org.apache.commons.math3.ode.nonstiff

• Constructor Detail

int nSteps,
int order,
double minStep,
double maxStep,
double scalAbsoluteTolerance,
double scalRelativeTolerance)
throws IllegalArgumentException
Build an Adams integrator with the given order and step control parameters.
Parameters:
name - name of the method
nSteps - number of steps of the method excluding the one being computed
order - order of the method
minStep - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
maxStep - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
scalAbsoluteTolerance - allowed absolute error
scalRelativeTolerance - allowed relative error
Throws:
IllegalArgumentException - if order is 1 or less

int nSteps,
int order,
double minStep,
double maxStep,
double[] vecAbsoluteTolerance,
double[] vecRelativeTolerance)
throws IllegalArgumentException
Build an Adams integrator with the given order and step control parameters.
Parameters:
name - name of the method
nSteps - number of steps of the method excluding the one being computed
order - order of the method
minStep - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
maxStep - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
vecAbsoluteTolerance - allowed absolute error
vecRelativeTolerance - allowed relative error
Throws:
IllegalArgumentException - if order is 1 or less
• Method Detail

• integrate

public abstract void integrate(ExpandableStatefulODE equations,
double t)
throws MathIllegalStateException,
MathIllegalArgumentException
Integrate a set of differential equations up to the given time.

This method solves an Initial Value Problem (IVP).

The set of differential equations is composed of a main set, which can be extended by some sets of secondary equations. The set of equations must be already set up with initial time and partial states. At integration completion, the final time and partial states will be available in the same object.

Since this method stores some internal state variables made available in its public interface during integration (AbstractIntegrator.getCurrentSignedStepsize()), it is not thread-safe.

Specified by:
Parameters:
equations - complete set of differential equations to integrate
t - target time for the integration (can be set to a value smaller than t0 for backward integration)
Throws:
MathIllegalStateException - if the integrator cannot perform integration
MathIllegalArgumentException - if integration parameters are wrong (typically too small integration span)
• initializeHighOrderDerivatives

protected Array2DRowRealMatrix initializeHighOrderDerivatives(double h,
double[] t,
double[][] y,
double[][] yDot)
Initialize the high order scaled derivatives at step start.
Specified by:
initializeHighOrderDerivatives in class MultistepIntegrator
Parameters:
h - step size to use for scaling
t - first steps times
y - first steps states
yDot - first steps derivatives
Returns:
Nordieck vector at first step (h2/2 y''n, h3/6 y'''n ... hk/k! y(k)n)
• updateHighOrderDerivativesPhase1

public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(Array2DRowRealMatrix highOrder)
Update the high order scaled derivatives for Adams integrators (phase 1).

The complete update of high order derivatives has a form similar to:

rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn

this method computes the P-1 A P rn part.

Parameters:
highOrder - high order scaled derivatives (h2/2 y'', ... hk/k! y(k))
Returns:
updated high order derivatives
updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)
• updateHighOrderDerivativesPhase2

public void updateHighOrderDerivativesPhase2(double[] start,
double[] end,
Array2DRowRealMatrix highOrder)
Update the high order scaled derivatives Adams integrators (phase 2).

The complete update of high order derivatives has a form similar to:

rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn

this method computes the (s1(n) - s1(n+1)) P-1 u part.

Phase 1 of the update must already have been performed.

Parameters:
start - first order scaled derivatives at step start
end - first order scaled derivatives at step end
highOrder - high order scaled derivatives, will be modified (h2/2 y'', ... hk/k! y(k))