Package org.apache.commons.math.ode

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

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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 DormandPrince853Integrator(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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    assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
  }

  public void testNoDenseOutput()
    throws DerivativeException, IntegratorException {
    TestProblem1 pb1 = new TestProblem1();
    TestProblem1 pb2 = pb1.copy();
    double minStep = 0.1 * (pb1.getFinalTime() - pb1.getInitialTime());
    double maxStep = pb1.getFinalTime() - pb1.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-4;
    double scalRelativeTolerance = 1.0e-4;

    FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep, maxStep,
                                                                scalAbsoluteTolerance,
                                                                scalRelativeTolerance);
    integ.addStepHandler(DummyStepHandler.getInstance());
    integ.integrate(pb1,
                    pb1.getInitialTime(), pb1.getInitialState(),
                    pb1.getFinalTime(), new double[pb1.getDimension()]);
    int callsWithoutDenseOutput = pb1.getCalls();
    assertEquals(integ.getEvaluations(), callsWithoutDenseOutput);

    integ.addStepHandler(new InterpolatingStepHandler());
    integ.integrate(pb2,
                    pb2.getInitialTime(), pb2.getInitialState(),
                    pb2.getFinalTime(), new double[pb2.getDimension()]);
    int callsWithDenseOutput = pb2.getCalls();
    assertEquals(integ.getEvaluations(), callsWithDenseOutput);

    assertTrue(callsWithDenseOutput > callsWithoutDenseOutput);

  }
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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;

      EmbeddedRungeKuttaIntegrator integ =
          new DormandPrince54Integrator(minStep, maxStep,
                                        scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.setSafety(0.8);
      integ.setMaxGrowth(5.0);
      integ.setMinReduction(0.3);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      assertEquals(0.8, integ.getSafety(), 1.0e-12);
      assertEquals(5.0, integ.getMaxGrowth(), 1.0e-12);
      assertEquals(0.3, integ.getMinReduction(), 1.0e-12);

      // the 0.7 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() < (0.7 * 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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    super(name);
  }

  public void testDimensionCheck() {
    try  {
      TestProblem1 pb = new TestProblem1();
      AdaptiveStepsizeIntegrator integrator =
        new GraggBulirschStoerIntegrator(0.0, 1.0, 1.0e-10, 1.0e-10);
      integrator.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 testNullIntervalCheck() {
    try  {
      TestProblem1 pb = new TestProblem1();
      GraggBulirschStoerIntegrator integrator =
        new GraggBulirschStoerIntegrator(0.0, 1.0, 1.0e-10, 1.0e-10);
      integrator.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 testIncreasingTolerance()
    throws DerivativeException, IntegratorException {

    int previousCalls = Integer.MAX_VALUE;
    for (int i = -12; i < -4; ++i) {
      TestProblem1 pb     = new TestProblem1();
      double minStep      = 0;
      double maxStep      = pb.getFinalTime() - pb.getInitialTime();
      double absTolerance = FastMath.pow(10.0, i);
      double relTolerance = absTolerance;

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

      // the coefficients are only valid for this test
      // and have been obtained from trial and error
      // there is no general relation between local and global errors
      double ratio =  handler.getMaximalValueError() / absTolerance;
      assertTrue(ratio < 2.4);
      assertTrue(ratio > 0.02);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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

    }
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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 () >  20000);
        assertTrue(bos.size () <  25000);

        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();
      DormandPrince54Integrator integrator = new DormandPrince54Integrator(0.0, 1.0,
                                                                           1.0e-10, 1.0e-10);
      integrator.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 testMinStep() {

    try {
      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 DormandPrince54Integrator(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");
    } catch(IntegratorException ie) {
    }
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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 = Math.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      EmbeddedRungeKuttaIntegrator integ =
          new DormandPrince54Integrator(minStep, maxStep,
                                        scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.setSafety(0.8);
      integ.setMaxGrowth(5.0);
      integ.setMinReduction(0.3);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      assertEquals(0.8, integ.getSafety(), 1.0e-12);
      assertEquals(5.0, integ.getMaxGrowth(), 1.0e-12);
      assertEquals(0.3, integ.getMinReduction(), 1.0e-12);

      // the 0.7 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() < (0.7 * 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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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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