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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math3.ode.nonstiff;
+
+
+import org.apache.commons.math3.exception.DimensionMismatchException;
+import org.apache.commons.math3.exception.MaxCountExceededException;
+import org.apache.commons.math3.exception.NoBracketingException;
+import org.apache.commons.math3.exception.NumberIsTooSmallException;
+import org.apache.commons.math3.ode.AbstractIntegrator;
+import org.apache.commons.math3.ode.ExpandableStatefulODE;
+import org.apache.commons.math3.ode.FirstOrderDifferentialEquations;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * This class implements the common part of all fixed step Runge-Kutta
+ * integrators for Ordinary Differential Equations.
+ *
+ * <p>These methods are explicit Runge-Kutta methods, their Butcher
+ * arrays are as follows :
+ * <pre>
+ * 0 |
+ * c2 | a21
+ * c3 | a31 a32
+ * ... | ...
+ * cs | as1 as2 ... ass-1
+ * |--------------------------
+ * | b1 b2 ... bs-1 bs
+ * </pre>
+ * </p>
+ *
+ * @see EulerIntegrator
+ * @see ClassicalRungeKuttaIntegrator
+ * @see GillIntegrator
+ * @see MidpointIntegrator
+ * @since 1.2
+ */
+
+public abstract class RungeKuttaIntegrator extends AbstractIntegrator {
+
+ /** Time steps from Butcher array (without the first zero). */
+ private final double[] c;
+
+ /** Internal weights from Butcher array (without the first empty row). */
+ private final double[][] a;
+
+ /** External weights for the high order method from Butcher array. */
+ private final double[] b;
+
+ /** Prototype of the step interpolator. */
+ private final RungeKuttaStepInterpolator prototype;
+
+ /** Integration step. */
+ private final double step;
+
+ /** Simple constructor.
+ * Build a Runge-Kutta integrator with the given
+ * step. The default step handler does nothing.
+ * @param name name of the method
+ * @param c time steps from Butcher array (without the first zero)
+ * @param a internal weights from Butcher array (without the first empty row)
+ * @param b propagation weights for the high order method from Butcher array
+ * @param prototype prototype of the step interpolator to use
+ * @param step integration step
+ */
+ protected RungeKuttaIntegrator(final String name,
+ final double[] c, final double[][] a, final double[] b,
+ final RungeKuttaStepInterpolator prototype,
+ final double step) {
+ super(name);
+ this.c = c;
+ this.a = a;
+ this.b = b;
+ this.prototype = prototype;
+ this.step = FastMath.abs(step);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public void integrate(final ExpandableStatefulODE equations, final double t)
+ throws NumberIsTooSmallException, DimensionMismatchException,
+ MaxCountExceededException, NoBracketingException {
+
+ sanityChecks(equations, t);
+ setEquations(equations);
+ final boolean forward = t > equations.getTime();
+
+ // create some internal working arrays
+ final double[] y0 = equations.getCompleteState();
+ final double[] y = y0.clone();
+ final int stages = c.length + 1;
+ final double[][] yDotK = new double[stages][];
+ for (int i = 0; i < stages; ++i) {
+ yDotK [i] = new double[y0.length];
+ }
+ final double[] yTmp = y0.clone();
+ final double[] yDotTmp = new double[y0.length];
+
+ // set up an interpolator sharing the integrator arrays
+ final RungeKuttaStepInterpolator interpolator = (RungeKuttaStepInterpolator) prototype.copy();
+ interpolator.reinitialize(this, yTmp, yDotK, forward,
+ equations.getPrimaryMapper(), equations.getSecondaryMappers());
+ interpolator.storeTime(equations.getTime());
+
+ // set up integration control objects
+ stepStart = equations.getTime();
+ if (forward) {
+ if (stepStart + step >= t) {
+ stepSize = t - stepStart;
+ } else {
+ stepSize = step;
+ }
+ } else {
+ if (stepStart - step <= t) {
+ stepSize = t - stepStart;
+ } else {
+ stepSize = -step;
+ }
+ }
+ initIntegration(equations.getTime(), y0, t);
+
+ // main integration loop
+ isLastStep = false;
+ do {
+
+ interpolator.shift();
+
+ // first stage
+ computeDerivatives(stepStart, y, yDotK[0]);
+
+ // next stages
+ for (int k = 1; k < stages; ++k) {
+
+ for (int j = 0; j < y0.length; ++j) {
+ double sum = a[k-1][0] * yDotK[0][j];
+ for (int l = 1; l < k; ++l) {
+ sum += a[k-1][l] * yDotK[l][j];
+ }
+ yTmp[j] = y[j] + stepSize * sum;
+ }
+
+ computeDerivatives(stepStart + c[k-1] * stepSize, yTmp, yDotK[k]);
+
+ }
+
+ // estimate the state at the end of the step
+ for (int j = 0; j < y0.length; ++j) {
+ double sum = b[0] * yDotK[0][j];
+ for (int l = 1; l < stages; ++l) {
+ sum += b[l] * yDotK[l][j];
+ }
+ yTmp[j] = y[j] + stepSize * sum;
+ }
+
+ // discrete events handling
+ interpolator.storeTime(stepStart + stepSize);
+ System.arraycopy(yTmp, 0, y, 0, y0.length);
+ System.arraycopy(yDotK[stages - 1], 0, yDotTmp, 0, y0.length);
+ stepStart = acceptStep(interpolator, y, yDotTmp, t);
+
+ if (!isLastStep) {
+
+ // prepare next step
+ interpolator.storeTime(stepStart);
+
+ // stepsize control for next step
+ final double nextT = stepStart + stepSize;
+ final boolean nextIsLast = forward ? (nextT >= t) : (nextT <= t);
+ if (nextIsLast) {
+ stepSize = t - stepStart;
+ }
+ }
+
+ } while (!isLastStep);
+
+ // dispatch results
+ equations.setTime(stepStart);
+ equations.setCompleteState(y);
+
+ stepStart = Double.NaN;
+ stepSize = Double.NaN;
+
+ }
+
+ /** Fast computation of a single step of ODE integration.
+ * <p>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.</p>
+ * <p>
+ * This method is <em>not</em> used at all by the {@link #integrate(ExpandableStatefulODE, double)}
+ * method. It also completely ignores the step set at construction time, and
+ * uses only a single step to go from {@code t0} to {@code t}.
+ * </p>
+ * <p>
+ * As this method does not use any of the state-dependent features of the integrator,
+ * it should be reasonably thread-safe <em>if and only if</em> the provided differential
+ * equations are themselves thread-safe.
+ * </p>
+ * @param equations differential equations to integrate
+ * @param t0 initial time
+ * @param y0 initial value of the state vector at t0
+ * @param t target time for the integration
+ * (can be set to a value smaller than {@code t0} for backward integration)
+ * @return state vector at {@code t}
+ */
+ public double[] singleStep(final FirstOrderDifferentialEquations equations,
+ final double t0, final double[] y0, final double t) {
+
+ // create some internal working arrays
+ final double[] y = y0.clone();
+ final int stages = c.length + 1;
+ final double[][] yDotK = new double[stages][];
+ for (int i = 0; i < stages; ++i) {
+ yDotK [i] = new double[y0.length];
+ }
+ final double[] yTmp = y0.clone();
+
+ // first stage
+ final double h = t - t0;
+ equations.computeDerivatives(t0, y, yDotK[0]);
+
+ // next stages
+ for (int k = 1; k < stages; ++k) {
+
+ for (int j = 0; j < y0.length; ++j) {
+ double sum = a[k-1][0] * yDotK[0][j];
+ for (int l = 1; l < k; ++l) {
+ sum += a[k-1][l] * yDotK[l][j];
+ }
+ yTmp[j] = y[j] + h * sum;
+ }
+
+ equations.computeDerivatives(t0 + c[k-1] * h, yTmp, yDotK[k]);
+
+ }
+
+ // estimate the state at the end of the step
+ for (int j = 0; j < y0.length; ++j) {
+ double sum = b[0] * yDotK[0][j];
+ for (int l = 1; l < stages; ++l) {
+ sum += b[l] * yDotK[l][j];
+ }
+ y[j] += h * sum;
+ }
+
+ return y;
+
+ }
+
+}