| /* |
| * 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.nonstiff; |
| |
| |
| 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.TooManyEvaluationsException; |
| import org.apache.commons.math4.legacy.ode.FirstOrderDifferentialEquations; |
| import org.apache.commons.math4.legacy.ode.FirstOrderIntegrator; |
| import org.apache.commons.math4.legacy.ode.TestProblem1; |
| import org.apache.commons.math4.legacy.ode.TestProblem3; |
| import org.apache.commons.math4.legacy.ode.TestProblem4; |
| import org.apache.commons.math4.legacy.ode.TestProblem5; |
| import org.apache.commons.math4.legacy.ode.TestProblemHandler; |
| import org.apache.commons.math4.legacy.ode.events.EventHandler; |
| import org.apache.commons.math4.core.jdkmath.JdkMath; |
| import org.junit.Assert; |
| import org.junit.Test; |
| |
| public class HighamHall54IntegratorTest { |
| |
| @Test |
| public void testWrongDerivative() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| HighamHall54Integrator integrator = |
| new HighamHall54Integrator(0.0, 1.0, 1.0e-10, 1.0e-10); |
| FirstOrderDifferentialEquations equations = |
| new FirstOrderDifferentialEquations() { |
| @Override |
| public void computeDerivatives(double t, double[] y, double[] dot) { |
| if (t < -0.5) { |
| throw new LocalException(); |
| } else { |
| throw new RuntimeException("oops"); |
| } |
| } |
| @Override |
| public int getDimension() { |
| return 1; |
| } |
| }; |
| |
| try { |
| integrator.integrate(equations, -1.0, new double[1], 0.0, new double[1]); |
| Assert.fail("an exception should have been thrown"); |
| } catch(LocalException de) { |
| // expected behavior |
| } |
| |
| try { |
| integrator.integrate(equations, 0.0, new double[1], 1.0, new double[1]); |
| Assert.fail("an exception should have been thrown"); |
| } catch(RuntimeException de) { |
| // expected behavior |
| } |
| |
| } |
| |
| @Test(expected=NumberIsTooSmallException.class) |
| public void testMinStep() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| TestProblem1 pb = new TestProblem1(); |
| double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime()); |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 }; |
| double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 }; |
| |
| FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep, |
| vecAbsoluteTolerance, |
| vecRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| integ.integrate(pb, |
| pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| Assert.fail("an exception should have been thrown"); |
| |
| } |
| |
| @Test |
| public void testIncreasingTolerance() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| int previousCalls = Integer.MAX_VALUE; |
| for (int i = -12; i < -2; ++i) { |
| TestProblem1 pb = new TestProblem1(); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double scalAbsoluteTolerance = JdkMath.pow(10.0, i); |
| double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; |
| |
| FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep, |
| scalAbsoluteTolerance, |
| scalRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| integ.integrate(pb, |
| pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| |
| // the 1.3 factor is only valid for this test |
| // and has been obtained from trial and error |
| // there is no general relation between local and global errors |
| Assert.assertTrue(handler.getMaximalValueError() < (1.3 * scalAbsoluteTolerance)); |
| Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12); |
| |
| int calls = pb.getCalls(); |
| Assert.assertEquals(integ.getEvaluations(), calls); |
| Assert.assertTrue(calls <= previousCalls); |
| previousCalls = calls; |
| |
| } |
| |
| } |
| |
| @Test |
| public void testBackward() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| TestProblem5 pb = new TestProblem5(); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double scalAbsoluteTolerance = 1.0e-8; |
| double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; |
| |
| FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep, |
| scalAbsoluteTolerance, |
| scalRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| |
| Assert.assertTrue(handler.getLastError() < 5.0e-7); |
| Assert.assertTrue(handler.getMaximalValueError() < 5.0e-7); |
| Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12); |
| Assert.assertEquals("Higham-Hall 5(4)", integ.getName()); |
| } |
| |
| @Test |
| public void testEvents() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| TestProblem4 pb = new TestProblem4(); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double scalAbsoluteTolerance = 1.0e-8; |
| double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; |
| |
| FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep, |
| scalAbsoluteTolerance, |
| scalRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| EventHandler[] functions = pb.getEventsHandlers(); |
| double convergence = 1.0e-8 * maxStep; |
| for (int l = 0; l < functions.length; ++l) { |
| integ.addEventHandler(functions[l], |
| Double.POSITIVE_INFINITY, convergence, 1000); |
| } |
| Assert.assertEquals(functions.length, integ.getEventHandlers().size()); |
| integ.integrate(pb, |
| pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| |
| Assert.assertTrue(handler.getMaximalValueError() < 1.0e-7); |
| Assert.assertEquals(0, handler.getMaximalTimeError(), convergence); |
| Assert.assertEquals(12.0, handler.getLastTime(), convergence); |
| integ.clearEventHandlers(); |
| Assert.assertEquals(0, integ.getEventHandlers().size()); |
| |
| } |
| |
| @Test(expected=LocalException.class) |
| public void testEventsErrors() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| final TestProblem1 pb = new TestProblem1(); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double scalAbsoluteTolerance = 1.0e-8; |
| double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; |
| |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, |
| scalAbsoluteTolerance, scalRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| |
| integ.addEventHandler(new EventHandler() { |
| @Override |
| public void init(double t0, double[] y0, double t) { |
| } |
| @Override |
| public Action eventOccurred(double t, double[] y, boolean increasing) { |
| return Action.CONTINUE; |
| } |
| @Override |
| public double g(double t, double[] y) { |
| double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2; |
| double offset = t - middle; |
| if (offset > 0) { |
| throw new LocalException(); |
| } |
| return offset; |
| } |
| @Override |
| public void resetState(double t, double[] y) { |
| } |
| }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000); |
| |
| integ.integrate(pb, |
| pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| |
| } |
| |
| private static class LocalException extends RuntimeException { |
| private static final long serialVersionUID = 3041292643919807960L; |
| } |
| |
| @Test |
| public void testEventsNoConvergence() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| final TestProblem1 pb = new TestProblem1(); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double scalAbsoluteTolerance = 1.0e-8; |
| double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; |
| |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, |
| scalAbsoluteTolerance, scalRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| |
| integ.addEventHandler(new EventHandler() { |
| @Override |
| public void init(double t0, double[] y0, double t) { |
| } |
| @Override |
| public Action eventOccurred(double t, double[] y, boolean increasing) { |
| return Action.CONTINUE; |
| } |
| @Override |
| public double g(double t, double[] y) { |
| double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2; |
| double offset = t - middle; |
| return (offset > 0) ? (offset + 0.5) : (offset - 0.5); |
| } |
| @Override |
| public void resetState(double t, double[] y) { |
| } |
| }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 3); |
| |
| try { |
| integ.integrate(pb, |
| pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| Assert.fail("an exception should have been thrown"); |
| } catch (TooManyEvaluationsException tmee) { |
| // Expected. |
| } |
| |
| } |
| |
| @Test |
| public void testSanityChecks() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| final TestProblem3 pb = new TestProblem3(0.9); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| |
| try { |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]); |
| integ.integrate(pb, pb.getInitialTime(), new double[6], |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| Assert.fail("an exception should have been thrown"); |
| } catch (DimensionMismatchException ie) { |
| // expected behavior |
| } |
| |
| try { |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]); |
| integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[6]); |
| Assert.fail("an exception should have been thrown"); |
| } catch (DimensionMismatchException ie) { |
| // expected behavior |
| } |
| |
| try { |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, new double[2], new double[4]); |
| integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| Assert.fail("an exception should have been thrown"); |
| } catch (DimensionMismatchException ie) { |
| // expected behavior |
| } |
| |
| try { |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, new double[4], new double[2]); |
| integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| Assert.fail("an exception should have been thrown"); |
| } catch (DimensionMismatchException ie) { |
| // expected behavior |
| } |
| |
| try { |
| FirstOrderIntegrator integ = |
| new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]); |
| integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), |
| pb.getInitialTime(), new double[pb.getDimension()]); |
| Assert.fail("an exception should have been thrown"); |
| } catch (NumberIsTooSmallException ie) { |
| // expected behavior |
| } |
| |
| } |
| |
| @Test |
| public void testKepler() |
| throws DimensionMismatchException, NumberIsTooSmallException, |
| MaxCountExceededException, NoBracketingException { |
| |
| final TestProblem3 pb = new TestProblem3(0.9); |
| double minStep = 0; |
| double maxStep = pb.getFinalTime() - pb.getInitialTime(); |
| double[] vecAbsoluteTolerance = { 1.0e-8, 1.0e-8, 1.0e-10, 1.0e-10 }; |
| double[] vecRelativeTolerance = { 1.0e-10, 1.0e-10, 1.0e-8, 1.0e-8 }; |
| |
| FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep, |
| vecAbsoluteTolerance, |
| vecRelativeTolerance); |
| TestProblemHandler handler = new TestProblemHandler(pb, integ); |
| integ.addStepHandler(handler); |
| integ.integrate(pb, |
| pb.getInitialTime(), pb.getInitialState(), |
| pb.getFinalTime(), new double[pb.getDimension()]); |
| Assert.assertEquals(0.0, handler.getMaximalValueError(), 1.5e-4); |
| Assert.assertEquals("Higham-Hall 5(4)", integ.getName()); |
| } |
| |
| } |
