Package org.apache.commons.math3.analysis.solvers

Examples of org.apache.commons.math3.analysis.solvers.BracketingNthOrderBrentSolver


                return false;
            }
            final int    n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt) / maxCheckInterval));
            final double h = dt / n;

            final UnivariateFunction f = new UnivariateFunction() {
                public double value(final double t) throws LocalMaxCountExceededException {
                    try {
                        interpolator.setInterpolatedTime(t);
                        return handler.g(t, getCompleteState(interpolator));
                    } catch (MaxCountExceededException mcee) {
                        throw new LocalMaxCountExceededException(mcee);
                    }
                }
            };

            double ta = t0;
            double ga = g0;
            for (int i = 0; i < n; ++i) {

                // evaluate handler value at the end of the substep
                final double tb = t0 + (i + 1) * h;
                interpolator.setInterpolatedTime(tb);
                final double gb = handler.g(tb, getCompleteState(interpolator));

                // check events occurrence
                if (g0Positive ^ (gb >= 0)) {
                    // there is a sign change: an event is expected during this step

                    // variation direction, with respect to the integration direction
                    increasing = gb >= ga;

                    // find the event time making sure we select a solution just at or past the exact root
                    final double root;
                    if (solver instanceof BracketedUnivariateSolver<?>) {
                        @SuppressWarnings("unchecked")
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                (BracketedUnivariateSolver<UnivariateFunction>) solver;
                        root = forward ?
                               bracketing.solve(maxIterationCount, f, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               bracketing.solve(maxIterationCount, f, tb, ta, AllowedSolution.LEFT_SIDE);
                    } else {
                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
                    }

                    if ((!Double.isNaN(previousEventTime)) &&
                        (FastMath.abs(root - ta) <= convergence) &&
                        (FastMath.abs(root - previousEventTime) <= convergence)) {
                        // we have either found nothing or found (again ?) a past event,
                        // retry the substep excluding this value, and taking care to have the
                        // required sign in case the g function is noisy around its zero and
                        // crosses the axis several times
                        do {
                            ta = forward ? ta + convergence : ta - convergence;
                            ga = f.value(ta);
                        } while ((g0Positive ^ (ga >= 0)) && (forward ^ (ta >= tb)));
                        --i;
                    } else if (Double.isNaN(previousEventTime) ||
                               (FastMath.abs(previousEventTime - root) > convergence)) {
                        pendingEventTime = root;
View Full Code Here


                                final double maxCheckInterval,
                                final double convergence,
                                final int maxIterationCount) {
        addEventHandler(handler, maxCheckInterval, convergence,
                        maxIterationCount,
                        new BracketingNthOrderBrentSolver(convergence, 5));
    }
View Full Code Here

                                final double maxCheckInterval,
                                final double convergence,
                                final int maxIterationCount) {
        addEventHandler(handler, maxCheckInterval, convergence,
                        maxIterationCount,
                        new BracketingNthOrderBrentSolver(convergence, 5));
    }
View Full Code Here

                                final double maxCheckInterval,
                                final double convergence,
                                final int maxIterationCount) {
        addEventHandler(handler, maxCheckInterval, convergence,
                        maxIterationCount,
                        new BracketingNthOrderBrentSolver(convergence, 5));
    }
View Full Code Here

                                final double maxCheckInterval,
                                final double convergence,
                                final int maxIterationCount) {
        addEventHandler(handler, maxCheckInterval, convergence,
                        maxIterationCount,
                        new BracketingNthOrderBrentSolver(convergence, 5));
    }
View Full Code Here

        double e = 1e-15;
        FirstOrderIntegrator integrator;
        integrator = new DormandPrince853Integrator(1.0e-3, 100.0, 1e-7, 1e-7);
        Event allEvents = new Event(true, true);
        integrator.addEventHandler(allEvents, 0.1, e, 1000,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        Event onlyIncreasing = new Event(false, true);
        integrator.addEventHandler(new EventFilter(onlyIncreasing,
                                                   FilterType.TRIGGER_ONLY_INCREASING_EVENTS),
                                   0.1, e, 100,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        double t0 = 0.5 * FastMath.PI;
        double tEnd = 5.5 * FastMath.PI;
        double[] y = { 0.0, 1.0 };
        Assert.assertEquals(tEnd,
                            integrator.integrate(new SineCosine(), t0, y, tEnd, y),
View Full Code Here

        double e = 1e-15;
        FirstOrderIntegrator integrator;
        integrator = new DormandPrince853Integrator(1.0e-3, 100.0, 1e-7, 1e-7);
        Event allEvents = new Event(true, true);
        integrator.addEventHandler(allEvents, 0.1, e, 1000,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        Event onlyDecreasing = new Event(true, false);
        integrator.addEventHandler(new EventFilter(onlyDecreasing,
                                                   FilterType.TRIGGER_ONLY_DECREASING_EVENTS),
                                   0.1, e, 1000,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        double t0 = 0.5 * FastMath.PI;
        double tEnd = 5.5 * FastMath.PI;
        double[] y = { 0.0, 1.0 };
        Assert.assertEquals(tEnd,
                            integrator.integrate(new SineCosine(), t0, y, tEnd, y),
View Full Code Here

        double e = 1e-15;
        FirstOrderIntegrator integrator;
        integrator = new DormandPrince853Integrator(1.0e-3, 100.0, 1e-7, 1e-7);
        Event allEvents = new Event(true, true);
        integrator.addEventHandler(allEvents, 0.1, e, 1000,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        Event onlyIncreasing = new Event(false, true);
        integrator.addEventHandler(new EventFilter(onlyIncreasing,
                                                   FilterType.TRIGGER_ONLY_INCREASING_EVENTS),
                                   0.1, e, 1000,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        Event onlyDecreasing = new Event(true, false);
        integrator.addEventHandler(new EventFilter(onlyDecreasing,
                                                   FilterType.TRIGGER_ONLY_DECREASING_EVENTS),
                                   0.1, e, 1000,
                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        double t0 = 0.5 * FastMath.PI;
        double tEnd = 5.5 * FastMath.PI;
        double[] y = { 0.0, 1.0 };
        Assert.assertEquals(tEnd,
                            integrator.integrate(new SineCosine(), t0, y, tEnd, y),
View Full Code Here

                                final double maxCheckInterval,
                                final double convergence,
                                final int maxIterationCount) {
        addEventHandler(handler, maxCheckInterval, convergence,
                        maxIterationCount,
                        new BracketingNthOrderBrentSolver(convergence, 5));
    }
View Full Code Here

                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
View Full Code Here

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