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Diffstat (limited to 'src/main/java/org/apache/commons/math3/ode/nonstiff/EulerStepInterpolator.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/ode/nonstiff/EulerStepInterpolator.java | 102 |
1 files changed, 102 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/ode/nonstiff/EulerStepInterpolator.java b/src/main/java/org/apache/commons/math3/ode/nonstiff/EulerStepInterpolator.java new file mode 100644 index 0000000..331cb14 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ode/nonstiff/EulerStepInterpolator.java @@ -0,0 +1,102 @@ +/* + * 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.ode.sampling.StepInterpolator; + +/** + * This class implements a linear interpolator for step. + * + * <p>This interpolator computes dense output inside the last + * step computed. The interpolation equation is consistent with the + * integration scheme : + * <ul> + * <li>Using reference point at step start:<br> + * y(t<sub>n</sub> + θ h) = y (t<sub>n</sub>) + θ h y' + * </li> + * <li>Using reference point at step end:<br> + * y(t<sub>n</sub> + θ h) = y (t<sub>n</sub> + h) - (1-θ) h y' + * </li> + * </ul> + * </p> + * + * where θ belongs to [0 ; 1] and where y' is the evaluation of + * the derivatives already computed during the step.</p> + * + * @see EulerIntegrator + * @since 1.2 + */ + +class EulerStepInterpolator + extends RungeKuttaStepInterpolator { + + /** Serializable version identifier. */ + private static final long serialVersionUID = 20111120L; + + /** Simple constructor. + * This constructor builds an instance that is not usable yet, the + * {@link + * org.apache.commons.math3.ode.sampling.AbstractStepInterpolator#reinitialize} + * method should be called before using the instance in order to + * initialize the internal arrays. This constructor is used only + * in order to delay the initialization in some cases. The {@link + * RungeKuttaIntegrator} class uses the prototyping design pattern + * to create the step interpolators by cloning an uninitialized model + * and later initializing the copy. + */ + // CHECKSTYLE: stop RedundantModifier + // the public modifier here is needed for serialization + public EulerStepInterpolator() { + } + // CHECKSTYLE: resume RedundantModifier + + /** Copy constructor. + * @param interpolator interpolator to copy from. The copy is a deep + * copy: its arrays are separated from the original arrays of the + * instance + */ + EulerStepInterpolator(final EulerStepInterpolator interpolator) { + super(interpolator); + } + + /** {@inheritDoc} */ + @Override + protected StepInterpolator doCopy() { + return new EulerStepInterpolator(this); + } + + + /** {@inheritDoc} */ + @Override + protected void computeInterpolatedStateAndDerivatives(final double theta, + final double oneMinusThetaH) { + if ((previousState != null) && (theta <= 0.5)) { + for (int i = 0; i < interpolatedState.length; ++i) { + interpolatedState[i] = previousState[i] + theta * h * yDotK[0][i]; + } + System.arraycopy(yDotK[0], 0, interpolatedDerivatives, 0, interpolatedDerivatives.length); + } else { + for (int i = 0; i < interpolatedState.length; ++i) { + interpolatedState[i] = currentState[i] - oneMinusThetaH * yDotK[0][i]; + } + System.arraycopy(yDotK[0], 0, interpolatedDerivatives, 0, interpolatedDerivatives.length); + } + + } + +} |