Revised^6 Report on the Algorithmic Language Scheme

#
Appendix D
Example

This section describes an example consisting of the `(runge-kutta)` library, which provides an `integrate-system` procedure that integrates the system

yk⁄ = fk(y1, y2, `...`, yn), k = 1, `...`, n

of differential equations with the method of Runge-Kutta.

As the `(runge-kutta)` library makes use of the `(rnrs base (6))` library, its skeleton is as follows:

`#!r6rs
(library (runge-kutta)
(export integrate-system
head tail)
(import (rnrs base))
<library body>)

`

The procedure definitions described below go in the place of <library body>.

The parameter `system-derivative` is a function that takes a system state (a vector of values for the state variables y1, `...`, yn) and produces a system derivative (the values y1⁄, `...`, yn⁄). The parameter `initial-state` provides an initial system state, and `h` is an initial guess for the length of the integration step.

The value returned by `integrate-system` is an infinite stream of system states.

`(define integrate-system
(lambda (system-derivative initial-state h)
(let ((next (runge-kutta-4 system-derivative h)))
(letrec ((states
(cons initial-state
(lambda ()
(map-streams next states)))))
states))))

`

The `runge-kutta-4` procedure takes a function, `f`, that produces a system derivative from a system state. The `runge-kutta-4` procedure produces a function that takes a system state and produces a new system state.

`(define runge-kutta-4
(lambda (f h)
(let ((*h (scale-vector h))
(*2 (scale-vector 2))
(*1/2 (scale-vector (/ 1 2)))
(*1/6 (scale-vector (/ 1 6))))
(lambda (y)
;; y is a system state
(let* ((k0 (*h (f y)))
(k1 (*h (f (add-vectors y (*1/2 k0)))))
(k2 (*h (f (add-vectors y (*1/2 k1)))))
(k3 (*h (f (add-vectors y k2)))))
(add-vectors y
(*1/6 (add-vectors k0
(*2 k1)
(*2 k2)
k3))))))))
(define elementwise
(lambda (f)
(lambda vectors
(generate-vector
(vector-length (car vectors))
(lambda (i)
(apply f
(map (lambda (v) (vector-ref v i))
vectors)))))))
(define generate-vector
(lambda (size proc)
(let ((ans (make-vector size)))
(letrec ((loop
(lambda (i)
(cond ((= i size) ans)
(else
(vector-set! ans i (proc i))
(loop (+ i 1)))))))
(loop 0)))))
(define add-vectors (elementwise +))
(define scale-vector
(lambda (s)
(elementwise (lambda (x) (* x s)))))

`

The `map-streams` procedure is analogous to `map`: it applies its first argument (a procedure) to all the elements of its second argument (a stream).

`(define map-streams
(lambda (f s)
(cons (f (head s))
(lambda () (map-streams f (tail s))))))

`

Infinite streams are implemented as pairs whose car holds the first element of the stream and whose cdr holds a procedure that delivers the rest of the stream.

`(define head car)
(define tail
(lambda (stream) ((cdr stream))))

`

The following program illustrates the use of `integrate-system` in integrating the system

C dvC / dt = `-` iL `-` vC / R

L diL / dt = vC

which models a damped oscillator.

`#!r6rs
(import (rnrs base)
(rnrs io simple)
(runge-kutta))
(define damped-oscillator
(lambda (R L C)
(lambda (state)
(let ((Vc (vector-ref state 0))
(Il (vector-ref state 1)))
(vector (- 0 (+ (/ Vc (* R C)) (/ Il C)))
(/ Vc L))))))
(define the-states
(integrate-system
(damped-oscillator 10000 1000 .001)
’#(1 0)
.01))
(letrec ((loop (lambda (s)
(newline)
(write (head s))
(loop (tail s)))))
(loop the-states))

`

This prints output like the following:

`#(1 0)
#(0.99895054 9.994835e-6)
#(0.99780226 1.9978681e-5)
#(0.9965554 2.9950552e-5)
#(0.9952102 3.990946e-5)
#(0.99376684 4.985443e-5)
#(0.99222565 5.9784474e-5)
#(0.9905868 6.969862e-5)
#(0.9888506 7.9595884e-5)
#(0.9870173 8.94753e-5)

`