Package org.apache.commons.math3.ode.nonstiff

Class AdamsIntegrator

java.lang.Object
org.apache.commons.math3.ode.AbstractIntegrator
org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
org.apache.commons.math3.ode.MultistepIntegrator
org.apache.commons.math3.ode.nonstiff.AdamsIntegrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator
Direct Known Subclasses:
AdamsBashforthIntegrator, AdamsMoultonIntegrator
public abstract class AdamsIntegrator extends MultistepIntegrator
Base class for Adams-Bashforth and Adams-Moulton integrators.
Since:
2.0

  • Constructor Details

    • AdamsIntegrator

      public AdamsIntegrator(String name, int nSteps, int order, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) throws NumberIsTooSmallException
      Build an Adams integrator with the given order and step control parameters.
      Parameters:
      name - name of the method
      nSteps - number of steps of the method excluding the one being computed
      order - order 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
      Throws:
      NumberIsTooSmallException - if order is 1 or less

    • AdamsIntegrator

      public AdamsIntegrator(String name, int nSteps, int order, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) throws IllegalArgumentException
      Build an Adams integrator with the given order and step control parameters.
      Parameters:
      name - name of the method
      nSteps - number of steps of the method excluding the one being computed
      order - order 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
      Throws:
      IllegalArgumentException - if order is 1 or less

  • Method Details

    • integrate

      public abstract void integrate(ExpandableStatefulODE equations, double t) throws NumberIsTooSmallException, DimensionMismatchException, MaxCountExceededException, NoBracketingException
      Integrate a set of differential equations up to the given time.

      This method solves an Initial Value Problem (IVP).

      The set of differential equations is composed of a main set, which can be extended by some sets of secondary equations. The set of equations must be already set up with initial time and partial states. At integration completion, the final time and partial states will be available in the same object.

      Since this method stores some internal state variables made available in its public interface during integration (AbstractIntegrator.getCurrentSignedStepsize()), it is not thread-safe.

      Specified by:
      integrate in class AdaptiveStepsizeIntegrator
      Parameters:
      equations - complete set of differential equations to integrate
      t - target time for the integration (can be set to a value smaller than t0 for backward integration)
      Throws:
      NumberIsTooSmallException - if integration step is too small
      DimensionMismatchException - if the dimension of the complete state does not match the complete equations sets dimension
      MaxCountExceededException - if the number of functions evaluations is exceeded
      NoBracketingException - if the location of an event cannot be bracketed

    • initializeHighOrderDerivatives

      protected Array2DRowRealMatrix initializeHighOrderDerivatives(double h, double[] t, double[][] y, double[][] yDot)
      Initialize the high order scaled derivatives at step start.
      Specified by:
      initializeHighOrderDerivatives in class MultistepIntegrator
      Parameters:
      h - step size to use for scaling
      t - first steps times
      y - first steps states
      yDot - first steps derivatives
      Returns:
      Nordieck vector at first step (h2/2 y''n, h3/6 y'''n ... hk/k! y(k)n)

    • updateHighOrderDerivativesPhase1

      public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(Array2DRowRealMatrix highOrder)
      Update the high order scaled derivatives for Adams integrators (phase 1).

      The complete update of high order derivatives has a form similar to: 

       rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
      this method computes the P-1 A P rn part.

      Parameters:
      highOrder - high order scaled derivatives (h2/2 y'', ... hk/k! y(k))
      Returns:
      updated high order derivatives
      See Also:

    • updateHighOrderDerivativesPhase2

      public void updateHighOrderDerivativesPhase2(double[] start, double[] end, Array2DRowRealMatrix highOrder)
      Update the high order scaled derivatives Adams integrators (phase 2).

      The complete update of high order derivatives has a form similar to: 

       rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
      this method computes the (s1(n) - s1(n+1)) P-1 u part.

      Phase 1 of the update must already have been performed.

      Parameters:
      start - first order scaled derivatives at step start
      end - first order scaled derivatives at step end
      highOrder - high order scaled derivatives, will be modified (h2/2 y'', ... hk/k! y(k))
      See Also: