Examples of org.apache.commons.math3.ode.FirstOrderIntegrator

org.apache.commons.math3.ode.FirstOrderIntegrator
This interface represents a first order integrator for differential equations.
The classes which are devoted to solve first order differential equations should implement this interface. The problems which can be handled should implement the {@link FirstOrderDifferentialEquations} interface.
@see FirstOrderDifferentialEquations @see org.apache.commons.math3.ode.sampling.StepHandler @see org.apache.commons.math3.ode.events.EventHandler @since 1.2

    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();
    double convergence = 1.0e-8 * maxStep;
    for (int l = 0; l < functions.length; ++l) {
      integ.addEventHandler(functions[l], Double.POSITIVE_INFINITY, convergence, 1000);
    }
    Assert.assertEquals(functions.length, integ.getEventHandlers().size());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


    Assert.assertTrue(handler.getMaximalValueError() < 4.0e-7);
    Assert.assertEquals(0, handler.getMaximalTimeError(), convergence);
    Assert.assertEquals(12.0, handler.getLastTime(), convergence);
    integ.clearEventHandlers();
    Assert.assertEquals(0, integ.getEventHandlers().size());


  }

View Full Code Here

    double minStep        = 0;
    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()]);


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


  }

View Full Code Here

    final TestProblem3 pb = new TestProblem3(0.9);
    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()]);
    Assert.assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
    Assert.assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
  }

View Full Code Here

  @Test
  public void testUnstableDerivative()
      throws DimensionMismatchException, NumberIsTooSmallException,
             MaxCountExceededException, NoBracketingException {
    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);
    Assert.assertEquals(8.0, y[0], 1.0e-12);
  }

View Full Code Here


  @Test
  public void testIssue596()
      throws DimensionMismatchException, NumberIsTooSmallException,
             MaxCountExceededException, NoBracketingException {
    FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(1e-10, 100.0, 1e-7, 1e-7);
      integ.addStepHandler(new StepHandler() {


          public void init(double t0, double[] y0, double t) {
          }


          public void handleStep(StepInterpolator interpolator, boolean isLast)
              throws MaxCountExceededException {
              double t = interpolator.getCurrentTime();
              interpolator.setInterpolatedTime(t);
              double[] y = interpolator.getInterpolatedState();
              double[] yDot = interpolator.getInterpolatedDerivatives();
              Assert.assertEquals(3.0 * t - 5.0, y[0], 1.0e-14);
              Assert.assertEquals(3.0, yDot[0], 1.0e-14);
          }
      });
      double[] y = {4.0};
      double t0 = 3.0;
      double tend = 10.0;
      integ.integrate(new FirstOrderDifferentialEquations() {
          public int getDimension() {
              return 1;
          }


          public void computeDerivatives(double t, double[] y, double[] yDot) {

View Full Code Here

  @Test
  public void testStepSize()
      throws DimensionMismatchException, NumberIsTooSmallException,
             MaxCountExceededException, NoBracketingException {
      final double step = 1.23456;
      FirstOrderIntegrator integ = new EulerIntegrator(step);
      integ.addStepHandler(new StepHandler() {
        public void handleStep(StepInterpolator interpolator, boolean isLast) {
            if (! isLast) {
                Assert.assertEquals(step,
                             interpolator.getCurrentTime() - interpolator.getPreviousTime(),
                             1.0e-12);
            }
        }
        public void init(double t0, double[] y0, double t) {
        }
      });
      integ.integrate(new FirstOrderDifferentialEquations() {
                          public void computeDerivatives(double t, double[] y, double[] dot) {
                              dot[0] = 1.0;
                          }
                          public int getDimension() {
                              return 1;

View Full Code Here

    @Test(expected=DimensionMismatchException.class)
    public void dimensionCheck()
        throws DimensionMismatchException, NumberIsTooSmallException,
               MaxCountExceededException, NoBracketingException {
        TestProblem1 pb = new TestProblem1();
        FirstOrderIntegrator integ =
            new AdamsMoultonIntegrator(2, 0.0, 1.0, 1.0e-10, 1.0e-10);
        integ.integrate(pb,
                        0.0, new double[pb.getDimension()+10],
                        1.0, new double[pb.getDimension()+10]);
    }

View Full Code Here

          double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime());
          double maxStep = pb.getFinalTime() - pb.getInitialTime();
          double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 };
          double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 };


          FirstOrderIntegrator integ = new AdamsMoultonIntegrator(4, 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()]);


    }

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;


            FirstOrderIntegrator integ = new AdamsMoultonIntegrator(4, 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()]);


            // the 0.5 and 11.0 factors are only valid for this test
            // and has been obtained from trial and error
            // there is no general relation between local and global errors
            Assert.assertTrue(handler.getMaximalValueError() > ( 0.5 * scalAbsoluteTolerance));
            Assert.assertTrue(handler.getMaximalValueError() < (11.0 * scalAbsoluteTolerance));
            Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);


            int calls = pb.getCalls();
            Assert.assertEquals(integ.getEvaluations(), calls);
            Assert.assertTrue(calls <= previousCalls);
            previousCalls = calls;


        }

View Full Code Here

            MaxCountExceededException, NoBracketingException {


        TestProblem5 pb = new TestProblem5();
        double range = FastMath.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()]);


        Assert.assertTrue(handler.getLastError() < 1.0e-9);
        Assert.assertTrue(handler.getMaximalValueError() < 1.0e-9);
        Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);
        Assert.assertEquals("Adams-Moulton", integ.getName());
    }

View Full Code Here

0 1 2 3 4 5 6 7 8 9

TOP

Related Classes of org.apache.commons.math3.ode.FirstOrderIntegrator

org.apache.commons.math3.analysis.differentiation.DerivativeStructure

org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableVectorFunction

org.apache.commons.math3.analysis.function.HarmonicOscillator

org.apache.commons.math3.analysis.function.Sin

org.apache.commons.math3.analysis.function.Sinc

org.apache.commons.math3.analysis.MultivariateFunction

org.apache.commons.math3.analysis.QuinticFunction

org.apache.commons.math3.analysis.solvers.BrentSolver

org.apache.commons.math3.analysis.UnivariateFunction

org.apache.commons.math3.complex.Complex

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.