Trait eom::SemiImplicit
source · pub trait SemiImplicit: ModelSpec {
// Required methods
fn nlin<'a, S>(
&mut self,
x: &'a mut ArrayBase<S, Self::Dim>
) -> &'a mut ArrayBase<S, Self::Dim>
where S: DataMut<Elem = Self::Scalar>;
fn diag(&self) -> Array<Self::Scalar, Self::Dim>;
}Expand description
Abstraction for implementing semi-implicit schemes for stiff equations
Consider equation of motion of a stiff autonomous system described as an initial value problem of ODE: $$ \frac{dx}{dt} = Ax + f(x),\space x(0) = x_0 $$ where $x = x(t)$ describes the system state specified by ModelSpec trait. We split the right hand side of the equation as the linear part $Ax$ to be stiff and the nonlinear part $f(x)$ not to be stiff. In addition, we assume $A$ is diagonalizable, and $x$ is selected to make $A$ diagonal. Similar to Explicit, this trait abstracts the pair $(A, f)$ to implement semi-implicit schemes like DiagRK4.
Stiff equations and semi-implicit schemes
The stiffness causes numerical instabilities. For example, consider solving one-dimensional ODE $dx/dt = -\lambda x$ with large $\lambda$ using explicit Euler scheme. Apparently, the solution is $x(t) = x(0)e^{-\lambda t}$, which converges to $0$ very quickly. However, to capture this process using explicit scheme like Euler scheme, we need as small $\Delta t$ as $\lambda^{-1}$. Such small $\Delta t$ is usually unacceptable, and implicit schemes are used for stiff equations, but full implicit schemes require solving fixed point problem like $1 + \lambda f(x) = 0$, which makes another instabilities. Semi-implicit schemes has been introduced to resolve this situation, i.e. use implicit scheme only for stiff linear part $Ax$ and use explicit schemes on non-stiff part $f(x)$.