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

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

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

org.apache.commons.math.ode.nonstiff.GraggBulirschStoerIntegrator

nige.ch/math/folks/hairer/prog/nonstiff/odex.f">odex fortran code by E. Hairer and G. Wanner. The redistribution policy for this code is available here, for convenience, it is reproduced below.

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@version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ @since 1.2


  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");

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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");

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      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");

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      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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      double maxStep      = pb.getFinalTime() - pb.getInitialTime();
      double absTolerance = Math.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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  public void testIntegratorControls()
  throws DerivativeException, IntegratorException {


    TestProblem3 pb = new TestProblem3(0.999);
    GraggBulirschStoerIntegrator integ =
        new GraggBulirschStoerIntegrator(0, pb.getFinalTime() - pb.getInitialTime(),
                1.0e-8, 1.0e-10);


    double errorWithDefaultSettings = getMaxError(integ, pb);


    // stability control
    integ.setStabilityCheck(true, 2, 1, 0.99);
    assertTrue(errorWithDefaultSettings < getMaxError(integ, pb));
    integ.setStabilityCheck(true, -1, -1, -1);


    integ.setStepsizeControl(0.5, 0.99, 0.1, 2.5);
    assertTrue(errorWithDefaultSettings < getMaxError(integ, pb));
    integ.setStepsizeControl(-1, -1, -1, -1);


    integ.setOrderControl(10, 0.7, 0.95);
    assertTrue(errorWithDefaultSettings < getMaxError(integ, pb));
    integ.setOrderControl(-1, -1, -1);


    integ.setInterpolationControl(true, 3);
    assertTrue(errorWithDefaultSettings < getMaxError(integ, pb));
    integ.setInterpolationControl(true, -1);


  }

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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-10;
    double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;


    FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(minStep, maxStep,
                                                                  scalAbsoluteTolerance,
                                                                  scalRelativeTolerance);
    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-8 * maxStep, 1000);
    }
    assertEquals(functions.length, integ.getEventHandlers().size());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


    assertTrue(handler.getMaximalValueError() < 5.0e-8);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    assertEquals(12.0, handler.getLastTime(), 1.0e-8 * maxStep);
    integ.clearEventHandlers();
    assertEquals(0, integ.getEventHandlers().size());


  }

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    double maxStep        = pb.getFinalTime() - pb.getInitialTime();
    double absTolerance   = 1.0e-6;
    double relTolerance   = 1.0e-6;


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


    assertEquals(integ.getEvaluations(), pb.getCalls());
    assertTrue(pb.getCalls() < 2150);


  }

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    double minStep        = 0;
    double maxStep        = pb.getFinalTime() - pb.getInitialTime();
    double absTolerance   = 1.0e-8;
    double relTolerance   = 1.0e-8;
    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(minStep, maxStep,
                                       absTolerance, relTolerance);
    integ.addStepHandler(new VariableStepHandler());
    double stopTime = integ.integrate(pb,
                                      pb.getInitialTime(), pb.getInitialState(),
                                      pb.getFinalTime(), new double[pb.getDimension()]);
    assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
    assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
  }

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  public void testUnstableDerivative()
    throws DerivativeException, IntegratorException {
    final StepProblem stepProblem = new StepProblem(0.0, 1.0, 2.0);
    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(0.1, 10, 1.0e-12, 0.0);
    integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000);
    double[] y = { Double.NaN };
    integ.integrate(stepProblem, 0.0, new double[] { 0.0 }, 10.0, y);
    assertEquals(8.0, y[0], 1.0e-12);
  }

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