Package org.apache.commons.math.ode.nonstiff

Examples of org.apache.commons.math.ode.nonstiff.ClassicalRungeKuttaIntegrator

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                  yDot[i] = k[i] * y[i];
              }
          }
      };

      ClassicalRungeKuttaIntegrator integrator = new ClassicalRungeKuttaIntegrator(60.0);

      double[] y0   = new double[k.length];
      for (int i = 0; i < y0.length; ++i) {
          y0[i] = i + 1;
      }
      double[] y    = new double[k.length];

      double finalT = integrator.integrate(ode, t0, y0, tEvent, y);
      Assert.assertEquals(tEvent, finalT, 5.0e-6);
      for (int i = 0; i < y.length; ++i) {
          Assert.assertEquals(y0[i] * FastMath.exp(k[i] * (finalT - t0)), y[i], 1.0e-9);
      }

      integrator.addEventHandler(new EventHandler() {

          public void resetState(double t, double[] y) {
          }

          public double g(double t, double[] y) {
              return t - tEvent;
          }

          public int eventOccurred(double t, double[] y, boolean increasing) {
              Assert.assertEquals(tEvent, t, 5.0e-6);
              return CONTINUE;
          }
      }, Double.POSITIVE_INFINITY, 1.0e-20, 100);
      finalT = integrator.integrate(ode, t0, y0, tEvent + 120, y);
      Assert.assertEquals(tEvent + 120, finalT, 5.0e-6);
      for (int i = 0; i < y.length; ++i) {
          Assert.assertEquals(y0[i] * FastMath.exp(k[i] * (finalT - t0)), y[i], 1.0e-9);
      }

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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");
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      for (int i = 4; i < 10; ++i) {

        TestProblemAbstract pb = problems[k].copy();
        double step = (pb.getFinalTime() - pb.getInitialTime()) * FastMath.pow(2.0, -i);

        FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
        TestProblemHandler handler = new TestProblemHandler(pb, integ);
        integ.addStepHandler(handler);
        EventHandler[] functions = pb.getEventsHandlers();
        for (int l = 0; l < functions.length; ++l) {
          integ.addEventHandler(functions[l],
                                     Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
        }
        assertEquals(functions.length, integ.getEventHandlers().size());
        double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                                          pb.getFinalTime(), new double[pb.getDimension()]);
        if (functions.length == 0) {
            assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
        }

        double error = handler.getMaximalValueError();
        if (i > 4) {
          assertTrue(error < FastMath.abs(previousValueError));
        }
        previousValueError = error;

        double timeError = handler.getMaximalTimeError();
        if (i > 4) {
          assertTrue(timeError <= FastMath.abs(previousTimeError));
        }
        previousTimeError = timeError;

        integ.clearEventHandlers();
        assertEquals(0, integ.getEventHandlers().size());
      }

    }

  }
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    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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    throws DerivativeException, IntegratorException {

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

    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() > 0.0004);
    assertTrue(handler.getMaximalValueError() > 0.005);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
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    throws DerivativeException, IntegratorException {

    TestProblem5 pb = new TestProblem5();
    double step = FastMath.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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    throws DerivativeException, IntegratorException {

    final TestProblem3 pb  = new TestProblem3(0.9);
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.0003;

    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    integ.addStepHandler(new KeplerHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
  }
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  }

  public void testStepSize()
    throws DerivativeException, IntegratorException {
      final double step = 1.23456;
      FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
      integ.addStepHandler(new StepHandler() {
          public void handleStep(StepInterpolator interpolator, boolean isLast) {
              if (! isLast) {
                  assertEquals(step,
                               interpolator.getCurrentTime() - interpolator.getPreviousTime(),
                               1.0e-12);
              }
          }
          public boolean requiresDenseOutput() {
              return false;
          }
          public void reset() {
          }
      });
      integ.integrate(new FirstOrderDifferentialEquations() {
          private static final long serialVersionUID = 0L;
          public void computeDerivatives(double t, double[] y, double[] dot) {
              dot[0] = 1.0;
          }
          public int getDimension() {
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                                            double step)
  throws DerivativeException, IntegratorException {
    double[] y0 = new double[2];
    y0[0] = Math.sin(omega * t0);
    y0[1] = omega * Math.cos(omega * t0);
    ClassicalRungeKuttaIntegrator i = new ClassicalRungeKuttaIntegrator(step);
    double[] y = new double[2];
    i.integrate(new FirstOrderConverter(new Equations(1, omega)), t0, y0, t, y);
    return y[0];
  }
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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");
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Related Classes of org.apache.commons.math.ode.nonstiff.ClassicalRungeKuttaIntegrator

  • org.apache.commons.math.ode.FirstOrderConverterTest
  • org.apache.commons.math.ode.nonstiff.ClassicalRungeKuttaIntegratorTest
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