public interface SecondaryODE
In some cases users may need to integrate some problem-specific equations along with a primary set of differential equations. One example is optimal control where adjoined parameters linked to the minimized hamiltonian must be integrated.
This interface allows users to add such equations to a primary set of first order differential equations
thanks to the ExpandableODE.addSecondaryEquations(SecondaryODE)
method.
ExpandableODE
Modifier and Type | Method and Description |
---|---|
double[] |
computeDerivatives(double t,
double[] primary,
double[] primaryDot,
double[] secondary)
Compute the derivatives related to the secondary state parameters.
|
int |
getDimension()
Get the dimension of the secondary state parameters.
|
default void |
init(double t0,
double[] primary0,
double[] secondary0,
double finalTime)
Initialize equations at the start of an ODE integration.
|
int getDimension()
default void init(double t0, double[] primary0, double[] secondary0, double finalTime)
This method is called once at the start of the integration. It may be used by the equations to initialize some internal data if needed.
The default implementation does nothing.
t0
- value of the independent time variable at integration startprimary0
- array containing the value of the primary state vector at integration startsecondary0
- array containing the value of the secondary state vector at integration startfinalTime
- target time for the integrationdouble[] computeDerivatives(double t, double[] primary, double[] primaryDot, double[] secondary) throws MathIllegalArgumentException, MathIllegalStateException
In some cases, additional equations can require to change the derivatives
of the primary state (i.e. the content of the primaryDot
array).
One use case is optimal control, when the secondary equations handle co-state,
which changes control, and the control changes the primary state. In this
case, the primary and secondary equations are not really independent from each
other, so if possible it would be better to put state and co-state and their
equations all in the primary equations. As this is not always possible, this
method explicitly primaryDot
array. This array will be used to evolve the primary state only
t
- current value of the independent time variableprimary
- array containing the current value of the primary state vectorprimaryDot
- array containing the derivative of the primary state vector
(the method is allowed to change the derivatives here, when the additional
equations do have an effect on the primary equations)secondary
- array containing the current value of the secondary state vectorMathIllegalStateException
- if the number of functions evaluations is exceededMathIllegalArgumentException
- if arrays dimensions do not match equations settingsCopyright © 2016-2021 CS GROUP. All rights reserved.