1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math4.legacy.ode;
18
19 import java.util.ArrayList;
20 import java.util.List;
21
22 import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
23 import org.apache.commons.math4.legacy.exception.MaxCountExceededException;
24
25
26 /**
27 * This class represents a combined set of first order differential equations,
28 * with at least a primary set of equations expandable by some sets of secondary
29 * equations.
30 * <p>
31 * One typical use case is the computation of the Jacobian matrix for some ODE.
32 * In this case, the primary set of equations corresponds to the raw ODE, and we
33 * add to this set another bunch of secondary equations which represent the Jacobian
34 * matrix of the primary set.
35 * </p>
36 * <p>
37 * We want the integrator to use <em>only</em> the primary set to estimate the
38 * errors and hence the step sizes. It should <em>not</em> use the secondary
39 * equations in this computation. The {@link AbstractIntegrator integrator} will
40 * be able to know where the primary set ends and so where the secondary sets begin.
41 * </p>
42 *
43 * @see FirstOrderDifferentialEquations
44 * @see JacobianMatrices
45 *
46 * @since 3.0
47 */
48
49 public class ExpandableStatefulODE {
50
51 /** Primary differential equation. */
52 private final FirstOrderDifferentialEquations primary;
53
54 /** Mapper for primary equation. */
55 private final EquationsMapper primaryMapper;
56
57 /** Time. */
58 private double time;
59
60 /** State. */
61 private final double[] primaryState;
62
63 /** State derivative. */
64 private final double[] primaryStateDot;
65
66 /** Components of the expandable ODE. */
67 private List<SecondaryComponent> components;
68
69 /** Build an expandable set from its primary ODE set.
70 * @param primary the primary set of differential equations to be integrated.
71 */
72 public ExpandableStatefulODE(final FirstOrderDifferentialEquations primary) {
73 final int n = primary.getDimension();
74 this.primary = primary;
75 this.primaryMapper = new EquationsMapper(0, n);
76 this.time = Double.NaN;
77 this.primaryState = new double[n];
78 this.primaryStateDot = new double[n];
79 this.components = new ArrayList<>();
80 }
81
82 /** Get the primary set of differential equations.
83 * @return primary set of differential equations
84 */
85 public FirstOrderDifferentialEquations getPrimary() {
86 return primary;
87 }
88
89 /** Return the dimension of the complete set of equations.
90 * <p>
91 * The complete set of equations correspond to the primary set plus all secondary sets.
92 * </p>
93 * @return dimension of the complete set of equations
94 */
95 public int getTotalDimension() {
96 if (components.isEmpty()) {
97 // there are no secondary equations, the complete set is limited to the primary set
98 return primaryMapper.getDimension();
99 } else {
100 // there are secondary equations, the complete set ends after the last set
101 final EquationsMapper lastMapper = components.get(components.size() - 1).mapper;
102 return lastMapper.getFirstIndex() + lastMapper.getDimension();
103 }
104 }
105
106 /** Get the current time derivative of the complete state vector.
107 * @param t current value of the independent <I>time</I> variable
108 * @param y array containing the current value of the complete state vector
109 * @param yDot placeholder array where to put the time derivative of the complete state vector
110 * @exception MaxCountExceededException if the number of functions evaluations is exceeded
111 * @exception DimensionMismatchException if arrays dimensions do not match equations settings
112 */
113 public void computeDerivatives(final double t, final double[] y, final double[] yDot)
114 throws MaxCountExceededException, DimensionMismatchException {
115
116 // compute derivatives of the primary equations
117 primaryMapper.extractEquationData(y, primaryState);
118 primary.computeDerivatives(t, primaryState, primaryStateDot);
119
120 // Add contribution for secondary equations
121 for (final SecondaryComponent component : components) {
122 component.mapper.extractEquationData(y, component.state);
123 component.equation.computeDerivatives(t, primaryState, primaryStateDot,
124 component.state, component.stateDot);
125 component.mapper.insertEquationData(component.stateDot, yDot);
126 }
127
128 primaryMapper.insertEquationData(primaryStateDot, yDot);
129 }
130
131 /** Add a set of secondary equations to be integrated along with the primary set.
132 * @param secondary secondary equations set
133 * @return index of the secondary equation in the expanded state
134 */
135 public int addSecondaryEquations(final SecondaryEquations secondary) {
136
137 final int firstIndex;
138 if (components.isEmpty()) {
139 // lazy creation of the components list
140 components = new ArrayList<>();
141 firstIndex = primary.getDimension();
142 } else {
143 final SecondaryComponent last = components.get(components.size() - 1);
144 firstIndex = last.mapper.getFirstIndex() + last.mapper.getDimension();
145 }
146
147 components.add(new SecondaryComponent(secondary, firstIndex));
148
149 return components.size() - 1;
150 }
151
152 /** Get an equations mapper for the primary equations set.
153 * @return mapper for the primary set
154 * @see #getSecondaryMappers()
155 */
156 public EquationsMapper getPrimaryMapper() {
157 return primaryMapper;
158 }
159
160 /** Get the equations mappers for the secondary equations sets.
161 * @return equations mappers for the secondary equations sets
162 * @see #getPrimaryMapper()
163 */
164 public EquationsMapper[] getSecondaryMappers() {
165 final EquationsMapper[] mappers = new EquationsMapper[components.size()];
166 for (int i = 0; i < mappers.length; ++i) {
167 mappers[i] = components.get(i).mapper;
168 }
169 return mappers;
170 }
171
172 /** Set current time.
173 * @param time current time
174 */
175 public void setTime(final double time) {
176 this.time = time;
177 }
178
179 /** Get current time.
180 * @return current time
181 */
182 public double getTime() {
183 return time;
184 }
185
186 /** Set primary part of the current state.
187 * @param primaryState primary part of the current state
188 * @throws DimensionMismatchException if the dimension of the array does not
189 * match the primary set
190 */
191 public void setPrimaryState(final double[] primaryState) throws DimensionMismatchException {
192
193 // safety checks
194 if (primaryState.length != this.primaryState.length) {
195 throw new DimensionMismatchException(primaryState.length, this.primaryState.length);
196 }
197
198 // set the data
199 System.arraycopy(primaryState, 0, this.primaryState, 0, primaryState.length);
200 }
201
202 /** Get primary part of the current state.
203 * @return primary part of the current state
204 */
205 public double[] getPrimaryState() {
206 return primaryState.clone();
207 }
208
209 /** Get primary part of the current state derivative.
210 * @return primary part of the current state derivative
211 */
212 public double[] getPrimaryStateDot() {
213 return primaryStateDot.clone();
214 }
215
216 /** Set secondary part of the current state.
217 * @param index index of the part to set as returned by {@link
218 * #addSecondaryEquations(SecondaryEquations)}
219 * @param secondaryState secondary part of the current state
220 * @throws DimensionMismatchException if the dimension of the partial state does not
221 * match the selected equations set dimension
222 */
223 public void setSecondaryState(final int index, final double[] secondaryState)
224 throws DimensionMismatchException {
225
226 // get either the secondary state
227 double[] localArray = components.get(index).state;
228
229 // safety checks
230 if (secondaryState.length != localArray.length) {
231 throw new DimensionMismatchException(secondaryState.length, localArray.length);
232 }
233
234 // set the data
235 System.arraycopy(secondaryState, 0, localArray, 0, secondaryState.length);
236 }
237
238 /** Get secondary part of the current state.
239 * @param index index of the part to set as returned by {@link
240 * #addSecondaryEquations(SecondaryEquations)}
241 * @return secondary part of the current state
242 */
243 public double[] getSecondaryState(final int index) {
244 return components.get(index).state.clone();
245 }
246
247 /** Get secondary part of the current state derivative.
248 * @param index index of the part to set as returned by {@link
249 * #addSecondaryEquations(SecondaryEquations)}
250 * @return secondary part of the current state derivative
251 */
252 public double[] getSecondaryStateDot(final int index) {
253 return components.get(index).stateDot.clone();
254 }
255
256 /** Set the complete current state.
257 * @param completeState complete current state to copy data from
258 * @throws DimensionMismatchException if the dimension of the complete state does not
259 * match the complete equations sets dimension
260 */
261 public void setCompleteState(final double[] completeState)
262 throws DimensionMismatchException {
263
264 // safety checks
265 if (completeState.length != getTotalDimension()) {
266 throw new DimensionMismatchException(completeState.length, getTotalDimension());
267 }
268
269 // set the data
270 primaryMapper.extractEquationData(completeState, primaryState);
271 for (final SecondaryComponent component : components) {
272 component.mapper.extractEquationData(completeState, component.state);
273 }
274 }
275
276 /** Get the complete current state.
277 * @return complete current state
278 * @throws DimensionMismatchException if the dimension of the complete state does not
279 * match the complete equations sets dimension
280 */
281 public double[] getCompleteState() throws DimensionMismatchException {
282
283 // allocate complete array
284 double[] completeState = new double[getTotalDimension()];
285
286 // set the data
287 primaryMapper.insertEquationData(primaryState, completeState);
288 for (final SecondaryComponent component : components) {
289 component.mapper.insertEquationData(component.state, completeState);
290 }
291
292 return completeState;
293 }
294
295 /** Components of the compound stateful ODE. */
296 private static final class SecondaryComponent {
297
298 /** Secondary differential equation. */
299 private final SecondaryEquations equation;
300
301 /** Mapper between local and complete arrays. */
302 private final EquationsMapper mapper;
303
304 /** State. */
305 private final double[] state;
306
307 /** State derivative. */
308 private final double[] stateDot;
309
310 /** Simple constructor.
311 * @param equation secondary differential equation
312 * @param firstIndex index to use for the first element in the complete arrays
313 */
314 SecondaryComponent(final SecondaryEquations equation, final int firstIndex) {
315 final int n = equation.getDimension();
316 this.equation = equation;
317 mapper = new EquationsMapper(firstIndex, n);
318 state = new double[n];
319 stateDot = new double[n];
320 }
321 }
322 }