Class RungeKuttaIntegrator

java.lang.Object
org.apache.commons.math.ode.AbstractIntegrator
org.apache.commons.math.ode.nonstiff.RungeKuttaIntegrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator
Direct Known Subclasses:
ClassicalRungeKuttaIntegrator, EulerIntegrator, GillIntegrator, MidpointIntegrator, ThreeEighthesIntegrator

public abstract class RungeKuttaIntegrator extends AbstractIntegrator
This class implements the common part of all fixed step Runge-Kutta integrators for Ordinary Differential Equations.

These methods are explicit Runge-Kutta methods, their Butcher arrays are as follows :

    0  |
   c2  | a21
   c3  | a31  a32
   ... |        ...
   cs  | as1  as2  ...  ass-1
       |--------------------------
       |  b1   b2  ...   bs-1  bs
 

Since:
1.2
Version:
$Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $
See Also:
  • Constructor Details

    • RungeKuttaIntegrator

      protected RungeKuttaIntegrator(String name, double[] c, double[][] a, double[] b, org.apache.commons.math.ode.nonstiff.RungeKuttaStepInterpolator prototype, double step)
      Simple constructor. Build a Runge-Kutta integrator with the given step. The default step handler does nothing.
      Parameters:
      name - name of the method
      c - time steps from Butcher array (without the first zero)
      a - internal weights from Butcher array (without the first empty row)
      b - propagation weights for the high order method from Butcher array
      prototype - prototype of the step interpolator to use
      step - integration step
  • Method Details

    • integrate

      public 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.

      Parameters:
      equations - differential equations to integrate
      t0 - initial time
      y0 - initial value of the state vector at t0
      t - target time for the integration (can be set to a value smaller than t0 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 one
      IntegratorException - if the integrator cannot perform integration