Package org.apache.commons.math3.ode

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

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      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()]);

      Assert.assertTrue(handler.getLastError() < 7.5e-9);
      Assert.assertTrue(handler.getMaximalValueError() < 8.1e-9);
      Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      Assert.assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
  }
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      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;
      Assert.assertTrue(ratio < 2.4);
      Assert.assertTrue(ratio > 0.02);
      Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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

  private double getMaxError(FirstOrderIntegrator integrator, TestProblemAbstract pb)
      throws DimensionMismatchException, NumberIsTooSmallException,
             MaxCountExceededException, NoBracketingException {
      TestProblemHandler handler = new TestProblemHandler(pb, integrator);
      integrator.addStepHandler(handler);
      integrator.integrate(pb,
                           pb.getInitialTime(), pb.getInitialState(),
                           pb.getFinalTime(), new double[pb.getDimension()]);
      return handler.getMaximalValueError();
  }
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    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());

  }
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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 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);
        }

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

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

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    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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    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);
    Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

  }
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      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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      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 maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = FastMath.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
      integ.setStepSizeControl(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 1.3 factor is 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() < (1.3 * scalAbsoluteTolerance));
      Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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