001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 package org.apache.commons.nabla.numerical; 018 019 import org.apache.commons.nabla.core.DifferentialPair; 020 import org.apache.commons.nabla.core.UnivariateDerivative; 021 import org.apache.commons.nabla.core.UnivariateDifferentiable; 022 023 /** Four-points finite differences scheme. 024 * The error model for the four-points scheme is 025 * <code>-2h<sup>4</sup>/5 f<sup>(5)</sup>(x) + O(h<sup>6</sup>)</code>. 026 */ 027 public class FourPointsScheme extends FiniteDifferencesDifferentiator { 028 029 /** Serializable UID. */ 030 private static final long serialVersionUID = 3216911780962952859L; 031 032 /** Scheme denominator. */ 033 private final double denominator; 034 035 /** Build a 4-points finite differences scheme. 036 * @param h differences step size 037 */ 038 public FourPointsScheme(final double h) { 039 super(h, -2 * h * h * h * h / 5, 5); 040 denominator = 12 * h; 041 } 042 043 /** {@inheritDoc} */ 044 public UnivariateDerivative differentiate(final UnivariateDifferentiable d) { 045 return new UnivariateDerivative() { 046 047 /** {@inheritDoc} */ 048 public UnivariateDifferentiable getPrimitive() { 049 return d; 050 } 051 052 /** {@inheritDoc} */ 053 public DifferentialPair f(final DifferentialPair t) { 054 final double h = getStepSize(); 055 final double u0 = t.getValue(); 056 final double ft = d.f(u0); 057 final double d1 = d.f(u0 + h) - d.f(u0 - h); 058 final double d2 = d.f(u0 + 2 * h) - d.f(u0 - 2 * h); 059 return new DifferentialPair(ft, t.getFirstDerivative() * (8 * d1 - d2) / denominator); 060 } 061 062 }; 063 } 064 065 }