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

Class HighamHall54Integrator

java.lang.Object

org.apache.commons.math.ode.AbstractIntegrator

org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator

org.apache.commons.math.ode.nonstiff.EmbeddedRungeKuttaIntegrator

org.apache.commons.math.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

Version:

$Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $

Field Summary

Fields inherited from class org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator

mainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeTolerance

Fields inherited from class org.apache.commons.math.ode.AbstractIntegrator

isLastStep, resetOccurred, stepHandlers, stepSize, stepStart

Constructor Summary

Constructors

Constructor	Description
HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)	Simple constructor.
HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)	Simple constructor.

Method Summary

Modifier and Type	Method	Description
protected double	estimateError(double[][] yDotK, double[] y0, double[] y1, double h)	Compute the error ratio.
int	getOrder()	Get the order of the method.

Methods inherited from class org.apache.commons.math.ode.nonstiff.EmbeddedRungeKuttaIntegrator

getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafety

Methods inherited from class org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator

filterStep, getCurrentStepStart, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize

Methods inherited from class org.apache.commons.math.ode.AbstractIntegrator

acceptStep, addEndTimeChecker, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getEvaluations, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, requiresDenseOutput, resetEvaluations, setEquations, setMaxEvaluations, setStateInitialized

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

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 (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

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 (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

Method Detail

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