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+/*
+ * 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.nonstiff;
+
+import org.apache.commons.math3.exception.DimensionMismatchException;
+import org.apache.commons.math3.exception.MaxCountExceededException;
+import org.apache.commons.math3.exception.NoBracketingException;
+import org.apache.commons.math3.exception.NumberIsTooSmallException;
+import org.apache.commons.math3.exception.util.LocalizedFormats;
+import org.apache.commons.math3.ode.AbstractIntegrator;
+import org.apache.commons.math3.ode.ExpandableStatefulODE;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * This abstract class holds the common part of all adaptive
+ * stepsize integrators for Ordinary Differential Equations.
+ *
+ * <p>These algorithms perform integration with stepsize control, which
+ * means the user does not specify the integration step but rather a
+ * tolerance on error. The error threshold is computed as
+ * <pre>
+ * threshold_i = absTol_i + relTol_i * max (abs (ym), abs (ym+1))
+ * </pre>
+ * where absTol_i is the absolute tolerance for component i of the
+ * state vector and relTol_i is the relative tolerance for the same
+ * component. The user can also use only two scalar values absTol and
+ * relTol which will be used for all components.
+ * </p>
+ * <p>
+ * If the Ordinary Differential Equations is an {@link ExpandableStatefulODE
+ * extended ODE} rather than a {@link
+ * org.apache.commons.math3.ode.FirstOrderDifferentialEquations basic ODE}, then
+ * <em>only</em> the {@link ExpandableStatefulODE#getPrimaryState() primary part}
+ * of the state vector is used for stepsize control, not the complete state vector.
+ * </p>
+ *
+ * <p>If the estimated error for ym+1 is such that
+ * <pre>
+ * sqrt((sum (errEst_i / threshold_i)^2 ) / n) < 1
+ * </pre>
+ *
+ * (where n is the main set dimension) then the step is accepted,
+ * otherwise the step is rejected and a new attempt is made with a new
+ * stepsize.</p>
+ *
+ * @since 1.2
+ *
+ */
+
+public abstract class AdaptiveStepsizeIntegrator
+ extends AbstractIntegrator {
+
+ /** Allowed absolute scalar error. */
+ protected double scalAbsoluteTolerance;
+
+ /** Allowed relative scalar error. */
+ protected double scalRelativeTolerance;
+
+ /** Allowed absolute vectorial error. */
+ protected double[] vecAbsoluteTolerance;
+
+ /** Allowed relative vectorial error. */
+ protected double[] vecRelativeTolerance;
+
+ /** Main set dimension. */
+ protected int mainSetDimension;
+
+ /** User supplied initial step. */
+ private double initialStep;
+
+ /** Minimal step. */
+ private double minStep;
+
+ /** Maximal step. */
+ private double maxStep;
+
+ /** Build an integrator with the given stepsize bounds.
+ * The default step handler does nothing.
+ * @param name name of the method
+ * @param minStep minimal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param maxStep maximal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param scalAbsoluteTolerance allowed absolute error
+ * @param scalRelativeTolerance allowed relative error
+ */
+ public AdaptiveStepsizeIntegrator(final String name,
+ final double minStep, final double maxStep,
+ final double scalAbsoluteTolerance,
+ final double scalRelativeTolerance) {
+
+ super(name);
+ setStepSizeControl(minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance);
+ resetInternalState();
+
+ }
+
+ /** Build an integrator with the given stepsize bounds.
+ * The default step handler does nothing.
+ * @param name name of the method
+ * @param minStep minimal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param maxStep maximal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param vecAbsoluteTolerance allowed absolute error
+ * @param vecRelativeTolerance allowed relative error
+ */
+ public AdaptiveStepsizeIntegrator(final String name,
+ final double minStep, final double maxStep,
+ final double[] vecAbsoluteTolerance,
+ final double[] vecRelativeTolerance) {
+
+ super(name);
+ setStepSizeControl(minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance);
+ resetInternalState();
+
+ }
+
+ /** Set the adaptive step size control parameters.
+ * <p>
+ * A side effect of this method is to also reset the initial
+ * step so it will be automatically computed by the integrator
+ * if {@link #setInitialStepSize(double) setInitialStepSize}
+ * is not called by the user.
+ * </p>
+ * @param minimalStep minimal step (must be positive even for backward
+ * integration), the last step can be smaller than this
+ * @param maximalStep maximal step (must be positive even for backward
+ * integration)
+ * @param absoluteTolerance allowed absolute error
+ * @param relativeTolerance allowed relative error
+ */
+ public void setStepSizeControl(final double minimalStep, final double maximalStep,
+ final double absoluteTolerance,
+ final double relativeTolerance) {
+
+ minStep = FastMath.abs(minimalStep);
+ maxStep = FastMath.abs(maximalStep);
+ initialStep = -1;
+
+ scalAbsoluteTolerance = absoluteTolerance;
+ scalRelativeTolerance = relativeTolerance;
+ vecAbsoluteTolerance = null;
+ vecRelativeTolerance = null;
+
+ }
+
+ /** Set the adaptive step size control parameters.
+ * <p>
+ * A side effect of this method is to also reset the initial
+ * step so it will be automatically computed by the integrator
+ * if {@link #setInitialStepSize(double) setInitialStepSize}
+ * is not called by the user.
+ * </p>
+ * @param minimalStep minimal step (must be positive even for backward
+ * integration), the last step can be smaller than this
+ * @param maximalStep maximal step (must be positive even for backward
+ * integration)
+ * @param absoluteTolerance allowed absolute error
+ * @param relativeTolerance allowed relative error
+ */
+ public void setStepSizeControl(final double minimalStep, final double maximalStep,
+ final double[] absoluteTolerance,
+ final double[] relativeTolerance) {
+
+ minStep = FastMath.abs(minimalStep);
+ maxStep = FastMath.abs(maximalStep);
+ initialStep = -1;
+
+ scalAbsoluteTolerance = 0;
+ scalRelativeTolerance = 0;
+ vecAbsoluteTolerance = absoluteTolerance.clone();
+ vecRelativeTolerance = relativeTolerance.clone();
+
+ }
+
+ /** Set the initial step size.
+ * <p>This method allows the user to specify an initial positive
+ * step size instead of letting the integrator guess it by
+ * itself. If this method is not called before integration is
+ * started, the initial step size will be estimated by the
+ * integrator.</p>
+ * @param initialStepSize initial step size to use (must be positive even
+ * for backward integration ; providing a negative value or a value
+ * outside of the min/max step interval will lead the integrator to
+ * ignore the value and compute the initial step size by itself)
+ */
+ public void setInitialStepSize(final double initialStepSize) {
+ if ((initialStepSize < minStep) || (initialStepSize > maxStep)) {
+ initialStep = -1.0;
+ } else {
+ initialStep = initialStepSize;
+ }
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected void sanityChecks(final ExpandableStatefulODE equations, final double t)
+ throws DimensionMismatchException, NumberIsTooSmallException {
+
+ super.sanityChecks(equations, t);
+
+ mainSetDimension = equations.getPrimaryMapper().getDimension();
+
+ if ((vecAbsoluteTolerance != null) && (vecAbsoluteTolerance.length != mainSetDimension)) {
+ throw new DimensionMismatchException(mainSetDimension, vecAbsoluteTolerance.length);
+ }
+
+ if ((vecRelativeTolerance != null) && (vecRelativeTolerance.length != mainSetDimension)) {
+ throw new DimensionMismatchException(mainSetDimension, vecRelativeTolerance.length);
+ }
+
+ }
+
+ /** Initialize the integration step.
+ * @param forward forward integration indicator
+ * @param order order of the method
+ * @param scale scaling vector for the state vector (can be shorter than state vector)
+ * @param t0 start time
+ * @param y0 state vector at t0
+ * @param yDot0 first time derivative of y0
+ * @param y1 work array for a state vector
+ * @param yDot1 work array for the first time derivative of y1
+ * @return first integration step
+ * @exception MaxCountExceededException if the number of functions evaluations is exceeded
+ * @exception DimensionMismatchException if arrays dimensions do not match equations settings
+ */
+ public double initializeStep(final boolean forward, final int order, final double[] scale,
+ final double t0, final double[] y0, final double[] yDot0,
+ final double[] y1, final double[] yDot1)
+ throws MaxCountExceededException, DimensionMismatchException {
+
+ if (initialStep > 0) {
+ // use the user provided value
+ return forward ? initialStep : -initialStep;
+ }
+
+ // very rough first guess : h = 0.01 * ||y/scale|| / ||y'/scale||
+ // this guess will be used to perform an Euler step
+ double ratio;
+ double yOnScale2 = 0;
+ double yDotOnScale2 = 0;
+ for (int j = 0; j < scale.length; ++j) {
+ ratio = y0[j] / scale[j];
+ yOnScale2 += ratio * ratio;
+ ratio = yDot0[j] / scale[j];
+ yDotOnScale2 += ratio * ratio;
+ }
+
+ double h = ((yOnScale2 < 1.0e-10) || (yDotOnScale2 < 1.0e-10)) ?
+ 1.0e-6 : (0.01 * FastMath.sqrt(yOnScale2 / yDotOnScale2));
+ if (! forward) {
+ h = -h;
+ }
+
+ // perform an Euler step using the preceding rough guess
+ for (int j = 0; j < y0.length; ++j) {
+ y1[j] = y0[j] + h * yDot0[j];
+ }
+ computeDerivatives(t0 + h, y1, yDot1);
+
+ // estimate the second derivative of the solution
+ double yDDotOnScale = 0;
+ for (int j = 0; j < scale.length; ++j) {
+ ratio = (yDot1[j] - yDot0[j]) / scale[j];
+ yDDotOnScale += ratio * ratio;
+ }
+ yDDotOnScale = FastMath.sqrt(yDDotOnScale) / h;
+
+ // step size is computed such that
+ // h^order * max (||y'/tol||, ||y''/tol||) = 0.01
+ final double maxInv2 = FastMath.max(FastMath.sqrt(yDotOnScale2), yDDotOnScale);
+ final double h1 = (maxInv2 < 1.0e-15) ?
+ FastMath.max(1.0e-6, 0.001 * FastMath.abs(h)) :
+ FastMath.pow(0.01 / maxInv2, 1.0 / order);
+ h = FastMath.min(100.0 * FastMath.abs(h), h1);
+ h = FastMath.max(h, 1.0e-12 * FastMath.abs(t0)); // avoids cancellation when computing t1 - t0
+ if (h < getMinStep()) {
+ h = getMinStep();
+ }
+ if (h > getMaxStep()) {
+ h = getMaxStep();
+ }
+ if (! forward) {
+ h = -h;
+ }
+
+ return h;
+
+ }
+
+ /** Filter the integration step.
+ * @param h signed step
+ * @param forward forward integration indicator
+ * @param acceptSmall if true, steps smaller than the minimal value
+ * are silently increased up to this value, if false such small
+ * steps generate an exception
+ * @return a bounded integration step (h if no bound is reach, or a bounded value)
+ * @exception NumberIsTooSmallException if the step is too small and acceptSmall is false
+ */
+ protected double filterStep(final double h, final boolean forward, final boolean acceptSmall)
+ throws NumberIsTooSmallException {
+
+ double filteredH = h;
+ if (FastMath.abs(h) < minStep) {
+ if (acceptSmall) {
+ filteredH = forward ? minStep : -minStep;
+ } else {
+ throw new NumberIsTooSmallException(LocalizedFormats.MINIMAL_STEPSIZE_REACHED_DURING_INTEGRATION,
+ FastMath.abs(h), minStep, true);
+ }
+ }
+
+ if (filteredH > maxStep) {
+ filteredH = maxStep;
+ } else if (filteredH < -maxStep) {
+ filteredH = -maxStep;
+ }
+
+ return filteredH;
+
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public abstract void integrate (ExpandableStatefulODE equations, double t)
+ throws NumberIsTooSmallException, DimensionMismatchException,
+ MaxCountExceededException, NoBracketingException;
+
+ /** {@inheritDoc} */
+ @Override
+ public double getCurrentStepStart() {
+ return stepStart;
+ }
+
+ /** Reset internal state to dummy values. */
+ protected void resetInternalState() {
+ stepStart = Double.NaN;
+ stepSize = FastMath.sqrt(minStep * maxStep);
+ }
+
+ /** Get the minimal step.
+ * @return minimal step
+ */
+ public double getMinStep() {
+ return minStep;
+ }
+
+ /** Get the maximal step.
+ * @return maximal step
+ */
+ public double getMaxStep() {
+ return maxStep;
+ }
+
+}