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

      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 ClassicalRungeKuttaIntegrator(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);
        }
        Assert.assertEquals(functions.length, integ.getEventHandlers().size());
        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);
        }


        double error = handler.getMaximalValueError();
        if (i > 4) {
          Assert.assertTrue(error < 1.01 * FastMath.abs(previousValueError));
        }
        previousValueError = error;


        double timeError = handler.getMaximalTimeError();
        if (i > 4) {
          Assert.assertTrue(timeError <= FastMath.abs(previousTimeError));
        }
        previousTimeError = timeError;


        integ.clearEventHandlers();
        Assert.assertEquals(0, integ.getEventHandlers().size());
      }


    }


  }

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             MaxCountExceededException, NoBracketingException {


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


    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(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-13);
    Assert.assertTrue(handler.getMaximalValueError() < 4.0e-12);
    Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    Assert.assertEquals("classical Runge-Kutta", integ.getName());
  }

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             MaxCountExceededException, NoBracketingException {


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


    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(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() > 0.0004);
    Assert.assertTrue(handler.getMaximalValueError() > 0.005);
    Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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             MaxCountExceededException, NoBracketingException {


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


    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(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() < 5.0e-10);
    Assert.assertTrue(handler.getMaximalValueError() < 7.0e-10);
    Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    Assert.assertEquals("classical Runge-Kutta", integ.getName());
  }

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             MaxCountExceededException, NoBracketingException {


    final TestProblem3 pb  = new TestProblem3(0.9);
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.0003;


    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    integ.addStepHandler(new KeplerHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
  }

View Full Code Here

  @Test
  public void testStepSize()
      throws DimensionMismatchException, NumberIsTooSmallException,
             MaxCountExceededException, NoBracketingException {
      final double step = 1.23456;
      FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(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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    private void doTest(StepNormalizerMode mode, StepNormalizerBounds bounds,
                        double[] expected, boolean reverse)
        throws DimensionMismatchException, NumberIsTooSmallException,
               MaxCountExceededException, NoBracketingException {
        // Forward test.
        FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(
                                                        1e-8, 1.0, 1e-5, 1e-5);
        integ.addStepHandler(new StepNormalizer(0.5, this, mode, bounds));
        double[] y   = {0.0};
        double start = reverse ? getEnd()   : getStart();
        double end   = reverse ? getStart() : getEnd();
        output       = new ArrayList<Double>();
        integ.integrate(this, start, y, end, y);
        double[] actual = new double[output.size()];
        for(int i = 0; i < actual.length; i++) {
            actual[i] = output.get(i);
        }
        Assert.assertArrayEquals(expected, actual, 1e-5);

View Full Code Here


    public double test(int integratorType)
        throws DimensionMismatchException, NumberIsTooSmallException,
               MaxCountExceededException, NoBracketingException {
        double e = 1e-15;
        FirstOrderIntegrator integrator;
        integrator = (integratorType == 1)
                     ? new DormandPrince853Integrator(e, 100.0, 1e-7, 1e-7)
                     : new GraggBulirschStoerIntegrator(e, 100.0, 1e-7, 1e-7);
        PegasusSolver rootSolver = new PegasusSolver(e, e);
        integrator.addEventHandler(new Event(), 0.1, e, 1000, rootSolver);
        double t0 = 6.0;
        double tEnd = 10.0;
        double[] y = {2.0, 2.0, 2.0, 4.0, 2.0, 7.0, 15.0};
        return integrator.integrate(new Ode(), t0, y, tEnd, y);
    }

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            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 LutherIntegrator(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);
                }
                Assert.assertEquals(functions.length, integ.getEventHandlers().size());
                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);
                }


                double error = handler.getMaximalValueError();
                if (i > 4) {
                    Assert.assertTrue(error < 1.01 * FastMath.abs(previousValueError));
                }
                previousValueError = error;


                double timeError = handler.getMaximalTimeError();
                if (i > 4) {
                    Assert.assertTrue(timeError <= FastMath.abs(previousTimeError));
                }
                previousTimeError = timeError;


                integ.clearEventHandlers();
                Assert.assertEquals(0, integ.getEventHandlers().size());
            }


        }


    }

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            MaxCountExceededException, NoBracketingException {


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


        FirstOrderIntegrator integ = new LutherIntegrator(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() < 9.0e-17);
        Assert.assertTrue(handler.getMaximalValueError() < 4.0e-15);
        Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
        Assert.assertEquals("Luther", integ.getName());
    }

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