Package org.apache.commons.math.ode

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

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    double minStep        = 0;
    double maxStep        = pb.getFinalTime() - pb.getInitialTime();
    double absTolerance   = 1.0e-6;
    double relTolerance   = 1.0e-6;

    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(minStep, maxStep,
                                       absTolerance, relTolerance);
    integ.addStepHandler(new KeplerStepHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertEquals(integ.getEvaluations(), pb.getCalls());
    assertTrue(pb.getCalls() < 2150);

  }
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    final TestProblem3 pb = new TestProblem3(0.9);
    double minStep        = 0;
    double maxStep        = pb.getFinalTime() - pb.getInitialTime();
    double absTolerance   = 1.0e-8;
    double relTolerance   = 1.0e-8;
    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(minStep, maxStep,
                                       absTolerance, relTolerance);
    integ.addStepHandler(new VariableStepHandler());
    double stopTime = integ.integrate(pb,
                                      pb.getInitialTime(), pb.getInitialState(),
                                      pb.getFinalTime(), new double[pb.getDimension()]);
    assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
    assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
  }
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  }

  public void testUnstableDerivative()
    throws DerivativeException, IntegratorException {
    final StepProblem stepProblem = new StepProblem(0.0, 1.0, 2.0);
    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(0.1, 10, 1.0e-12, 0.0);
    integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000);
    double[] y = { Double.NaN };
    integ.integrate(stepProblem, 0.0, new double[] { 0.0 }, 10.0, y);
    assertEquals(8.0, y[0], 1.0e-12);
  }
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      for (int i = 4; i < 10; ++i) {

        TestProblemAbstract pb = problems[k].copy();
        double step = (pb.getFinalTime() - pb.getInitialTime()) * Math.pow(2.0, -i);

        FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
        TestProblemHandler handler = new TestProblemHandler(pb, integ);
        integ.addStepHandler(handler);
        EventHandler[] functions = pb.getEventsHandlers();
        for (int l = 0; l < functions.length; ++l) {
          integ.addEventHandler(functions[l],
                                     Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
        }
        assertEquals(functions.length, integ.getEventHandlers().size());
        double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                                          pb.getFinalTime(), new double[pb.getDimension()]);
        if (functions.length == 0) {
            assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
        }

        double error = handler.getMaximalValueError();
        if (i > 4) {
          assertTrue(error < Math.abs(previousError));
        }
        previousError = error;
        assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
        integ.clearEventHandlers();
        assertEquals(0, integ.getEventHandlers().size());
      }

    }

  }
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    throws DerivativeException, IntegratorException {

    TestProblem1 pb = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;

    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(handler.getLastError() < 2.0e-13);
    assertTrue(handler.getMaximalValueError() < 4.0e-12);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    assertEquals("classical Runge-Kutta", integ.getName());
  }
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    throws DerivativeException, IntegratorException {

    TestProblem1 pb = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.2;

    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(handler.getLastError() > 0.0004);
    assertTrue(handler.getMaximalValueError() > 0.005);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
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    throws DerivativeException, IntegratorException {

    TestProblem5 pb = new TestProblem5();
    double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;

    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(handler.getLastError() < 5.0e-10);
    assertTrue(handler.getMaximalValueError() < 7.0e-10);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    assertEquals("classical Runge-Kutta", integ.getName());
  }
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    throws DerivativeException, IntegratorException {

    final TestProblem3 pb  = new TestProblem3(0.9);
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.0003;

    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    integ.addStepHandler(new KeplerHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
  }
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  }

  public void testStepSize()
    throws DerivativeException, IntegratorException {
      final double step = 1.23456;
      FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
      integ.addStepHandler(new StepHandler() {
          public void handleStep(StepInterpolator interpolator, boolean isLast) {
              if (! isLast) {
                  assertEquals(step,
                               interpolator.getCurrentTime() - interpolator.getPreviousTime(),
                               1.0e-12);
              }
          }
          public boolean requiresDenseOutput() {
              return false;
          }
          public void reset() {
          }
      });
      integ.integrate(new FirstOrderDifferentialEquations() {
          private static final long serialVersionUID = 0L;
          public void computeDerivatives(double t, double[] y, double[] dot) {
              dot[0] = 1.0;
          }
          public int getDimension() {
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        TestProblemAbstract pb = problems[k].copy();
        double step = (pb.getFinalTime() - pb.getInitialTime())
          * Math.pow(2.0, -i);

        FirstOrderIntegrator integ = new ThreeEighthesIntegrator(step);
        TestProblemHandler handler = new TestProblemHandler(pb, integ);
        integ.addStepHandler(handler);
        EventHandler[] functions = pb.getEventsHandlers();
        for (int l = 0; l < functions.length; ++l) {
          integ.addEventHandler(functions[l],
                                     Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
        }
        double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                                          pb.getFinalTime(), new double[pb.getDimension()]);
        if (functions.length == 0) {
            assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
        }

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Related Classes of org.apache.commons.math.ode.FirstOrderIntegrator

  • org.apache.commons.math.ode.ClassicalRungeKuttaIntegratorTest
  • org.apache.commons.math.ode.ContinuousOutputModelTest
  • org.apache.commons.math.ode.DormandPrince54IntegratorTest
  • org.apache.commons.math.ode.DormandPrince853IntegratorTest
  • org.apache.commons.math.ode.EulerIntegratorTest
  • org.apache.commons.math.ode.GillIntegratorTest
  • org.apache.commons.math.ode.GraggBulirschStoerIntegratorTest
  • org.apache.commons.math.ode.HighamHall54IntegratorTest
  • org.apache.commons.math.ode.jacobians.FirstOrderIntegratorWithJacobiansTest
  • org.apache.commons.math.ode.MidpointIntegratorTest
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