Package org.apache.commons.math.ode.nonstiff

Class AdamsIntegrator

    • Constructor Detail

      • AdamsIntegrator

        public AdamsIntegrator​(java.lang.String name,
                       int nSteps,
                       int order,
                       double minStep,
                       double maxStep,
                       double scalAbsoluteTolerance,
                       double scalRelativeTolerance)
                throws java.lang.IllegalArgumentException
        Build an Adams integrator with the given order and step control prameters.
        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 (must be positive even for backward integration), the last step can be smaller than this
        maxStep - maximal step (must be positive even for backward integration)
        scalAbsoluteTolerance - allowed absolute error
        scalRelativeTolerance - allowed relative error
        Throws:
        java.lang.IllegalArgumentException - if order is 1 or less

      • AdamsIntegrator

        public AdamsIntegrator​(java.lang.String name,
                       int nSteps,
                       int order,
                       double minStep,
                       double maxStep,
                       double[] vecAbsoluteTolerance,
                       double[] vecRelativeTolerance)
                throws java.lang.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 (must be positive even for backward integration), the last step can be smaller than this
        maxStep - maximal step (must be positive even for backward integration)
        vecAbsoluteTolerance - allowed absolute error
        vecRelativeTolerance - allowed relative error
        Throws:
        java.lang.IllegalArgumentException - if order is 1 or less

    • Method Detail

      • integrate

        public abstract double integrate​(FirstOrderDifferentialEquations equations,
                                 double t0,
                                 double[] y0,
                                 double t,
                                 double[] y)
                          throws DerivativeException,
                                 IntegratorException
        Integrate the differential equations up to the given time.

        This method solves an Initial Value Problem (IVP).

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

        Specified by:
        integrate in interface FirstOrderIntegrator
        Specified by:
        integrate in class AdaptiveStepsizeIntegrator
        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)
        y - placeholder where to put the state vector at each successful step (and hence at the end of integration), can be the same object as y0
        Returns:
        stop time, will be the same as target time if integration reached its target, but may be different if some EventHandler stops it at some point.
        Throws:
        DerivativeException - this exception is propagated to the caller if the underlying user function triggers one
        IntegratorException - if the integrator cannot perform integration

      • initializeHighOrderDerivatives

        protected Array2DRowRealMatrix initializeHighOrderDerivatives​(double[] first,
                                                              double[][] multistep)
        Initialize the high order scaled derivatives at step start.
        Specified by:
        initializeHighOrderDerivatives in class MultistepIntegrator
        Parameters:
        first - first scaled derivative at step start
        multistep - scaled derivatives after step start (hy'1, ..., hy'k-1) will be modified
        Returns:
        high order scaled derivatives at step start

      • 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:
        updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)