Package org.apache.commons.math.ode

Examples of org.apache.commons.math.ode.TestProblem1

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    @Test
    public void serialization()
    throws DerivativeException, IntegratorException,
    IOException, ClassNotFoundException {

        TestProblem1 pb = new TestProblem1();
        AdamsBashforthIntegrator integ = new AdamsBashforthIntegrator(4, 0.0, 1.0, 1.0e-10, 1.0e-10);
        integ.addStepHandler(new ContinuousOutputModel());
        integ.integrate(pb,
                        pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);

        ByteArrayOutputStream bos = new ByteArrayOutputStream();
        ObjectOutputStream    oos = new ObjectOutputStream(bos);
        for (StepHandler handler : integ.getStepHandlers()) {
            oos.writeObject(handler);
        }

        assertTrue(bos.size () >  25500);
        assertTrue(bos.size () <  26500);

        ByteArrayInputStream  bis = new ByteArrayInputStream(bos.toByteArray());
        ObjectInputStream     ois = new ObjectInputStream(bis);
        ContinuousOutputModel cm  = (ContinuousOutputModel) ois.readObject();

        Random random = new Random(347588535632l);
        double maxError = 0.0;
        for (int i = 0; i < 1000; ++i) {
            double r = random.nextDouble();
            double time = r * pb.getInitialTime() + (1.0 - r) * pb.getFinalTime();
            cm.setInterpolatedTime(time);
            double[] interpolatedY = cm.getInterpolatedState ();
            double[] theoreticalY  = pb.computeTheoreticalState(time);
            double dx = interpolatedY[0] - theoreticalY[0];
            double dy = interpolatedY[1] - theoreticalY[1];
            double error = dx * dx + dy * dy;
            if (error > maxError) {
                maxError = error;
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    super(name);
  }

  public void testDimensionCheck() {
    try  {
      TestProblem1 pb = new TestProblem1();
      new MidpointIntegrator(0.01).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");
    } catch(IntegratorException ie) {
    }
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  }

  public void testSmallStep()
    throws DerivativeException, IntegratorException {

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

    FirstOrderIntegrator integ = new MidpointIntegrator(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-7);
    assertTrue(handler.getMaximalValueError() < 1.0e-6);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    assertEquals("midpoint", integ.getName());
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  }

  public void testBigStep()
    throws DerivativeException, IntegratorException {

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

    FirstOrderIntegrator integ = new MidpointIntegrator(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() > 0.01);
    assertTrue(handler.getMaximalValueError() > 0.05);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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public class AdamsMoultonIntegratorTest {

    @Test(expected=IntegratorException.class)
    public void dimensionCheck() throws DerivativeException, IntegratorException {
        TestProblem1 pb = new TestProblem1();
        FirstOrderIntegrator integ =
            new AdamsMoultonIntegrator(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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    }

    @Test(expected=IntegratorException.class)
    public void testMinStep() throws DerivativeException, IntegratorException {

          TestProblem1 pb = new TestProblem1();
          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 AdamsMoultonIntegrator(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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    public void testIncreasingTolerance()
        throws DerivativeException, IntegratorException {

        int previousCalls = Integer.MAX_VALUE;
        for (int i = -12; i < -2; ++i) {
            TestProblem1 pb = new TestProblem1();
            double minStep = 0;
            double maxStep = pb.getFinalTime() - pb.getInitialTime();
            double scalAbsoluteTolerance = FastMath.pow(10.0, i);
            double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

            FirstOrderIntegrator integ = new AdamsMoultonIntegrator(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 0.15 and 3.0 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() > (0.15 * scalAbsoluteTolerance));
            assertTrue(handler.getMaximalValueError() < (3.0 * 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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    }

    @Test(expected = DerivativeException.class)
    public void exceedMaxEvaluations() throws DerivativeException, IntegratorException {

        TestProblem1 pb  = new TestProblem1();
        double range = pb.getFinalTime() - pb.getInitialTime();

        AdamsMoultonIntegrator integ = new AdamsMoultonIntegrator(2, 0, range, 1.0e-12, 1.0e-12);
        TestProblemHandler handler = new TestProblemHandler(pb, integ);
        integ.addStepHandler(handler);
        integ.setMaxEvaluations(650);
        integ.integrate(pb,
                        pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);

    }
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  }

  public void testSanityChecks() {
    try  {
      TestProblem1 pb = new TestProblem1();
      new ClassicalRungeKuttaIntegrator(0.01).integrate(pb,
                                                        0.0, new double[pb.getDimension()+10],
                                                        1.0, new double[pb.getDimension()]);
        fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
    } catch(IntegratorException ie) {
    }
    try  {
        TestProblem1 pb = new TestProblem1();
        new ClassicalRungeKuttaIntegrator(0.01).integrate(pb,
                                                          0.0, new double[pb.getDimension()],
                                                          1.0, new double[pb.getDimension()+10]);
          fail("an exception should have been thrown");
      } catch(DerivativeException de) {
        fail("wrong exception caught");
      } catch(IntegratorException ie) {
      }
    try  {
      TestProblem1 pb = new TestProblem1();
      new ClassicalRungeKuttaIntegrator(0.01).integrate(pb,
                                                        0.0, new double[pb.getDimension()],
                                                        0.0, new double[pb.getDimension()]);
        fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
    } catch(IntegratorException ie) {
    }
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  }

  public void testSmallStep()
    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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Related Classes of org.apache.commons.math.ode.TestProblem1

  • org.apache.commons.math.ode.nonstiff.AdamsBashforthIntegratorTest
  • org.apache.commons.math.ode.nonstiff.AdamsMoultonIntegratorTest
  • org.apache.commons.math.ode.nonstiff.ClassicalRungeKuttaIntegratorTest
  • org.apache.commons.math.ode.nonstiff.DormandPrince54IntegratorTest
  • org.apache.commons.math.ode.nonstiff.DormandPrince853IntegratorTest
  • org.apache.commons.math.ode.nonstiff.EulerIntegratorTest
  • org.apache.commons.math.ode.nonstiff.EulerStepInterpolatorTest
  • org.apache.commons.math.ode.nonstiff.GillIntegratorTest
  • org.apache.commons.math.ode.nonstiff.GraggBulirschStoerIntegratorTest
  • org.apache.commons.math.ode.nonstiff.HighamHall54IntegratorTest
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