Class AdamsIntegrator
java.lang.Object
org.apache.commons.math.ode.AbstractIntegrator
org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator
org.apache.commons.math.ode.MultistepIntegrator
org.apache.commons.math.ode.nonstiff.AdamsIntegrator
- All Implemented Interfaces:
FirstOrderIntegrator
,ODEIntegrator
- Direct Known Subclasses:
AdamsBashforthIntegrator
,AdamsMoultonIntegrator
Base class for
Adams-Bashforth
and
Adams-Moulton
integrators.- Since:
- 2.0
- Version:
- $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $
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Nested Class Summary
Nested classes/interfaces inherited from class org.apache.commons.math.ode.MultistepIntegrator
MultistepIntegrator.NordsieckTransformer
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Field Summary
Fields inherited from class org.apache.commons.math.ode.MultistepIntegrator
nordsieck, scaled
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
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Constructor Summary
ConstructorsConstructorDescriptionAdamsIntegrator
(String name, int nSteps, int order, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) Build an Adams integrator with the given order and step control parameters.AdamsIntegrator
(String name, int nSteps, int order, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) Build an Adams integrator with the given order and step control prameters. -
Method Summary
Modifier and TypeMethodDescriptionprotected Array2DRowRealMatrix
initializeHighOrderDerivatives
(double[] first, double[][] multistep) Initialize the high order scaled derivatives at step start.abstract double
integrate
(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y) Integrate the differential equations up to the given time.Update the high order scaled derivatives for Adams integrators (phase 1).void
updateHighOrderDerivativesPhase2
(double[] start, double[] end, Array2DRowRealMatrix highOrder) Update the high order scaled derivatives Adams integrators (phase 2).Methods inherited from class org.apache.commons.math.ode.MultistepIntegrator
computeStepGrowShrinkFactor, getMaxGrowth, getMinReduction, getSafety, getStarterIntegrator, setMaxGrowth, setMinReduction, setSafety, setStarterIntegrator, start
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
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Constructor Details
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AdamsIntegrator
public AdamsIntegrator(String name, int nSteps, int order, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) throws IllegalArgumentException Build an Adams integrator with the given order and step control prameters.- Parameters:
name
- name of the methodnSteps
- number of steps of the method excluding the one being computedorder
- order of the methodminStep
- minimal step (must be positive even for backward integration), the last step can be smaller than thismaxStep
- maximal step (must be positive even for backward integration)scalAbsoluteTolerance
- allowed absolute errorscalRelativeTolerance
- allowed relative error- Throws:
IllegalArgumentException
- if order is 1 or less
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AdamsIntegrator
public AdamsIntegrator(String name, int nSteps, int order, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) throws IllegalArgumentException Build an Adams integrator with the given order and step control parameters.- Parameters:
name
- name of the methodnSteps
- number of steps of the method excluding the one being computedorder
- order of the methodminStep
- minimal step (must be positive even for backward integration), the last step can be smaller than thismaxStep
- maximal step (must be positive even for backward integration)vecAbsoluteTolerance
- allowed absolute errorvecRelativeTolerance
- allowed relative error- Throws:
IllegalArgumentException
- if order is 1 or less
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Method Details
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integrate
public abstract double integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y) throws DerivativeException, IntegratorException Integrate the differential equations up to the given time.This method solves an Initial Value Problem (IVP).
Since this method stores some internal state variables made available in its public interface during integration (
ODEIntegrator.getCurrentSignedStepsize()
), it is not thread-safe.- Specified by:
integrate
in interfaceFirstOrderIntegrator
- Specified by:
integrate
in classAdaptiveStepsizeIntegrator
- Parameters:
equations
- differential equations to integratet0
- initial timey0
- initial value of the state vector at t0t
- target time for the integration (can be set to a value smaller thant0
for backward integration)y
- placeholder where to put the state vector at each successful step (and hence at the end of integration), can be the same object as y0- Returns:
- stop time, will be the same as target time if integration reached its
target, but may be different if some
EventHandler
stops it at some point. - Throws:
DerivativeException
- this exception is propagated to the caller if the underlying user function triggers oneIntegratorException
- if the integrator cannot perform integration
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initializeHighOrderDerivatives
Initialize the high order scaled derivatives at step start.- Specified by:
initializeHighOrderDerivatives
in classMultistepIntegrator
- Parameters:
first
- first scaled derivative at step startmultistep
- scaled derivatives after step start (hy'1, ..., hy'k-1) will be modified- Returns:
- high order scaled derivatives at step start
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updateHighOrderDerivativesPhase1
Update the high order scaled derivatives for Adams integrators (phase 1).The complete update of high order derivatives has a form similar to:
rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
this method computes the P-1 A P rn part.- Parameters:
highOrder
- high order scaled derivatives (h2/2 y'', ... hk/k! y(k))- Returns:
- updated high order derivatives
- See Also:
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updateHighOrderDerivativesPhase2
public void updateHighOrderDerivativesPhase2(double[] start, double[] end, Array2DRowRealMatrix highOrder) Update the high order scaled derivatives Adams integrators (phase 2).The complete update of high order derivatives has a form similar to:
rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
this method computes the (s1(n) - s1(n+1)) P-1 u part.Phase 1 of the update must already have been performed.
- Parameters:
start
- first order scaled derivatives at step startend
- first order scaled derivatives at step endhighOrder
- high order scaled derivatives, will be modified (h2/2 y'', ... hk/k! y(k))- See Also:
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