/* * 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. */ /** * This package provides classes to solve Ordinary Differential Equations problems. * *

This package solves Initial Value Problems of the form y'=f(t,y) with * t0 and y(t0)=y0 known. The provided * integrators compute an estimate of y(t) from t=t0 to * t=t1. It is also possible to get thederivatives with respect to the initial * state dy(t)/dy(t0) or the derivatives with respect to some ODE parameters * dy(t)/dp. * *

All integrators provide dense output. This means that besides computing the state vector at * discrete times, they also provide a cheap mean to get the state between the time steps. They do * so through classes extending the {@link org.apache.commons.math3.ode.sampling.StepInterpolator * StepInterpolator} abstract class, which are made available to the user at the end of each step. * *

All integrators handle multiple discrete events detection based on switching functions. This * means that the integrator can be driven by user specified discrete events. The steps are * shortened as needed to ensure the events occur at step boundaries (even if the integrator is a * fixed-step integrator). When the events are triggered, integration can be stopped (this is called * a G-stop facility), the state vector can be changed, or integration can simply go on. The latter * case is useful to handle discontinuities in the differential equations gracefully and get * accurate dense output even close to the discontinuity. * *

The user should describe his problem in his own classes (UserProblem in the * diagram below) which should implement the {@link * org.apache.commons.math3.ode.FirstOrderDifferentialEquations FirstOrderDifferentialEquations} * interface. Then he should pass it to the integrator he prefers among all the classes that * implement the {@link org.apache.commons.math3.ode.FirstOrderIntegrator FirstOrderIntegrator} * interface. * *

The solution of the integration problem is provided by two means. The first one is aimed * towards simple use: the state vector at the end of the integration process is copied in the * y array of the {@link org.apache.commons.math3.ode.FirstOrderIntegrator#integrate * FirstOrderIntegrator.integrate} method. The second one should be used when more in-depth * information is needed throughout the integration process. The user can register an object * implementing the {@link org.apache.commons.math3.ode.sampling.StepHandler StepHandler} interface * or a {@link org.apache.commons.math3.ode.sampling.StepNormalizer StepNormalizer} object wrapping * a user-specified object implementing the {@link * org.apache.commons.math3.ode.sampling.FixedStepHandler FixedStepHandler} interface into the * integrator before calling the {@link org.apache.commons.math3.ode.FirstOrderIntegrator#integrate * FirstOrderIntegrator.integrate} method. The user object will be called appropriately during the * integration process, allowing the user to process intermediate results. The default step handler * does nothing. * *

{@link org.apache.commons.math3.ode.ContinuousOutputModel ContinuousOutputModel} is a * special-purpose step handler that is able to store all steps and to provide transparent access to * any intermediate result once the integration is over. An important feature of this class is that * it implements the Serializable interface. This means that a complete continuous * model of the integrated function throughout the integration range can be serialized and reused * later (if stored into a persistent medium like a filesystem or a database) or elsewhere (if sent * to another application). Only the result of the integration is stored, there is no reference to * the integrated problem by itself. * *

Other default implementations of the {@link org.apache.commons.math3.ode.sampling.StepHandler * StepHandler} interface are available for general needs ({@link * org.apache.commons.math3.ode.sampling.DummyStepHandler DummyStepHandler}, {@link * org.apache.commons.math3.ode.sampling.StepNormalizer StepNormalizer}) and custom implementations * can be developed for specific needs. As an example, if an application is to be completely driven * by the integration process, then most of the application code will be run inside a step handler * specific to this application. * *

Some integrators (the simple ones) use fixed steps that are set at creation time. The more * efficient integrators use variable steps that are handled internally in order to control the * integration error with respect to a specified accuracy (these integrators extend the {@link * org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator AdaptiveStepsizeIntegrator} * abstract class). In this case, the step handler which is called after each successful step shows * up the variable stepsize. The {@link org.apache.commons.math3.ode.sampling.StepNormalizer * StepNormalizer} class can be used to convert the variable stepsize into a fixed stepsize that can * be handled by classes implementing the {@link * org.apache.commons.math3.ode.sampling.FixedStepHandler FixedStepHandler} interface. Adaptive * stepsize integrators can automatically compute the initial stepsize by themselves, however the * user can specify it if he prefers to retain full control over the integration or if the automatic * guess is wrong. * *

* * * * * * * * * * *
Fixed Step Integrators
NameOrder
{@link org.apache.commons.math3.ode.nonstiff.EulerIntegrator Euler}1
{@link org.apache.commons.math3.ode.nonstiff.MidpointIntegrator Midpoint}2
{@link org.apache.commons.math3.ode.nonstiff.ClassicalRungeKuttaIntegrator Classical Runge-Kutta}4
{@link org.apache.commons.math3.ode.nonstiff.GillIntegrator Gill}4
{@link org.apache.commons.math3.ode.nonstiff.ThreeEighthesIntegrator 3/8}4
{@link org.apache.commons.math3.ode.nonstiff.LutherIntegrator Luther}6
* * * * * * * * * * *
Adaptive Stepsize Integrators
NameIntegration OrderError Estimation Order
{@link org.apache.commons.math3.ode.nonstiff.HighamHall54Integrator Higham and Hall}54
{@link org.apache.commons.math3.ode.nonstiff.DormandPrince54Integrator Dormand-Prince 5(4)}54
{@link org.apache.commons.math3.ode.nonstiff.DormandPrince853Integrator Dormand-Prince 8(5,3)}85 and 3
{@link org.apache.commons.math3.ode.nonstiff.GraggBulirschStoerIntegrator Gragg-Bulirsch-Stoer}variable (up to 18 by default)variable
{@link org.apache.commons.math3.ode.nonstiff.AdamsBashforthIntegrator Adams-Bashforth}variablevariable
{@link org.apache.commons.math3.ode.nonstiff.AdamsMoultonIntegrator Adams-Moulton}variablevariable
* *

In the table above, the {@link org.apache.commons.math3.ode.nonstiff.AdamsBashforthIntegrator * Adams-Bashforth} and {@link org.apache.commons.math3.ode.nonstiff.AdamsMoultonIntegrator * Adams-Moulton} integrators appear as variable-step ones. This is an experimental extension to the * classical algorithms using the Nordsieck vector representation. */ package org.apache.commons.math3.ode;