Package org.apache.commons.math3.ode

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

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      double previousTimeError = Double.NaN;
      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 MidpointIntegrator(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);
        }
        double stopTime = integ.integrate(pb,
                                          pb.getInitialTime(), pb.getInitialState(),
                                          pb.getFinalTime(), new double[pb.getDimension()]);
        if (functions.length == 0) {
            Assert.assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
        }
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             MaxCountExceededException, NoBracketingException {

    TestProblem1 pb  = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;

    FirstOrderIntegrator integ = new MidpointIntegrator(step);
    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() < 2.0e-7);
    Assert.assertTrue(handler.getMaximalValueError() < 1.0e-6);
    Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    Assert.assertEquals("midpoint", integ.getName());

  }
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             MaxCountExceededException, NoBracketingException {

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

    FirstOrderIntegrator integ = new MidpointIntegrator(step);
    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() > 0.01);
    Assert.assertTrue(handler.getMaximalValueError() > 0.05);
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             MaxCountExceededException, NoBracketingException {

      TestProblem5 pb = new TestProblem5();
      double step = FastMath.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;

      FirstOrderIntegrator integ = new MidpointIntegrator(step);
      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() < 6.0e-4);
      Assert.assertTrue(handler.getMaximalValueError() < 6.0e-4);
      Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      Assert.assertEquals("midpoint", integ.getName());
  }
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  @Test
  public void testStepSize()
      throws DimensionMismatchException, NumberIsTooSmallException,
             MaxCountExceededException, NoBracketingException {
      final double step = 1.23456;
      FirstOrderIntegrator integ = new MidpointIntegrator(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;
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      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 DormandPrince853Integrator(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()]);
      Assert.fail("an exception should have been thrown");

  }
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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 DormandPrince853Integrator(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()]);

      Assert.assertTrue(handler.getLastError() < 1.1e-7);
      Assert.assertTrue(handler.getMaximalValueError() < 1.1e-7);
      Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      Assert.assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
  }
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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-9;
    double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new DormandPrince853Integrator(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.assertEquals(0, handler.getMaximalValueError(), 2.1e-7);
    Assert.assertEquals(0, handler.getMaximalTimeError(), convergence);
    Assert.assertEquals(12.0, handler.getLastTime(), convergence);
    integ.clearEventHandlers();
    Assert.assertEquals(0, integ.getEventHandlers().size());

  }
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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep, maxStep,
                                                                scalAbsoluteTolerance,
                                                                scalRelativeTolerance);
    integ.addStepHandler(new KeplerHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    Assert.assertEquals(integ.getEvaluations(), pb.getCalls());
    Assert.assertTrue(pb.getCalls() < 3300);

  }
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    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep, maxStep,
                                                               scalAbsoluteTolerance,
                                                               scalRelativeTolerance);
    integ.addStepHandler(new VariableHandler());
    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("Dormand-Prince 8 (5, 3)", integ.getName());
  }
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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
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