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.math3.ode.nonstiff; 019 020import org.apache.commons.math3.Field; 021import org.apache.commons.math3.RealFieldElement; 022import org.apache.commons.math3.exception.DimensionMismatchException; 023import org.apache.commons.math3.exception.MaxCountExceededException; 024import org.apache.commons.math3.exception.NoBracketingException; 025import org.apache.commons.math3.exception.NumberIsTooSmallException; 026import org.apache.commons.math3.ode.FieldEquationsMapper; 027import org.apache.commons.math3.ode.FieldExpandableODE; 028import org.apache.commons.math3.ode.FieldODEState; 029import org.apache.commons.math3.ode.FieldODEStateAndDerivative; 030import org.apache.commons.math3.util.MathArrays; 031import org.apache.commons.math3.util.MathUtils; 032 033/** 034 * This class implements the common part of all embedded Runge-Kutta 035 * integrators for Ordinary Differential Equations. 036 * 037 * <p>These methods are embedded explicit Runge-Kutta methods with two 038 * sets of coefficients allowing to estimate the error, their Butcher 039 * arrays are as follows : 040 * <pre> 041 * 0 | 042 * c2 | a21 043 * c3 | a31 a32 044 * ... | ... 045 * cs | as1 as2 ... ass-1 046 * |-------------------------- 047 * | b1 b2 ... bs-1 bs 048 * | b'1 b'2 ... b's-1 b's 049 * </pre> 050 * </p> 051 * 052 * <p>In fact, we rather use the array defined by ej = bj - b'j to 053 * compute directly the error rather than computing two estimates and 054 * then comparing them.</p> 055 * 056 * <p>Some methods are qualified as <i>fsal</i> (first same as last) 057 * methods. This means the last evaluation of the derivatives in one 058 * step is the same as the first in the next step. Then, this 059 * evaluation can be reused from one step to the next one and the cost 060 * of such a method is really s-1 evaluations despite the method still 061 * has s stages. This behaviour is true only for successful steps, if 062 * the step is rejected after the error estimation phase, no 063 * evaluation is saved. For an <i>fsal</i> method, we have cs = 1 and 064 * asi = bi for all i.</p> 065 * 066 * @param <T> the type of the field elements 067 * @since 3.6 068 */ 069 070public abstract class EmbeddedRungeKuttaFieldIntegrator<T extends RealFieldElement<T>> 071 extends AdaptiveStepsizeFieldIntegrator<T> 072 implements FieldButcherArrayProvider<T> { 073 074 /** Index of the pre-computed derivative for <i>fsal</i> methods. */ 075 private final int fsal; 076 077 /** Time steps from Butcher array (without the first zero). */ 078 private final T[] c; 079 080 /** Internal weights from Butcher array (without the first empty row). */ 081 private final T[][] a; 082 083 /** External weights for the high order method from Butcher array. */ 084 private final T[] b; 085 086 /** Stepsize control exponent. */ 087 private final T exp; 088 089 /** Safety factor for stepsize control. */ 090 private T safety; 091 092 /** Minimal reduction factor for stepsize control. */ 093 private T minReduction; 094 095 /** Maximal growth factor for stepsize control. */ 096 private T maxGrowth; 097 098 /** Build a Runge-Kutta integrator with the given Butcher array. 099 * @param field field to which the time and state vector elements belong 100 * @param name name of the method 101 * @param fsal index of the pre-computed derivative for <i>fsal</i> methods 102 * or -1 if method is not <i>fsal</i> 103 * @param minStep minimal step (sign is irrelevant, regardless of 104 * integration direction, forward or backward), the last step can 105 * be smaller than this 106 * @param maxStep maximal step (sign is irrelevant, regardless of 107 * integration direction, forward or backward), the last step can 108 * be smaller than this 109 * @param scalAbsoluteTolerance allowed absolute error 110 * @param scalRelativeTolerance allowed relative error 111 */ 112 protected EmbeddedRungeKuttaFieldIntegrator(final Field<T> field, final String name, final int fsal, 113 final double minStep, final double maxStep, 114 final double scalAbsoluteTolerance, 115 final double scalRelativeTolerance) { 116 117 super(field, name, minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); 118 119 this.fsal = fsal; 120 this.c = getC(); 121 this.a = getA(); 122 this.b = getB(); 123 124 exp = field.getOne().divide(-getOrder()); 125 126 // set the default values of the algorithm control parameters 127 setSafety(field.getZero().add(0.9)); 128 setMinReduction(field.getZero().add(0.2)); 129 setMaxGrowth(field.getZero().add(10.0)); 130 131 } 132 133 /** Build a Runge-Kutta integrator with the given Butcher array. 134 * @param field field to which the time and state vector elements belong 135 * @param name name of the method 136 * @param fsal index of the pre-computed derivative for <i>fsal</i> methods 137 * or -1 if method is not <i>fsal</i> 138 * @param minStep minimal step (must be positive even for backward 139 * integration), the last step can be smaller than this 140 * @param maxStep maximal step (must be positive even for backward 141 * integration) 142 * @param vecAbsoluteTolerance allowed absolute error 143 * @param vecRelativeTolerance allowed relative error 144 */ 145 protected EmbeddedRungeKuttaFieldIntegrator(final Field<T> field, final String name, final int fsal, 146 final double minStep, final double maxStep, 147 final double[] vecAbsoluteTolerance, 148 final double[] vecRelativeTolerance) { 149 150 super(field, name, minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance); 151 152 this.fsal = fsal; 153 this.c = getC(); 154 this.a = getA(); 155 this.b = getB(); 156 157 exp = field.getOne().divide(-getOrder()); 158 159 // set the default values of the algorithm control parameters 160 setSafety(field.getZero().add(0.9)); 161 setMinReduction(field.getZero().add(0.2)); 162 setMaxGrowth(field.getZero().add(10.0)); 163 164 } 165 166 /** Create a fraction. 167 * @param p numerator 168 * @param q denominator 169 * @return p/q computed in the instance field 170 */ 171 protected T fraction(final int p, final int q) { 172 return getField().getOne().multiply(p).divide(q); 173 } 174 175 /** Create a fraction. 176 * @param p numerator 177 * @param q denominator 178 * @return p/q computed in the instance field 179 */ 180 protected T fraction(final double p, final double q) { 181 return getField().getOne().multiply(p).divide(q); 182 } 183 184 /** Create an interpolator. 185 * @param forward integration direction indicator 186 * @param yDotK slopes at the intermediate points 187 * @param globalPreviousState start of the global step 188 * @param globalCurrentState end of the global step 189 * @param mapper equations mapper for the all equations 190 * @return external weights for the high order method from Butcher array 191 */ 192 protected abstract RungeKuttaFieldStepInterpolator<T> createInterpolator(boolean forward, T[][] yDotK, 193 final FieldODEStateAndDerivative<T> globalPreviousState, 194 final FieldODEStateAndDerivative<T> globalCurrentState, 195 FieldEquationsMapper<T> mapper); 196 /** Get the order of the method. 197 * @return order of the method 198 */ 199 public abstract int getOrder(); 200 201 /** Get the safety factor for stepsize control. 202 * @return safety factor 203 */ 204 public T getSafety() { 205 return safety; 206 } 207 208 /** Set the safety factor for stepsize control. 209 * @param safety safety factor 210 */ 211 public void setSafety(final T safety) { 212 this.safety = safety; 213 } 214 215 /** {@inheritDoc} */ 216 public FieldODEStateAndDerivative<T> integrate(final FieldExpandableODE<T> equations, 217 final FieldODEState<T> initialState, final T finalTime) 218 throws NumberIsTooSmallException, DimensionMismatchException, 219 MaxCountExceededException, NoBracketingException { 220 221 sanityChecks(initialState, finalTime); 222 final T t0 = initialState.getTime(); 223 final T[] y0 = equations.getMapper().mapState(initialState); 224 setStepStart(initIntegration(equations, t0, y0, finalTime)); 225 final boolean forward = finalTime.subtract(initialState.getTime()).getReal() > 0; 226 227 // create some internal working arrays 228 final int stages = c.length + 1; 229 T[] y = y0; 230 final T[][] yDotK = MathArrays.buildArray(getField(), stages, -1); 231 final T[] yTmp = MathArrays.buildArray(getField(), y0.length); 232 233 // set up integration control objects 234 T hNew = getField().getZero(); 235 boolean firstTime = true; 236 237 // main integration loop 238 setIsLastStep(false); 239 do { 240 241 // iterate over step size, ensuring local normalized error is smaller than 1 242 T error = getField().getZero().add(10); 243 while (error.subtract(1.0).getReal() >= 0) { 244 245 // first stage 246 y = equations.getMapper().mapState(getStepStart()); 247 yDotK[0] = equations.getMapper().mapDerivative(getStepStart()); 248 249 if (firstTime) { 250 final T[] scale = MathArrays.buildArray(getField(), mainSetDimension); 251 if (vecAbsoluteTolerance == null) { 252 for (int i = 0; i < scale.length; ++i) { 253 scale[i] = y[i].abs().multiply(scalRelativeTolerance).add(scalAbsoluteTolerance); 254 } 255 } else { 256 for (int i = 0; i < scale.length; ++i) { 257 scale[i] = y[i].abs().multiply(vecRelativeTolerance[i]).add(vecAbsoluteTolerance[i]); 258 } 259 } 260 hNew = initializeStep(forward, getOrder(), scale, getStepStart(), equations.getMapper()); 261 firstTime = false; 262 } 263 264 setStepSize(hNew); 265 if (forward) { 266 if (getStepStart().getTime().add(getStepSize()).subtract(finalTime).getReal() >= 0) { 267 setStepSize(finalTime.subtract(getStepStart().getTime())); 268 } 269 } else { 270 if (getStepStart().getTime().add(getStepSize()).subtract(finalTime).getReal() <= 0) { 271 setStepSize(finalTime.subtract(getStepStart().getTime())); 272 } 273 } 274 275 // next stages 276 for (int k = 1; k < stages; ++k) { 277 278 for (int j = 0; j < y0.length; ++j) { 279 T sum = yDotK[0][j].multiply(a[k-1][0]); 280 for (int l = 1; l < k; ++l) { 281 sum = sum.add(yDotK[l][j].multiply(a[k-1][l])); 282 } 283 yTmp[j] = y[j].add(getStepSize().multiply(sum)); 284 } 285 286 yDotK[k] = computeDerivatives(getStepStart().getTime().add(getStepSize().multiply(c[k-1])), yTmp); 287 288 } 289 290 // estimate the state at the end of the step 291 for (int j = 0; j < y0.length; ++j) { 292 T sum = yDotK[0][j].multiply(b[0]); 293 for (int l = 1; l < stages; ++l) { 294 sum = sum.add(yDotK[l][j].multiply(b[l])); 295 } 296 yTmp[j] = y[j].add(getStepSize().multiply(sum)); 297 } 298 299 // estimate the error at the end of the step 300 error = estimateError(yDotK, y, yTmp, getStepSize()); 301 if (error.subtract(1.0).getReal() >= 0) { 302 // reject the step and attempt to reduce error by stepsize control 303 final T factor = MathUtils.min(maxGrowth, 304 MathUtils.max(minReduction, safety.multiply(error.pow(exp)))); 305 hNew = filterStep(getStepSize().multiply(factor), forward, false); 306 } 307 308 } 309 final T stepEnd = getStepStart().getTime().add(getStepSize()); 310 final T[] yDotTmp = (fsal >= 0) ? yDotK[fsal] : computeDerivatives(stepEnd, yTmp); 311 final FieldODEStateAndDerivative<T> stateTmp = new FieldODEStateAndDerivative<T>(stepEnd, yTmp, yDotTmp); 312 313 // local error is small enough: accept the step, trigger events and step handlers 314 System.arraycopy(yTmp, 0, y, 0, y0.length); 315 setStepStart(acceptStep(createInterpolator(forward, yDotK, getStepStart(), stateTmp, equations.getMapper()), 316 finalTime)); 317 318 if (!isLastStep()) { 319 320 // stepsize control for next step 321 final T factor = MathUtils.min(maxGrowth, 322 MathUtils.max(minReduction, safety.multiply(error.pow(exp)))); 323 final T scaledH = getStepSize().multiply(factor); 324 final T nextT = getStepStart().getTime().add(scaledH); 325 final boolean nextIsLast = forward ? 326 nextT.subtract(finalTime).getReal() >= 0 : 327 nextT.subtract(finalTime).getReal() <= 0; 328 hNew = filterStep(scaledH, forward, nextIsLast); 329 330 final T filteredNextT = getStepStart().getTime().add(hNew); 331 final boolean filteredNextIsLast = forward ? 332 filteredNextT.subtract(finalTime).getReal() >= 0 : 333 filteredNextT.subtract(finalTime).getReal() <= 0; 334 if (filteredNextIsLast) { 335 hNew = finalTime.subtract(getStepStart().getTime()); 336 } 337 338 } 339 340 } while (!isLastStep()); 341 342 final FieldODEStateAndDerivative<T> finalState = getStepStart(); 343 resetInternalState(); 344 return finalState; 345 346 } 347 348 /** Get the minimal reduction factor for stepsize control. 349 * @return minimal reduction factor 350 */ 351 public T getMinReduction() { 352 return minReduction; 353 } 354 355 /** Set the minimal reduction factor for stepsize control. 356 * @param minReduction minimal reduction factor 357 */ 358 public void setMinReduction(final T minReduction) { 359 this.minReduction = minReduction; 360 } 361 362 /** Get the maximal growth factor for stepsize control. 363 * @return maximal growth factor 364 */ 365 public T getMaxGrowth() { 366 return maxGrowth; 367 } 368 369 /** Set the maximal growth factor for stepsize control. 370 * @param maxGrowth maximal growth factor 371 */ 372 public void setMaxGrowth(final T maxGrowth) { 373 this.maxGrowth = maxGrowth; 374 } 375 376 /** Compute the error ratio. 377 * @param yDotK derivatives computed during the first stages 378 * @param y0 estimate of the step at the start of the step 379 * @param y1 estimate of the step at the end of the step 380 * @param h current step 381 * @return error ratio, greater than 1 if step should be rejected 382 */ 383 protected abstract T estimateError(T[][] yDotK, T[] y0, T[] y1, T h); 384 385}