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added rkf45 method #10438

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Oct 15, 2023
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28 changes: 14 additions & 14 deletions maths/rkf45.py
Original file line number Diff line number Diff line change
Expand Up @@ -9,43 +9,43 @@ class RangeError(Exception):

def runge_futta_fehlberg_45(
ode: Callable,
y0: float,
x0: float,
x_initial: float,
y_initial: float,
step_size: float,
xn: float,
x_final: float,
) -> np.ndarray:
"""
Solve ODE using Runge-Kutta-Fehlberg Method (rkf45) of order 5.

Reference: https://en.wikipedia.org/wiki/Runge%E2%80%93Kutta%E2%80%93Fehlberg_method

args:
ode (callable): Ordinary Differential Equation as function of x and y.
y0 (float) : Initial value of y.
x0 (float) : Initial value of x.
step_size (float) : Increament value of x (step-size).
xn (float) : Final value of x.
ode : Ordinary Differential Equation as function of x and y.
x_initial : Initial value of x.
y_initial : Initial value of y.
step_size : Increment value of x.
x_final : Final value of x.

Returns:
np.ndarray: Solution of y at each nodal point

#excact value of y[1] is tan(0.2) = 0.2027100355086
# exact value of y[1] is tan(0.2) = 0.2027100355086
>>> def f(x,y):
... return 1+y**2
>>> y=rkf45(f,0,0,0.2,1)
>>> y=runge_futta_fehlberg_45(f, 0, 0, 0.2, 1)
>>> y[1]
0.2027100937470787
"""
if x0 >= xn:
if x_initial >= x_final:
raise RangeError("Final value of x should be greater than initial value of x.")

n = int((xn - x0) / step_size)
n = int((x_final - x_initial) / step_size)
y = np.zeros(
(n + 1),
)
x = np.zeros(n + 1)
y[0] = y0
x[0] = x0
y[0] = y_initial
x[0] = x_initial
for i in range(n):
k1 = step_size * ode(x[i], y[i])
k2 = step_size * ode(x[i] + step_size / 4, y[i] + k1 / 4)
Expand Down