Package org.apache.commons.math.ode

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

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public class AdamsBashforthIntegratorTest {

    @Test(expected=IntegratorException.class)
    public void dimensionCheck() throws DerivativeException, IntegratorException {
        TestProblem1 pb = new TestProblem1();
        FirstOrderIntegrator integ =
            new AdamsBashforthIntegrator(2, 0.0, 1.0, 1.0e-10, 1.0e-10);
        integ.integrate(pb,
                        0.0, new double[pb.getDimension()+10],
                        1.0, new double[pb.getDimension()+10]);
    }
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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 AdamsBashforthIntegrator(4, 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()]);

    }
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            double minStep = 0;
            double maxStep = pb.getFinalTime() - pb.getInitialTime();
            double scalAbsoluteTolerance = FastMath.pow(10.0, i);
            double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

            FirstOrderIntegrator integ = new AdamsBashforthIntegrator(4, 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 31 and 36 factors are 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() > (31.0 * scalAbsoluteTolerance));
            assertTrue(handler.getMaximalValueError() < (36.0 * scalAbsoluteTolerance));
            assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);

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

        }

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    public void backward() throws DerivativeException, IntegratorException {

        TestProblem5 pb = new TestProblem5();
        double range = FastMath.abs(pb.getFinalTime() - pb.getInitialTime());

        FirstOrderIntegrator integ = new AdamsBashforthIntegrator(4, 0, range, 1.0e-12, 1.0e-12);
        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() < 1.0e-8);
        assertTrue(handler.getMaximalValueError() < 1.0e-8);
        assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);
        assertEquals("Adams-Bashforth", integ.getName());
    }
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              }
          };

      // integrate backward from &pi; to 0;
      ContinuousOutputModel cm1 = new ContinuousOutputModel();
      FirstOrderIntegrator integ1 =
          new DormandPrince853Integrator(0, 1.0, 1.0e-8, 1.0e-8);
      integ1.addStepHandler(cm1);
      integ1.integrate(problem, FastMath.PI, new double[] { -1.0, 0.0 },
                       0, new double[2]);

      // integrate backward from 2&pi; to &pi;
      ContinuousOutputModel cm2 = new ContinuousOutputModel();
      FirstOrderIntegrator integ2 =
          new DormandPrince853Integrator(0, 0.1, 1.0e-12, 1.0e-12);
      integ2.addStepHandler(cm2);
      integ2.integrate(problem, 2.0 * FastMath.PI, new double[] { 1.0, 0.0 },
                       FastMath.PI, new double[2]);

      // merge the two half circles
      ContinuousOutputModel cm = new ContinuousOutputModel();
      cm.append(cm2);
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        // the curves dy/dp = g(b) when b varies from 2.88 to 3.08 are
        // essentially noise.
        // This test is taken from Hairer, Norsett and Wanner book
        // Solving Ordinary Differential Equations I (Nonstiff problems),
        // the curves dy/dp = g(b) are in figure 6.5
        FirstOrderIntegrator integ =
            new DormandPrince54Integrator(1.0e-8, 100.0, new double[] { 1.0e-4, 1.0e-4 }, new double[] { 1.0e-4, 1.0e-4 });
        double hP = 1.0e-12;
        SummaryStatistics residualsP0 = new SummaryStatistics();
        SummaryStatistics residualsP1 = new SummaryStatistics();
        for (double b = 2.88; b < 3.08; b += 0.001) {
            Brusselator brusselator = new Brusselator(b);
            double[] y = { 1.3, b };
            integ.integrate(brusselator, 0, y, 20.0, y);
            double[] yP = { 1.3, b + hP };
            brusselator.setParameter(0, b + hP);
            integ.integrate(brusselator, 0, yP, 20.0, yP);
            residualsP0.addValue((yP[0] - y[0]) / hP - brusselator.dYdP0());
            residualsP1.addValue((yP[1] - y[1]) / hP - brusselator.dYdP1());
        }
        Assert.assertTrue((residualsP0.getMax() - residualsP0.getMin()) > 600);
        Assert.assertTrue(residualsP0.getStandardDeviation() > 30);
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    }

    @Test
    public void testHighAccuracyExternalDifferentiation()
        throws IntegratorException, DerivativeException {
        FirstOrderIntegrator integ =
            new DormandPrince54Integrator(1.0e-8, 100.0, new double[] { 1.0e-10, 1.0e-10 }, new double[] { 1.0e-10, 1.0e-10 });
        double hP = 1.0e-12;
        SummaryStatistics residualsP0 = new SummaryStatistics();
        SummaryStatistics residualsP1 = new SummaryStatistics();
        for (double b = 2.88; b < 3.08; b += 0.001) {
            Brusselator brusselator = new Brusselator(b);
            double[] y = { 1.3, b };
            integ.integrate(brusselator, 0, y, 20.0, y);
            double[] yP = { 1.3, b + hP };
            brusselator.setParameter(0, b + hP);
            integ.integrate(brusselator, 0, yP, 20.0, yP);
            residualsP0.addValue((yP[0] - y[0]) / hP - brusselator.dYdP0());
            residualsP1.addValue((yP[1] - y[1]) / hP - brusselator.dYdP1());
        }
        Assert.assertTrue((residualsP0.getMax() - residualsP0.getMin()) > 0.02);
        Assert.assertTrue((residualsP0.getMax() - residualsP0.getMin()) < 0.03);
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    }

    @Test
    public void testInternalDifferentiation()
        throws IntegratorException, DerivativeException {
        FirstOrderIntegrator integ =
            new DormandPrince54Integrator(1.0e-8, 100.0, new double[] { 1.0e-4, 1.0e-4 }, new double[] { 1.0e-4, 1.0e-4 });
        double hP = 1.0e-12;
        SummaryStatistics residualsP0 = new SummaryStatistics();
        SummaryStatistics residualsP1 = new SummaryStatistics();
        for (double b = 2.88; b < 3.08; b += 0.001) {
            Brusselator brusselator = new Brusselator(b);
            brusselator.setParameter(0, b);
            double[] z = { 1.3, b };
            double[][] dZdZ0 = new double[2][2];
            double[][] dZdP  = new double[2][1];
            double hY = 1.0e-12;
            FirstOrderIntegratorWithJacobians extInt =
                new FirstOrderIntegratorWithJacobians(integ, brusselator, new double[] { b },
                                                      new double[] { hY, hY }, new double[] { hP });
            extInt.setMaxEvaluations(5000);
            extInt.integrate(0, z, new double[][] { { 0.0 }, { 1.0 } }, 20.0, z, dZdZ0, dZdP);
            Assert.assertEquals(5000, extInt.getMaxEvaluations());
            Assert.assertTrue(extInt.getEvaluations() > 1400);
            Assert.assertTrue(extInt.getEvaluations() < 2000);
            Assert.assertEquals(4 * integ.getEvaluations(), extInt.getEvaluations());
            residualsP0.addValue(dZdP[0][0] - brusselator.dYdP0());
            residualsP1.addValue(dZdP[1][0] - brusselator.dYdP1());
        }
        Assert.assertTrue((residualsP0.getMax() - residualsP0.getMin()) < 0.02);
        Assert.assertTrue(residualsP0.getStandardDeviation() < 0.003);
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    }

    @Test
    public void testAnalyticalDifferentiation()
        throws IntegratorException, DerivativeException {
        FirstOrderIntegrator integ =
            new DormandPrince54Integrator(1.0e-8, 100.0, new double[] { 1.0e-4, 1.0e-4 }, new double[] { 1.0e-4, 1.0e-4 });
        SummaryStatistics residualsP0 = new SummaryStatistics();
        SummaryStatistics residualsP1 = new SummaryStatistics();
        for (double b = 2.88; b < 3.08; b += 0.001) {
            Brusselator brusselator = new Brusselator(b);
            brusselator.setParameter(0, b);
            double[] z = { 1.3, b };
            double[][] dZdZ0 = new double[2][2];
            double[][] dZdP  = new double[2][1];
            FirstOrderIntegratorWithJacobians extInt =
                new FirstOrderIntegratorWithJacobians(integ, brusselator);
            extInt.setMaxEvaluations(5000);
            extInt.integrate(0, z, new double[][] { { 0.0 }, { 1.0 } }, 20.0, z, dZdZ0, dZdP);
            Assert.assertEquals(5000, extInt.getMaxEvaluations());
            Assert.assertTrue(extInt.getEvaluations() > 350);
            Assert.assertTrue(extInt.getEvaluations() < 510);
            Assert.assertEquals(integ.getEvaluations(), extInt.getEvaluations());
            residualsP0.addValue(dZdP[0][0] - brusselator.dYdP0());
            residualsP1.addValue(dZdP[1][0] - brusselator.dYdP1());
        }
        Assert.assertTrue((residualsP0.getMax() - residualsP0.getMin()) < 0.014);
        Assert.assertTrue(residualsP0.getStandardDeviation() < 0.003);
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        Assert.assertTrue(residualsP1.getStandardDeviation() < 0.01);
    }

    @Test
    public void testFinalResult() throws IntegratorException, DerivativeException {
        FirstOrderIntegrator integ =
            new DormandPrince54Integrator(1.0e-8, 100.0, new double[] { 1.0e-10, 1.0e-10 }, new double[] { 1.0e-10, 1.0e-10 });
        double[] y = new double[] { 0.0, 1.0 };
        Circle circle = new Circle(y, 1.0, 1.0, 0.1);
        double[][] dydy0 = new double[2][2];
        double[][] dydp  = new double[2][3];
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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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