Package org.apache.commons.math.ode

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

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    throws DerivativeException, IntegratorException {

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

    FirstOrderIntegrator integ = new ThreeEighthesIntegrator(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("3/8", integ.getName());

  }
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    throws DerivativeException, IntegratorException {

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

    FirstOrderIntegrator integ = new ThreeEighthesIntegrator(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 ThreeEighthesIntegrator(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("3/8", 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 ThreeEighthesIntegrator(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 ThreeEighthesIntegrator(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() {
          public void computeDerivatives(double t, double[] y, double[] dot) {
              dot[0] = 1.0;
          }
          public int getDimension() {
              return 1;
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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 HighamHall54Integrator(minStep, maxStep,
                                                              vecAbsoluteTolerance,
                                                              vecRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(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 minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = Math.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              scalAbsoluteTolerance,
                                                              scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);

      // the 1.3 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() < (1.3 * scalAbsoluteTolerance));
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

      int calls = pb.getCalls();
      assertEquals(integ.getEvaluations(), calls);
      assertTrue(calls <= previousCalls);
      previousCalls = calls;

    }

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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 HighamHall54Integrator(minStep, maxStep,
                                                              scalAbsoluteTolerance,
                                                              scalRelativeTolerance);
      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-7);
      assertTrue(handler.getMaximalValueError() < 5.0e-7);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("Higham-Hall 5(4)", integ.getName());
  }
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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 HighamHall54Integrator(minStep, maxStep,
                                                            scalAbsoluteTolerance,
                                                            scalRelativeTolerance);
    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-8 * maxStep, 1000);
    }
    assertEquals(functions.length, integ.getEventHandlers().size());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(handler.getMaximalValueError() < 1.0e-7);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    assertEquals(12.0, handler.getLastTime(), 1.0e-8 * maxStep);
    integ.clearEventHandlers();
    assertEquals(0, integ.getEventHandlers().size());

  }
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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 HighamHall54Integrator(minStep, maxStep,
                                     scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);

      integ.addEventHandler(new EventHandler() {
        public int eventOccurred(double t, double[] y, boolean increasing) {
          return EventHandler.CONTINUE;
        }
        public double g(double t, double[] y) throws EventException {
          double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
          double offset = t - middle;
          if (offset > 0) {
            throw new EventException("Evaluation failed for argument = {0}", t);
          }
          return offset;
        }
        public void resetState(double t, double[] y) {
        }
        private static final long serialVersionUID = 935652725339916361L;
      }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);

      try {
        integ.integrate(pb,
                        pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
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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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