| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| |
| package org.apache.commons.math4.legacy.ode; |
| |
| import java.util.ArrayList; |
| import java.util.Collection; |
| import java.util.Collections; |
| import java.util.Comparator; |
| import java.util.Iterator; |
| import java.util.List; |
| import java.util.SortedSet; |
| import java.util.TreeSet; |
| |
| import org.apache.commons.math4.legacy.analysis.solvers.BracketingNthOrderBrentSolver; |
| import org.apache.commons.math4.legacy.analysis.solvers.UnivariateSolver; |
| import org.apache.commons.math4.legacy.exception.DimensionMismatchException; |
| import org.apache.commons.math4.legacy.exception.MaxCountExceededException; |
| import org.apache.commons.math4.legacy.exception.NoBracketingException; |
| import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException; |
| import org.apache.commons.math4.legacy.exception.util.LocalizedFormats; |
| import org.apache.commons.math4.legacy.ode.events.EventHandler; |
| import org.apache.commons.math4.legacy.ode.events.EventState; |
| import org.apache.commons.math4.legacy.ode.sampling.AbstractStepInterpolator; |
| import org.apache.commons.math4.legacy.ode.sampling.StepHandler; |
| import org.apache.commons.math4.core.jdkmath.JdkMath; |
| import org.apache.commons.math4.legacy.core.IntegerSequence; |
| import org.apache.commons.numbers.core.Precision; |
| |
| /** |
| * Base class managing common boilerplate for all integrators. |
| * @since 2.0 |
| */ |
| public abstract class AbstractIntegrator implements FirstOrderIntegrator { |
| |
| /** Step handler. */ |
| protected Collection<StepHandler> stepHandlers; |
| |
| /** Current step start time. */ |
| protected double stepStart; |
| |
| /** Current stepsize. */ |
| protected double stepSize; |
| |
| /** Indicator for last step. */ |
| protected boolean isLastStep; |
| |
| /** Indicator that a state or derivative reset was triggered by some event. */ |
| protected boolean resetOccurred; |
| |
| /** Events states. */ |
| private Collection<EventState> eventsStates; |
| |
| /** Initialization indicator of events states. */ |
| private boolean statesInitialized; |
| |
| /** Name of the method. */ |
| private final String name; |
| |
| /** Counter for number of evaluations. */ |
| private IntegerSequence.Incrementor evaluations; |
| |
| /** Differential equations to integrate. */ |
| private transient ExpandableStatefulODE expandable; |
| |
| /** Build an instance. |
| * @param name name of the method |
| */ |
| public AbstractIntegrator(final String name) { |
| this.name = name; |
| stepHandlers = new ArrayList<>(); |
| stepStart = Double.NaN; |
| stepSize = Double.NaN; |
| eventsStates = new ArrayList<>(); |
| statesInitialized = false; |
| evaluations = IntegerSequence.Incrementor.create().withMaximalCount(Integer.MAX_VALUE); |
| } |
| |
| /** Build an instance with a null name. |
| */ |
| protected AbstractIntegrator() { |
| this(null); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public String getName() { |
| return name; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public void addStepHandler(final StepHandler handler) { |
| stepHandlers.add(handler); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public Collection<StepHandler> getStepHandlers() { |
| return Collections.unmodifiableCollection(stepHandlers); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public void clearStepHandlers() { |
| stepHandlers.clear(); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public void addEventHandler(final EventHandler handler, |
| final double maxCheckInterval, |
| final double convergence, |
| final int maxIterationCount) { |
| addEventHandler(handler, maxCheckInterval, convergence, |
| maxIterationCount, |
| new BracketingNthOrderBrentSolver(convergence, 5)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public void addEventHandler(final EventHandler handler, |
| final double maxCheckInterval, |
| final double convergence, |
| final int maxIterationCount, |
| final UnivariateSolver solver) { |
| eventsStates.add(new EventState(handler, maxCheckInterval, convergence, |
| maxIterationCount, solver)); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public Collection<EventHandler> getEventHandlers() { |
| final List<EventHandler> list = new ArrayList<>(eventsStates.size()); |
| for (EventState state : eventsStates) { |
| list.add(state.getEventHandler()); |
| } |
| return Collections.unmodifiableCollection(list); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public void clearEventHandlers() { |
| eventsStates.clear(); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double getCurrentStepStart() { |
| return stepStart; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double getCurrentSignedStepsize() { |
| return stepSize; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public void setMaxEvaluations(int maxEvaluations) { |
| evaluations = evaluations.withMaximalCount((maxEvaluations < 0) ? Integer.MAX_VALUE : maxEvaluations); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int getMaxEvaluations() { |
| return evaluations.getMaximalCount(); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int getEvaluations() { |
| return evaluations.getCount(); |
| } |
| |
| /** Prepare the start of an integration. |
| * @param t0 start value of the independent <i>time</i> variable |
| * @param y0 array containing the start value of the state vector |
| * @param t target time for the integration |
| */ |
| protected void initIntegration(final double t0, final double[] y0, final double t) { |
| |
| evaluations = evaluations.withStart(0); |
| |
| for (final EventState state : eventsStates) { |
| state.setExpandable(expandable); |
| state.getEventHandler().init(t0, y0, t); |
| } |
| |
| for (StepHandler handler : stepHandlers) { |
| handler.init(t0, y0, t); |
| } |
| |
| setStateInitialized(false); |
| |
| } |
| |
| /** Set the equations. |
| * @param equations equations to set |
| */ |
| protected void setEquations(final ExpandableStatefulODE equations) { |
| this.expandable = equations; |
| } |
| |
| /** Get the differential equations to integrate. |
| * @return differential equations to integrate |
| * @since 3.2 |
| */ |
| protected ExpandableStatefulODE getExpandable() { |
| return expandable; |
| } |
| |
| /** Get the evaluations counter. |
| * @return evaluations counter |
| * @since 3.6 |
| */ |
| protected IntegerSequence.Incrementor getCounter() { |
| return evaluations; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double integrate(final FirstOrderDifferentialEquations equations, |
| final double t0, final double[] y0, final double t, final double[] y) |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| if (y0.length != equations.getDimension()) { |
| throw new DimensionMismatchException(y0.length, equations.getDimension()); |
| } |
| if (y.length != equations.getDimension()) { |
| throw new DimensionMismatchException(y.length, equations.getDimension()); |
| } |
| |
| // prepare expandable stateful equations |
| final ExpandableStatefulODE expandableODE = new ExpandableStatefulODE(equations); |
| expandableODE.setTime(t0); |
| expandableODE.setPrimaryState(y0); |
| |
| // perform integration |
| integrate(expandableODE, t); |
| |
| // extract results back from the stateful equations |
| System.arraycopy(expandableODE.getPrimaryState(), 0, y, 0, y.length); |
| return expandableODE.getTime(); |
| |
| } |
| |
| /** Integrate a set of differential equations up to the given time. |
| * <p>This method solves an Initial Value Problem (IVP).</p> |
| * <p>The set of differential equations is composed of a main set, which |
| * can be extended by some sets of secondary equations. The set of |
| * equations must be already set up with initial time and partial states. |
| * At integration completion, the final time and partial states will be |
| * available in the same object.</p> |
| * <p>Since this method stores some internal state variables made |
| * available in its public interface during integration ({@link |
| * #getCurrentSignedStepsize()}), it is <em>not</em> thread-safe.</p> |
| * @param equations complete set of differential equations to integrate |
| * @param t target time for the integration |
| * (can be set to a value smaller than <code>t0</code> for backward integration) |
| * @exception NumberIsTooSmallException if integration step is too small |
| * @throws DimensionMismatchException if the dimension of the complete state does not |
| * match the complete equations sets dimension |
| * @exception MaxCountExceededException if the number of functions evaluations is exceeded |
| * @exception NoBracketingException if the location of an event cannot be bracketed |
| */ |
| public abstract void integrate(ExpandableStatefulODE equations, double t) |
| throws NumberIsTooSmallException, DimensionMismatchException, |
| MaxCountExceededException, NoBracketingException; |
| |
| /** Compute the derivatives and check the number of evaluations. |
| * @param t current value of the independent <I>time</I> variable |
| * @param y array containing the current value of the state vector |
| * @param yDot placeholder array where to put the time derivative of the state vector |
| * @exception MaxCountExceededException if the number of functions evaluations is exceeded |
| * @exception DimensionMismatchException if arrays dimensions do not match equations settings |
| * @exception NullPointerException if the ODE equations have not been set (i.e. if this method |
| * is called outside of a call to {@link #integrate(ExpandableStatefulODE, double)} or {@link |
| * #integrate(FirstOrderDifferentialEquations, double, double[], double, double[])}) |
| */ |
| public void computeDerivatives(final double t, final double[] y, final double[] yDot) |
| throws MaxCountExceededException, DimensionMismatchException, NullPointerException { |
| evaluations.increment(); |
| expandable.computeDerivatives(t, y, yDot); |
| } |
| |
| /** Set the stateInitialized flag. |
| * <p>This method must be called by integrators with the value |
| * {@code false} before they start integration, so a proper lazy |
| * initialization is done automatically on the first step.</p> |
| * @param stateInitialized new value for the flag |
| * @since 2.2 |
| */ |
| protected void setStateInitialized(final boolean stateInitialized) { |
| this.statesInitialized = stateInitialized; |
| } |
| |
| /** Accept a step, triggering events and step handlers. |
| * @param interpolator step interpolator |
| * @param y state vector at step end time, must be reset if an event |
| * asks for resetting or if an events stops integration during the step |
| * @param yDot placeholder array where to put the time derivative of the state vector |
| * @param tEnd final integration time |
| * @return time at end of step |
| * @exception MaxCountExceededException if the interpolator throws one because |
| * the number of functions evaluations is exceeded |
| * @exception NoBracketingException if the location of an event cannot be bracketed |
| * @exception DimensionMismatchException if arrays dimensions do not match equations settings |
| * @since 2.2 |
| */ |
| protected double acceptStep(final AbstractStepInterpolator interpolator, |
| final double[] y, final double[] yDot, final double tEnd) |
| throws MaxCountExceededException, DimensionMismatchException, NoBracketingException { |
| |
| double previousT = interpolator.getGlobalPreviousTime(); |
| final double currentT = interpolator.getGlobalCurrentTime(); |
| |
| // initialize the events states if needed |
| if (! statesInitialized) { |
| for (EventState state : eventsStates) { |
| state.reinitializeBegin(interpolator); |
| } |
| statesInitialized = true; |
| } |
| |
| // search for next events that may occur during the step |
| final int orderingSign = interpolator.isForward() ? +1 : -1; |
| SortedSet<EventState> occurringEvents = new TreeSet<>(new Comparator<EventState>() { |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int compare(EventState es0, EventState es1) { |
| return orderingSign * Double.compare(es0.getEventTime(), es1.getEventTime()); |
| } |
| |
| }); |
| |
| for (final EventState state : eventsStates) { |
| if (state.evaluateStep(interpolator)) { |
| // the event occurs during the current step |
| occurringEvents.add(state); |
| } |
| } |
| |
| while (!occurringEvents.isEmpty()) { |
| |
| // handle the chronologically first event |
| final Iterator<EventState> iterator = occurringEvents.iterator(); |
| final EventState currentEvent = iterator.next(); |
| iterator.remove(); |
| |
| // restrict the interpolator to the first part of the step, up to the event |
| final double eventT = currentEvent.getEventTime(); |
| interpolator.setSoftPreviousTime(previousT); |
| interpolator.setSoftCurrentTime(eventT); |
| |
| // get state at event time |
| interpolator.setInterpolatedTime(eventT); |
| final double[] eventYComplete = new double[y.length]; |
| expandable.getPrimaryMapper().insertEquationData(interpolator.getInterpolatedState(), |
| eventYComplete); |
| int index = 0; |
| for (EquationsMapper secondary : expandable.getSecondaryMappers()) { |
| secondary.insertEquationData(interpolator.getInterpolatedSecondaryState(index++), |
| eventYComplete); |
| } |
| |
| // advance all event states to current time |
| for (final EventState state : eventsStates) { |
| state.stepAccepted(eventT, eventYComplete); |
| isLastStep = isLastStep || state.stop(); |
| } |
| |
| // handle the first part of the step, up to the event |
| for (final StepHandler handler : stepHandlers) { |
| handler.handleStep(interpolator, isLastStep); |
| } |
| |
| if (isLastStep) { |
| // the event asked to stop integration |
| System.arraycopy(eventYComplete, 0, y, 0, y.length); |
| return eventT; |
| } |
| |
| resetOccurred = false; |
| final boolean needReset = currentEvent.reset(eventT, eventYComplete); |
| if (needReset) { |
| // some event handler has triggered changes that |
| // invalidate the derivatives, we need to recompute them |
| interpolator.setInterpolatedTime(eventT); |
| System.arraycopy(eventYComplete, 0, y, 0, y.length); |
| computeDerivatives(eventT, y, yDot); |
| resetOccurred = true; |
| return eventT; |
| } |
| |
| // prepare handling of the remaining part of the step |
| previousT = eventT; |
| interpolator.setSoftPreviousTime(eventT); |
| interpolator.setSoftCurrentTime(currentT); |
| |
| // check if the same event occurs again in the remaining part of the step |
| if (currentEvent.evaluateStep(interpolator)) { |
| // the event occurs during the current step |
| occurringEvents.add(currentEvent); |
| } |
| |
| } |
| |
| // last part of the step, after the last event |
| interpolator.setInterpolatedTime(currentT); |
| final double[] currentY = new double[y.length]; |
| expandable.getPrimaryMapper().insertEquationData(interpolator.getInterpolatedState(), |
| currentY); |
| int index = 0; |
| for (EquationsMapper secondary : expandable.getSecondaryMappers()) { |
| secondary.insertEquationData(interpolator.getInterpolatedSecondaryState(index++), |
| currentY); |
| } |
| for (final EventState state : eventsStates) { |
| state.stepAccepted(currentT, currentY); |
| isLastStep = isLastStep || state.stop(); |
| } |
| isLastStep = isLastStep || Precision.equals(currentT, tEnd, 1); |
| |
| // handle the remaining part of the step, after all events if any |
| for (StepHandler handler : stepHandlers) { |
| handler.handleStep(interpolator, isLastStep); |
| } |
| |
| return currentT; |
| |
| } |
| |
| /** Check the integration span. |
| * @param equations set of differential equations |
| * @param t target time for the integration |
| * @exception NumberIsTooSmallException if integration span is too small |
| * @exception DimensionMismatchException if adaptive step size integrators |
| * tolerance arrays dimensions are not compatible with equations settings |
| */ |
| protected void sanityChecks(final ExpandableStatefulODE equations, final double t) |
| throws NumberIsTooSmallException, DimensionMismatchException { |
| |
| final double threshold = 1000 * JdkMath.ulp(JdkMath.max(JdkMath.abs(equations.getTime()), |
| JdkMath.abs(t))); |
| final double dt = JdkMath.abs(equations.getTime() - t); |
| if (dt <= threshold) { |
| throw new NumberIsTooSmallException(LocalizedFormats.TOO_SMALL_INTEGRATION_INTERVAL, |
| dt, threshold, false); |
| } |
| |
| } |
| |
| } |