/* * 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.Field; import org.apache.commons.math3.RealFieldElement; import org.apache.commons.math3.exception.DimensionMismatchException; import org.apache.commons.math3.exception.MathIllegalStateException; 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.linear.Array2DRowFieldMatrix; import org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeFieldIntegrator; import org.apache.commons.math3.ode.nonstiff.DormandPrince853FieldIntegrator; import org.apache.commons.math3.ode.sampling.FieldStepHandler; import org.apache.commons.math3.ode.sampling.FieldStepInterpolator; import org.apache.commons.math3.util.FastMath; import org.apache.commons.math3.util.MathArrays; import org.apache.commons.math3.util.MathUtils; /** * This class is the base class for multistep integrators for Ordinary Differential Equations. * *

We define scaled derivatives si(n) at step n as: * *

 * s1(n) = h y'n for first derivative
 * s2(n) = h2/2 y''n for second derivative
 * s3(n) = h3/6 y'''n for third derivative
 * ...
 * sk(n) = hk/k! y(k)n for kth derivative
 * 
* *

Rather than storing several previous steps separately, this implementation uses the Nordsieck * vector with higher degrees scaled derivatives all taken at the same step (yn, * s1(n) and rn) where rn is defined as: * *

 * rn = [ s2(n), s3(n) ... sk(n) ]T
 * 
* * (we omit the k index in the notation for clarity) * *

Multistep integrators with Nordsieck representation are highly sensitive to large step changes * because when the step is multiplied by factor a, the kth component of the Nordsieck * vector is multiplied by ak and the last components are the least accurate ones. The * default max growth factor is therefore set to a quite low value: 21/order. * * @see org.apache.commons.math3.ode.nonstiff.AdamsBashforthFieldIntegrator * @see org.apache.commons.math3.ode.nonstiff.AdamsMoultonFieldIntegrator * @param the type of the field elements * @since 3.6 */ public abstract class MultistepFieldIntegrator> extends AdaptiveStepsizeFieldIntegrator { /** First scaled derivative (h y'). */ protected T[] scaled; /** * Nordsieck matrix of the higher scaled derivatives. * *

(h2/2 y'', h3/6 y''' ..., hk/k! y(k)) */ protected Array2DRowFieldMatrix nordsieck; /** Starter integrator. */ private FirstOrderFieldIntegrator starter; /** Number of steps of the multistep method (excluding the one being computed). */ private final int nSteps; /** Stepsize control exponent. */ private double exp; /** Safety factor for stepsize control. */ private double safety; /** Minimal reduction factor for stepsize control. */ private double minReduction; /** Maximal growth factor for stepsize control. */ private double maxGrowth; /** * Build a multistep integrator with the given stepsize bounds. * *

The default starter integrator is set to the {@link DormandPrince853FieldIntegrator * Dormand-Prince 8(5,3)} integrator with some defaults settings. * *

The default max growth factor is set to a quite low value: 21/order. * * @param field field to which the time and state vector elements belong * @param name name of the method * @param nSteps number of steps of the multistep method (excluding the one being computed) * @param order order of the method * @param minStep minimal step (must be positive even for backward integration), the last step * can be smaller than this * @param maxStep maximal step (must be positive even for backward integration) * @param scalAbsoluteTolerance allowed absolute error * @param scalRelativeTolerance allowed relative error * @exception NumberIsTooSmallException if number of steps is smaller than 2 */ protected MultistepFieldIntegrator( final Field field, final String name, final int nSteps, final int order, final double minStep, final double maxStep, final double scalAbsoluteTolerance, final double scalRelativeTolerance) throws NumberIsTooSmallException { super(field, name, minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); if (nSteps < 2) { throw new NumberIsTooSmallException( LocalizedFormats.INTEGRATION_METHOD_NEEDS_AT_LEAST_TWO_PREVIOUS_POINTS, nSteps, 2, true); } starter = new DormandPrince853FieldIntegrator( field, minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); this.nSteps = nSteps; exp = -1.0 / order; // set the default values of the algorithm control parameters setSafety(0.9); setMinReduction(0.2); setMaxGrowth(FastMath.pow(2.0, -exp)); } /** * Build a multistep integrator with the given stepsize bounds. * *

The default starter integrator is set to the {@link DormandPrince853FieldIntegrator * Dormand-Prince 8(5,3)} integrator with some defaults settings. * *

The default max growth factor is set to a quite low value: 21/order. * * @param field field to which the time and state vector elements belong * @param name name of the method * @param nSteps number of steps of the multistep method (excluding the one being computed) * @param order order of the method * @param minStep minimal step (must be positive even for backward integration), the last step * can be smaller than this * @param maxStep maximal step (must be positive even for backward integration) * @param vecAbsoluteTolerance allowed absolute error * @param vecRelativeTolerance allowed relative error */ protected MultistepFieldIntegrator( final Field field, final String name, final int nSteps, final int order, final double minStep, final double maxStep, final double[] vecAbsoluteTolerance, final double[] vecRelativeTolerance) { super(field, name, minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance); starter = new DormandPrince853FieldIntegrator( field, minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance); this.nSteps = nSteps; exp = -1.0 / order; // set the default values of the algorithm control parameters setSafety(0.9); setMinReduction(0.2); setMaxGrowth(FastMath.pow(2.0, -exp)); } /** * Get the starter integrator. * * @return starter integrator */ public FirstOrderFieldIntegrator getStarterIntegrator() { return starter; } /** * Set the starter integrator. * *

The various step and event handlers for this starter integrator will be managed * automatically by the multi-step integrator. Any user configuration for these elements will be * cleared before use. * * @param starterIntegrator starter integrator */ public void setStarterIntegrator(FirstOrderFieldIntegrator starterIntegrator) { this.starter = starterIntegrator; } /** * Start the integration. * *

This method computes one step using the underlying starter integrator, and initializes the * Nordsieck vector at step start. The starter integrator purpose is only to establish initial * conditions, it does not really change time by itself. The top level multistep integrator * remains in charge of handling time propagation and events handling as it will starts its own * computation right from the beginning. In a sense, the starter integrator can be seen as a * dummy one and so it will never trigger any user event nor call any user step handler. * * @param equations complete set of differential equations to integrate * @param initialState initial state (time, primary and secondary state vectors) * @param t target time for the integration (can be set to a value smaller than t0 * for backward integration) * @exception DimensionMismatchException if arrays dimension do not match equations settings * @exception NumberIsTooSmallException if integration step is too small * @exception MaxCountExceededException if the number of functions evaluations is exceeded * @exception NoBracketingException if the location of an event cannot be bracketed */ protected void start( final FieldExpandableODE equations, final FieldODEState initialState, final T t) throws DimensionMismatchException, NumberIsTooSmallException, MaxCountExceededException, NoBracketingException { // make sure NO user event nor user step handler is triggered, // this is the task of the top level integrator, not the task // of the starter integrator starter.clearEventHandlers(); starter.clearStepHandlers(); // set up one specific step handler to extract initial Nordsieck vector starter.addStepHandler( new FieldNordsieckInitializer(equations.getMapper(), (nSteps + 3) / 2)); // start integration, expecting a InitializationCompletedMarkerException try { starter.integrate(equations, initialState, t); // we should not reach this step throw new MathIllegalStateException(LocalizedFormats.MULTISTEP_STARTER_STOPPED_EARLY); } catch (InitializationCompletedMarkerException icme) { // NOPMD // this is the expected nominal interruption of the start integrator // count the evaluations used by the starter getEvaluationsCounter().increment(starter.getEvaluations()); } // remove the specific step handler starter.clearStepHandlers(); } /** * Initialize the high order scaled derivatives at step start. * * @param h step size to use for scaling * @param t first steps times * @param y first steps states * @param yDot first steps derivatives * @return Nordieck vector at first step (h2/2 y''n, h3/6 * y'''n ... hk/k! y(k)n) */ protected abstract Array2DRowFieldMatrix initializeHighOrderDerivatives( final T h, final T[] t, final T[][] y, final T[][] yDot); /** * Get the minimal reduction factor for stepsize control. * * @return minimal reduction factor */ public double getMinReduction() { return minReduction; } /** * Set the minimal reduction factor for stepsize control. * * @param minReduction minimal reduction factor */ public void setMinReduction(final double minReduction) { this.minReduction = minReduction; } /** * Get the maximal growth factor for stepsize control. * * @return maximal growth factor */ public double getMaxGrowth() { return maxGrowth; } /** * Set the maximal growth factor for stepsize control. * * @param maxGrowth maximal growth factor */ public void setMaxGrowth(final double maxGrowth) { this.maxGrowth = maxGrowth; } /** * Get the safety factor for stepsize control. * * @return safety factor */ public double getSafety() { return safety; } /** * Set the safety factor for stepsize control. * * @param safety safety factor */ public void setSafety(final double safety) { this.safety = safety; } /** * Get the number of steps of the multistep method (excluding the one being computed). * * @return number of steps of the multistep method (excluding the one being computed) */ public int getNSteps() { return nSteps; } /** * Rescale the instance. * *

Since the scaled and Nordsieck arrays are shared with the caller, this method has the side * effect of rescaling this arrays in the caller too. * * @param newStepSize new step size to use in the scaled and Nordsieck arrays */ protected void rescale(final T newStepSize) { final T ratio = newStepSize.divide(getStepSize()); for (int i = 0; i < scaled.length; ++i) { scaled[i] = scaled[i].multiply(ratio); } final T[][] nData = nordsieck.getDataRef(); T power = ratio; for (int i = 0; i < nData.length; ++i) { power = power.multiply(ratio); final T[] nDataI = nData[i]; for (int j = 0; j < nDataI.length; ++j) { nDataI[j] = nDataI[j].multiply(power); } } setStepSize(newStepSize); } /** * Compute step grow/shrink factor according to normalized error. * * @param error normalized error of the current step * @return grow/shrink factor for next step */ protected T computeStepGrowShrinkFactor(final T error) { return MathUtils.min( error.getField().getZero().add(maxGrowth), MathUtils.max( error.getField().getZero().add(minReduction), error.pow(exp).multiply(safety))); } /** Specialized step handler storing the first step. */ private class FieldNordsieckInitializer implements FieldStepHandler { /** Equation mapper. */ private final FieldEquationsMapper mapper; /** Steps counter. */ private int count; /** Saved start. */ private FieldODEStateAndDerivative savedStart; /** First steps times. */ private final T[] t; /** First steps states. */ private final T[][] y; /** First steps derivatives. */ private final T[][] yDot; /** * Simple constructor. * * @param mapper equation mapper * @param nbStartPoints number of start points (including the initial point) */ FieldNordsieckInitializer(final FieldEquationsMapper mapper, final int nbStartPoints) { this.mapper = mapper; this.count = 0; this.t = MathArrays.buildArray(getField(), nbStartPoints); this.y = MathArrays.buildArray(getField(), nbStartPoints, -1); this.yDot = MathArrays.buildArray(getField(), nbStartPoints, -1); } /** {@inheritDoc} */ public void handleStep(FieldStepInterpolator interpolator, boolean isLast) throws MaxCountExceededException { if (count == 0) { // first step, we need to store also the point at the beginning of the step final FieldODEStateAndDerivative prev = interpolator.getPreviousState(); savedStart = prev; t[count] = prev.getTime(); y[count] = mapper.mapState(prev); yDot[count] = mapper.mapDerivative(prev); } // store the point at the end of the step ++count; final FieldODEStateAndDerivative curr = interpolator.getCurrentState(); t[count] = curr.getTime(); y[count] = mapper.mapState(curr); yDot[count] = mapper.mapDerivative(curr); if (count == t.length - 1) { // this was the last point we needed, we can compute the derivatives setStepSize(t[t.length - 1].subtract(t[0]).divide(t.length - 1)); // first scaled derivative scaled = MathArrays.buildArray(getField(), yDot[0].length); for (int j = 0; j < scaled.length; ++j) { scaled[j] = yDot[0][j].multiply(getStepSize()); } // higher order derivatives nordsieck = initializeHighOrderDerivatives(getStepSize(), t, y, yDot); // stop the integrator now that all needed steps have been handled setStepStart(savedStart); throw new InitializationCompletedMarkerException(); } } /** {@inheritDoc} */ public void init(final FieldODEStateAndDerivative initialState, T finalTime) { // nothing to do } } /** Marker exception used ONLY to stop the starter integrator after first step. */ private static class InitializationCompletedMarkerException extends RuntimeException { /** Serializable version identifier. */ private static final long serialVersionUID = -1914085471038046418L; /** Simple constructor. */ InitializationCompletedMarkerException() { super((Throwable) null); } } }