Class DormandPrince54Integrator

  • All Implemented Interfaces:
    FirstOrderIntegrator, ODEIntegrator

    public class DormandPrince54Integrator
    extends EmbeddedRungeKuttaIntegrator
    This class implements the 5(4) Dormand-Prince integrator for Ordinary Differential Equations.

    This integrator is an embedded Runge-Kutta integrator of order 5(4) used in local extrapolation mode (i.e. the solution is computed using the high order formula) with stepsize control (and automatic step initialization) and continuous output. This method uses 7 functions evaluations per step. However, since this is an fsal, the last evaluation of one step is the same as the first evaluation of the next step and hence can be avoided. So the cost is really 6 functions evaluations per step.

    This method has been published (whithout the continuous output that was added by Shampine in 1986) in the following article :

      A family of embedded Runge-Kutta formulae
      J. R. Dormand and P. J. Prince
      Journal of Computational and Applied Mathematics
      volume 6, no 1, 1980, pp. 19-26
     
    Since:
    1.2
    • Constructor Detail

      • DormandPrince54Integrator

        public DormandPrince54Integrator​(double minStep,
                                         double maxStep,
                                         double scalAbsoluteTolerance,
                                         double scalRelativeTolerance)
        Simple constructor. Build a fifth order Dormand-Prince integrator with the given step bounds
        Parameters:
        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
      • DormandPrince54Integrator

        public DormandPrince54Integrator​(double minStep,
                                         double maxStep,
                                         double[] vecAbsoluteTolerance,
                                         double[] vecRelativeTolerance)
        Simple constructor. Build a fifth order Dormand-Prince integrator with the given step bounds
        Parameters:
        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
    • Method Detail

      • estimateError

        protected double estimateError​(double[][] yDotK,
                                       double[] y0,
                                       double[] y1,
                                       double h)
        Compute the error ratio.
        Specified by:
        estimateError in class EmbeddedRungeKuttaIntegrator
        Parameters:
        yDotK - derivatives computed during the first stages
        y0 - estimate of the step at the start of the step
        y1 - estimate of the step at the end of the step
        h - current step
        Returns:
        error ratio, greater than 1 if step should be rejected