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

Class HighamHall54Integrator

java.lang.Object
org.apache.commons.math3.ode.AbstractIntegrator
org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator
org.apache.commons.math3.ode.nonstiff.HighamHall54Integrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator
public class HighamHall54Integrator extends EmbeddedRungeKuttaIntegrator
This class implements the 5(4) Higham and Hall integrator for Ordinary Differential Equations.

This integrator is an embedded Runge-Kutta integrator of order 5(4) used in local extrapolation mode (i.e. the solution is computed using the high order formula) with stepsize control (and automatic step initialization) and continuous output. This method uses 7 functions evaluations per step.

Since:
1.2

  • Constructor Details

    • HighamHall54Integrator

      public HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
      Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds
      Parameters:
      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

    • HighamHall54Integrator

      public HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
      Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds
      Parameters:
      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

    • getOrder

      public int getOrder()
      Get the order of the method.
      Specified by:
      getOrder in class EmbeddedRungeKuttaIntegrator
      Returns:
      order of the method

    • estimateError

      protected double estimateError(double[][] yDotK, double[] y0, double[] y1, double h)
      Compute the error ratio.
      Specified by:
      estimateError in class EmbeddedRungeKuttaIntegrator
      Parameters:
      yDotK - derivatives computed during the first stages
      y0 - estimate of the step at the start of the step
      y1 - estimate of the step at the end of the step
      h - current step
      Returns:
      error ratio, greater than 1 if step should be rejected