Package org.hipparchus.ode.nonstiff

Class AdaptiveStepsizeIntegrator

java.lang.Object

org.hipparchus.ode.AbstractIntegrator

org.hipparchus.ode.nonstiff.AdaptiveStepsizeIntegrator

All Implemented Interfaces:

ODEIntegrator

Direct Known Subclasses:

EmbeddedRungeKuttaIntegrator, GraggBulirschStoerIntegrator, MultistepIntegrator

public abstract class AdaptiveStepsizeIntegrator
extends AbstractIntegrator

This abstract class holds the common part of all adaptive stepsize integrators for Ordinary Differential Equations.

These algorithms perform integration with stepsize control, which means the user does not specify the integration step but rather a tolerance on error. The error threshold is computed as

 threshold_i = absTol_i + relTol_i * max (abs (ym), abs (ym+1))
 

where absTol_i is the absolute tolerance for component i of the state vector and relTol_i is the relative tolerance for the same component. The user can also use only two scalar values absTol and relTol which will be used for all components.

If the Ordinary Differential Equations is an extended ODE rather than a basic ODE, then only the primary part of the state vector is used for stepsize control, not the complete state vector.

If the estimated error for ym+1 is such that

 sqrt((sum (errEst_i / threshold_i)^2 ) / n) < 1
 

(where n is the main set dimension) then the step is accepted, otherwise the step is rejected and a new attempt is made with a new stepsize.

Field Summary

Fields

Modifier and Type	Field	Description
protected int	mainSetDimension	Main set dimension.
protected double	scalAbsoluteTolerance	Allowed absolute scalar error.
protected double	scalRelativeTolerance	Allowed relative scalar error.
protected double[]	vecAbsoluteTolerance	Allowed absolute vectorial error.
protected double[]	vecRelativeTolerance	Allowed relative vectorial error.

Constructor Summary

Constructors

Constructor	Description
AdaptiveStepsizeIntegrator(String name, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)	Build an integrator with the given stepsize bounds.
AdaptiveStepsizeIntegrator(String name, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)	Build an integrator with the given stepsize bounds.

Method Summary

Modifier and Type	Method	Description
protected double	filterStep(double h, boolean forward, boolean acceptSmall)	Filter the integration step.
double	getMaxStep()	Get the maximal step.
double	getMinStep()	Get the minimal step.
double	initializeStep(boolean forward, int order, double[] scale, ODEStateAndDerivative state0, EquationsMapper mapper)	Initialize the integration step.
protected void	resetInternalState()	Reset internal state to dummy values.
protected void	sanityChecks(ODEState initialState, double t)	Check the integration span.
void	setInitialStepSize(double initialStepSize)	Set the initial step size.
void	setStepSizeControl(double minimalStep, double maximalStep, double[] absoluteTolerance, double[] relativeTolerance)	Set the adaptive step size control parameters.
void	setStepSizeControl(double minimalStep, double maximalStep, double absoluteTolerance, double relativeTolerance)	Set the adaptive step size control parameters.

Methods inherited from class org.hipparchus.ode.AbstractIntegrator

acceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getCurrentStepStart, getEquations, getEvaluations, getEvaluationsCounter, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, getStepSize, getStepStart, initIntegration, isLastStep, resetOccurred, setIsLastStep, setMaxEvaluations, setStateInitialized, setStepSize, setStepStart

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.hipparchus.ode.ODEIntegrator

integrate, integrate, integrate

Field Detail

scalAbsoluteTolerance

protected double scalAbsoluteTolerance

Allowed absolute scalar error.

scalRelativeTolerance

protected double scalRelativeTolerance

Allowed relative scalar error.

vecAbsoluteTolerance

protected double[] vecAbsoluteTolerance

Allowed absolute vectorial error.

vecRelativeTolerance

protected double[] vecRelativeTolerance

Allowed relative vectorial error.

mainSetDimension

protected int mainSetDimension

Main set dimension.

Constructor Detail

AdaptiveStepsizeIntegrator

public AdaptiveStepsizeIntegrator(String name,
                                  double minStep,
                                  double maxStep,
                                  double scalAbsoluteTolerance,
                                  double scalRelativeTolerance)

Build an integrator with the given stepsize bounds. The default step handler does nothing.

Parameters:

name - name of the method

minStep - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this

maxStep - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this

scalAbsoluteTolerance - allowed absolute error

scalRelativeTolerance - allowed relative error

AdaptiveStepsizeIntegrator

public AdaptiveStepsizeIntegrator(String name,
                                  double minStep,
                                  double maxStep,
                                  double[] vecAbsoluteTolerance,
                                  double[] vecRelativeTolerance)

Build an integrator with the given stepsize bounds. The default step handler does nothing.

Parameters:

name - name of the method

minStep - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this

maxStep - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this

vecAbsoluteTolerance - allowed absolute error

vecRelativeTolerance - allowed relative error

Method Detail

setStepSizeControl

public void setStepSizeControl(double minimalStep,
                               double maximalStep,
                               double absoluteTolerance,
                               double relativeTolerance)

Set the adaptive step size control parameters.

A side effect of this method is to also reset the initial step so it will be automatically computed by the integrator if setInitialStepSize is not called by the user.

Parameters:

minimalStep - minimal step (must be positive even for backward integration), the last step can be smaller than this

maximalStep - maximal step (must be positive even for backward integration)

absoluteTolerance - allowed absolute error

relativeTolerance - allowed relative error

setStepSizeControl

public void setStepSizeControl(double minimalStep,
                               double maximalStep,
                               double[] absoluteTolerance,
                               double[] relativeTolerance)

Set the adaptive step size control parameters.

A side effect of this method is to also reset the initial step so it will be automatically computed by the integrator if setInitialStepSize is not called by the user.

Parameters:

minimalStep - minimal step (must be positive even for backward integration), the last step can be smaller than this

maximalStep - maximal step (must be positive even for backward integration)

absoluteTolerance - allowed absolute error

relativeTolerance - allowed relative error

setInitialStepSize

public void setInitialStepSize(double initialStepSize)

Set the initial step size.

This method allows the user to specify an initial positive step size instead of letting the integrator guess it by itself. If this method is not called before integration is started, the initial step size will be estimated by the integrator.

Parameters:

initialStepSize - initial step size to use (must be positive even for backward integration ; providing a negative value or a value outside of the min/max step interval will lead the integrator to ignore the value and compute the initial step size by itself)

sanityChecks

protected void sanityChecks(ODEState initialState,
                            double t)
                     throws MathIllegalArgumentException

Check the integration span.

Overrides:

sanityChecks in class AbstractIntegrator

Parameters:

initialState - initial state

t - target time for the integration

Throws:

MathIllegalArgumentException - if integration span is too small

initializeStep

public double initializeStep(boolean forward,
                             int order,
                             double[] scale,
                             ODEStateAndDerivative state0,
                             EquationsMapper mapper)
                      throws MathIllegalArgumentException,
                             MathIllegalStateException

Initialize the integration step.

Parameters:

forward - forward integration indicator

order - order of the method

scale - scaling vector for the state vector (can be shorter than state vector)

state0 - state at integration start time

mapper - mapper for all the equations

Returns:

first integration step

Throws:

MathIllegalStateException - if the number of functions evaluations is exceeded

MathIllegalArgumentException - if arrays dimensions do not match equations settings

filterStep

protected double filterStep(double h,
                            boolean forward,
                            boolean acceptSmall)
                     throws MathIllegalArgumentException

Filter the integration step.

Parameters:

h - signed step

forward - forward integration indicator

acceptSmall - if true, steps smaller than the minimal value are silently increased up to this value, if false such small steps generate an exception

Returns:

a bounded integration step (h if no bound is reach, or a bounded value)

Throws:

MathIllegalArgumentException - if the step is too small and acceptSmall is false

resetInternalState

protected void resetInternalState()

Reset internal state to dummy values.

getMinStep

public double getMinStep()

Get the minimal step.

Returns:

minimal step

getMaxStep

public double getMaxStep()

Get the maximal step.

Returns:

maximal step