public void testIncreasingTolerance() throws DerivativeException, IntegratorException { int previousCalls = Integer.MAX_VALUE; for (int i = -12; i < -2; ++i) { TestProblem1 pb = new TestProblem1(); double minStep = 0; double maxStep = pb.getFinalTime() - pb.getInitialTime(); double scalAbsoluteTolerance = Math.pow(10.0, i); double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; FirstOrderIntegrator integ = new HighamHall54Integrator( minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); TestProblemHandler handler = new TestProblemHandler(pb, integ); integ.addStepHandler(handler); integ.integrate( pb, pb.getInitialTime(), pb.getInitialState(), pb.getFinalTime(), new double[pb.getDimension()]); // the 1.3 factor is only valid for this test // and has been obtained from trial and error // there is no general relation between local and global errors assertTrue(handler.getMaximalValueError() < (1.3 * scalAbsoluteTolerance)); assertEquals(0, handler.getMaximalTimeError(), 1.0e-12); int calls = pb.getCalls(); assertEquals(integ.getEvaluations(), calls); assertTrue(calls <= previousCalls); previousCalls = calls; } }
public void testIncreasingTolerance() throws DerivativeException, IntegratorException { int previousCalls = Integer.MAX_VALUE; for (int i = -12; i < -4; ++i) { TestProblem1 pb = new TestProblem1(); double minStep = 0; double maxStep = pb.getFinalTime() - pb.getInitialTime(); double absTolerance = Math.pow(10.0, i); double relTolerance = absTolerance; FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator( minStep, maxStep, absTolerance, relTolerance); TestProblemHandler handler = new TestProblemHandler(pb, integ); integ.addStepHandler(handler); integ.integrate( pb, pb.getInitialTime(), pb.getInitialState(), pb.getFinalTime(), new double[pb.getDimension()]); // the coefficients are only valid for this test // and have been obtained from trial and error // there is no general relation between local and global errors double ratio = handler.getMaximalValueError() / absTolerance; assertTrue(ratio < 2.4); assertTrue(ratio > 0.02); assertEquals(0, handler.getMaximalTimeError(), 1.0e-12); int calls = pb.getCalls(); assertEquals(integ.getEvaluations(), calls); assertTrue(calls <= previousCalls); previousCalls = calls; } }