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

org.apache.commons.math.ode.FirstOrderIntegrator
This interface represents a first order integrator for differential equations.
The classes which are devoted to solve first order differential equations should implement this interface. The problems which can be handled should implement the {@link FirstOrderDifferentialEquations} interface.
@see FirstOrderDifferentialEquations @see StepHandler @see SwitchingFunction @version $Revision: 620312 $ $Date: 2008-02-10 12:28:59 -0700 (Sun, 10 Feb 2008) $ @since 1.2

      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = FastMath.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());
  }

View Full Code Here

    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();
    double convergence = 1.0e-8 * maxStep;
    for (int l = 0; l < functions.length; ++l) {
      integ.addEventHandler(functions[l],
                                 Double.POSITIVE_INFINITY, convergence, 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(), convergence);
    assertEquals(12.0, handler.getLastTime(), convergence);
    integ.clearEventHandlers();
    assertEquals(0, integ.getEventHandlers().size());


  }

View Full Code Here

      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(LocalizedFormats.EVALUATION_FAILED, 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

View Full Code Here

    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) {
        double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
        double offset = t - middle;
        return (offset > 0) ? (offset + 0.5) : (offset - 0.5);
      }
      public void resetState(double t, double[] y) {
      }
      private static final long serialVersionUID = 935652725339916361L;
    }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 3);


    try {
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch (IntegratorException ie) {
       assertTrue(ie.getCause() != null);

View Full Code Here

      final TestProblem3 pb  = new TestProblem3(0.9);
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();


      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), new double[6],
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }


      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[6]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }


      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[2], new double[4]);
        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
      }


      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[2]);
        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
      }


      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                        pb.getInitialTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

View Full Code Here

    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double[] vecAbsoluteTolerance = { 1.0e-8, 1.0e-8, 1.0e-10, 1.0e-10 };
    double[] vecRelativeTolerance = { 1.0e-10, 1.0e-10, 1.0e-8, 1.0e-8 };


    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()]);
    assertEquals(0.0, handler.getMaximalValueError(), 1.5e-4);
    assertEquals("Higham-Hall 5(4)", integ.getName());
  }

View Full Code Here

      for (int i = 5; i < 10; ++i) {


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


        FirstOrderIntegrator integ = new GillIntegrator(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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    throws DerivativeException, IntegratorException {


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


    FirstOrderIntegrator integ = new GillIntegrator(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("Gill", integ.getName());


  }

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    throws DerivativeException, IntegratorException {


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


    FirstOrderIntegrator integ = new GillIntegrator(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);

View Full Code Here

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