Examples of org.apache.commons.math.ode.FirstOrderIntegrator.integrate()

Class org.apache.commons.math.ode.FirstOrderIntegrator

Examples of org.apache.commons.math.ode.FirstOrderIntegrator.integrate()

org.apache.commons.math.ode.FirstOrderIntegrator.integrate()
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 ( {@link #getCurrentSignedStepsize()}), it is not thread-safe.
@param equations differential equations to integrate @param t0 initial time @param y0 initial value of the state vector at t0 @param t target time for the integration(can be set to a value smaller than t0 for backward integration) @param y placeholder where to put the state vector at each successfulstep (and hence at the end of integration), can be the same object as y0 @throws IntegratorException if the integrator cannot perform integration @throws DerivativeException this exception is propagated to the caller ifthe underlying user function triggers one

      double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;


      FirstOrderIntegrator integ = new GillIntegrator(step);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);


      assertTrue(handler.getLastError() < 5.0e-10);
      assertTrue(handler.getMaximalValueError() < 7.0e-10);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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    final TestProblem3 pb  = new TestProblem3(0.9);
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.0003;


    FirstOrderIntegrator integ = new GillIntegrator(step);
    integ.addStepHandler(new KeplerStepHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
  }


  public void testUnstableDerivative()

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  throws DerivativeException, IntegratorException {
    final StepProblem stepProblem = new StepProblem(0.0, 1.0, 2.0);
    FirstOrderIntegrator integ = new GillIntegrator(0.3);
    integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000);
    double[] y = { Double.NaN };
    integ.integrate(stepProblem, 0.0, new double[] { 0.0 }, 10.0, y);
    assertEquals(8.0, y[0], 1.0e-12);
  }


  private static class KeplerStepHandler implements StepHandler {
    public KeplerStepHandler(TestProblem3 pb) {

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              return false;
          }
          public void reset() {
          }
      });
      integ.integrate(new FirstOrderDifferentialEquations() {
          private static final long serialVersionUID = 0L;
          public void computeDerivatives(double t, double[] y, double[] dot) {
              dot[0] = 1.0;
          }
          public int getDimension() {

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      FirstOrderIntegrator integ =
        new GraggBulirschStoerIntegrator(minStep, maxStep,
                                         vecAbsoluteTolerance, vecRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");

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      FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(minStep, maxStep,
                                                                    scalAbsoluteTolerance,
                                                                    scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);


      assertTrue(handler.getLastError() < 9.0e-10);
      assertTrue(handler.getMaximalValueError() < 9.0e-10);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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      FirstOrderIntegrator integ =
        new GraggBulirschStoerIntegrator(minStep, maxStep,
                                         absTolerance, relTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);


      // the coefficients are only valid for this test
      // and have been obtained from trial and error

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    for (int l = 0; l < functions.length; ++l) {
      integ.addEventHandler(functions[l],
                                 Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);
    }
    assertEquals(functions.length, integ.getEventHandlers().size());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


    assertTrue(handler.getMaximalValueError() < 5.0e-8);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(minStep, maxStep,
                                       absTolerance, relTolerance);
    integ.addStepHandler(new KeplerStepHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


    assertEquals(integ.getEvaluations(), pb.getCalls());
    assertTrue(pb.getCalls() < 2150);

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    double relTolerance   = 1.0e-8;
    FirstOrderIntegrator integ =
      new GraggBulirschStoerIntegrator(minStep, maxStep,
                                       absTolerance, relTolerance);
    integ.addStepHandler(new VariableStepHandler());
    double stopTime = integ.integrate(pb,
                                      pb.getInitialTime(), pb.getInitialState(),
                                      pb.getFinalTime(), new double[pb.getDimension()]);
    assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
    assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
  }

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