summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math/ode/jacobians/EventHandlerWithJacobians.java
blob: 80d6c6e0e4e1da742b29012e679ad8919e9cf1e2 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
/*
 * 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.math.ode.jacobians;

import org.apache.commons.math.ode.events.EventException;

/** This interface represents a handler for discrete events triggered
 * during ODE integration.
 *
 * <p>Some events can be triggered at discrete times as an ODE problem
 * is solved. This occurs for example when the integration process
 * should be stopped as some state is reached (G-stop facility) when the
 * precise date is unknown a priori, or when the derivatives have
 * discontinuities, or simply when the user wants to monitor some
 * states boundaries crossings.
 * </p>
 *
 * <p>These events are defined as occurring when a <code>g</code>
 * switching function sign changes.</p>
 *
 * <p>Since events are only problem-dependent and are triggered by the
 * independent <i>time</i> variable and the state vector, they can
 * occur at virtually any time, unknown in advance. The integrators will
 * take care to avoid sign changes inside the steps, they will reduce
 * the step size when such an event is detected in order to put this
 * event exactly at the end of the current step. This guarantees that
 * step interpolation (which always has a one step scope) is relevant
 * even in presence of discontinuities. This is independent from the
 * stepsize control provided by integrators that monitor the local
 * error (this event handling feature is available for all integrators,
 * including fixed step ones).</p>
 *
 * <p>Note that is is possible to register a {@link
 * org.apache.commons.math.ode.events.EventHandler classical event handler}
 * in the low level integrator used to build a {@link FirstOrderIntegratorWithJacobians}
 * rather than implementing this class. The event handlers registered at low level
 * will see the big compound state whether the event handlers defined by this interface
 * see the original state, and its jacobians in separate arrays.</p>
 *
 * <p>The compound state is guaranteed to contain the original state in the first
 * elements, followed by the jacobian with respect to initial state (in row order),
 * followed by the jacobian with respect to parameters (in row order). If for example
 * the original state dimension is 6 and there are 3 parameters, the compound state will
 * be a 60 elements array. The first 6 elements will be the original state, the next 36
 * elements will be the jacobian with respect to initial state, and the remaining 18 elements
 * will be the jacobian with respect to parameters.</p>
 *
 * <p>Dealing with low level event handlers is cumbersome if one really needs the jacobians
 * in these methods, but it also prevents many data being copied back and forth between
 * state and jacobians on one side and compound state on the other side. So for performance
 * reasons, it is recommended to use this interface <em>only</em> if jacobians are really
 * needed and to use lower level handlers if only state is needed.</p>
 *
 * @version $Revision: 1037341 $ $Date: 2010-11-20 22:58:35 +0100 (sam. 20 nov. 2010) $
 * @since 2.1
 * @deprecated as of 2.2 the complete package is deprecated, it will be replaced
 * in 3.0 by a completely rewritten implementation
 */
@Deprecated
public interface EventHandlerWithJacobians  {

    /** Stop indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should be
     * stopped after the event ending the current step.</p>
     */
    int STOP = 0;

    /** Reset state indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should
     * go on after the event ending the current step, with a new state
     * vector (which will be retrieved thanks to the {@link #resetState
     * resetState} method).</p>
     */
    int RESET_STATE = 1;

    /** Reset derivatives indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should
     * go on after the event ending the current step, with a new derivatives
     * vector (which will be retrieved thanks to the {@link
     * org.apache.commons.math.ode.FirstOrderDifferentialEquations#computeDerivatives}
     * method).</p>
     */
    int RESET_DERIVATIVES = 2;

    /** Continue indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should go
     * on after the event ending the current step.</p>
     */
    int CONTINUE = 3;

    /** Compute the value of the switching function.

     * <p>The discrete events are generated when the sign of this
     * switching function changes. The integrator will take care to change
     * the stepsize in such a way these events occur exactly at step boundaries.
     * The switching function must be continuous in its roots neighborhood
     * (but not necessarily smooth), as the integrator will need to find its
     * roots to locate precisely the events.</p>

     * @param t current value of the independent <i>time</i> variable
     * @param y array containing the current value of the state vector
     * @param dydy0 array containing the current value of the jacobian of
     * the state vector with respect to initial state
     * @param dydp array containing the current value of the jacobian of
     * the state vector with respect to parameters
     * @return value of the g switching function
     * @exception EventException if the switching function cannot be evaluated
     */
    double g(double t, double[] y, double[][] dydy0, double[][] dydp)
        throws EventException;

    /** Handle an event and choose what to do next.

     * <p>This method is called when the integrator has accepted a step
     * ending exactly on a sign change of the function, just <em>before</em>
     * the step handler itself is called (see below for scheduling). It
     * allows the user to update his internal data to acknowledge the fact
     * the event has been handled (for example setting a flag in the {@link
     * org.apache.commons.math.ode.jacobians.ODEWithJacobians
     * differential equations} to switch the derivatives computation in
     * case of discontinuity), or to direct the integrator to either stop
     * or continue integration, possibly with a reset state or derivatives.</p>

     * <ul>
     *   <li>if {@link #STOP} is returned, the step handler will be called
     *   with the <code>isLast</code> flag of the {@link
     *   org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
     *   StepInterpolatorWithJacobians, boolean) handleStep} method set to true and
     *   the integration will be stopped,</li>
     *   <li>if {@link #RESET_STATE} is returned, the {@link #resetState
     *   resetState} method will be called once the step handler has
     *   finished its task, and the integrator will also recompute the
     *   derivatives,</li>
     *   <li>if {@link #RESET_DERIVATIVES} is returned, the integrator
     *   will recompute the derivatives,
     *   <li>if {@link #CONTINUE} is returned, no specific action will
     *   be taken (apart from having called this method) and integration
     *   will continue.</li>
     * </ul>

     * <p>The scheduling between this method and the {@link
     * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians
     * StepHandlerWithJacobians} method {@link
     * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
     * StepInterpolatorWithJacobians, boolean) handleStep(interpolator, isLast)}
     * is to call this method first and <code>handleStep</code> afterwards. This
     * scheduling allows the integrator to pass <code>true</code> as the
     * <code>isLast</code> parameter to the step handler to make it aware the step
     * will be the last one if this method returns {@link #STOP}. As the
     * interpolator may be used to navigate back throughout the last step (as {@link
     * org.apache.commons.math.ode.sampling.StepNormalizer StepNormalizer}
     * does for example), user code called by this method and user
     * code called by step handlers may experience apparently out of order values
     * of the independent time variable. As an example, if the same user object
     * implements both this {@link EventHandlerWithJacobians EventHandler} interface and the
     * {@link org.apache.commons.math.ode.sampling.FixedStepHandler FixedStepHandler}
     * interface, a <em>forward</em> integration may call its
     * <code>eventOccurred</code> method with t = 10 first and call its
     * <code>handleStep</code> method with t = 9 afterwards. Such out of order
     * calls are limited to the size of the integration step for {@link
     * org.apache.commons.math.ode.sampling.StepHandler variable step handlers} and
     * to the size of the fixed step for {@link
     * org.apache.commons.math.ode.sampling.FixedStepHandler fixed step handlers}.</p>

     * @param t current value of the independent <i>time</i> variable
     * @param y array containing the current value of the state vector
     * @param dydy0 array containing the current value of the jacobian of
     * the state vector with respect to initial state
     * @param dydp array containing the current value of the jacobian of
     * the state vector with respect to parameters
     * @param increasing if true, the value of the switching function increases
     * when times increases around event (note that increase is measured with respect
     * to physical time, not with respect to integration which may go backward in time)
     * @return indication of what the integrator should do next, this
     * value must be one of {@link #STOP}, {@link #RESET_STATE},
     * {@link #RESET_DERIVATIVES} or {@link #CONTINUE}
     * @exception EventException if the event occurrence triggers an error
     */
    int eventOccurred(double t, double[] y, double[][] dydy0, double[][] dydp,
                      boolean increasing) throws EventException;

    /** Reset the state prior to continue the integration.

     * <p>This method is called after the step handler has returned and
     * before the next step is started, but only when {@link
     * #eventOccurred} has itself returned the {@link #RESET_STATE}
     * indicator. It allows the user to reset the state vector for the
     * next step, without perturbing the step handler of the finishing
     * step. If the {@link #eventOccurred} never returns the {@link
     * #RESET_STATE} indicator, this function will never be called, and it is
     * safe to leave its body empty.</p>

     * @param t current value of the independent <i>time</i> variable
     * @param y array containing the current value of the state vector
     * the new state should be put in the same array
     * @param dydy0 array containing the current value of the jacobian of
     * the state vector with respect to initial state, the new jacobian
     * should be put in the same array
     * @param dydp array containing the current value of the jacobian of
     * the state vector with respect to parameters, the new jacobian
     * should be put in the same array
     * @exception EventException if the state cannot be reseted
     */
    void resetState(double t, double[] y, double[][] dydy0, double[][] dydp)
    throws EventException;

}