Package org.apache.commons.math4.legacy.ode

Class AbstractIntegrator

java.lang.Object

org.apache.commons.math4.legacy.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

Field Summary

Fields

Modifier and Type	Field	Description
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

Constructors

Modifier	Constructor	Description
protected	AbstractIntegrator()	Build an instance with a null name.
	AbstractIntegrator(String name)	Build an instance.

Method Summary

Modifier and Type	Method	Description
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.
protected IntegerSequence.Incrementor	getCounter()	Get the evaluations counter.
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.
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 t_i.

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 t_i

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

getCounter

protected IntegerSequence.Incrementor getCounter()

Get the evaluations counter.

Returns:

evaluations counter

Since:

3.6

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,
                               NullPointerException

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

NullPointerException - if the ODE equations have not been set (i.e. if this method is called outside of a call to integrate(ExpandableStatefulODE, double) or integrate(FirstOrderDifferentialEquations, double, double[], double, double[]))

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