AdaptiveStepsizeFieldIntegrator (Apache Commons Math 3.6.1 API)

org.apache.commons.math3.ode.nonstiff

## Class AdaptiveStepsizeFieldIntegrator<T extends RealFieldElement<T>>

- java.lang.Object
- - org.apache.commons.math3.ode.AbstractFieldIntegrator<T>
  - - org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeFieldIntegrator<T>

- Type Parameters:
    `T` - the type of the field elements
  All Implemented Interfaces:
    FirstOrderFieldIntegrator<T>
  Direct Known Subclasses:
    EmbeddedRungeKuttaFieldIntegrator, MultistepFieldIntegrator

      public abstract class AdaptiveStepsizeFieldIntegrator<T extends RealFieldElement<T>>
      extends AbstractFieldIntegrator<T>

  This abstract class holds the common part of all adaptive stepsize integrators for Ordinary Differential Equations.

  These algorithms perform integration with stepsize control, which means the user does not specify the integration step but rather a tolerance on error. The error threshold is computed as

       threshold_i = absTol_i + relTol_i * max (abs (ym), abs (ym+1))

  where absTol_i is the absolute tolerance for component i of the state vector and relTol_i is the relative tolerance for the same component. The user can also use only two scalar values absTol and relTol which will be used for all components.

  Note that only the `main part` of the state vector is used for stepsize control. The `secondary parts` of the state vector are explicitly ignored for stepsize control.

  If the estimated error for ym+1 is such that

       sqrt((sum (errEst_i / threshold_i)^2 ) / n) < 1

  (where n is the main set dimension) then the step is accepted, otherwise the step is rejected and a new attempt is made with a new stepsize.
  Since:
    3.6

- - ### Field Summary

    Fields
    Modifier and Type | Field and Description
    --- | ---
    `protected int` | `mainSetDimension` Main set dimension.
    `protected double` | `scalAbsoluteTolerance` Allowed absolute scalar error.
    `protected double` | `scalRelativeTolerance` Allowed relative scalar error.
    `protected double[]` | `vecAbsoluteTolerance` Allowed absolute vectorial error.
    `protected double[]` | `vecRelativeTolerance` Allowed relative vectorial error.

  - ### Constructor Summary

    Constructors
    Constructor and Description
    `AdaptiveStepsizeFieldIntegrator(Field<T> field, String name, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)` Build an integrator with the given stepsize bounds.
    `AdaptiveStepsizeFieldIntegrator(Field<T> field, String name, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)` Build an integrator with the given stepsize bounds.

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `protected T` | `filterStep(T h, boolean forward, boolean acceptSmall)` Filter the integration step.
    `T` | `getMaxStep()` Get the maximal step.
    `T` | `getMinStep()` Get the minimal step.
    `T` | `initializeStep(boolean forward, int order, T[] scale, FieldODEStateAndDerivative<T> state0, FieldEquationsMapper<T> mapper)` Initialize the integration step.
    `protected void` | `resetInternalState()` Reset internal state to dummy values.
    `protected void` | `sanityChecks(FieldODEState<T> eqn, T t)` Check the integration span.
    `void` | `setInitialStepSize(T initialStepSize)` Set the initial step size.
    `void` | `setStepSizeControl(double minimalStep, double maximalStep, double[] absoluteTolerance, double[] relativeTolerance)` Set the adaptive step size control parameters.
    `void` | `setStepSizeControl(double minimalStep, double maximalStep, double absoluteTolerance, double relativeTolerance)` Set the adaptive step size control parameters.

    - ### Methods inherited from class org.apache.commons.math3.ode.AbstractFieldIntegrator

      `acceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getCurrentStepStart, getEquations, getEvaluations, getEvaluationsCounter, getEventHandlers, getField, getMaxEvaluations, getName, getStepHandlers, getStepSize, getStepStart, initIntegration, isLastStep, resetOccurred, setIsLastStep, setMaxEvaluations, setStateInitialized, setStepSize, setStepStart`

    - ### Methods inherited from class java.lang.Object

      `clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

    - ### Methods inherited from interface org.apache.commons.math3.ode.FirstOrderFieldIntegrator

      `integrate`

- - ### Field Detail

    - #### scalAbsoluteTolerance

          protected double scalAbsoluteTolerance

      Allowed absolute scalar error.

    - #### scalRelativeTolerance

          protected double scalRelativeTolerance

      Allowed relative scalar error.

    - #### vecAbsoluteTolerance

          protected double[] vecAbsoluteTolerance

      Allowed absolute vectorial error.

    - #### vecRelativeTolerance

          protected double[] vecRelativeTolerance

      Allowed relative vectorial error.

    - #### mainSetDimension

          protected int mainSetDimension

      Main set dimension.

  - ### Constructor Detail

    - #### AdaptiveStepsizeFieldIntegrator

          public AdaptiveStepsizeFieldIntegrator(Field<T> field,
                                         String name,
                                         double minStep,
                                         double maxStep,
                                         double scalAbsoluteTolerance,
                                         double scalRelativeTolerance)

      Build an integrator with the given stepsize bounds. The default step handler does nothing.
      Parameters:
        `field` - field to which the time and state vector elements belong
        `name` - name of the method
        `minStep` - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `maxStep` - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `scalAbsoluteTolerance` - allowed absolute error
        `scalRelativeTolerance` - allowed relative error

    - #### AdaptiveStepsizeFieldIntegrator

          public AdaptiveStepsizeFieldIntegrator(Field<T> field,
                                         String name,
                                         double minStep,
                                         double maxStep,
                                         double[] vecAbsoluteTolerance,
                                         double[] vecRelativeTolerance)

      Build an integrator with the given stepsize bounds. The default step handler does nothing.
      Parameters:
        `field` - field to which the time and state vector elements belong
        `name` - name of the method
        `minStep` - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `maxStep` - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `vecAbsoluteTolerance` - allowed absolute error
        `vecRelativeTolerance` - allowed relative error

  - ### Method Detail

    - #### setStepSizeControl

          public void setStepSizeControl(double minimalStep,
                                double maximalStep,
                                double absoluteTolerance,
                                double relativeTolerance)

      Set the adaptive step size control parameters.

      A side effect of this method is to also reset the initial step so it will be automatically computed by the integrator if `setInitialStepSize` is not called by the user.

      Parameters:
        `minimalStep` - minimal step (must be positive even for backward integration), the last step can be smaller than this
        `maximalStep` - maximal step (must be positive even for backward integration)
        `absoluteTolerance` - allowed absolute error
        `relativeTolerance` - allowed relative error

    - #### setStepSizeControl

          public void setStepSizeControl(double minimalStep,
                                double maximalStep,
                                double[] absoluteTolerance,
                                double[] relativeTolerance)

      Set the adaptive step size control parameters.

      A side effect of this method is to also reset the initial step so it will be automatically computed by the integrator if `setInitialStepSize` is not called by the user.

      Parameters:
        `minimalStep` - minimal step (must be positive even for backward integration), the last step can be smaller than this
        `maximalStep` - maximal step (must be positive even for backward integration)
        `absoluteTolerance` - allowed absolute error
        `relativeTolerance` - allowed relative error

    - #### setInitialStepSize

          public void setInitialStepSize(T initialStepSize)

      Set the initial step size.

      This method allows the user to specify an initial positive step size instead of letting the integrator guess it by itself. If this method is not called before integration is started, the initial step size will be estimated by the integrator.

      Parameters:
        `initialStepSize` - initial step size to use (must be positive even for backward integration ; providing a negative value or a value outside of the min/max step interval will lead the integrator to ignore the value and compute the initial step size by itself)

    - #### sanityChecks

          protected void sanityChecks(FieldODEState<T> eqn,
                          T t)
                               throws DimensionMismatchException,
                                      NumberIsTooSmallException

      Check the integration span.
      Overrides:
        `sanityChecks` in class `AbstractFieldIntegrator<T extends RealFieldElement<T>>`
      Parameters:
        `eqn` - set of differential equations
        `t` - target time for the integration
      Throws:
        `DimensionMismatchException` - if adaptive step size integrators tolerance arrays dimensions are not compatible with equations settings
        `NumberIsTooSmallException` - if integration span is too small

    - #### initializeStep

          public T initializeStep(boolean forward,
                         int order,
                         T[] scale,
                         FieldODEStateAndDerivative<T> state0,
                         FieldEquationsMapper<T> mapper)
                                                       throws MaxCountExceededException,
                                                              DimensionMismatchException

      Initialize the integration step.
      Parameters:
        `forward` - forward integration indicator
        `order` - order of the method
        `scale` - scaling vector for the state vector (can be shorter than state vector)
        `state0` - state at integration start time
        `mapper` - mapper for all the equations
      Returns:
        first integration step
      Throws:
        `MaxCountExceededException` - if the number of functions evaluations is exceeded
        `DimensionMismatchException` - if arrays dimensions do not match equations settings

    - #### filterStep

          protected T filterStep(T h,
                     boolean forward,
                     boolean acceptSmall)
                                                      throws NumberIsTooSmallException

      Filter the integration step.
      Parameters:
        `h` - signed step
        `forward` - forward integration indicator
        `acceptSmall` - if true, steps smaller than the minimal value are silently increased up to this value, if false such small steps generate an exception
      Returns:
        a bounded integration step (h if no bound is reach, or a bounded value)
      Throws:
        `NumberIsTooSmallException` - if the step is too small and acceptSmall is false

    - #### resetInternalState

          protected void resetInternalState()

      Reset internal state to dummy values.

    - #### getMinStep

          public T getMinStep()

      Get the minimal step.
      Returns:
        minimal step

    - #### getMaxStep

          public T getMaxStep()

      Get the maximal step.
      Returns:
        maximal step

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