Beispiel #1
0
 /** {@inheritDoc} */
 public void addEventHandler(
     final EventHandler function,
     final double maxCheckInterval,
     final double convergence,
     final int maxIterationCount) {
   eventsHandlersManager.addEventHandler(
       function, maxCheckInterval,
       convergence, maxIterationCount);
 }
Beispiel #2
0
  /**
   * Add an event handler for end time checking.
   *
   * <p>This method can be used to simplify handling of integration end time. It leverages the
   * nominal stop condition with the exceptional stop conditions.
   *
   * @param endTime desired end time
   * @param manager manager containing the user-defined handlers
   * @return a new manager containing all the user-defined handlers plus a dedicated manager
   *     triggering a stop event at entTime
   */
  protected CombinedEventsManager addEndTimeChecker(
      final double startTime, final double endTime, final CombinedEventsManager manager) {

    CombinedEventsManager newManager = new CombinedEventsManager();
    for (final EventState state : manager.getEventsStates()) {
      newManager.addEventHandler(
          state.getEventHandler(),
          state.getMaxCheckInterval(),
          state.getConvergence(),
          state.getMaxIterationCount());
    }
    newManager.addEventHandler(
        new EndTimeChecker(endTime),
        Double.POSITIVE_INFINITY,
        Math.ulp(Math.max(Math.abs(startTime), Math.abs(endTime))),
        100);

    return newManager;
  }
Beispiel #3
0
 /** {@inheritDoc} */
 public Collection<EventHandler> getEventHandlers() {
   return eventsHandlersManager.getEventsHandlers();
 }
Beispiel #4
0
 /** {@inheritDoc} */
 public void clearEventHandlers() {
   eventsHandlersManager.clearEventsHandlers();
 }
  /** {@inheritDoc} */
  @Override
  public double integrate(
      final FirstOrderDifferentialEquations equations,
      final double t0,
      final double[] y0,
      final double t,
      final double[] y)
      throws DerivativeException, IntegratorException {

    sanityChecks(equations, t0, y0, t, y);
    setEquations(equations);
    resetEvaluations();
    final boolean forward = (t > t0);

    // create some internal working arrays
    final int stages = c.length + 1;
    if (y != y0) {
      System.arraycopy(y0, 0, y, 0, y0.length);
    }
    final double[][] yDotK = new double[stages][y0.length];
    final double[] yTmp = new double[y0.length];

    // set up an interpolator sharing the integrator arrays
    AbstractStepInterpolator interpolator;
    if (requiresDenseOutput() || (!eventsHandlersManager.isEmpty())) {
      final RungeKuttaStepInterpolator rki = (RungeKuttaStepInterpolator) prototype.copy();
      rki.reinitialize(this, yTmp, yDotK, forward);
      interpolator = rki;
    } else {
      interpolator = new DummyStepInterpolator(yTmp, forward);
    }
    interpolator.storeTime(t0);

    // set up integration control objects
    stepStart = t0;
    double hNew = 0;
    boolean firstTime = true;
    for (StepHandler handler : stepHandlers) {
      handler.reset();
    }
    CombinedEventsManager manager = addEndTimeChecker(t0, t, eventsHandlersManager);
    boolean lastStep = false;

    // main integration loop
    while (!lastStep) {

      interpolator.shift();

      double error = 0;
      for (boolean loop = true; loop; ) {

        if (firstTime || !fsal) {
          // first stage
          computeDerivatives(stepStart, y, yDotK[0]);
        }

        if (firstTime) {
          final double[] scale;
          if (vecAbsoluteTolerance != null) {
            scale = vecAbsoluteTolerance;
          } else {
            scale = new double[y0.length];
            Arrays.fill(scale, scalAbsoluteTolerance);
          }
          hNew =
              initializeStep(
                  equations, forward, getOrder(), scale, stepStart, y, yDotK[0], yTmp, yDotK[1]);
          firstTime = false;
        }

        stepSize = hNew;

        // 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;
        }

        // estimate the error at the end of the step
        error = estimateError(yDotK, y, yTmp, stepSize);
        if (error <= 1.0) {

          // discrete events handling
          interpolator.storeTime(stepStart + stepSize);
          if (manager.evaluateStep(interpolator)) {
            final double dt = manager.getEventTime() - stepStart;
            if (Math.abs(dt) <= Math.ulp(stepStart)) {
              // rejecting the step would lead to a too small next step, we accept it
              loop = false;
            } else {
              // reject the step to match exactly the next switch time
              hNew = dt;
            }
          } else {
            // accept the step
            loop = false;
          }

        } else {
          // reject the step and attempt to reduce error by stepsize control
          final double factor =
              Math.min(maxGrowth, Math.max(minReduction, safety * Math.pow(error, exp)));
          hNew = filterStep(stepSize * factor, forward, false);
        }
      }

      // the step has been accepted
      final double nextStep = stepStart + stepSize;
      System.arraycopy(yTmp, 0, y, 0, y0.length);
      manager.stepAccepted(nextStep, y);
      lastStep = manager.stop();

      // provide the step data to the step handler
      interpolator.storeTime(nextStep);
      for (StepHandler handler : stepHandlers) {
        handler.handleStep(interpolator, lastStep);
      }
      stepStart = nextStep;

      if (fsal) {
        // save the last evaluation for the next step
        System.arraycopy(yDotK[stages - 1], 0, yDotK[0], 0, y0.length);
      }

      if (manager.reset(stepStart, y) && !lastStep) {
        // some event handler has triggered changes that
        // invalidate the derivatives, we need to recompute them
        computeDerivatives(stepStart, y, yDotK[0]);
      }

      if (!lastStep) {
        // in some rare cases we may get here with stepSize = 0, for example
        // when an event occurs at integration start, reducing the first step
        // to zero; we have to reset the step to some safe non zero value
        stepSize = filterStep(stepSize, forward, true);

        // stepsize control for next step
        final double factor =
            Math.min(maxGrowth, Math.max(minReduction, safety * Math.pow(error, exp)));
        final double scaledH = stepSize * factor;
        final double nextT = stepStart + scaledH;
        final boolean nextIsLast = forward ? (nextT >= t) : (nextT <= t);
        hNew = filterStep(scaledH, forward, nextIsLast);
      }
    }

    final double stopTime = stepStart;
    resetInternalState();
    return stopTime;
  }