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.

  • Constructor Details

    • 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 Details

    • 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
    • getStepSizeHelper

      protected StepsizeHelper getStepSizeHelper()
      Get the stepsize helper.
      Returns:
      stepsize helper
      Since:
      2.0
    • 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) 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
      Returns:
      first integration step
      Throws:
      MathIllegalStateException - if the number of functions evaluations is exceeded
      MathIllegalArgumentException - if arrays dimensions do not match equations settings
    • 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