1 /*
2 * Licensed to the Hipparchus project under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.hipparchus.ode;
19
20 import org.hipparchus.complex.Complex;
21 import org.hipparchus.exception.MathIllegalArgumentException;
22 import org.hipparchus.exception.MathIllegalStateException;
23
24 /**
25 * This interface allows users to add secondary differential equations to a primary
26 * set of differential equations.
27 * <p>
28 * In some cases users may need to integrate some problem-specific equations along
29 * with a primary set of differential equations. One example is optimal control where
30 * adjoined parameters linked to the minimized hamiltonian must be integrated.
31 * </p>
32 * <p>
33 * This interface allows users to add such equations to a primary set of {@link
34 * OrdinaryDifferentialEquation first order differential equations}
35 * thanks to the {@link
36 * ExpandableODE#addSecondaryEquations(SecondaryODE)}
37 * method, after having converted the instance to {@link SecondaryODE}
38 * </p>
39 * @see ExpandableODE
40 * @see ComplexODEConverter
41 * @since 1.4
42 */
43 public interface ComplexSecondaryODE {
44
45 /** Get the dimension of the secondary state parameters.
46 * @return dimension of the secondary state parameters
47 */
48 int getDimension();
49
50 /** Initialize equations at the start of an ODE integration.
51 * <p>
52 * This method is called once at the start of the integration. It
53 * may be used by the equations to initialize some internal data
54 * if needed.
55 * </p>
56 * <p>
57 * The default implementation does nothing.
58 * </p>
59 * @param t0 value of the independent <I>time</I> variable at integration start
60 * @param primary0 array containing the value of the primary state vector at integration start
61 * @param secondary0 array containing the value of the secondary state vector at integration start
62 * @param finalTime target time for the integration
63 */
64 default void init(double t0, Complex[] primary0, Complex[] secondary0, double finalTime) {
65 // nothing by default
66 }
67
68 /** Compute the derivatives related to the secondary state parameters.
69 * <p>
70 * In some cases, additional equations can require to change the derivatives
71 * of the primary state (i.e. the content of the {@code primaryDot} array).
72 * One use case is optimal control, when the secondary equations handle co-state,
73 * which changes control, and the control changes the primary state. In this
74 * case, the primary and secondary equations are not really independent from each
75 * other, so if possible it would be better to put state and co-state and their
76 * equations all in the primary equations. As this is not always possible, this
77 * method explicitly <em>allows</em> to modify the content of the {@code primaryDot}
78 * array. This array will be used to evolve the primary state only <em>after</em>
79 * all secondary equations have computed their derivatives, hence allowing this
80 * side effect.
81 * </p>
82 * @param t current value of the independent <I>time</I> variable
83 * @param primary array containing the current value of the primary state vector
84 * @param primaryDot array containing the derivative of the primary state vector
85 * (the method is allowed to change the derivatives here, when the additional
86 * equations do have an effect on the primary equations)
87 * @param secondary array containing the current value of the secondary state vector
88 * @return derivative of the secondary state vector
89 * @exception MathIllegalStateException if the number of functions evaluations is exceeded
90 * @exception MathIllegalArgumentException if arrays dimensions do not match equations settings
91 */
92 Complex[] computeDerivatives(double t, Complex[] primary, Complex[] primaryDot, Complex[] secondary)
93 throws MathIllegalArgumentException, MathIllegalStateException;
94
95 }