Added backward euler C++ example and documentation #236
Conversation
|
Hi @valeriabarra , @jbrzensk , |
| @@ -0,0 +1,43 @@ | |||
| ### Backward Euler Method | |||
|
|
|||
| This example solves the first-order ordinary differential equation using the backward euler method. | |||
There was a problem hiding this comment.
Euler needs to be capitalized. Line 3.
|
|
||
| This example is implemented in: | ||
| - [MATLAB/Octave](https://github.com/csrc-sdsu/mole/blob/main/examples/matlab_octave/backward_euler.m) | ||
| - [C++](https://github.com/csrc-sdsu/mole/blob/main/examples/cpp/backward_euler.cpp) *(if available)* |
examples/cpp/backward_euler.cpp
Outdated
| @@ -0,0 +1,70 @@ | |||
| /** | |||
| * @file backward_euler.cpp | |||
| * @brief Solves a first-order ODE with backward euler method with an initial value condition. | |||
examples/cpp/backward_euler.cpp
Outdated
| double tol = 1e-6; | ||
| for (int k = 0; k < 100; k++) { // fixed-point iteration for rootfinding | ||
| y(i+1) = y_old + h*f(t(i+1), y_old); // Backward euler method | ||
| if (std::abs(y(i+1) - y_old) / y(i+1) < tol) { // Stopping criteria for approximate relative error |
There was a problem hiding this comment.
Maybe remove the division? I am leary when there is a divide without a check to see if it is zero? I think it should work just as well without the division.
examples/cpp/backward_euler.cpp
Outdated
| // Backward Euler method | ||
| for (int i = 0; i < t.size()-1; i++) { | ||
| double y_old = y(i); | ||
| double tol = 1e-6; |
There was a problem hiding this comment.
Set outside the loop if not changing, and declare as constexpr
|
Thank you @jbrzensk! I made updates to the example and documentation with your feedback. Please let me know if there are any more updates I should include. |
jbrzensk
left a comment
jbrzensk
left a comment
There was a problem hiding this comment.
Euler is a name, has to be capitalized. And the vec needs the arma:: , so others know it is Armadillos vec, not the standard c++ vec
examples/cpp/backward_euler.cpp
Outdated
| int main() { | ||
| // Problem parameters | ||
| constexpr double h = 0.01; // Step-size h | ||
| vec t = arma::regspace(0, h, 5); // Calculates up to y(5) at step-size h |
| @@ -0,0 +1,43 @@ | |||
| ### Backward Euler Method | |||
|
|
|||
| This example solves the first-order ordinary differential equation using the backward euler method. | |||
There was a problem hiding this comment.
Euler needs to be capitalized. Line 3.
|
|
||
| #### Mathematical Background | ||
|
|
||
| The backward euler method is an implicit method for solving first-order differential equations where we are evaluating the function at the next point in time $y_{i+1}$. |
examples/cpp/backward_euler.cpp
Outdated
| @@ -0,0 +1,66 @@ | |||
| /** | |||
| * @file backward_euler.cpp | |||
| * @brief Solves a first-order ODE with backward euler with an initial value condition. | |||
|
Thank you for the additional feedback @jbrzensk. I capitalized Euler and added arma:: when declaring the vector in line 18. Please let me know if there are any additional updates I should make. |
2 participants
What type of PR is this? (check all applicable)
Description
Added a C++ example for backward euler and generated documentation for this example under Time-Integrators category.
Related Issues & Documents
QA Instructions, Screenshots, Recordings
Please replace this line with instructions on how to test your changes, a note
on the devices and browsers this has been tested on, as well as any relevant
images for UI changes.
Added/updated tests?
_We encourage you to test all code included with MOLE, including examples.
have not been included
Read Contributing Guide and Code of Conduct
[optional] Are there any post deployment tasks we need to perform?
[optional] What gif best describes this PR or how it makes you feel?