SecondaryODE.java

/*
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 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      https://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.hipparchus.ode;

import org.hipparchus.exception.MathIllegalArgumentException;
import org.hipparchus.exception.MathIllegalStateException;

/**
 * This interface allows users to add secondary differential equations to a primary
 * set of differential equations.
 * <p>
 * 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.
 * </p>
 * <p>
 * This interface allows users to add such equations to a primary set of {@link
 * OrdinaryDifferentialEquation first order differential equations}
 * thanks to the {@link
 * ExpandableODE#addSecondaryEquations(SecondaryODE)}
 * method.
 * </p>
 * @see ExpandableODE
 */
public interface SecondaryODE {

    /** Get the dimension of the secondary state parameters.
     * @return dimension of the secondary state parameters
     */
    int getDimension();

    /** Initialize equations at the start of an ODE integration.
     * <p>
     * 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.
     * </p>
     * <p>
     * The default implementation does nothing.
     * </p>
     * @param t0 value of the independent <I>time</I> variable at integration start
     * @param primary0 array containing the value of the primary state vector at integration start
     * @param secondary0 array containing the value of the secondary state vector at integration start
     * @param finalTime target time for the integration
     */
    default void init(double t0, double[] primary0, double[] secondary0, double finalTime) {
        // nothing by default
    }

    /** Compute the derivatives related to the secondary state parameters.
     * <p>
     * In some cases, additional equations can require to change the derivatives
     * of the primary state (i.e. the content of the {@code 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 <em>allows</em> to modify the content of the {@code primaryDot}
     * array. This array will be used to evolve the primary state only <em>after</em>
     * all secondary equations have computed their derivatives, hence allowing this
     * side effect.
     * </p>
     * @param t current value of the independent <I>time</I> variable
     * @param primary array containing the current value of the primary state vector
     * @param primaryDot 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)
     * @param secondary array containing the current value of the secondary state vector
     * @return derivative of the secondary state vector
     * @exception MathIllegalStateException if the number of functions evaluations is exceeded
     * @exception MathIllegalArgumentException if arrays dimensions do not match equations settings
     */
    double[] computeDerivatives(double t, double[] primary, double[] primaryDot, double[] secondary)
        throws MathIllegalArgumentException, MathIllegalStateException;

}