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package org.apache.commons.math3.ode.nonstiff;

import org.apache.commons.math3.Field;
import org.apache.commons.math3.RealFieldElement;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.ode.AbstractFieldIntegrator;
import org.apache.commons.math3.ode.FieldEquationsMapper;
import org.apache.commons.math3.ode.FieldODEState;
import org.apache.commons.math3.ode.FieldODEStateAndDerivative;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.MathArrays;
import org.apache.commons.math3.util.MathUtils;

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) < 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.

Type parameters:
  • <T> – the type of the field elements
Since:3.6
/** * This abstract class holds the common part of all adaptive * stepsize integrators for Ordinary Differential Equations. * * <p>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 * <pre> * threshold_i = absTol_i + relTol_i * max (abs (ym), abs (ym+1)) * </pre> * 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. * </p> * <p> * Note that <em>only</em> the {@link FieldODEState#getState() main part} * of the state vector is used for stepsize control. The {@link * FieldODEState#getSecondaryState(int) secondary parts} of the state * vector are explicitly ignored for stepsize control. * </p> * * <p>If the estimated error for ym+1 is such that * <pre> * sqrt((sum (errEst_i / threshold_i)^2 ) / n) < 1 * </pre> * * (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.</p> * * @param <T> the type of the field elements * @since 3.6 * */
public abstract class AdaptiveStepsizeFieldIntegrator<T extends RealFieldElement<T>> extends AbstractFieldIntegrator<T> {
Allowed absolute scalar error.
/** Allowed absolute scalar error. */
protected double scalAbsoluteTolerance;
Allowed relative scalar error.
/** Allowed relative scalar error. */
protected double scalRelativeTolerance;
Allowed absolute vectorial error.
/** Allowed absolute vectorial error. */
protected double[] vecAbsoluteTolerance;
Allowed relative vectorial error.
/** Allowed relative vectorial error. */
protected double[] vecRelativeTolerance;
Main set dimension.
/** Main set dimension. */
protected int mainSetDimension;
User supplied initial step.
/** User supplied initial step. */
private T initialStep;
Minimal step.
/** Minimal step. */
private T minStep;
Maximal step.
/** Maximal step. */
private T maxStep;
Build an integrator with the given stepsize bounds. The default step handler does nothing.
Params:
  • 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
/** Build an integrator with the given stepsize bounds. * The default step handler does nothing. * @param field field to which the time and state vector elements belong * @param name name of the method * @param minStep minimal step (sign is irrelevant, regardless of * integration direction, forward or backward), the last step can * be smaller than this * @param maxStep maximal step (sign is irrelevant, regardless of * integration direction, forward or backward), the last step can * be smaller than this * @param scalAbsoluteTolerance allowed absolute error * @param scalRelativeTolerance allowed relative error */
public AdaptiveStepsizeFieldIntegrator(final Field<T> field, final String name, final double minStep, final double maxStep, final double scalAbsoluteTolerance, final double scalRelativeTolerance) { super(field, name); setStepSizeControl(minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); resetInternalState(); }
Build an integrator with the given stepsize bounds. The default step handler does nothing.
Params:
  • 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
/** Build an integrator with the given stepsize bounds. * The default step handler does nothing. * @param field field to which the time and state vector elements belong * @param name name of the method * @param minStep minimal step (sign is irrelevant, regardless of * integration direction, forward or backward), the last step can * be smaller than this * @param maxStep maximal step (sign is irrelevant, regardless of * integration direction, forward or backward), the last step can * be smaller than this * @param vecAbsoluteTolerance allowed absolute error * @param vecRelativeTolerance allowed relative error */
public AdaptiveStepsizeFieldIntegrator(final Field<T> field, final String name, final double minStep, final double maxStep, final double[] vecAbsoluteTolerance, final double[] vecRelativeTolerance) { super(field, name); setStepSizeControl(minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance); resetInternalState(); }
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.

Params:
  • 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
/** Set the adaptive step size control parameters. * <p> * A side effect of this method is to also reset the initial * step so it will be automatically computed by the integrator * if {@link #setInitialStepSize(RealFieldElement) setInitialStepSize} * is not called by the user. * </p> * @param minimalStep minimal step (must be positive even for backward * integration), the last step can be smaller than this * @param maximalStep maximal step (must be positive even for backward * integration) * @param absoluteTolerance allowed absolute error * @param relativeTolerance allowed relative error */
public void setStepSizeControl(final double minimalStep, final double maximalStep, final double absoluteTolerance, final double relativeTolerance) { minStep = getField().getZero().add(FastMath.abs(minimalStep)); maxStep = getField().getZero().add(FastMath.abs(maximalStep)); initialStep = getField().getOne().negate(); scalAbsoluteTolerance = absoluteTolerance; scalRelativeTolerance = relativeTolerance; vecAbsoluteTolerance = null; vecRelativeTolerance = null; }
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.

Params:
  • 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
/** Set the adaptive step size control parameters. * <p> * A side effect of this method is to also reset the initial * step so it will be automatically computed by the integrator * if {@link #setInitialStepSize(RealFieldElement) setInitialStepSize} * is not called by the user. * </p> * @param minimalStep minimal step (must be positive even for backward * integration), the last step can be smaller than this * @param maximalStep maximal step (must be positive even for backward * integration) * @param absoluteTolerance allowed absolute error * @param relativeTolerance allowed relative error */
public void setStepSizeControl(final double minimalStep, final double maximalStep, final double[] absoluteTolerance, final double[] relativeTolerance) { minStep = getField().getZero().add(FastMath.abs(minimalStep)); maxStep = getField().getZero().add(FastMath.abs(maximalStep)); initialStep = getField().getOne().negate(); scalAbsoluteTolerance = 0; scalRelativeTolerance = 0; vecAbsoluteTolerance = absoluteTolerance.clone(); vecRelativeTolerance = relativeTolerance.clone(); }
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.

Params:
  • 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)
/** Set the initial step size. * <p>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.</p> * @param 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) */
public void setInitialStepSize(final T initialStepSize) { if (initialStepSize.subtract(minStep).getReal() < 0 || initialStepSize.subtract(maxStep).getReal() > 0) { initialStep = getField().getOne().negate(); } else { initialStep = initialStepSize; } }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected void sanityChecks(final FieldODEState<T> eqn, final T t) throws DimensionMismatchException, NumberIsTooSmallException { super.sanityChecks(eqn, t); mainSetDimension = eqn.getStateDimension(); if (vecAbsoluteTolerance != null && vecAbsoluteTolerance.length != mainSetDimension) { throw new DimensionMismatchException(mainSetDimension, vecAbsoluteTolerance.length); } if (vecRelativeTolerance != null && vecRelativeTolerance.length != mainSetDimension) { throw new DimensionMismatchException(mainSetDimension, vecRelativeTolerance.length); } }
Initialize the integration step.
Params:
  • 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
Throws:
Returns:first integration step
/** Initialize the integration step. * @param forward forward integration indicator * @param order order of the method * @param scale scaling vector for the state vector (can be shorter than state vector) * @param state0 state at integration start time * @param mapper mapper for all the equations * @return first integration step * @exception MaxCountExceededException if the number of functions evaluations is exceeded * @exception DimensionMismatchException if arrays dimensions do not match equations settings */
public T initializeStep(final boolean forward, final int order, final T[] scale, final FieldODEStateAndDerivative<T> state0, final FieldEquationsMapper<T> mapper) throws MaxCountExceededException, DimensionMismatchException { if (initialStep.getReal() > 0) { // use the user provided value return forward ? initialStep : initialStep.negate(); } // very rough first guess : h = 0.01 * ||y/scale|| / ||y'/scale|| // this guess will be used to perform an Euler step final T[] y0 = mapper.mapState(state0); final T[] yDot0 = mapper.mapDerivative(state0); T yOnScale2 = getField().getZero(); T yDotOnScale2 = getField().getZero(); for (int j = 0; j < scale.length; ++j) { final T ratio = y0[j].divide(scale[j]); yOnScale2 = yOnScale2.add(ratio.multiply(ratio)); final T ratioDot = yDot0[j].divide(scale[j]); yDotOnScale2 = yDotOnScale2.add(ratioDot.multiply(ratioDot)); } T h = (yOnScale2.getReal() < 1.0e-10 || yDotOnScale2.getReal() < 1.0e-10) ? getField().getZero().add(1.0e-6) : yOnScale2.divide(yDotOnScale2).sqrt().multiply(0.01); if (! forward) { h = h.negate(); } // perform an Euler step using the preceding rough guess final T[] y1 = MathArrays.buildArray(getField(), y0.length); for (int j = 0; j < y0.length; ++j) { y1[j] = y0[j].add(yDot0[j].multiply(h)); } final T[] yDot1 = computeDerivatives(state0.getTime().add(h), y1); // estimate the second derivative of the solution T yDDotOnScale = getField().getZero(); for (int j = 0; j < scale.length; ++j) { final T ratioDotDot = yDot1[j].subtract(yDot0[j]).divide(scale[j]); yDDotOnScale = yDDotOnScale.add(ratioDotDot.multiply(ratioDotDot)); } yDDotOnScale = yDDotOnScale.sqrt().divide(h); // step size is computed such that // h^order * max (||y'/tol||, ||y''/tol||) = 0.01 final T maxInv2 = MathUtils.max(yDotOnScale2.sqrt(), yDDotOnScale); final T h1 = maxInv2.getReal() < 1.0e-15 ? MathUtils.max(getField().getZero().add(1.0e-6), h.abs().multiply(0.001)) : maxInv2.multiply(100).reciprocal().pow(1.0 / order); h = MathUtils.min(h.abs().multiply(100), h1); h = MathUtils.max(h, state0.getTime().abs().multiply(1.0e-12)); // avoids cancellation when computing t1 - t0 h = MathUtils.max(minStep, MathUtils.min(maxStep, h)); if (! forward) { h = h.negate(); } return h; }
Filter the integration step.
Params:
  • 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
Throws:
Returns:a bounded integration step (h if no bound is reach, or a bounded value)
/** Filter the integration step. * @param h signed step * @param forward forward integration indicator * @param acceptSmall if true, steps smaller than the minimal value * are silently increased up to this value, if false such small * steps generate an exception * @return a bounded integration step (h if no bound is reach, or a bounded value) * @exception NumberIsTooSmallException if the step is too small and acceptSmall is false */
protected T filterStep(final T h, final boolean forward, final boolean acceptSmall) throws NumberIsTooSmallException { T filteredH = h; if (h.abs().subtract(minStep).getReal() < 0) { if (acceptSmall) { filteredH = forward ? minStep : minStep.negate(); } else { throw new NumberIsTooSmallException(LocalizedFormats.MINIMAL_STEPSIZE_REACHED_DURING_INTEGRATION, h.abs().getReal(), minStep.getReal(), true); } } if (filteredH.subtract(maxStep).getReal() > 0) { filteredH = maxStep; } else if (filteredH.add(maxStep).getReal() < 0) { filteredH = maxStep.negate(); } return filteredH; }
Reset internal state to dummy values.
/** Reset internal state to dummy values. */
protected void resetInternalState() { setStepStart(null); setStepSize(minStep.multiply(maxStep).sqrt()); }
Get the minimal step.
Returns:minimal step
/** Get the minimal step. * @return minimal step */
public T getMinStep() { return minStep; }
Get the maximal step.
Returns:maximal step
/** Get the maximal step. * @return maximal step */
public T getMaxStep() { return maxStep; } }