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 018package org.apache.commons.math4.legacy.ode; 019 020import java.util.ArrayList; 021import java.util.Collection; 022import java.util.Collections; 023import java.util.Comparator; 024import java.util.Iterator; 025import java.util.List; 026import java.util.SortedSet; 027import java.util.TreeSet; 028 029import org.apache.commons.math4.legacy.analysis.solvers.BracketingNthOrderBrentSolver; 030import org.apache.commons.math4.legacy.analysis.solvers.UnivariateSolver; 031import org.apache.commons.math4.legacy.exception.DimensionMismatchException; 032import org.apache.commons.math4.legacy.exception.MaxCountExceededException; 033import org.apache.commons.math4.legacy.exception.NoBracketingException; 034import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException; 035import org.apache.commons.math4.legacy.exception.util.LocalizedFormats; 036import org.apache.commons.math4.legacy.ode.events.EventHandler; 037import org.apache.commons.math4.legacy.ode.events.EventState; 038import org.apache.commons.math4.legacy.ode.sampling.AbstractStepInterpolator; 039import org.apache.commons.math4.legacy.ode.sampling.StepHandler; 040import org.apache.commons.math4.core.jdkmath.JdkMath; 041import org.apache.commons.math4.legacy.core.IntegerSequence; 042import org.apache.commons.numbers.core.Precision; 043 044/** 045 * Base class managing common boilerplate for all integrators. 046 * @since 2.0 047 */ 048public abstract class AbstractIntegrator implements FirstOrderIntegrator { 049 050 /** Step handler. */ 051 protected Collection<StepHandler> stepHandlers; 052 053 /** Current step start time. */ 054 protected double stepStart; 055 056 /** Current stepsize. */ 057 protected double stepSize; 058 059 /** Indicator for last step. */ 060 protected boolean isLastStep; 061 062 /** Indicator that a state or derivative reset was triggered by some event. */ 063 protected boolean resetOccurred; 064 065 /** Events states. */ 066 private Collection<EventState> eventsStates; 067 068 /** Initialization indicator of events states. */ 069 private boolean statesInitialized; 070 071 /** Name of the method. */ 072 private final String name; 073 074 /** Counter for number of evaluations. */ 075 private IntegerSequence.Incrementor evaluations; 076 077 /** Differential equations to integrate. */ 078 private transient ExpandableStatefulODE expandable; 079 080 /** Build an instance. 081 * @param name name of the method 082 */ 083 public AbstractIntegrator(final String name) { 084 this.name = name; 085 stepHandlers = new ArrayList<>(); 086 stepStart = Double.NaN; 087 stepSize = Double.NaN; 088 eventsStates = new ArrayList<>(); 089 statesInitialized = false; 090 evaluations = IntegerSequence.Incrementor.create().withMaximalCount(Integer.MAX_VALUE); 091 } 092 093 /** Build an instance with a null name. 094 */ 095 protected AbstractIntegrator() { 096 this(null); 097 } 098 099 /** {@inheritDoc} */ 100 @Override 101 public String getName() { 102 return name; 103 } 104 105 /** {@inheritDoc} */ 106 @Override 107 public void addStepHandler(final StepHandler handler) { 108 stepHandlers.add(handler); 109 } 110 111 /** {@inheritDoc} */ 112 @Override 113 public Collection<StepHandler> getStepHandlers() { 114 return Collections.unmodifiableCollection(stepHandlers); 115 } 116 117 /** {@inheritDoc} */ 118 @Override 119 public void clearStepHandlers() { 120 stepHandlers.clear(); 121 } 122 123 /** {@inheritDoc} */ 124 @Override 125 public void addEventHandler(final EventHandler handler, 126 final double maxCheckInterval, 127 final double convergence, 128 final int maxIterationCount) { 129 addEventHandler(handler, maxCheckInterval, convergence, 130 maxIterationCount, 131 new BracketingNthOrderBrentSolver(convergence, 5)); 132 } 133 134 /** {@inheritDoc} */ 135 @Override 136 public void addEventHandler(final EventHandler handler, 137 final double maxCheckInterval, 138 final double convergence, 139 final int maxIterationCount, 140 final UnivariateSolver solver) { 141 eventsStates.add(new EventState(handler, maxCheckInterval, convergence, 142 maxIterationCount, solver)); 143 } 144 145 /** {@inheritDoc} */ 146 @Override 147 public Collection<EventHandler> getEventHandlers() { 148 final List<EventHandler> list = new ArrayList<>(eventsStates.size()); 149 for (EventState state : eventsStates) { 150 list.add(state.getEventHandler()); 151 } 152 return Collections.unmodifiableCollection(list); 153 } 154 155 /** {@inheritDoc} */ 156 @Override 157 public void clearEventHandlers() { 158 eventsStates.clear(); 159 } 160 161 /** {@inheritDoc} */ 162 @Override 163 public double getCurrentStepStart() { 164 return stepStart; 165 } 166 167 /** {@inheritDoc} */ 168 @Override 169 public double getCurrentSignedStepsize() { 170 return stepSize; 171 } 172 173 /** {@inheritDoc} */ 174 @Override 175 public void setMaxEvaluations(int maxEvaluations) { 176 evaluations = evaluations.withMaximalCount((maxEvaluations < 0) ? Integer.MAX_VALUE : maxEvaluations); 177 } 178 179 /** {@inheritDoc} */ 180 @Override 181 public int getMaxEvaluations() { 182 return evaluations.getMaximalCount(); 183 } 184 185 /** {@inheritDoc} */ 186 @Override 187 public int getEvaluations() { 188 return evaluations.getCount(); 189 } 190 191 /** Prepare the start of an integration. 192 * @param t0 start value of the independent <i>time</i> variable 193 * @param y0 array containing the start value of the state vector 194 * @param t target time for the integration 195 */ 196 protected void initIntegration(final double t0, final double[] y0, final double t) { 197 198 evaluations = evaluations.withStart(0); 199 200 for (final EventState state : eventsStates) { 201 state.setExpandable(expandable); 202 state.getEventHandler().init(t0, y0, t); 203 } 204 205 for (StepHandler handler : stepHandlers) { 206 handler.init(t0, y0, t); 207 } 208 209 setStateInitialized(false); 210 } 211 212 /** Set the equations. 213 * @param equations equations to set 214 */ 215 protected void setEquations(final ExpandableStatefulODE equations) { 216 this.expandable = equations; 217 } 218 219 /** Get the differential equations to integrate. 220 * @return differential equations to integrate 221 * @since 3.2 222 */ 223 protected ExpandableStatefulODE getExpandable() { 224 return expandable; 225 } 226 227 /** Get the evaluations counter. 228 * @return evaluations counter 229 * @since 3.6 230 */ 231 protected IntegerSequence.Incrementor getCounter() { 232 return evaluations; 233 } 234 235 /** {@inheritDoc} */ 236 @Override 237 public double integrate(final FirstOrderDifferentialEquations equations, 238 final double t0, final double[] y0, final double t, final double[] y) 239 throws DimensionMismatchException, NumberIsTooSmallException, 240 MaxCountExceededException, NoBracketingException { 241 242 if (y0.length != equations.getDimension()) { 243 throw new DimensionMismatchException(y0.length, equations.getDimension()); 244 } 245 if (y.length != equations.getDimension()) { 246 throw new DimensionMismatchException(y.length, equations.getDimension()); 247 } 248 249 // prepare expandable stateful equations 250 final ExpandableStatefulODE expandableODE = new ExpandableStatefulODE(equations); 251 expandableODE.setTime(t0); 252 expandableODE.setPrimaryState(y0); 253 254 // perform integration 255 integrate(expandableODE, t); 256 257 // extract results back from the stateful equations 258 System.arraycopy(expandableODE.getPrimaryState(), 0, y, 0, y.length); 259 return expandableODE.getTime(); 260 } 261 262 /** Integrate a set of differential equations up to the given time. 263 * <p>This method solves an Initial Value Problem (IVP).</p> 264 * <p>The set of differential equations is composed of a main set, which 265 * can be extended by some sets of secondary equations. The set of 266 * equations must be already set up with initial time and partial states. 267 * At integration completion, the final time and partial states will be 268 * available in the same object.</p> 269 * <p>Since this method stores some internal state variables made 270 * available in its public interface during integration ({@link 271 * #getCurrentSignedStepsize()}), it is <em>not</em> thread-safe.</p> 272 * @param equations complete set of differential equations to integrate 273 * @param t target time for the integration 274 * (can be set to a value smaller than <code>t0</code> for backward integration) 275 * @exception NumberIsTooSmallException if integration step is too small 276 * @throws DimensionMismatchException if the dimension of the complete state does not 277 * match the complete equations sets dimension 278 * @exception MaxCountExceededException if the number of functions evaluations is exceeded 279 * @exception NoBracketingException if the location of an event cannot be bracketed 280 */ 281 public abstract void integrate(ExpandableStatefulODE equations, double t) 282 throws NumberIsTooSmallException, DimensionMismatchException, 283 MaxCountExceededException, NoBracketingException; 284 285 /** Compute the derivatives and check the number of evaluations. 286 * @param t current value of the independent <I>time</I> variable 287 * @param y array containing the current value of the state vector 288 * @param yDot placeholder array where to put the time derivative of the state vector 289 * @exception MaxCountExceededException if the number of functions evaluations is exceeded 290 * @exception DimensionMismatchException if arrays dimensions do not match equations settings 291 * @exception NullPointerException if the ODE equations have not been set (i.e. if this method 292 * is called outside of a call to {@link #integrate(ExpandableStatefulODE, double)} or {@link 293 * #integrate(FirstOrderDifferentialEquations, double, double[], double, double[])}) 294 */ 295 public void computeDerivatives(final double t, final double[] y, final double[] yDot) 296 throws MaxCountExceededException, DimensionMismatchException, NullPointerException { 297 evaluations.increment(); 298 expandable.computeDerivatives(t, y, yDot); 299 } 300 301 /** Set the stateInitialized flag. 302 * <p>This method must be called by integrators with the value 303 * {@code false} before they start integration, so a proper lazy 304 * initialization is done automatically on the first step.</p> 305 * @param stateInitialized new value for the flag 306 * @since 2.2 307 */ 308 protected void setStateInitialized(final boolean stateInitialized) { 309 this.statesInitialized = stateInitialized; 310 } 311 312 /** Accept a step, triggering events and step handlers. 313 * @param interpolator step interpolator 314 * @param y state vector at step end time, must be reset if an event 315 * asks for resetting or if an events stops integration during the step 316 * @param yDot placeholder array where to put the time derivative of the state vector 317 * @param tEnd final integration time 318 * @return time at end of step 319 * @exception MaxCountExceededException if the interpolator throws one because 320 * the number of functions evaluations is exceeded 321 * @exception NoBracketingException if the location of an event cannot be bracketed 322 * @exception DimensionMismatchException if arrays dimensions do not match equations settings 323 * @since 2.2 324 */ 325 protected double acceptStep(final AbstractStepInterpolator interpolator, 326 final double[] y, final double[] yDot, final double tEnd) 327 throws MaxCountExceededException, DimensionMismatchException, NoBracketingException { 328 329 double previousT = interpolator.getGlobalPreviousTime(); 330 final double currentT = interpolator.getGlobalCurrentTime(); 331 332 // initialize the events states if needed 333 if (! statesInitialized) { 334 for (EventState state : eventsStates) { 335 state.reinitializeBegin(interpolator); 336 } 337 statesInitialized = true; 338 } 339 340 // search for next events that may occur during the step 341 final int orderingSign = interpolator.isForward() ? +1 : -1; 342 SortedSet<EventState> occurringEvents = new TreeSet<>(new Comparator<EventState>() { 343 344 /** {@inheritDoc} */ 345 @Override 346 public int compare(EventState es0, EventState es1) { 347 return orderingSign * Double.compare(es0.getEventTime(), es1.getEventTime()); 348 } 349 }); 350 351 for (final EventState state : eventsStates) { 352 if (state.evaluateStep(interpolator)) { 353 // the event occurs during the current step 354 occurringEvents.add(state); 355 } 356 } 357 358 while (!occurringEvents.isEmpty()) { 359 360 // handle the chronologically first event 361 final Iterator<EventState> iterator = occurringEvents.iterator(); 362 final EventState currentEvent = iterator.next(); 363 iterator.remove(); 364 365 // restrict the interpolator to the first part of the step, up to the event 366 final double eventT = currentEvent.getEventTime(); 367 interpolator.setSoftPreviousTime(previousT); 368 interpolator.setSoftCurrentTime(eventT); 369 370 // get state at event time 371 interpolator.setInterpolatedTime(eventT); 372 final double[] eventYComplete = new double[y.length]; 373 expandable.getPrimaryMapper().insertEquationData(interpolator.getInterpolatedState(), 374 eventYComplete); 375 int index = 0; 376 for (EquationsMapper secondary : expandable.getSecondaryMappers()) { 377 secondary.insertEquationData(interpolator.getInterpolatedSecondaryState(index++), 378 eventYComplete); 379 } 380 381 // advance all event states to current time 382 for (final EventState state : eventsStates) { 383 state.stepAccepted(eventT, eventYComplete); 384 isLastStep = isLastStep || state.stop(); 385 } 386 387 // handle the first part of the step, up to the event 388 for (final StepHandler handler : stepHandlers) { 389 handler.handleStep(interpolator, isLastStep); 390 } 391 392 if (isLastStep) { 393 // the event asked to stop integration 394 System.arraycopy(eventYComplete, 0, y, 0, y.length); 395 return eventT; 396 } 397 398 resetOccurred = false; 399 final boolean needReset = currentEvent.reset(eventT, eventYComplete); 400 if (needReset) { 401 // some event handler has triggered changes that 402 // invalidate the derivatives, we need to recompute them 403 interpolator.setInterpolatedTime(eventT); 404 System.arraycopy(eventYComplete, 0, y, 0, y.length); 405 computeDerivatives(eventT, y, yDot); 406 resetOccurred = true; 407 return eventT; 408 } 409 410 // prepare handling of the remaining part of the step 411 previousT = eventT; 412 interpolator.setSoftPreviousTime(eventT); 413 interpolator.setSoftCurrentTime(currentT); 414 415 // check if the same event occurs again in the remaining part of the step 416 if (currentEvent.evaluateStep(interpolator)) { 417 // the event occurs during the current step 418 occurringEvents.add(currentEvent); 419 } 420 } 421 422 // last part of the step, after the last event 423 interpolator.setInterpolatedTime(currentT); 424 final double[] currentY = new double[y.length]; 425 expandable.getPrimaryMapper().insertEquationData(interpolator.getInterpolatedState(), 426 currentY); 427 int index = 0; 428 for (EquationsMapper secondary : expandable.getSecondaryMappers()) { 429 secondary.insertEquationData(interpolator.getInterpolatedSecondaryState(index++), 430 currentY); 431 } 432 for (final EventState state : eventsStates) { 433 state.stepAccepted(currentT, currentY); 434 isLastStep = isLastStep || state.stop(); 435 } 436 isLastStep = isLastStep || Precision.equals(currentT, tEnd, 1); 437 438 // handle the remaining part of the step, after all events if any 439 for (StepHandler handler : stepHandlers) { 440 handler.handleStep(interpolator, isLastStep); 441 } 442 443 return currentT; 444 } 445 446 /** Check the integration span. 447 * @param equations set of differential equations 448 * @param t target time for the integration 449 * @exception NumberIsTooSmallException if integration span is too small 450 * @exception DimensionMismatchException if adaptive step size integrators 451 * tolerance arrays dimensions are not compatible with equations settings 452 */ 453 protected void sanityChecks(final ExpandableStatefulODE equations, final double t) 454 throws NumberIsTooSmallException, DimensionMismatchException { 455 456 final double threshold = 1000 * JdkMath.ulp(JdkMath.max(JdkMath.abs(equations.getTime()), 457 JdkMath.abs(t))); 458 final double dt = JdkMath.abs(equations.getTime() - t); 459 if (dt <= threshold) { 460 throw new NumberIsTooSmallException(LocalizedFormats.TOO_SMALL_INTEGRATION_INTERVAL, 461 dt, threshold, false); 462 } 463 } 464}