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Add DiffEqBase and SciMLBase
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Signed-off-by: ErikQQY <2283984853@qq.com>
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ErikQQY committed Jul 28, 2023
1 parent 4be96ab commit 8e5db53
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3 changes: 3 additions & 0 deletions Project.toml
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@ authors = ["Qingyu Qu <erikqqy123@gmail.com>"]
version = "0.3.1"

[deps]
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
HypergeometricFunctions = "34004b35-14d8-5ef3-9330-4cdb6864b03a"
Expand All @@ -12,10 +13,12 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LoopVectorization = "bdcacae8-1622-11e9-2a5c-532679323890"
Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
SpecialMatrices = "928aab9d-ef52-54ac-8ca1-acd7ca42c160"
ToeplitzMatrices = "c751599d-da0a-543b-9d20-d0a503d91d24"
TruncatedStacktraces = "781d530d-4396-4725-bb49-402e4bee1e77"
UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"

[compat]
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21 changes: 7 additions & 14 deletions src/FractionalDiffEq.jl
Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@
module FractionalDiffEq

using LinearAlgebra
using SciMLBase, DiffEqBase
using SpecialFunctions
using SparseArrays
using InvertedIndices: Not
Expand All @@ -13,19 +14,12 @@ using ToeplitzMatrices
using RecipesBase
using ForwardDiff
using Polynomials: Polynomial
using TruncatedStacktraces

include("types/problems.jl")
include("types/algorithms.jl")
include("types/solutions.jl")


# Single-term fractional ordinary differential equations
include("singletermfode/PECE.jl")
include("singletermfode/product_integral.jl")
include("singletermfode/GL.jl")
include("singletermfode/atangana_seda.jl")
include("singletermfode/Euler.jl")

# Multi-terms fractional ordinary differential equations
include("multitermsfode/matrix.jl")
include("multitermsfode/hankelmatrix.jl")
Expand Down Expand Up @@ -80,7 +74,7 @@ export solve, FDEProblem
export FDDEProblem, FDDESystem, FDDEMatrixProblem

# FODE problems
export SingleTermFODEProblem, MultiTermsFODEProblem, FODESystem, DODEProblem, FFPODEProblem, FFEODEProblem, FFMODEProblem
export FODEProblem, MultiTermsFODEProblem, DODEProblem, FFPODEProblem, FFEODEProblem, FFMODEProblem

# Fractional Discrete probelms
export FractionalDiscreteProblem, FractionalDiscreteSystem
Expand All @@ -94,14 +88,15 @@ export FODESolution, FDifferenceSolution, DODESolution, FFMODESolution
export FODESystemSolution, FDDESystemSolution, FFMODESystem

# FODE solvers
export PIEX, PIPECE, PIRect, PITrap
export PIPECE, PIRect, PITrap
export PECE, FODEMatrixDiscrete, ClosedForm, ClosedFormHankelM, GL
export AtanganaSeda, AtanganaSedaAB
export Euler
export AtanganaSedaAB
#export Euler

# System of FODE solvers
export NonLinearAlg, FLMMBDF, FLMMNewtonGregory, FLMMTrap, PIEX, NewtonPolynomial
export AtanganaSedaCF
export AtanganaSeda

# FDDE solvers
export DelayPECE, DelayABM, MatrixForm
Expand Down Expand Up @@ -129,6 +124,4 @@ export FOLyapunov, FOLE
# Distributed order auxiliary SpecialFunctions
export DOB, DOF, DORANORT, isFunction

export ourfft, ourifft, rowfft, FastConv

end
2 changes: 2 additions & 0 deletions src/ffode/atangana_seda.jl
Original file line number Diff line number Diff line change
@@ -1,3 +1,5 @@
struct AtanganaSeda <: FODESystemAlgorithm end

function solve(prob::Union{FFMODEProblem, FFMODESystem}, h::Float64, ::AtanganaSeda)
if typeof(prob.order[2]) <: Function
solve_cf_variable_ffodesystem(prob, h)
Expand Down
12 changes: 7 additions & 5 deletions src/fodesystem/Euler.jl
Original file line number Diff line number Diff line change
@@ -1,7 +1,9 @@
function solve(prob::FODESystem, h, ::Euler)
@unpack f, α, u0, tspan, p = prob
struct Euler <: FODESystemAlgorithm end

function solve(prob::FODEProblem, h, ::Euler)
@unpack f, order, u0, tspan, p = prob
t0=tspan[1]; tfinal=tspan[2]
α = α[1]
order = order[1]
t = collect(Float64, t0:h:tfinal)
N::Int = ceil(Int, (tfinal-t0)/h)
l = length(u0)
Expand All @@ -12,9 +14,9 @@ function solve(prob::FODESystem, h, ::Euler)
tmp = zeros(Float64, l)
for j=1:n
f(tmp, result[:, j], p, t[j])
temp = ((n-j+1)^α-(n-j)^α)*tmp
temp = ((n-j+1)^order-(n-j)^order)*tmp
end
result[:, n+1] = result[:, 1] + h^α/gamma(α+1)*temp
result[:, n+1] = result[:, 1] + h^order/gamma(order+1)*temp
end
return result
end
25 changes: 13 additions & 12 deletions src/fodesystem/GLWithMemory.jl
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
"""
# Usage
solve(prob::FODESystem, h, GL())
solve(prob::FODEProblem, h, GL())
Use Grunwald Letnikov difference method to solve system of system of FODE.
Expand All @@ -18,29 +18,30 @@ doi={10.1109/MOCAST.2019.8742063}}
Python version by https://github.com/DClementeL/Grunwald_Letnikov
"""
# Grunwald Letnikov discretization method dispatch for FODESystem
# Grunwald Letnikov discretization method dispatch for FODEProblem
# struct GLWithMemory <: FractionalDiffEqAlgorithm end
struct GL <: FODESystemAlgorithm end

function solve(prob::FODESystem, h, ::GL)
function solve(prob::FODEProblem, h, ::GL)
# GL method is only for same order FODE
@unpack f, α, u0, tspan, p = prob
@unpack f, order, u0, tspan, p = prob
t0 = tspan[1]; T = tspan[2]
t = collect(Float64, t0:h:T)
α = α[1]
= h^α[1]
order = order[1]
horder = h^order[1]
n::Int64 = floor(Int64, (T-t0)/h)+1
l = length(u0)

# Initialize solution
result = zeros(Float64, length(u0), n)
result[:, 1] = u0

# generating generalized binomial
= zeros(Float64, n)
[1] = 1
# generating generalized binomial Corder
Corder = zeros(Float64, n)
Corder[1] = 1

@fastmath @inbounds @simd for j in range(2, n, step=1)
[j] = (1-(1+α)/(j-1))*[j-1]
Corder[j] = (1-(1+order)/(j-1))*Corder[j-1]
end

du = zeros(Float64, l)
Expand All @@ -50,12 +51,12 @@ function solve(prob::FODESystem, h, ::GL)

@fastmath @inbounds @simd for j in range(1, k-1, step=1)
for i in eachindex(summation)
summation[i] += [j+1]*result[i, k-j]
summation[i] += Corder[j+1]*result[i, k-j]
end
end

f(du, result[:, k-1], p, t0+(k-1)*h)
result[:, k] = @. *du-summation
result[:, k] = @. horder*du-summation
end
return FODESystemSolution(t, result)
end
16 changes: 8 additions & 8 deletions src/fodesystem/NonLinear.jl
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
"""
# Usage
solve(prob::FODESystem, h, NonLinearAlg())
solve(prob::FODEProblem, h, NonLinearAlg())
Nonlinear algorithm for nonlinear fractional differential equations.
Expand All @@ -11,16 +11,16 @@ Dingyu Xue, Northeastern University, China ISBN:9787030543981
"""
struct NonLinearAlg <: FODESystemAlgorithm end

function solve(prob::FODESystem, h, ::NonLinearAlg, L0=1e10)
@unpack f, α, u0, tspan, p = prob
function solve(prob::FODEProblem, h, ::NonLinearAlg, L0=1e10)
@unpack f, order, u0, tspan, p = prob
t0 = tspan[1]; T = tspan[2]
time = collect(t0:h:T)
n = length(u0)
m = round(Int, (T-t0)/h)+1
g = genfun(1)
g = g[:]
u0 = u0[:]
ha = h.^α
ha = h.^order
z = zeros(Float64, n, m)
x1::Vector{Float64} = copy(u0)

Expand All @@ -29,7 +29,7 @@ function solve(prob::FODESystem, h, ::NonLinearAlg, L0=1e10)
W = zeros(n, SetMemoryEffect) #Initializing W a n*m matrix

@fastmath @inbounds @simd for i = 1:n
W[i, :] = getvec(α[i], SetMemoryEffect, g)
W[i, :] = getvec(order[i], SetMemoryEffect, g)
end

du = zeros(n)
Expand Down Expand Up @@ -60,12 +60,12 @@ function genfun(p)
return (1 .-a')*inv(A')
end

function getvec(α, n, g)
function getvec(order, n, g)
p = length(g)-1
b = 1 + α
b = 1 + order
g0 = g[1]
w = Float64[]
push!(w, g[1]^α)
push!(w, g[1]^order)

@fastmath @inbounds @simd for m = 2:p
M = m-1
Expand Down
29 changes: 16 additions & 13 deletions src/fodesystem/PIPECE.jl
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
#=
"""
solve(prob::FODESystem, h, PECE())
solve(prob::FODEProblem, h, PECE())
Use the Adams-Bashforth-Moulton method to solve the system of FODEs.
Expand Down Expand Up @@ -29,27 +29,30 @@ mutable struct M
an_fft
bn_fft
end

struct PECE <: FODESystemAlgorithm end

#TODO: Rename as PIPECE
function solve(prob::FODESystem, h, ::PECE)
@unpack f, α, u0, tspan, p = prob
function solve(prob::FODEProblem, h, ::PECE)
@unpack f, order, u0, tspan, p = prob
t0 = tspan[1]; T = tspan[2]
METH = M(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)# Initialization
mu_tol = 1.0e-6
mu = 1
α = α[:]
order = order[:]

# issue [#64](https://github.com/SciFracX/FractionalDiffEq.jl/issues/64)
max_order = findmax(α)[1]
max_order = findmax(order)[1]
if max_order > 1
@error "This method doesn't support high order FDEs"
end


# Check compatibility size of the problem with number of fractional orders
alpha_length = length(α)
alpha_length = length(order)
problem_size = size(u0, 1)

m_alpha = ceil.(Int, α)
m_alpha = ceil.(Int, order)
m_alpha_factorial = zeros(alpha_length, maximum(m_alpha))
for i = 1 : alpha_length
for j = 0 : m_alpha[i]-1
Expand Down Expand Up @@ -78,7 +81,7 @@ function solve(prob::FODESystem, h, ::PECE)
bn = zeros(alpha_length, NNr+1); an = copy(bn); a0 = copy(bn)
for i_alpha = 1:alpha_length
find_alpha = Float64[]
if α[i_alpha] == α[1:i_alpha-1]
if order[i_alpha] == order[1:i_alpha-1]
push!(find_alpha, i_alpha)
end

Expand All @@ -87,16 +90,16 @@ function solve(prob::FODESystem, h, ::PECE)
an[i_alpha, :] = an[find_alpha[1], :]
a0[i_alpha, :] = a0[find_alpha[1], :]
else
nalpha = nvett.^α[i_alpha]
nalpha = nvett.^order[i_alpha]
nalpha1 = nalpha.*nvett
bn[i_alpha, :] = nalpha[2:end] - nalpha[1:end-1]
an[i_alpha, :] = [1; (nalpha1[1:end-2] - 2*nalpha1[2:end-1] + nalpha1[3:end]) ]
a0[i_alpha, :] = [0; nalpha1[1:end-2]-nalpha[2:end-1].*(nvett[2:end-1].-α[i_alpha].-1)]
a0[i_alpha, :] = [0; nalpha1[1:end-2]-nalpha[2:end-1].*(nvett[2:end-1].-order[i_alpha].-1)]
end
end
METH.bn = bn; METH.an = an; METH.a0 = a0
METH.halpha1 = h.^α./gamma.(α.+1)
METH.halpha2 = h.^α./gamma.(α.+2)
METH.halpha1 = h.^order./gamma.(order.+1)
METH.halpha2 = h.^order./gamma.(order.+2)
METH.mu = mu; METH.mu_tol = mu_tol

# Evaluation of FFT of coefficients of the PECE method
Expand All @@ -116,7 +119,7 @@ function solve(prob::FODESystem, h, ::PECE)
coef_end = 2^l*r
for i_alpha = 1 : alpha_length
find_alpha = Float64[]
if α[i_alpha] == α[1:i_alpha-1]
if order[i_alpha] == order[1:i_alpha-1]
push!(find_alpha, i_alpha)
end
if isempty(find_alpha) == false
Expand Down
26 changes: 13 additions & 13 deletions src/fodesystem/atangana_seda.jl
Original file line number Diff line number Diff line change
Expand Up @@ -5,13 +5,13 @@ Solve Atangana-Baleanu fractional order differential equations using Newton Poly
"""
struct AtanganaSedaAB <: FODESystemAlgorithm end

function solve(prob::FODESystem, h, ::AtanganaSedaAB)
@unpack f, α, u0, tspan, p = prob
α = α[1]
function solve(prob::FODEProblem, h, ::AtanganaSedaAB)
@unpack f, order, u0, tspan, p = prob
order = order[1]
t0 = tspan[1]; tfinal = tspan[2]
t = collect(t0:h:tfinal)
N::Int = ceil(Int, (tfinal-t0)/h)
AB = 1-α+α/gamma(α)
AB = 1-order+order/gamma(order)
t = collect(Float64, t0:h:tfinal)

l = length(u0)
Expand All @@ -36,16 +36,16 @@ function solve(prob::FODESystem, h, ::AtanganaSedaAB)
f(temp1, result[:, n-1], p, t[n-1])
for j=3:n
f(temp1, result[:, j-2], p, t[j-2])
temptemp1 += ((n+1-j)^α-(n-j)^α)*temp1
temptemp1 += ((n+1-j)^order-(n-j)^order)*temp1
f(temp2, result[:, j-1], p, t[j-1])
temptemp2 += (temp2-temp1)*((n+1-j)^α*(n-j+3+2*α)-(n-j)^α*(n-j+3+3*α))
temptemp2 += (temp2-temp1)*((n+1-j)^order*(n-j+3+2*order)-(n-j)^order*(n-j+3+3*order))
f(temp3, result[:, j], p, t[j])
temptemp3 += (temp3-2*temp2+temp1)*((n-j+1)^α*(2*(n-j)^2+(3*α+10)*(n-j)+2*(α)^2+9*α+12)-(n-j)^α*(2*(n-j)^2+(5*α+10)*(n-j)+6*α^2+18*α+12))
temptemp3 += (temp3-2*temp2+temp1)*((n-j+1)^order*(2*(n-j)^2+(3*order+10)*(n-j)+2*(order)^2+9*order+12)-(n-j)^order*(2*(n-j)^2+(5*order+10)*(n-j)+6*order^2+18*order+12))
end
temptemptemp = zeros(l)
f(temptemptemp, result[:, n], p, t[n])

result[:, n+1] = u0+(1-α)/AB*temptemptemp+((h^α)*α/(AB*gamma(α+1)))*temptemp1 + ((h^α)*α/(AB*gamma(α+2)))*temptemp2+((h^α)*α/(2*AB*gamma(α+3)))*temptemp3
result[:, n+1] = u0+(1-order)/AB*temptemptemp+((h^order)*order/(AB*gamma(order+1)))*temptemp1 + ((h^order)*order/(AB*gamma(order+2)))*temptemp2+((h^order)*order/(2*AB*gamma(order+3)))*temptemp3
end
return FODESystemSolution(t, result)
end
Expand All @@ -65,12 +65,12 @@ https://doi.org/10.1016/c2020-0-02711-8
"""
struct AtanganaSedaCF <: FODESystemAlgorithm end
#FIXME: Tests
function solve(prob::FODESystem, h, ::AtanganaSedaCF)
@unpack f, α, u0, tspan, p = prob
function solve(prob::FODEProblem, h, ::AtanganaSedaCF)
@unpack f, order, u0, tspan, p = prob
t0 = tspan[1]; tfinal = tspan[2]
t=collect(Float64, t0:h:tfinal)
α=α[1]
M=1-α+α/gamma(α)
order=order[1]
M=1-order+order/gamma(order)
N=ceil(Int, (tfinal-t0)/h)
l=length(u0)
result = zeros(l, N+1)
Expand All @@ -85,7 +85,7 @@ function solve(prob::FODESystem, h, ::AtanganaSedaCF)
f(tempn1, result[:, n-1], p, t[n-1])

f(tempn2, result[:, n-2], p, t[n-2])
result[:, n+1] = result[:, n] + (1-α)/M*(tempn-tempn1)+α*M*h*(23/12*tempn-4/3*tempn1+5/12*tempn2)
result[:, n+1] = result[:, n] + (1-order)/M*(tempn-tempn1)+order*M*h*(23/12*tempn-4/3*tempn1+5/12*tempn2)
end
return FODESystemSolution(t, result)
end
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