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

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

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

org.apache.commons.math.ode.nonstiff.EmbeddedRungeKuttaIntegrator
This class implements the common part of all embedded Runge-Kutta integrators for Ordinary Differential Equations.
These methods are embedded explicit Runge-Kutta methods with two sets of coefficients allowing to estimate the error, their Butcher arrays are as follows :
```
 0  | c2  | a21 c3  | a31  a32 ... |        ... cs  | as1  as2  ...  ass-1 |-------------------------- |  b1   b2  ...   bs-1  bs |  b'1  b'2 ...   b's-1 b's 
```
In fact, we rather use the array defined by ej = bj - b'j to compute directly the error rather than computing two estimates and then comparing them.

Some methods are qualified as fsal (first same as last) methods. This means the last evaluation of the derivatives in one step is the same as the first in the next step. Then, this evaluation can be reused from one step to the next one and the cost of such a method is really s-1 evaluations despite the method still has s stages. This behaviour is true only for successful steps, if the step is rejected after the error estimation phase, no evaluation is saved. For an fsal method, we have cs = 1 and asi = bi for all i.
@version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ @since 1.2

      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;


    }

View Full Code Here

      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;


    }

View Full Code Here

      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;


    }

View Full Code Here

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org.apache.commons.math.ode.events.CombinedEventsManager

org.apache.commons.math.ode.nonstiff.DormandPrince54IntegratorTest

org.apache.commons.math.ode.sampling.AbstractStepInterpolator

org.apache.commons.math.ode.sampling.DummyStepInterpolator

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