
  537.       A=T
  538.       CALL F(A,Y,YP)
  539.       NFE=NFE+1
  540. C
  541. C
  542. C                       CHOOSE NEXT STEPSIZE
  543. C                       THE INCREASE IS LIMITED TO A FACTOR OF 5
  544. C                       IF STEP FAILURE HAS JUST OCCURRED, NEXT
  545. C                          STEPSIZE IS NOT ALLOWED TO INCREASE
  546. C
  547.       S=5.0D0
  548.       IF (ESTTOL .GT. 1.889568D-4) S=0.9D0/ESTTOL**0.2D0
  549.       IF (HFAILD) S=DMIN1(S,1.0D0)
  550.       H=DSIGN(DMAX1(S*DABS(H),HMIN),H)
  551. C
  552. C     END OF CORE INTEGRATOR
  553. C
  554. C
  555. C     SHOULD WE TAKE ANOTHER STEP
  556. C
  557.       IF (OUTPUT) GO TO 300
  558.       IF (IFLAG .GT. 0) GO TO 100
  559. C
  560. C
  561. C     INTEGRATION SUCCESSFULLY COMPLETED
  562. C
  563. C     ONE-STEP MODE
  564.       IFLAG=-2
  565.       RETURN
  566. C
  567. C     INTERVAL MODE
  568.   300 T=TOUT
  569.       IFLAG=2
  570.       RETURN
  571. C
  572.       END
  573.       SUBROUTINE FEHL(F,NEQN,Y,T,H,YP,F1,F2,F3,F4,F5,S)
  574. C
  575. C     FEHLBERG FOURTH-FIFTH ORDER RUNGE-KUTTA METHOD
  576. C
  577. C    FEHL INTEGRATES A SYSTEM OF NEQN FIRST ORDER
  578. C    ORDINARY DIFFERENTIAL EQUATIONS OF THE FORM
  579. C             DY(I)/DT=F(T,Y(1),---,Y(NEQN))
  580. C    WHERE THE INITIAL VALUES Y(I) AND THE INITIAL DERIVATIVES
  581. C    YP(I) ARE SPECIFIED AT THE STARTING POINT T. FEHL ADVANCES
  582. C    THE SOLUTION OVER THE FIXED STEP H AND RETURNS
  583. C    THE FIFTH ORDER (SIXTH ORDER ACCURATE LOCALLY) SOLUTION
  584. C    APPROXIMATION AT T+H IN ARRAY S(I).
  585. C    F1,---,F5 ARE ARRAYS OF DIMENSION NEQN WHICH ARE NEEDED
  586. C    FOR INTERNAL STORAGE.
  587. C    THE FORMULAS HAVE BEEN GROUPED TO CONTROL LOSS OF SIGNIFICANCE.
  588. C    FEHL SHOULD BE CALLED WITH AN H NOT SMALLER THAN 13 UNITS OF
  589. C    ROUNDOFF IN T SO THAT THE VARIOUS INDEPENDENT ARGUMENTS CAN BE
  590. C    DISTINGUISHED.
  591. C
  592. C
  593.       external F
  594.       INTEGER  NEQN
  595.       DOUBLE PRECISION  Y(NEQN),T,H,YP(NEQN),F1(NEQN),F2(NEQN),
  596.      1  F3(NEQN),F4(NEQN),F5(NEQN),S(NEQN)
  597. C
  598.       DOUBLE PRECISION  CH
  599.       INTEGER  K
  600. C
  601.       CH=H/4.0D0
  602.       DO 221 K=1,NEQN
  603.   221   F5(K)=Y(K)+CH*YP(K)
  604.       CALL F(T+CH,F5,F1)
  605. C
  606.       CH=3.0D0*H/32.0D0
  607.       DO 222 K=1,NEQN
  608.   222   F5(K)=Y(K)+CH*(YP(K)+3.0D0*F1(K))
  609.       CALL F(T+3.0D0*H/8.0D0,F5,F2)
  610. C
  611.       CH=H/2197.0D0
  612.       DO 223 K=1,NEQN
  613.   223   F5(K)=Y(K)+CH*(1932.0D0*YP(K)+(7296.0D0*F2(K)-7200.0D0*F1(K)))
  614.       CALL F(T+12.0D0*H/13.0D0,F5,F3)
  615. C
  616.       CH=H/4104.0D0
  617.       DO 224 K=1,NEQN
  618.   224   F5(K)=Y(K)+CH*((8341.0D0*YP(K)-845.0D0*F3(K))+
  619.      1                            (29440.0D0*F2(K)-32832.0D0*F1(K)))
  620.       CALL F(T+H,F5,F4)
  621. C
  622.       CH=H/20520.0D0
  623.       DO 225 K=1,NEQN
  624.   225   F1(K)=Y(K)+CH*((-6080.0D0*YP(K)+(9295.0D0*F3(K)-
  625.      1         5643.0D0*F4(K)))+(41040.0D0*F1(K)-28352.0D0*F2(K)))
  626.       CALL F(T+H/2.0D0,F1,F5)
  627. C
  628. C     COMPUTE APPROXIMATE SOLUTION AT T+H
  629. C
  630.       CH=H/7618050.0D0
  631.       DO 230 K=1,NEQN
  632.   230   S(K)=Y(K)+CH*((902880.0D0*YP(K)+(3855735.0D0*F3(K)-
  633.      1        1371249.0D0*F4(K)))+(3953664.0D0*F2(K)+
  634.      2        277020.0D0*F5(K)))
  635. C
  636.       RETURN
  637.       END
复制代码
发表于 2014-3-19 09:49 | 显示全部楼层
四五阶龙哥库塔法使用范例

  1. C  SAMPLE PROGRAM FOR RKF45
  2. C
  3. C
  4.       EXTERNAL ORBIT
  5.       DOUBLE PRECISION T,Y(4),TOUT,RELERR,ABSERR
  6.       DOUBLE PRECISION TFINAL,TPRINT,ECC,ALFA,ALFASQ,WORK(27)
  7.       INTEGER IWORK(5), IFLAG, NEQN
  8.       DOUBLE PRECISION DSQRT
  9.       COMMON ALFASQ
  10.       ECC = 0.25
  11.       ALFA = 3.141592653589/4.0
  12.       ALFASQ = ALFA*ALFA
  13.       NEQN = 4
  14.       T = 0.0
  15.       Y(1) = 1.0 - ECC
  16.       Y(2) = 0.0
  17.       Y(3) = 0.0
  18.       Y(4) = ALFA*DSQRT( (1.0 + ECC)/(1.0 - ECC) )
  19.       RELERR = 1.0D-9
  20.       ABSERR = 0.0
  21.       TFINAL = 12.0
  22.       TPRINT = 0.5
  23.       IFLAG = 1
  24.       TOUT = T
  25.    10 CALL RKF45(ORBIT,NEQN,Y,T,TOUT,RELERR,ABSERR,IFLAG,WORK,IWORK)
  26.       WRITE(1,11) T, Y(1), Y(2)
  27.       GO TO (80,20,30,40,50,60,70,80), IFLAG
  28.    20 TOUT = T + TPRINT
  29.       IF (T .LT. TFINAL) GO TO 10
  30.       STOP
  31.    30 WRITE(1,31) RELERR,ABSERR
  32.       GO TO 10
  33.    40 WRITE(1,41)
  34.       GO TO 10
  35.    50 ABSERR = 1.0D-9
  36.       WRITE(1,31) RELERR,ABSERR
  37.       GO TO 10
  38.    60 RELERR = 10.0*RELERR
  39.       WRITE(1,31) RELERR,ABSERR
  40.       IFLAG = 2
  41.       GO TO 10
  42.    70 WRITE(1,71)
  43.       IFLAG = 2
  44.       GO TO 10
  45.    80 WRITE(1,81)
  46.       STOP
  47. C
  48.    11 FORMAT(F5.1, 2F15.9)
  49.    31 FORMAT(17H TOLERANCES RESET, 2E12.3)
  50.    41 FORMAT(11H MANY STEPS)
  51.    71 FORMAT(12H MUCH OUTPUT)
  52.    81 FORMAT(14H IMPROPER CALL)
  53.       END


  54.       SUBROUTINE ORBIT (T, Y, YP)
  55.       DOUBLE PRECISION T, Y(4), YP(4), R, ALFASQ
  56.       DOUBLE PRECISION DSQRT
  57.       COMMON ALFASQ
  58.       R = Y(1)*Y(1) + Y(2)*Y(2)
  59.       R = R*DSQRT(R)/ALFASQ
  60.       YP(1) = Y(3)
  61.       YP(2) = Y(4)
  62.       YP(3) = -Y(1)/R
  63.       YP(4) = -Y(2)/R
  64.       RETURN
  65.       END
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