org.apache.commons.math3.ode
Class AbstractIntegrator

java.lang.Object
  extended by org.apache.commons.math3.ode.AbstractIntegrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator
Direct Known Subclasses:
AdaptiveStepsizeIntegrator, RungeKuttaIntegrator

public abstract class AbstractIntegrator
extends Object
implements FirstOrderIntegrator

Base class managing common boilerplate for all integrators.

Since:
2.0
Version:
$Id: AbstractIntegrator.java 1463684 2013-04-02 19:04:13Z luc $

Field Summary
protected  boolean isLastStep
          Indicator for last step.
protected  boolean resetOccurred
          Indicator that a state or derivative reset was triggered by some event.
protected  Collection<StepHandler> stepHandlers
          Step handler.
protected  double stepSize
          Current stepsize.
protected  double stepStart
          Current step start time.
 
Constructor Summary
protected AbstractIntegrator()
          Build an instance with a null name.
  AbstractIntegrator(String name)
          Build an instance.
 
Method Summary
protected  double acceptStep(AbstractStepInterpolator interpolator, double[] y, double[] yDot, double tEnd)
          Accept a step, triggering events and step handlers.
 void addEventHandler(EventHandler handler, double maxCheckInterval, double convergence, int maxIterationCount)
          Add an event handler to the integrator.
 void addEventHandler(EventHandler handler, double maxCheckInterval, double convergence, int maxIterationCount, UnivariateSolver solver)
          Add an event handler to the integrator.
 void addStepHandler(StepHandler handler)
          Add a step handler to this integrator.
 void clearEventHandlers()
          Remove all the event handlers that have been added to the integrator.
 void clearStepHandlers()
          Remove all the step handlers that have been added to the integrator.
 void computeDerivatives(double t, double[] y, double[] yDot)
          Compute the derivatives and check the number of evaluations.
 double getCurrentSignedStepsize()
          Get the current signed value of the integration stepsize.
 double getCurrentStepStart()
          Get the current value of the step start time ti.
 int getEvaluations()
          Get the number of evaluations of the differential equations function.
protected  Incrementor getEvaluationsCounter()
          Get the evaluations counter.
 Collection<EventHandler> getEventHandlers()
          Get all the event handlers that have been added to the integrator.
protected  ExpandableStatefulODE getExpandable()
          Get the differential equations to integrate.
 int getMaxEvaluations()
          Get the maximal number of functions evaluations.
 String getName()
          Get the name of the method.
 Collection<StepHandler> getStepHandlers()
          Get all the step handlers that have been added to the integrator.
protected  void initIntegration(double t0, double[] y0, double t)
          Prepare the start of an integration.
abstract  void integrate(ExpandableStatefulODE equations, double t)
          Integrate a set of differential equations up to the given time.
 double integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y)
          Integrate the differential equations up to the given time.
protected  void sanityChecks(ExpandableStatefulODE equations, double t)
          Check the integration span.
protected  void setEquations(ExpandableStatefulODE equations)
          Set the equations.
 void setMaxEvaluations(int maxEvaluations)
          Set the maximal number of differential equations function evaluations.
protected  void setStateInitialized(boolean stateInitialized)
          Set the stateInitialized flag.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

stepHandlers

protected Collection<StepHandler> stepHandlers
Step handler.


stepStart

protected double stepStart
Current step start time.


stepSize

protected double stepSize
Current stepsize.


isLastStep

protected boolean isLastStep
Indicator for last step.


resetOccurred

protected boolean resetOccurred
Indicator that a state or derivative reset was triggered by some event.

Constructor Detail

AbstractIntegrator

public AbstractIntegrator(String name)
Build an instance.

Parameters:
name - name of the method

AbstractIntegrator

protected AbstractIntegrator()
Build an instance with a null name.

Method Detail

getName

public String getName()
Get the name of the method.

Specified by:
getName in interface ODEIntegrator
Returns:
name of the method

addStepHandler

public void addStepHandler(StepHandler handler)
Add a step handler to this integrator.

The handler will be called by the integrator for each accepted step.

Specified by:
addStepHandler in interface ODEIntegrator
Parameters:
handler - handler for the accepted steps
See Also:
ODEIntegrator.getStepHandlers(), ODEIntegrator.clearStepHandlers()

getStepHandlers

public Collection<StepHandler> getStepHandlers()
Get all the step handlers that have been added to the integrator.

Specified by:
getStepHandlers in interface ODEIntegrator
Returns:
an unmodifiable collection of the added events handlers
See Also:
ODEIntegrator.addStepHandler(StepHandler), ODEIntegrator.clearStepHandlers()

clearStepHandlers

public void clearStepHandlers()
Remove all the step handlers that have been added to the integrator.

Specified by:
clearStepHandlers in interface ODEIntegrator
See Also:
ODEIntegrator.addStepHandler(StepHandler), ODEIntegrator.getStepHandlers()

addEventHandler

public void addEventHandler(EventHandler handler,
                            double maxCheckInterval,
                            double convergence,
                            int maxIterationCount)
Add an event handler to the integrator. Uses a default UnivariateSolver with an absolute accuracy equal to the given convergence threshold, as root-finding algorithm to detect the state events.

Specified by:
addEventHandler in interface ODEIntegrator
Parameters:
handler - event handler
maxCheckInterval - maximal time interval between switching function checks (this interval prevents missing sign changes in case the integration steps becomes very large)
convergence - convergence threshold in the event time search
maxIterationCount - upper limit of the iteration count in the event time search
See Also:
ODEIntegrator.getEventHandlers(), ODEIntegrator.clearEventHandlers()

addEventHandler

public void addEventHandler(EventHandler handler,
                            double maxCheckInterval,
                            double convergence,
                            int maxIterationCount,
                            UnivariateSolver solver)
Add an event handler to the integrator.

Specified by:
addEventHandler in interface ODEIntegrator
Parameters:
handler - event handler
maxCheckInterval - maximal time interval between switching function checks (this interval prevents missing sign changes in case the integration steps becomes very large)
convergence - convergence threshold in the event time search
maxIterationCount - upper limit of the iteration count in the event time search
solver - The root-finding algorithm to use to detect the state events.
See Also:
ODEIntegrator.getEventHandlers(), ODEIntegrator.clearEventHandlers()

getEventHandlers

public Collection<EventHandler> getEventHandlers()
Get all the event handlers that have been added to the integrator.

Specified by:
getEventHandlers in interface ODEIntegrator
Returns:
an unmodifiable collection of the added events handlers
See Also:
ODEIntegrator.addEventHandler(EventHandler, double, double, int), ODEIntegrator.clearEventHandlers()

clearEventHandlers

public void clearEventHandlers()
Remove all the event handlers that have been added to the integrator.

Specified by:
clearEventHandlers in interface ODEIntegrator
See Also:
ODEIntegrator.addEventHandler(EventHandler, double, double, int), ODEIntegrator.getEventHandlers()

getCurrentStepStart

public double getCurrentStepStart()
Get the current value of the step start time ti.

This method can be called during integration (typically by the object implementing the differential equations problem) if the value of the current step that is attempted is needed.

The result is undefined if the method is called outside of calls to integrate.

Specified by:
getCurrentStepStart in interface ODEIntegrator
Returns:
current value of the step start time ti

getCurrentSignedStepsize

public double getCurrentSignedStepsize()
Get the current signed value of the integration stepsize.

This method can be called during integration (typically by the object implementing the differential equations problem) if the signed value of the current stepsize that is tried is needed.

The result is undefined if the method is called outside of calls to integrate.

Specified by:
getCurrentSignedStepsize in interface ODEIntegrator
Returns:
current signed value of the stepsize

setMaxEvaluations

public void setMaxEvaluations(int maxEvaluations)
Set the maximal number of differential equations function evaluations.

The purpose of this method is to avoid infinite loops which can occur for example when stringent error constraints are set or when lots of discrete events are triggered, thus leading to many rejected steps.

Specified by:
setMaxEvaluations in interface ODEIntegrator
Parameters:
maxEvaluations - maximal number of function evaluations (negative values are silently converted to maximal integer value, thus representing almost unlimited evaluations)

getMaxEvaluations

public int getMaxEvaluations()
Get the maximal number of functions evaluations.

Specified by:
getMaxEvaluations in interface ODEIntegrator
Returns:
maximal number of functions evaluations

getEvaluations

public int getEvaluations()
Get the number of evaluations of the differential equations function.

The number of evaluations corresponds to the last call to the integrate method. It is 0 if the method has not been called yet.

Specified by:
getEvaluations in interface ODEIntegrator
Returns:
number of evaluations of the differential equations function

initIntegration

protected void initIntegration(double t0,
                               double[] y0,
                               double t)
Prepare the start of an integration.

Parameters:
t0 - start value of the independent time variable
y0 - array containing the start value of the state vector
t - target time for the integration

setEquations

protected void setEquations(ExpandableStatefulODE equations)
Set the equations.

Parameters:
equations - equations to set

getExpandable

protected ExpandableStatefulODE getExpandable()
Get the differential equations to integrate.

Returns:
differential equations to integrate
Since:
3.2

getEvaluationsCounter

protected Incrementor getEvaluationsCounter()
Get the evaluations counter.

Returns:
evaluations counter
Since:
3.2

integrate

public double integrate(FirstOrderDifferentialEquations equations,
                        double t0,
                        double[] y0,
                        double t,
                        double[] y)
                 throws DimensionMismatchException,
                        NumberIsTooSmallException,
                        MaxCountExceededException,
                        NoBracketingException
Integrate the differential equations up to the given time.

This method solves an Initial Value Problem (IVP).

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

Specified by:
integrate in interface FirstOrderIntegrator
Parameters:
equations - differential equations to integrate
t0 - initial time
y0 - initial value of the state vector at t0
t - target time for the integration (can be set to a value smaller than t0 for backward integration)
y - placeholder where to put the state vector at each successful step (and hence at the end of integration), can be the same object as y0
Returns:
stop time, will be the same as target time if integration reached its target, but may be different if some EventHandler stops it at some point.
Throws:
DimensionMismatchException - if arrays dimension do not match equations settings
NumberIsTooSmallException - if integration step is too small
MaxCountExceededException - if the number of functions evaluations is exceeded
NoBracketingException - if the location of an event cannot be bracketed

integrate

public abstract void integrate(ExpandableStatefulODE equations,
                               double t)
                        throws NumberIsTooSmallException,
                               DimensionMismatchException,
                               MaxCountExceededException,
                               NoBracketingException
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 (getCurrentSignedStepsize()), it is not thread-safe.

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:
NumberIsTooSmallException - if integration step is too small
DimensionMismatchException - if the dimension of the complete state does not match the complete equations sets dimension
MaxCountExceededException - if the number of functions evaluations is exceeded
NoBracketingException - if the location of an event cannot be bracketed

computeDerivatives

public void computeDerivatives(double t,
                               double[] y,
                               double[] yDot)
                        throws MaxCountExceededException,
                               DimensionMismatchException
Compute the derivatives and check the number of evaluations.

Parameters:
t - current value of the independent time variable
y - array containing the current value of the state vector
yDot - placeholder array where to put the time derivative of the state vector
Throws:
MaxCountExceededException - if the number of functions evaluations is exceeded
DimensionMismatchException - if arrays dimensions do not match equations settings

setStateInitialized

protected void setStateInitialized(boolean stateInitialized)
Set the stateInitialized flag.

This method must be called by integrators with the value false before they start integration, so a proper lazy initialization is done automatically on the first step.

Parameters:
stateInitialized - new value for the flag
Since:
2.2

acceptStep

protected double acceptStep(AbstractStepInterpolator interpolator,
                            double[] y,
                            double[] yDot,
                            double tEnd)
                     throws MaxCountExceededException,
                            DimensionMismatchException,
                            NoBracketingException
Accept a step, triggering events and step handlers.

Parameters:
interpolator - step interpolator
y - state vector at step end time, must be reset if an event asks for resetting or if an events stops integration during the step
yDot - placeholder array where to put the time derivative of the state vector
tEnd - final integration time
Returns:
time at end of step
Throws:
MaxCountExceededException - if the interpolator throws one because the number of functions evaluations is exceeded
NoBracketingException - if the location of an event cannot be bracketed
DimensionMismatchException - if arrays dimensions do not match equations settings
Since:
2.2

sanityChecks

protected void sanityChecks(ExpandableStatefulODE equations,
                            double t)
                     throws NumberIsTooSmallException,
                            DimensionMismatchException
Check the integration span.

Parameters:
equations - set of differential equations
t - target time for the integration
Throws:
NumberIsTooSmallException - if integration span is too small
DimensionMismatchException - if adaptive step size integrators tolerance arrays dimensions are not compatible with equations settings


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