ug4
lognormal_random_field_impl.h
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1 /*
2  * Copyright (c) 2014-2015: G-CSC, Goethe University Frankfurt
3  * Authors: Ivo Muha, Martin Rupp
4  *
5  * This file is part of UG4.
6  *
7  * UG4 is free software: you can redistribute it and/or modify it under the
8  * terms of the GNU Lesser General Public License version 3 (as published by the
9  * Free Software Foundation) with the following additional attribution
10  * requirements (according to LGPL/GPL v3 §7):
11  *
12  * (1) The following notice must be displayed in the Appropriate Legal Notices
13  * of covered and combined works: "Based on UG4 (www.ug4.org/license)".
14  *
15  * (2) The following notice must be displayed at a prominent place in the
16  * terminal output of covered works: "Based on UG4 (www.ug4.org/license)".
17  *
18  * (3) The following bibliography is recommended for citation and must be
19  * preserved in all covered files:
20  * "Reiter, S., Vogel, A., Heppner, I., Rupp, M., and Wittum, G. A massively
21  * parallel geometric multigrid solver on hierarchically distributed grids.
22  * Computing and visualization in science 16, 4 (2013), 151-164"
23  * "Vogel, A., Reiter, S., Rupp, M., Nägel, A., and Wittum, G. UG4 -- a novel
24  * flexible software system for simulating pde based models on high performance
25  * computers. Computing and visualization in science 16, 4 (2013), 165-179"
26  *
27  * This program is distributed in the hope that it will be useful,
28  * but WITHOUT ANY WARRANTY; without even the implied warranty of
29  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
30  * GNU Lesser General Public License for more details.
31  */
32 
33 /*
34  * Method described in Comput Visual Sci (2006) 9: 1�10, DOI 10.1007/s00791-006-0012-2
35  * Simulation of lognormal random fields with varying resolution scale and local average for Darcy flow
36  * For the generation of the d-dimensional Gaussian random field we choose
37  * a simple spectral method which can sim- ulate anisotropicly correlated fields.
38  * The Gaussian random field f (x) is realized as a superposition of a large number
39  * of randomly chosen harmonic modes following the method introduced by Kraichnan
40  *
41  */
42 #ifndef __H__UG__LIB_DISC__SPATIAL_DISC__LOGNORMAL_RANDOM_FIELD_IMPL__
43 #define __H__UG__LIB_DISC__SPATIAL_DISC__LOGNORMAL_RANDOM_FIELD_IMPL__
44 
45 #include "common/util/typename.h"
46 #include "lognormal_random_field.h"
47 #include "common/math/misc/math_util.h" // urand
48 
49 #ifndef M_PI
50 #define M_PI 3.14159265358979323846264338327950288 /* pi */
51 #endif
52 
53 namespace ug{
54 
55 template <typename TData, int dim, typename TRet>
56 TRet LognormalRandomField<TData,dim,TRet>::evaluate(TData& D, const MathVector<dim>& x, number time, int si) const
57 {
58  double k = eval_K(x);
59  for(size_t i = 0; i < dim; ++i)
60  {
61  for(size_t j = 0; j < dim; ++j)
62  {
63  D[i][j] = 0.0;
64  if (i==j)
65  D[i][j] = k;
66  }
67  }
68  return;
69 }
70 
71 template <typename TData, int dim, typename TRet>
73 {
74  // from Numerical Recipes
75  int iset;
76  static double gset;
77  double fac, rsq, v1, v2, x1, x2;
78 
79  iset = 0;
80  if (iset == 0)
81  {
82  do
83  {
84  x1 = urand(0.0, 1.0);
85  x2 = urand(0.0, 1.0);
86  v1 = 2.0 * x1 - 1.0;
87  v2 = 2.0 * x2 - 1.0;
88  rsq = v1 * v1 + v2 * v2;
89  } while (rsq >= 1.0 || rsq == 0.0);
90  fac = sqrt(-2.0 * log(rsq) / rsq);
91  gset = v1 * fac;
92  iset = 1;
93  return v2 * fac;
94  }
95  else
96  {
97  iset = 0;
98  return gset;
99  }
100 
101 }
102 
103 template<typename TData, int dim, typename TRet>
105 {
106  return urand(0.0, 1.0);
107 }
108 
109 template <typename TData, int dim, typename TRet>
111 {
112 
113  double result = 0.0;
114  for(int i = 0; i < m_N; i++)
115  result += cos(VecDot(m_vRandomQvec[i], x) + m_vRandomAlpha[i]);
116 
117 
118  double f = m_dMean_f + sqrt(2*m_dSigma_f*m_dSigma_f/m_N)*result;
119 
120  if(m_bNoExp)
121  return f;
122  else
123  return exp(f);
124 }
125 
126 template <typename TData, int dim, typename TRet>
127 void LognormalRandomField<TData,dim,TRet>::set_config(size_t N, double mean_f, double sigma_f, double sigma)
128 {
129  m_N = N;
130  for(int j=0; j<dim; j++)
131  m_sigma[j] = sqrt(1.0/sigma);
132  m_dMean_f = mean_f;
133  m_dSigma_f = sigma_f;
134  m_dSigma = sigma;
135 
136  m_vRandomQvec.clear();
137  m_vRandomAlpha.clear();
138 
139  MathVector<dim> q;
140 
141  m_vRandomQvec.resize(N);
142  for(int j=0; j<dim; j++)
143  for(int i = 0; i < m_N; i++)
144  m_vRandomQvec[i][j] = m_sigma[j]*gasdev();
145 
146 
147  for(int i = 0; i < m_N; i++)
148  m_vRandomAlpha.push_back(undev()*2*M_PI);
149 
150 // UG_LOG("corrx = " << m_sigma[0] << " corry = " << m_sigma[1] << "\n");
151 // PRINT_VECTOR(m_vRandomQvec, "m_vRandomQvec");
152 // PRINT_VECTOR(m_vRandomAlpha, "m_vRandomAlpha");
153 
154 }
155 
156 template <typename TData, int dim, typename TRet>
158 {
159  std::stringstream ss;
160 
161  //ss << "LognormalRandomField < TData = " << TypeName<TData>() << ", dim = " << dim << ", TRet = " << TypeName<TRet>() << " >\n";
162  ss << " LognormalRandomField<" << dim << "d> ( m_N = " << m_N << ", m_dMean_f = " << m_dMean_f <<
163  ", m_dSigma_f = " << m_dSigma_f << ", sigma = " << m_dSigma << ", m_bNoExp = " << TrueFalseString(m_bNoExp) << ")";
164  return ss.str();
165 
166 }
167 
168 
169 } // ug
170 
171 #endif // __H__UG__LIB_DISC__SPATIAL_DISC__LOGNORMAL_RANDOM_FIELD_IMPL__
double gasdev()
Definition: lognormal_random_field_impl.h:72
std::string config_string() const
Definition: lognormal_random_field_impl.h:157
TRet evaluate(TData &D, const MathVector< dim > &x, number time, int si) const
Definition: lognormal_random_field_impl.h:56
double undev()
Definition: lognormal_random_field_impl.h:104
void set_config(size_t N, double mean_f, double sigma_f, double sigma)
Definition: lognormal_random_field_impl.h:127
double eval_K(const MathVector< dim > &x) const
Definition: lognormal_random_field_impl.h:110
static const int dim
double number
Definition: types.h:124
TNumber urand(TNumber lowerBound, TNumber upperBound)
uniform distributed random numbers in [lowerBound, upperBound[. Use srand to set a seed.
Definition: math_util_impl.hpp:67
vector_t::value_type VecDot(const vector_t &v1, const vector_t &v2)
returns the dot-product of two vector_ts
Definition: math_vector_functions_common_impl.hpp:385
the ug namespace
const char * TrueFalseString(bool b)
Definition: string_util.h:433