Package org.apache.commons.math.ode

Examples of org.apache.commons.math.ode.DormandPrince54Integrator


  }

  public void testDimensionCheck() {
    try  {
      TestProblem1 pb = new TestProblem1();
      DormandPrince54Integrator integrator = new DormandPrince54Integrator(0.0, 1.0,
                                                                           1.0e-10, 1.0e-10);
      integrator.integrate(pb,
                           0.0, new double[pb.getDimension()+10],
                           1.0, new double[pb.getDimension()+10]);
      fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
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      double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime());
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 };
      double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 };

      FirstOrderIntegrator integ = new DormandPrince54Integrator(minStep, maxStep,
                                                                 vecAbsoluteTolerance,
                                                                 vecRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.setStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
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    double maxStep = Math.abs(pb.getFinalTime() - pb.getInitialTime());
    double scalAbsoluteTolerance = 6.0e-4;
    double scalRelativeTolerance = 6.0e-4;

    AdaptiveStepsizeIntegrator integ =
      new DormandPrince54Integrator(minStep, maxStep,
                                    scalAbsoluteTolerance,
                                    scalRelativeTolerance);

    DP54SmallLastHandler handler = new DP54SmallLastHandler(minStep);
    integ.setStepHandler(handler);
    integ.setInitialStepSize(1.7);
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
    assertTrue(handler.wasLastSeen());
    assertEquals("Dormand-Prince 5(4)", integ.getName());

  }
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      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = Math.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      EmbeddedRungeKuttaIntegrator integ =
          new DormandPrince54Integrator(minStep, maxStep,
                                        scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.setSafety(0.8);
      integ.setMaxGrowth(5.0);
      integ.setMinReduction(0.3);
      integ.setStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      assertEquals(0.8, integ.getSafety(), 1.0e-12);
      assertEquals(5.0, integ.getMaxGrowth(), 1.0e-12);
      assertEquals(0.3, integ.getMinReduction(), 1.0e-12);

      // the 0.7 factor is only valid for this test
      // and has been obtained from trial and error
      // there is no general relation between local and global errors
      assertTrue(handler.getMaximalValueError() < (0.7 * scalAbsoluteTolerance));
 
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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new DormandPrince54Integrator(minStep, maxStep,
                                                               scalAbsoluteTolerance,
                                                               scalRelativeTolerance);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.setStepHandler(handler);
    SwitchingFunction[] functions = pb.getSwitchingFunctions();
    for (int l = 0; l < functions.length; ++l) {
      integ.addSwitchingFunction(functions[l],
                                 Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);
    }
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(handler.getMaximalValueError() < 5.0e-6);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new DormandPrince54Integrator(minStep, maxStep,
                                                               scalAbsoluteTolerance,
                                                               scalRelativeTolerance);
    integ.setStepHandler(new KeplerHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(pb.getCalls() < 2800);
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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new DormandPrince54Integrator(minStep, maxStep,
                                                               scalAbsoluteTolerance,
                                                               scalRelativeTolerance);
    integ.setStepHandler(new VariableHandler());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
  }
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    TestProblem3 pb = new TestProblem3(0.9);
    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = scalAbsoluteTolerance;
    DormandPrince54Integrator integ = new DormandPrince54Integrator(minStep, maxStep,
                                                                    scalAbsoluteTolerance,
                                                                    scalRelativeTolerance);
    integ.setStepHandler(new ContinuousOutputModel());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    ByteArrayOutputStream bos = new ByteArrayOutputStream();
    ObjectOutputStream    oos = new ObjectOutputStream(bos);
    oos.writeObject(integ.getStepHandler());

    assertTrue(bos.size () > 119500);
    assertTrue(bos.size () < 120500);

    ByteArrayInputStream  bis = new ByteArrayInputStream(bos.toByteArray());
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      TestProblem3 pb = new TestProblem3(0.9);
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = scalAbsoluteTolerance;
      DormandPrince54Integrator integ = new DormandPrince54Integrator(minStep, maxStep,
                                                                      scalAbsoluteTolerance,
                                                                      scalRelativeTolerance);
      integ.setStepHandler(new StepHandler() {
          public void handleStep(StepInterpolator interpolator, boolean isLast)
          throws DerivativeException {
              StepInterpolator cloned = interpolator.copy();
              double tA = cloned.getPreviousTime();
              double tB = cloned.getCurrentTime();
              double halfStep = Math.abs(tB - tA) / 2;
              assertEquals(interpolator.getPreviousTime(), tA, 1.0e-12);
              assertEquals(interpolator.getCurrentTime(), tB, 1.0e-12);
              for (int i = 0; i < 10; ++i) {
                  double t = (i * tB + (9 - i) * tA) / 9;
                  interpolator.setInterpolatedTime(t);
                  assertTrue(Math.abs(cloned.getInterpolatedTime() - t) > (halfStep / 10));
                  cloned.setInterpolatedTime(t);
                  assertEquals(t, cloned.getInterpolatedTime(), 1.0e-12);
                  double[] referenceState = interpolator.getInterpolatedState();
                  double[] cloneState     = cloned.getInterpolatedState();
                  for (int j = 0; j < referenceState.length; ++j) {
                      assertEquals(referenceState[j], cloneState[j], 1.0e-12);
                  }
              }
          }
          public boolean requiresDenseOutput() {
              return true;
          }
          public void reset() {
          }
      });
      integ.integrate(pb,
              pb.getInitialTime(), pb.getInitialState(),
              pb.getFinalTime(), new double[pb.getDimension()]);

  }
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  public void setUp() {
    pb = new TestProblem3(0.9);
    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    integ = new DormandPrince54Integrator(minStep, maxStep, 1.0e-8, 1.0e-8);
  }
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