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Diffstat (limited to 'src/main/java/org/apache/commons/math3/ode/ContinuousOutputFieldModel.java')
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diff --git a/src/main/java/org/apache/commons/math3/ode/ContinuousOutputFieldModel.java b/src/main/java/org/apache/commons/math3/ode/ContinuousOutputFieldModel.java new file mode 100644 index 0000000..e6950d2 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ode/ContinuousOutputFieldModel.java @@ -0,0 +1,360 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * 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, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.ode; + +import org.apache.commons.math3.RealFieldElement; +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.MathIllegalArgumentException; +import org.apache.commons.math3.exception.MaxCountExceededException; +import org.apache.commons.math3.exception.util.LocalizedFormats; +import org.apache.commons.math3.ode.sampling.FieldStepHandler; +import org.apache.commons.math3.ode.sampling.FieldStepInterpolator; +import org.apache.commons.math3.util.FastMath; + +import java.util.ArrayList; +import java.util.List; + +/** + * This class stores all information provided by an ODE integrator during the integration process + * and build a continuous model of the solution from this. + * + * <p>This class act as a step handler from the integrator point of view. It is called iteratively + * during the integration process and stores a copy of all steps information in a sorted collection + * for later use. Once the integration process is over, the user can use the {@link + * #getInterpolatedState(RealFieldElement) getInterpolatedState} method to retrieve this information + * at any time. It is important to wait for the integration to be over before attempting to call + * {@link #getInterpolatedState(RealFieldElement)} because some internal variables are set only once + * the last step has been handled. + * + * <p>This is useful for example if the main loop of the user application should remain independent + * from the integration process or if one needs to mimic the behaviour of an analytical model + * despite a numerical model is used (i.e. one needs the ability to get the model value at any time + * or to navigate through the data). + * + * <p>If problem modeling is done with several separate integration phases for contiguous intervals, + * the same ContinuousOutputModel can be used as step handler for all integration phases as long as + * they are performed in order and in the same direction. As an example, one can extrapolate the + * trajectory of a satellite with one model (i.e. one set of differential equations) up to the + * beginning of a maneuver, use another more complex model including thrusters modeling and accurate + * attitude control during the maneuver, and revert to the first model after the end of the + * maneuver. If the same continuous output model handles the steps of all integration phases, the + * user do not need to bother when the maneuver begins or ends, he has all the data available in a + * transparent manner. + * + * <p>One should be aware that the amount of data stored in a ContinuousOutputFieldModel instance + * can be important if the state vector is large, if the integration interval is long or if the + * steps are small (which can result from small tolerance settings in {@link + * org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeFieldIntegrator adaptive step size + * integrators}). + * + * @see FieldStepHandler + * @see FieldStepInterpolator + * @param <T> the type of the field elements + * @since 3.6 + */ +public class ContinuousOutputFieldModel<T extends RealFieldElement<T>> + implements FieldStepHandler<T> { + + /** Initial integration time. */ + private T initialTime; + + /** Final integration time. */ + private T finalTime; + + /** Integration direction indicator. */ + private boolean forward; + + /** Current interpolator index. */ + private int index; + + /** Steps table. */ + private List<FieldStepInterpolator<T>> steps; + + /** Simple constructor. Build an empty continuous output model. */ + public ContinuousOutputFieldModel() { + steps = new ArrayList<FieldStepInterpolator<T>>(); + initialTime = null; + finalTime = null; + forward = true; + index = 0; + } + + /** + * Append another model at the end of the instance. + * + * @param model model to add at the end of the instance + * @exception MathIllegalArgumentException if the model to append is not compatible with the + * instance (dimension of the state vector, propagation direction, hole between the dates) + * @exception DimensionMismatchException if the dimensions of the states or the number of + * secondary states do not match + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * during step finalization + */ + public void append(final ContinuousOutputFieldModel<T> model) + throws MathIllegalArgumentException, MaxCountExceededException { + + if (model.steps.size() == 0) { + return; + } + + if (steps.size() == 0) { + initialTime = model.initialTime; + forward = model.forward; + } else { + + // safety checks + final FieldODEStateAndDerivative<T> s1 = steps.get(0).getPreviousState(); + final FieldODEStateAndDerivative<T> s2 = model.steps.get(0).getPreviousState(); + checkDimensionsEquality(s1.getStateDimension(), s2.getStateDimension()); + checkDimensionsEquality( + s1.getNumberOfSecondaryStates(), s2.getNumberOfSecondaryStates()); + for (int i = 0; i < s1.getNumberOfSecondaryStates(); ++i) { + checkDimensionsEquality( + s1.getSecondaryStateDimension(i), s2.getSecondaryStateDimension(i)); + } + + if (forward ^ model.forward) { + throw new MathIllegalArgumentException( + LocalizedFormats.PROPAGATION_DIRECTION_MISMATCH); + } + + final FieldStepInterpolator<T> lastInterpolator = steps.get(index); + final T current = lastInterpolator.getCurrentState().getTime(); + final T previous = lastInterpolator.getPreviousState().getTime(); + final T step = current.subtract(previous); + final T gap = model.getInitialTime().subtract(current); + if (gap.abs().subtract(step.abs().multiply(1.0e-3)).getReal() > 0) { + throw new MathIllegalArgumentException( + LocalizedFormats.HOLE_BETWEEN_MODELS_TIME_RANGES, gap.abs().getReal()); + } + } + + for (FieldStepInterpolator<T> interpolator : model.steps) { + steps.add(interpolator); + } + + index = steps.size() - 1; + finalTime = (steps.get(index)).getCurrentState().getTime(); + } + + /** + * Check dimensions equality. + * + * @param d1 first dimension + * @param d2 second dimansion + * @exception DimensionMismatchException if dimensions do not match + */ + private void checkDimensionsEquality(final int d1, final int d2) + throws DimensionMismatchException { + if (d1 != d2) { + throw new DimensionMismatchException(d2, d1); + } + } + + /** {@inheritDoc} */ + public void init(final FieldODEStateAndDerivative<T> initialState, final T t) { + initialTime = initialState.getTime(); + finalTime = t; + forward = true; + index = 0; + steps.clear(); + } + + /** + * Handle the last accepted step. A copy of the information provided by the last step is stored + * in the instance for later use. + * + * @param interpolator interpolator for the last accepted step. + * @param isLast true if the step is the last one + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * during step finalization + */ + public void handleStep(final FieldStepInterpolator<T> interpolator, final boolean isLast) + throws MaxCountExceededException { + + if (steps.size() == 0) { + initialTime = interpolator.getPreviousState().getTime(); + forward = interpolator.isForward(); + } + + steps.add(interpolator); + + if (isLast) { + finalTime = interpolator.getCurrentState().getTime(); + index = steps.size() - 1; + } + } + + /** + * Get the initial integration time. + * + * @return initial integration time + */ + public T getInitialTime() { + return initialTime; + } + + /** + * Get the final integration time. + * + * @return final integration time + */ + public T getFinalTime() { + return finalTime; + } + + /** + * Get the state at interpolated time. + * + * @param time time of the interpolated point + * @return state at interpolated time + */ + public FieldODEStateAndDerivative<T> getInterpolatedState(final T time) { + + // initialize the search with the complete steps table + int iMin = 0; + final FieldStepInterpolator<T> sMin = steps.get(iMin); + T tMin = + sMin.getPreviousState() + .getTime() + .add(sMin.getCurrentState().getTime()) + .multiply(0.5); + + int iMax = steps.size() - 1; + final FieldStepInterpolator<T> sMax = steps.get(iMax); + T tMax = + sMax.getPreviousState() + .getTime() + .add(sMax.getCurrentState().getTime()) + .multiply(0.5); + + // handle points outside of the integration interval + // or in the first and last step + if (locatePoint(time, sMin) <= 0) { + index = iMin; + return sMin.getInterpolatedState(time); + } + if (locatePoint(time, sMax) >= 0) { + index = iMax; + return sMax.getInterpolatedState(time); + } + + // reduction of the table slice size + while (iMax - iMin > 5) { + + // use the last estimated index as the splitting index + final FieldStepInterpolator<T> si = steps.get(index); + final int location = locatePoint(time, si); + if (location < 0) { + iMax = index; + tMax = + si.getPreviousState() + .getTime() + .add(si.getCurrentState().getTime()) + .multiply(0.5); + } else if (location > 0) { + iMin = index; + tMin = + si.getPreviousState() + .getTime() + .add(si.getCurrentState().getTime()) + .multiply(0.5); + } else { + // we have found the target step, no need to continue searching + return si.getInterpolatedState(time); + } + + // compute a new estimate of the index in the reduced table slice + final int iMed = (iMin + iMax) / 2; + final FieldStepInterpolator<T> sMed = steps.get(iMed); + final T tMed = + sMed.getPreviousState() + .getTime() + .add(sMed.getCurrentState().getTime()) + .multiply(0.5); + + if (tMed.subtract(tMin).abs().subtract(1.0e-6).getReal() < 0 + || tMax.subtract(tMed).abs().subtract(1.0e-6).getReal() < 0) { + // too close to the bounds, we estimate using a simple dichotomy + index = iMed; + } else { + // estimate the index using a reverse quadratic polynomial + // (reverse means we have i = P(t), thus allowing to simply + // compute index = P(time) rather than solving a quadratic equation) + final T d12 = tMax.subtract(tMed); + final T d23 = tMed.subtract(tMin); + final T d13 = tMax.subtract(tMin); + final T dt1 = time.subtract(tMax); + final T dt2 = time.subtract(tMed); + final T dt3 = time.subtract(tMin); + final T iLagrange = + dt2.multiply(dt3) + .multiply(d23) + .multiply(iMax) + .subtract(dt1.multiply(dt3).multiply(d13).multiply(iMed)) + .add(dt1.multiply(dt2).multiply(d12).multiply(iMin)) + .divide(d12.multiply(d23).multiply(d13)); + index = (int) FastMath.rint(iLagrange.getReal()); + } + + // force the next size reduction to be at least one tenth + final int low = FastMath.max(iMin + 1, (9 * iMin + iMax) / 10); + final int high = FastMath.min(iMax - 1, (iMin + 9 * iMax) / 10); + if (index < low) { + index = low; + } else if (index > high) { + index = high; + } + } + + // now the table slice is very small, we perform an iterative search + index = iMin; + while (index <= iMax && locatePoint(time, steps.get(index)) > 0) { + ++index; + } + + return steps.get(index).getInterpolatedState(time); + } + + /** + * Compare a step interval and a double. + * + * @param time point to locate + * @param interval step interval + * @return -1 if the double is before the interval, 0 if it is in the interval, and +1 if it is + * after the interval, according to the interval direction + */ + private int locatePoint(final T time, final FieldStepInterpolator<T> interval) { + if (forward) { + if (time.subtract(interval.getPreviousState().getTime()).getReal() < 0) { + return -1; + } else if (time.subtract(interval.getCurrentState().getTime()).getReal() > 0) { + return +1; + } else { + return 0; + } + } + if (time.subtract(interval.getPreviousState().getTime()).getReal() > 0) { + return -1; + } else if (time.subtract(interval.getCurrentState().getTime()).getReal() < 0) { + return +1; + } else { + return 0; + } + } +} |