T - the type of the field elementspublic class AdamsMoultonFieldIntegrator<T extends RealFieldElement<T>> extends AdamsFieldIntegrator<T>
Adams-Moulton methods (in fact due to Adams alone) are implicit multistep ODE solvers. This implementation is a variation of the classical one: it uses adaptive stepsize to implement error control, whereas classical implementations are fixed step size. The value of state vector at step n+1 is a simple combination of the value at step n and of the derivatives at steps n+1, n, n-1 ... Since y'n+1 is needed to compute yn+1, another method must be used to compute a first estimate of yn+1, then compute y'n+1, then compute a final estimate of yn+1 using the following formulas. Depending on the number k of previous steps one wants to use for computing the next value, different formulas are available for the final estimate:
A k-steps Adams-Moulton method is of order k+1.
There must be sufficient time for the starter integrator to take several steps between the the last reset event, and the end
of integration, otherwise an exception may be thrown during integration. The user can
adjust the end date of integration, or the step size of the starter integrator to
ensure a sufficient number of steps can be completed before the end of integration.
We define scaled derivatives si(n) at step n as:
s1(n) = h y'n for first derivative s2(n) = h2/2 y''n for second derivative s3(n) = h3/6 y'''n for third derivative ... sk(n) = hk/k! y(k)n for kth derivative
The definitions above use the classical representation with several previous first derivatives. Lets define
qn = [ s1(n-1) s1(n-2) ... s1(n-(k-1)) ]T(we omit the k index in the notation for clarity). With these definitions, Adams-Moulton methods can be written:
Instead of using the classical representation with first derivatives only (yn, s1(n+1) and qn+1), our implementation uses the Nordsieck vector with higher degrees scaled derivatives all taken at the same step (yn, s1(n) and rn) where rn is defined as:
rn = [ s2(n), s3(n) ... sk(n) ]T(here again we omit the k index in the notation for clarity)
Taylor series formulas show that for any index offset i, s1(n-i) can be computed from s1(n), s2(n) ... sk(n), the formula being exact for degree k polynomials.
s1(n-i) = s1(n) + ∑j>0 (j+1) (-i)j sj+1(n)The previous formula can be used with several values for i to compute the transform between classical representation and Nordsieck vector. The transform between rn and qn resulting from the Taylor series formulas above is:
qn = s1(n) u + P rnwhere u is the [ 1 1 ... 1 ]T vector and P is the (k-1)×(k-1) matrix built with the (j+1) (-i)j terms with i being the row number starting from 1 and j being the column number starting from 1:
[ -2 3 -4 5 ... ]
[ -4 12 -32 80 ... ]
P = [ -6 27 -108 405 ... ]
[ -8 48 -256 1280 ... ]
[ ... ]
Using the Nordsieck vector has several advantages:
The predicted Nordsieck vector at step n+1 is computed from the Nordsieck vector at step n as follows:
[ 0 0 ... 0 0 | 0 ]
[ ---------------+---]
[ 1 0 ... 0 0 | 0 ]
A = [ 0 1 ... 0 0 | 0 ]
[ ... | 0 ]
[ 0 0 ... 1 0 | 0 ]
[ 0 0 ... 0 1 | 0 ]
From this predicted vector, the corrected vector is computed as follows:
The P-1u vector and the P-1 A P matrix do not depend on the state, they only depend on k and therefore are precomputed once for all.
nordsieck, scaledmainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeTolerance| Constructor and Description |
|---|
AdamsMoultonFieldIntegrator(Field<T> field,
int nSteps,
double minStep,
double maxStep,
double[] vecAbsoluteTolerance,
double[] vecRelativeTolerance)
Build an Adams-Moulton integrator with the given order and error control parameters.
|
AdamsMoultonFieldIntegrator(Field<T> field,
int nSteps,
double minStep,
double maxStep,
double scalAbsoluteTolerance,
double scalRelativeTolerance)
Build an Adams-Moulton integrator with the given order and error control parameters.
|
| Modifier and Type | Method and Description |
|---|---|
FieldODEStateAndDerivative<T> |
integrate(FieldExpandableODE<T> equations,
FieldODEState<T> initialState,
T finalTime)
Integrate the differential equations up to the given time.
|
initializeHighOrderDerivatives, updateHighOrderDerivativesPhase1, updateHighOrderDerivativesPhase2computeStepGrowShrinkFactor, getMaxGrowth, getMinReduction, getNSteps, getSafety, getStarterIntegrator, rescale, setMaxGrowth, setMinReduction, setSafety, setStarterIntegrator, startfilterStep, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize, setStepSizeControl, setStepSizeControlacceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getEquations, getEvaluations, getEvaluationsCounter, getEventHandlers, getField, getMaxEvaluations, getName, getStepHandlers, getStepSize, getStepStart, initIntegration, isLastStep, resetOccurred, setIsLastStep, setMaxEvaluations, setStateInitialized, setStepSize, setStepStartpublic AdamsMoultonFieldIntegrator(Field<T> field, int nSteps, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) throws MathIllegalArgumentException
field - field to which the time and state vector elements belongnSteps - number of steps of the method excluding the one being computedminStep - minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thismaxStep - maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thisscalAbsoluteTolerance - allowed absolute errorscalRelativeTolerance - allowed relative errorMathIllegalArgumentException - if order is 1 or lesspublic AdamsMoultonFieldIntegrator(Field<T> field, int nSteps, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) throws IllegalArgumentException
field - field to which the time and state vector elements belongnSteps - number of steps of the method excluding the one being computedminStep - minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thismaxStep - maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thisvecAbsoluteTolerance - allowed absolute errorvecRelativeTolerance - allowed relative errorIllegalArgumentException - if order is 1 or lesspublic FieldODEStateAndDerivative<T> integrate(FieldExpandableODE<T> equations, FieldODEState<T> initialState, T finalTime) throws MathIllegalArgumentException, MathIllegalStateException
This method solves an Initial Value Problem (IVP).
Since this method stores some internal state variables made
available in its public interface during integration (FieldODEIntegrator.getCurrentSignedStepsize()), it is not thread-safe.
integrate in interface FieldODEIntegrator<T extends RealFieldElement<T>>integrate in class AdamsFieldIntegrator<T extends RealFieldElement<T>>equations - differential equations to integrateinitialState - initial state (time, primary and secondary state vectors)finalTime - target time for the integration
(can be set to a value smaller than t0 for backward integration)finalTime if
integration reached its target, but may be different if some FieldODEEventHandler stops it at some point.MathIllegalArgumentException - if integration step is too smallMathIllegalStateException - if the number of functions evaluations is exceededCopyright © 2016 Hipparchus.org. All rights reserved.