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

Class AdaptiveStepsizeFieldIntegrator<T extends RealFieldElement<T>>

java.lang.Object
org.apache.commons.math3.ode.AbstractFieldIntegrator<T>
org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeFieldIntegrator<T>
Type Parameters:
T - the type of the field elements
All Implemented Interfaces:
FirstOrderFieldIntegrator<T>
Direct Known Subclasses:
EmbeddedRungeKuttaFieldIntegrator, MultistepFieldIntegrator
public abstract class AdaptiveStepsizeFieldIntegrator<T extends RealFieldElement<T>> extends AbstractFieldIntegrator<T>
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.

Note that only the main part of the state vector is used for stepsize control. The secondary parts of the state vector are explicitly ignored for stepsize control.

If the estimated error for ym+1 is such that 

 sqrt((sum (errEst_i / threshold_i)^2 ) / n) invalid input: '<' 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.

Since:
3.6

  • Field Details

    • scalAbsoluteTolerance

      protected double scalAbsoluteTolerance
      Allowed absolute scalar error.

    • scalRelativeTolerance

      protected double scalRelativeTolerance
      Allowed relative scalar error.

    • vecAbsoluteTolerance

      protected double[] vecAbsoluteTolerance
      Allowed absolute vectorial error.

    • vecRelativeTolerance

      protected double[] vecRelativeTolerance
      Allowed relative vectorial error.

    • mainSetDimension

      protected int mainSetDimension
      Main set dimension.

  • Constructor Details

    • AdaptiveStepsizeFieldIntegrator

      public AdaptiveStepsizeFieldIntegrator(Field<T> field, 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:
      field - field to which the time and state vector elements belong
      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

    • AdaptiveStepsizeFieldIntegrator

      public AdaptiveStepsizeFieldIntegrator(Field<T> field, 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:
      field - field to which the time and state vector elements belong
      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

    • setInitialStepSize

      public void setInitialStepSize(T 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(FieldODEState<T> eqn, T t) throws DimensionMismatchException, NumberIsTooSmallException
      Check the integration span.
      Overrides:
      sanityChecks in class AbstractFieldIntegrator<T extends RealFieldElement<T>>
      Parameters:
      eqn - set of differential equations
      t - target time for the integration
      Throws:
      DimensionMismatchException - if adaptive step size integrators tolerance arrays dimensions are not compatible with equations settings
      NumberIsTooSmallException - if integration span is too small

    • initializeStep

      public T initializeStep(boolean forward, int order, T[] scale, FieldODEStateAndDerivative<T> state0, FieldEquationsMapper<T> mapper) throws MaxCountExceededException, DimensionMismatchException
      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
      mapper - mapper for all the equations
      Returns:
      first integration step
      Throws:
      MaxCountExceededException - if the number of functions evaluations is exceeded
      DimensionMismatchException - if arrays dimensions do not match equations settings

    • filterStep

      protected T filterStep(T h, boolean forward, boolean acceptSmall) throws NumberIsTooSmallException
      Filter the integration step.
      Parameters:
      h - signed step
      forward - forward integration indicator
      acceptSmall - if true, steps smaller than the minimal value are silently increased up to this value, if false such small steps generate an exception
      Returns:
      a bounded integration step (h if no bound is reach, or a bounded value)
      Throws:
      NumberIsTooSmallException - if the step is too small and acceptSmall is false

    • resetInternalState

      protected void resetInternalState()
      Reset internal state to dummy values.

    • getMinStep

      public T getMinStep()
      Get the minimal step.
      Returns:
      minimal step

    • getMaxStep

      public T getMaxStep()
      Get the maximal step.
      Returns:
      maximal step