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 < -5; ++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;

            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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    }

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

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

        AdamsBashforthIntegrator integ = new AdamsBashforthIntegrator(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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    super(name);
  }

  public void testDimensionCheck() {
    try  {
      TestProblem1 pb = new TestProblem1();
      new GillIntegrator(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 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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  }

  public void testBigStep()
    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);

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

    TestProblem1 pb = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;
    EulerIntegrator integ = new EulerIntegrator(step);
    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);
    }
   
    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 EulerIntegrator(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 EulerIntegrator(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-4);
   assertTrue(handler.getMaximalValueError() < 1.0e-3);
   assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
   assertEquals("Euler", 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 EulerIntegrator(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() > 0.2);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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

    TestProblem1 pb = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;
    MidpointIntegrator integ = new MidpointIntegrator(step);
    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 () > 98000);
    assertTrue(bos.size () < 99000);

    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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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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