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
18 package org.apache.commons.math4.legacy.ode.nonstiff;
19
20 import org.apache.commons.math4.legacy.core.Field;
21 import org.apache.commons.math4.legacy.core.RealFieldElement;
22 import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
23 import org.apache.commons.math4.legacy.exception.MaxCountExceededException;
24 import org.apache.commons.math4.legacy.exception.NoBracketingException;
25 import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException;
26 import org.apache.commons.math4.legacy.linear.Array2DRowFieldMatrix;
27 import org.apache.commons.math4.legacy.ode.FieldExpandableODE;
28 import org.apache.commons.math4.legacy.ode.FieldODEState;
29 import org.apache.commons.math4.legacy.ode.FieldODEStateAndDerivative;
30 import org.apache.commons.math4.legacy.ode.MultistepFieldIntegrator;
31
32
33 /** Base class for {@link AdamsBashforthFieldIntegrator Adams-Bashforth} and
34 * {@link AdamsMoultonFieldIntegrator Adams-Moulton} integrators.
35 * @param <T> the type of the field elements
36 * @since 3.6
37 */
38 public abstract class AdamsFieldIntegrator<T extends RealFieldElement<T>> extends MultistepFieldIntegrator<T> {
39
40 /** Transformer. */
41 private final AdamsNordsieckFieldTransformer<T> transformer;
42
43 /**
44 * Build an Adams integrator with the given order and step control parameters.
45 * @param field field to which the time and state vector elements belong
46 * @param name name of the method
47 * @param nSteps number of steps of the method excluding the one being computed
48 * @param order order of the method
49 * @param minStep minimal step (sign is irrelevant, regardless of
50 * integration direction, forward or backward), the last step can
51 * be smaller than this
52 * @param maxStep maximal step (sign is irrelevant, regardless of
53 * integration direction, forward or backward), the last step can
54 * be smaller than this
55 * @param scalAbsoluteTolerance allowed absolute error
56 * @param scalRelativeTolerance allowed relative error
57 * @exception NumberIsTooSmallException if order is 1 or less
58 */
59 public AdamsFieldIntegrator(final Field<T> field, final String name,
60 final int nSteps, final int order,
61 final double minStep, final double maxStep,
62 final double scalAbsoluteTolerance,
63 final double scalRelativeTolerance)
64 throws NumberIsTooSmallException {
65 super(field, name, nSteps, order, minStep, maxStep,
66 scalAbsoluteTolerance, scalRelativeTolerance);
67 transformer = AdamsNordsieckFieldTransformer.getInstance(field, nSteps);
68 }
69
70 /**
71 * Build an Adams integrator with the given order and step control parameters.
72 * @param field field to which the time and state vector elements belong
73 * @param name name of the method
74 * @param nSteps number of steps of the method excluding the one being computed
75 * @param order order of the method
76 * @param minStep minimal step (sign is irrelevant, regardless of
77 * integration direction, forward or backward), the last step can
78 * be smaller than this
79 * @param maxStep maximal step (sign is irrelevant, regardless of
80 * integration direction, forward or backward), the last step can
81 * be smaller than this
82 * @param vecAbsoluteTolerance allowed absolute error
83 * @param vecRelativeTolerance allowed relative error
84 * @exception IllegalArgumentException if order is 1 or less
85 */
86 public AdamsFieldIntegrator(final Field<T> field, final String name,
87 final int nSteps, final int order,
88 final double minStep, final double maxStep,
89 final double[] vecAbsoluteTolerance,
90 final double[] vecRelativeTolerance)
91 throws IllegalArgumentException {
92 super(field, name, nSteps, order, minStep, maxStep,
93 vecAbsoluteTolerance, vecRelativeTolerance);
94 transformer = AdamsNordsieckFieldTransformer.getInstance(field, nSteps);
95 }
96
97 /** {@inheritDoc} */
98 @Override
99 public abstract FieldODEStateAndDerivative<T> integrate(FieldExpandableODE<T> equations,
100 FieldODEState<T> initialState,
101 T finalTime)
102 throws NumberIsTooSmallException, DimensionMismatchException,
103 MaxCountExceededException, NoBracketingException;
104
105 /** {@inheritDoc} */
106 @Override
107 protected Array2DRowFieldMatrix<T> initializeHighOrderDerivatives(final T h, final T[] t,
108 final T[][] y,
109 final T[][] yDot) {
110 return transformer.initializeHighOrderDerivatives(h, t, y, yDot);
111 }
112
113 /** Update the high order scaled derivatives for Adams integrators (phase 1).
114 * <p>The complete update of high order derivatives has a form similar to:
115 * <div style="white-space: pre"><code>
116 * r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub>
117 * </code></div>
118 * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.
119 * @param highOrder high order scaled derivatives
120 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
121 * @return updated high order derivatives
122 * @see #updateHighOrderDerivativesPhase2(RealFieldElement[], RealFieldElement[], Array2DRowFieldMatrix)
123 */
124 public Array2DRowFieldMatrix<T> updateHighOrderDerivativesPhase1(final Array2DRowFieldMatrix<T> highOrder) {
125 return transformer.updateHighOrderDerivativesPhase1(highOrder);
126 }
127
128 /** Update the high order scaled derivatives Adams integrators (phase 2).
129 * <p>The complete update of high order derivatives has a form similar to:
130 * <div style="white-space: pre"><code>
131 * r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub>
132 * </code></div>
133 * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.
134 * <p>Phase 1 of the update must already have been performed.</p>
135 * @param start first order scaled derivatives at step start
136 * @param end first order scaled derivatives at step end
137 * @param highOrder high order scaled derivatives, will be modified
138 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
139 * @see #updateHighOrderDerivativesPhase1(Array2DRowFieldMatrix)
140 */
141 public void updateHighOrderDerivativesPhase2(final T[] start, final T[] end,
142 final Array2DRowFieldMatrix<T> highOrder) {
143 transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);
144 }
145 }