-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathDirect_ParaDiag_Wave.m
More file actions
139 lines (134 loc) · 3.47 KB
/
Direct_ParaDiag_Wave.m
File metadata and controls
139 lines (134 loc) · 3.47 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
clc;
clear;
%----Direct ParaDiag for 2nd-order wave equation u_{tt}=u_{xx}+g----
global dx T
NN=[5,10,15,20,30];
%ee=0.01:0.022:1;
ee=1.11.^(-47:0);
It_e=length(ee);
It_N=length(NN);
dx=0.1/2;
T=0.2;
x=(0:dx:1)';
Nx=length(x);
e=ones(Nx,1);
A2= spdiags([-e 2*e -e], -1:1, Nx, Nx)/(dx^2);
% A2(1,Nx)=A2(2,1);
% A2(Nx,1)=A2(1,2);
Ix=speye(Nx);
A=[0*Ix,-Ix;A2,0*Ix];
Nx=2*Nx;
Ix=speye(Nx);
y0=[sin(2*pi*x);x*0];
error_dt=zeros(It_N);
error_dtn=zeros(It_N,It_e);
% varrho_opt=[0.010573790659212 0.0253392422702238 0.0682874151453803 0.095481730604595 0.119223400860857];
varrho_opt=[0.014775019077301 0.050815171349603 0.080940125907062 0.102404302317876 0.132337516569827];
error_dtn_opt=zeros(1,It_N);
for jNt=1:It_N
Nt=NN(jNt);
val=get_varrho_opt(Nt);
if Nt==NN(end)
varrho_opt(jNt)=0.4;
else
varrho_opt(jNt)=val;
end
It=eye(Nt);
dt=T/Nt;
invA=(Ix+0.5*dt*A)\(Ix-0.5*dt*A);
y_ref=zeros(Nx,Nt);
y_ref(:,1)=y0;
y_TR=zeros(Nx,Nt);
u_ref=zeros(Nx/2,Nt);
u_TR=u_ref;
for n=1:Nt
y_ref(:,n)=expm(-dt*n*A)*y0;
u_ref(:,n)=y_ref(1:Nx/2,n);
if n==1
y_TR(:,n)=invA*y0;
else
y_TR(:,n)=invA*y_TR(:,n-1);
end
u_TR(:,n)=y_TR(1:Nx/2,n);
end
error_dt(jNt)=max(max(abs(u_ref-u_TR)));
B=0.5*toeplitz([1;1;zeros(Nt-2,1)],[1,zeros(1,Nt-1)]);
Bt=zeros(Nt,Nt);
for je=1:It_e
mu=1+ee(je);
dtn=(T/sum(mu.^(1:Nt)))*mu.^(1:Nt);
for n=1:Nt
Bt(n,n)=1/dtn(n);
end
for n=2:Nt
Bt(n,n-1)=-1/dtn(n);
end
b=zeros(Nt*Nx,1);
b(1:Nx)=(1/dtn(1))*y0;
tb=kron(B\It,Ix)*b;
[V,D]=eig(B\Bt);
Ya=kron(It/V,Ix)*tb;
Yb=zeros(Nx*Nt,1);
for n=1:Nt
Yb((n-1)*Nx+1:n*Nx)=(D(n,n)*Ix+A)\Ya((n-1)*Nx+1:n*Nx);
end
Yc=kron(V,Ix)*Yb;
yc=reshape(Yc,Nx,Nt);
for n=1:Nt
u_TR(:,n)=yc(1:Nx/2,n);
end
y_ref=zeros(Nx,Nt);
y_ref(:,1)=y0;
for n=1:Nt
y_ref(:,n)=expm(-sum(dtn(1:n))*A)*y0;
u_ref(:,n)=y_ref(1:Nx/2,n);
end
error_dtn(jNt,je)=max(max(abs(u_ref-u_TR)));
end
Bt=zeros(Nt,Nt);
mu=1+varrho_opt(jNt);
dtn=(T/sum(mu.^(1:Nt)))*mu.^(1:Nt);
for n=1:Nt
Bt(n,n)=1/dtn(n);
end
for n=2:Nt
Bt(n,n-1)=-1/dtn(n);
end
b=zeros(Nt*Nx,1);
b(1:Nx)=(1/dtn(1))*y0;
tb=kron(B\It,Ix)*b;
[V,D]=eig(B\Bt);
Ya=kron(It/V,Ix)*tb;
Yb=zeros(Nx*Nt,1);
for n=1:Nt
Yb((n-1)*Nx+1:n*Nx)=(D(n,n)*Ix+A)\Ya((n-1)*Nx+1:n*Nx);
end
Yc=kron(V,Ix)*Yb;
yc=reshape(Yc,Nx,Nt);
for n=1:Nt
u_TR(:,n)=yc(1:Nx/2,n);
end
y_ref=zeros(Nx,Nt);
y_ref(:,1)=y0;
for n=1:Nt
y_ref(:,n)=expm(-sum(dtn(1:n))*A)*y0;
u_ref(:,n)=y_ref(1:Nx/2,n);
end
error_dtn_opt(jNt)=max(max(abs(u_ref-u_TR)));
fprintf('It_Nt=%d: jNt=%d\n',It_N,jNt);
end
for jn=1:It_N
loglog(ee,error_dtn(jn,:),'linewidth',1);shg
hold on;
end
loglog(varrho_opt,error_dtn_opt(1:It_N),'*','markersize',11);
hold off;
set(gca,'fontsize',15);
xlabel('$\varrho$','interpreter','latex','fontsize',20);
ylabel('measured error','interpreter','latex','fontsize',20);
title('wave equation','interpreter','latex','fontsize',20);
ylim([min(min(error_dtn))/2,1]);shg
xlim([min(ee),max(ee)]);
function val=get_varrho_opt(Nt)
val=((1e-7)*15*2^(2*Nt-0.5)/((Nt^2-1)*factorial(Nt-1))).^(1/(1+Nt));
end