org.apache.commons.math.ode
Class RungeKuttaIntegrator

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

public abstract class RungeKuttaIntegrator
extends java.lang.Object
implements FirstOrderIntegrator

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: 620312 $ $Date: 2008-02-10 12:28:59 -0700 (Sun, 10 Feb 2008) $
See Also:
EulerIntegrator, ClassicalRungeKuttaIntegrator, GillIntegrator, MidpointIntegrator

Field Summary
private  double[][] a
          Internal weights from Butcher array (without the first empty row).
private  double[] b
          External weights for the high order method from Butcher array.
private  double[] c
          Time steps from Butcher array (without the first zero).
private  StepHandler handler
          Step handler.
private  RungeKuttaStepInterpolator prototype
          Prototype of the step interpolator.
private  double step
          Integration step.
private  double stepSize
          Current stepsize.
private  double stepStart
          Current step start time.
protected  SwitchingFunctionsHandler switchesHandler
          Switching functions handler.
 
Constructor Summary
protected RungeKuttaIntegrator(double[] c, double[][] a, double[] b, RungeKuttaStepInterpolator prototype, double step)
          Simple constructor.
 
Method Summary
 void addSwitchingFunction(SwitchingFunction function, double maxCheckInterval, double convergence, int maxIterationCount)
          Add a switching function to the integrator.
 double getCurrentSignedStepsize()
          Get the current signed value of the integration stepsize.
 double getCurrentStepStart()
          Get the current value of the step start time ti.
abstract  java.lang.String getName()
          Get the name of the method.
 StepHandler getStepHandler()
          Get the step handler for this integrator.
 void integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y)
          Integrate the differential equations up to the given time.
private  void resetInternalState()
          Reset internal state to dummy values.
private  void sanityChecks(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y)
          Perform some sanity checks on the integration parameters.
 void setStepHandler(StepHandler handler)
          Set the step handler for this integrator.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

c

private double[] c
Time steps from Butcher array (without the first zero).


a

private double[][] a
Internal weights from Butcher array (without the first empty row).


b

private double[] b
External weights for the high order method from Butcher array.


prototype

private RungeKuttaStepInterpolator prototype
Prototype of the step interpolator.


step

private double step
Integration step.


handler

private StepHandler handler
Step handler.


switchesHandler

protected SwitchingFunctionsHandler switchesHandler
Switching functions handler.


stepStart

private double stepStart
Current step start time.


stepSize

private double stepSize
Current stepsize.

Constructor Detail

RungeKuttaIntegrator

protected RungeKuttaIntegrator(double[] c,
                               double[][] a,
                               double[] b,
                               RungeKuttaStepInterpolator prototype,
                               double step)
Simple constructor. Build a Runge-Kutta integrator with the given step. The default step handler does nothing.

Parameters:
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 Detail

getName

public abstract java.lang.String getName()
Get the name of the method.

Specified by:
getName in interface FirstOrderIntegrator
Returns:
name of the method

setStepHandler

public void setStepHandler(StepHandler handler)
Set the step handler for this integrator. The handler will be called by the integrator for each accepted step.

Specified by:
setStepHandler in interface FirstOrderIntegrator
Parameters:
handler - handler for the accepted steps

getStepHandler

public StepHandler getStepHandler()
Get the step handler for this integrator.

Specified by:
getStepHandler in interface FirstOrderIntegrator
Returns:
the step handler for this integrator

addSwitchingFunction

public void addSwitchingFunction(SwitchingFunction function,
                                 double maxCheckInterval,
                                 double convergence,
                                 int maxIterationCount)
Add a switching function to the integrator.

Specified by:
addSwitchingFunction in interface FirstOrderIntegrator
Parameters:
function - switching function
maxCheckInterval - maximal time interval between switching function checks (this interval prevents missing sign changes in case the integration steps becomes very large)
convergence - convergence threshold in the event time search
maxIterationCount - upper limit of the iteration count in the event time search

sanityChecks

private void sanityChecks(FirstOrderDifferentialEquations equations,
                          double t0,
                          double[] y0,
                          double t,
                          double[] y)
                   throws IntegratorException
Perform some sanity checks on the integration parameters.

Parameters:
equations - differential equations set
t0 - start time
y0 - state vector at t0
t - target time for the integration
y - placeholder where to put the state vector
Throws:
IntegratorException - if some inconsistency is detected

integrate

public void 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 (getCurrentSignedStepsize()), it is not thread-safe.

Specified by:
integrate in interface FirstOrderIntegrator
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
Throws:
IntegratorException - if the integrator cannot perform integration
DerivativeException - this exception is propagated to the caller if the underlying user function triggers one

getCurrentStepStart

public double getCurrentStepStart()
Get the current value of the step start time ti.

This method can be called during integration (typically by the object implementing the differential equations problem) if the value of the current step that is attempted is needed.

The result is undefined if the method is called outside of calls to integrate(org.apache.commons.math.ode.FirstOrderDifferentialEquations, double, double[], double, double[])

Specified by:
getCurrentStepStart in interface FirstOrderIntegrator
Returns:
current value of the step start time ti

getCurrentSignedStepsize

public double getCurrentSignedStepsize()
Get the current signed value of the integration stepsize.

This method can be called during integration (typically by the object implementing the differential equations problem) if the signed value of the current stepsize that is tried is needed.

The result is undefined if the method is called outside of calls to integrate(org.apache.commons.math.ode.FirstOrderDifferentialEquations, double, double[], double, double[])

Specified by:
getCurrentSignedStepsize in interface FirstOrderIntegrator
Returns:
current signed value of the stepsize

resetInternalState

private void resetInternalState()
Reset internal state to dummy values.