diff --git a/src/Numerics/OdeSolvers/AdamsBashforth.cs b/src/Numerics/OdeSolvers/AdamsBashforth.cs
index 2519f100..0f731537 100644
--- a/src/Numerics/OdeSolvers/AdamsBashforth.cs
+++ b/src/Numerics/OdeSolvers/AdamsBashforth.cs
@@ -57,7 +57,7 @@ namespace MathNet.Numerics.OdeSolvers
}
///
- /// Second Order AB Method(Require two initial guesses)
+ /// Second Order AB Method
///
/// Initial value 1
/// Start Time
@@ -87,13 +87,46 @@ namespace MathNet.Numerics.OdeSolvers
return y;
}
- public static double[] ThirdOrder()
+ ///
+ /// Third Order AB Method
+ ///
+ /// Initial value 1
+ /// Start Time
+ /// End Time
+ /// Size of output array(the larger, the finer)
+ /// ode model
+ /// approximation with size N
+ public static double[] ThirdOrder(double y0, double start, double end, int N, Func f)
{
- return null;
+ double dt = (end - start) / (N - 1);
+ double t = start;
+ double[] y = new double[N];
+
+ double k1 = 0;
+ double k2 = 0;
+ double k3 = 0;
+ double k4 = 0;
+ y[0] = y0;
+ for (int i = 1; i < 3; i++)
+ {
+ k1 = dt * f(t, y0);
+ k2 = dt * f(t + dt / 2, y0 + k1 / 2);
+ k3 = dt * f(t + dt / 2, y0 + k2 / 2);
+ k4 = dt * f(t + dt, y0 + k3);
+ y[i] = y0 + (k1 + 2 * k2 + 2 * k3 + k4) / 6;
+ t += dt;
+ y0 = y[i];
+ }
+ for (int i = 3; i < N; i++)
+ {
+ y[i] = y[i - 1] + dt * (23 * f(t, y[i - 1]) - 16 * f(t - dt, y[i - 2]) + 5 * f(t - 2 * dt, y[i - 3])) / 12.0;
+ t += dt;
+ }
+ return y;
}
///
- /// Fourth Order AB Method(Require two initial guesses)
+ /// Fourth Order AB Method
///
/// Initial value 1
/// Start Time
diff --git a/src/UnitTests/OdeSolvers/OdeSolverTest.cs b/src/UnitTests/OdeSolvers/OdeSolverTest.cs
index 74e3562c..265939a3 100644
--- a/src/UnitTests/OdeSolvers/OdeSolverTest.cs
+++ b/src/UnitTests/OdeSolvers/OdeSolverTest.cs
@@ -82,6 +82,27 @@ namespace MathNet.Numerics.UnitTests.OdeSolvers
Assert.AreEqual(2, ratio, 0.01);// Check error convergence order
}
+ [Test]
+ public void AB3Test()
+ {
+ Func ode = (t, y) => t + 2 * y * t;
+ Func sol = (t) => 0.5 * (Math.Exp(t * t) - 1);
+ double ratio = double.NaN;
+ double error = 0;
+ double oldError = 0;
+ for (int k = 0; k < 4; k++)
+ {
+ double y0 = 0;
+ double[] y_t = AdamsBashforth.ThirdOrder(y0, 0, 2, Convert.ToInt32(Math.Pow(2, k + 8)), ode);
+ error = Math.Abs(sol(2) - y_t.Last());
+ if (oldError != 0)
+ ratio = Math.Log(oldError / error, 2);
+ oldError = error;
+ Console.WriteLine(string.Format("{0}, {1}", error, ratio));
+ }
+ Assert.AreEqual(3, ratio, 0.01);// Check error convergence order
+ }
+
[Test]
public void AB4Test()
{