Package org.apache.commons.math.ode

Examples of org.apache.commons.math.ode.TestProblem5

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  }

  public void testSmallLastStep()
    throws DerivativeException, IntegratorException {

    TestProblemAbstract pb = new TestProblem5();
    double minStep = 1.25;
    double maxStep = Math.abs(pb.getFinalTime() - pb.getInitialTime());
    double scalAbsoluteTolerance = 6.0e-4;
    double scalRelativeTolerance = 6.0e-4;

    AdaptiveStepsizeIntegrator integ =
      new DormandPrince54Integrator(minStep, maxStep,
                                    scalAbsoluteTolerance,
                                    scalRelativeTolerance);

    DP54SmallLastHandler handler = new DP54SmallLastHandler(minStep);
    integ.addStepHandler(handler);
    integ.setInitialStepSize(1.7);
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
    assertTrue(handler.wasLastSeen());
    assertEquals("Dormand-Prince 5(4)", integ.getName());

  }
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  }

  public void testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      FirstOrderIntegrator integ = new DormandPrince54Integrator(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() < 2.0e-7);
      assertTrue(handler.getMaximalValueError() < 2.0e-7);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("Dormand-Prince 5(4)", integ.getName());
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  }

  public void testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      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()]);

      assertTrue(handler.getLastError() < 8.1e-8);
      assertTrue(handler.getMaximalValueError() < 1.1e-7);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
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  }

  public void testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double step = Math.abs(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() < 6.0e-4);
      assertTrue(handler.getMaximalValueError() < 6.0e-4);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("midpoint", integ.getName());
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    }

    @Test
    public void backward() throws DerivativeException, IntegratorException {

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

        FirstOrderIntegrator integ = new AdamsMoultonIntegrator(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-9);
        assertTrue(handler.getMaximalValueError() < 1.0e-9);
        assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);
        assertEquals("Adams-Moulton", integ.getName());
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  }

  public void testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;

      FirstOrderIntegrator integ = new ThreeEighthesIntegrator(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() < 5.0e-10);
      assertTrue(handler.getMaximalValueError() < 7.0e-10);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("3/8", integ.getName());
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  }

  public void testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double step = Math.abs(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() < 5.0e-10);
      assertTrue(handler.getMaximalValueError() < 7.0e-10);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("Gill", integ.getName());
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  }

  public void testMinStep() {

    try {
      TestProblem5 pb  = new TestProblem5();
      double minStep   = 0.1 * Math.abs(pb.getFinalTime() - pb.getInitialTime());
      double maxStep   = Math.abs(pb.getFinalTime() - pb.getInitialTime());
      double[] vecAbsoluteTolerance = { 1.0e-20, 1.0e-21 };
      double[] vecRelativeTolerance = { 1.0e-20, 1.0e-21 };

      FirstOrderIntegrator integ =
        new GraggBulirschStoerIntegrator(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 testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(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() < 9.0e-10);
      assertTrue(handler.getMaximalValueError() < 9.0e-10);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
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  }

  public void testBackward()
    throws DerivativeException, IntegratorException {

    TestProblem5 pb = new TestProblem5();
    double step = Math.abs(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() < 5.0e-10);
    assertTrue(handler.getMaximalValueError() < 7.0e-10);
    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.TestProblem5

  • 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.GillIntegratorTest
  • org.apache.commons.math.ode.nonstiff.GraggBulirschStoerIntegratorTest
  • org.apache.commons.math.ode.nonstiff.HighamHall54IntegratorTest
  • org.apache.commons.math.ode.nonstiff.MidpointIntegratorTest
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