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

Class RungeKuttaIntegrator

java.lang.Object
org.apache.commons.math3.ode.AbstractIntegrator
org.apache.commons.math3.ode.nonstiff.RungeKuttaIntegrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator
Direct Known Subclasses:
ClassicalRungeKuttaIntegrator, EulerIntegrator, GillIntegrator, LutherIntegrator, MidpointIntegrator, ThreeEighthesIntegrator
public abstract class RungeKuttaIntegrator extends AbstractIntegrator
This class implements the common part of all fixed step Runge-Kutta integrators for Ordinary Differential Equations.

These methods are explicit Runge-Kutta methods, their Butcher arrays are as follows : 

    0  |
   c2  | a21
   c3  | a31  a32
   ... |        ...
   cs  | as1  as2  ...  ass-1
       |--------------------------
       |  b1   b2  ...   bs-1  bs

Since:
1.2
See Also:

  • Constructor Details

    • RungeKuttaIntegrator

      protected RungeKuttaIntegrator(String name, double[] c, double[][] a, double[] b, org.apache.commons.math3.ode.nonstiff.RungeKuttaStepInterpolator prototype, double step)
      Simple constructor. Build a Runge-Kutta integrator with the given step. The default step handler does nothing.
      Parameters:
      name - name of the method
      c - time steps from Butcher array (without the first zero)
      a - internal weights from Butcher array (without the first empty row)
      b - propagation weights for the high order method from Butcher array
      prototype - prototype of the step interpolator to use
      step - integration step

  • Method Details

    • integrate

      public 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 AbstractIntegrator
      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

    • singleStep

      public double[] singleStep(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t)
      Fast computation of a single step of ODE integration.

      This method is intended for the limited use case of very fast computation of only one step without using any of the rich features of general integrators that may take some time to set up (i.e. no step handlers, no events handlers, no additional states, no interpolators, no error control, no evaluations count, no sanity checks ...). It handles the strict minimum of computation, so it can be embedded in outer loops.

      This method is not used at all by the integrate(ExpandableStatefulODE, double) method. It also completely ignores the step set at construction time, and uses only a single step to go from t0 to t.

      As this method does not use any of the state-dependent features of the integrator, it should be reasonably thread-safe if and only if the provided differential equations are themselves thread-safe.

      Parameters:
      equations - differential equations to integrate
      t0 - initial time
      y0 - initial value of the state vector at t0
      t - target time for the integration (can be set to a value smaller than t0 for backward integration)
      Returns:
      state vector at t