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* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
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* See the License for the specific language governing permissions and
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package org.apache.commons.math.ode.nonstiff;
import junit.framework.*;
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.FirstOrderIntegrator;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.TestProblem1;
import org.apache.commons.math.ode.TestProblem5;
import org.apache.commons.math.ode.TestProblemAbstract;
import org.apache.commons.math.ode.TestProblemFactory;
import org.apache.commons.math.ode.TestProblemHandler;
import org.apache.commons.math.ode.events.EventHandler;
import org.apache.commons.math.ode.nonstiff.EulerIntegrator;
import org.apache.commons.math.ode.sampling.StepHandler;
import org.apache.commons.math.ode.sampling.StepInterpolator;
import org.apache.commons.math.util.FastMath;
public class EulerIntegratorTest
extends TestCase {
public EulerIntegratorTest(String name) {
super(name);
}
public void testDimensionCheck() {
try {
TestProblem1 pb = new TestProblem1();
new EulerIntegrator(0.01).integrate(pb,
0.0, new double[pb.getDimension()+10],
1.0, new double[pb.getDimension()+10]);
fail("an exception should have been thrown");
} catch(DerivativeException de) {
fail("wrong exception caught");
} catch(IntegratorException ie) {
}
}
public void testDecreasingSteps()
throws DerivativeException, IntegratorException {
TestProblemAbstract[] problems = TestProblemFactory.getProblems();
for (int k = 0; k < problems.length; ++k) {
double previousValueError = Double.NaN;
double previousTimeError = Double.NaN;
for (int i = 4; i < 8; ++i) {
TestProblemAbstract pb = problems[k].copy();
double step = (pb.getFinalTime() - pb.getInitialTime()) * FastMath.pow(2.0, -i);
FirstOrderIntegrator integ = new EulerIntegrator(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) {
assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
}
double valueError = handler.getMaximalValueError();
if (i > 4) {
assertTrue(valueError < FastMath.abs(previousValueError));
}
previousValueError = valueError;
double timeError = handler.getMaximalTimeError();
if (i > 4) {
assertTrue(timeError <= FastMath.abs(previousTimeError));
}
previousTimeError = timeError;
}
}
}
public void testSmallStep()
throws DerivativeException, IntegratorException {
TestProblem1 pb = new TestProblem1();
double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;
FirstOrderIntegrator integ = new EulerIntegrator(step);
TestProblemHandler handler = new TestProblemHandler(pb, integ);
integ.addStepHandler(handler);
integ.integrate(pb,
pb.getInitialTime(), pb.getInitialState(),
pb.getFinalTime(), new double[pb.getDimension()]);
assertTrue(handler.getLastError() < 2.0e-4);
assertTrue(handler.getMaximalValueError() < 1.0e-3);
assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
assertEquals("Euler", integ.getName());
}
public void testBigStep()
throws DerivativeException, IntegratorException {
TestProblem1 pb = new TestProblem1();
double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.2;
FirstOrderIntegrator integ = new EulerIntegrator(step);
TestProblemHandler handler = new TestProblemHandler(pb, integ);
integ.addStepHandler(handler);
integ.integrate(pb,
pb.getInitialTime(), pb.getInitialState(),
pb.getFinalTime(), new double[pb.getDimension()]);
assertTrue(handler.getLastError() > 0.01);
assertTrue(handler.getMaximalValueError() > 0.2);
assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
}
public void testBackward()
throws DerivativeException, IntegratorException {
TestProblem5 pb = new TestProblem5();
double step = FastMath.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
FirstOrderIntegrator integ = new EulerIntegrator(step);
TestProblemHandler handler = new TestProblemHandler(pb, integ);
integ.addStepHandler(handler);
integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
pb.getFinalTime(), new double[pb.getDimension()]);
assertTrue(handler.getLastError() < 0.45);
assertTrue(handler.getMaximalValueError() < 0.45);
assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
assertEquals("Euler", integ.getName());
}
public void testStepSize()
throws DerivativeException, IntegratorException {
final double step = 1.23456;
FirstOrderIntegrator integ = new EulerIntegrator(step);
integ.addStepHandler(new StepHandler() {
public void handleStep(StepInterpolator interpolator, boolean isLast) {
if (! isLast) {
assertEquals(step,
interpolator.getCurrentTime() - interpolator.getPreviousTime(),
1.0e-12);
}
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
});
integ.integrate(new FirstOrderDifferentialEquations() {
private static final long serialVersionUID = 0L;
public void computeDerivatives(double t, double[] y, double[] dot) {
dot[0] = 1.0;
}
public int getDimension() {
return 1;
}
}, 0.0, new double[] { 0.0 }, 5.0, new double[1]);
}
}