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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

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/*
 * 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.
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package org.apache.commons.math3.ode.events;

import org.apache.commons.math3.RealFieldElement;
import org.apache.commons.math3.analysis.RealFieldUnivariateFunction;
import org.apache.commons.math3.analysis.solvers.AllowedSolution;
import org.apache.commons.math3.analysis.solvers.BracketedRealFieldUnivariateSolver;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NoBracketingException;
import org.apache.commons.math3.ode.FieldODEState;
import org.apache.commons.math3.ode.FieldODEStateAndDerivative;
import org.apache.commons.math3.ode.sampling.FieldStepInterpolator;
import org.apache.commons.math3.util.FastMath;

/** This class handles the state for one {@link EventHandler
 * event handler} during integration steps.
 *
 * 

Each time the integrator proposes a step, the event handler * switching function should be checked. This class handles the state * of one handler during one integration step, with references to the * state at the end of the preceding step. This information is used to * decide if the handler should trigger an event or not during the * proposed step.

* * @param the type of the field elements * @since 3.6 */ public class FieldEventState> { /** Event handler. */ private final FieldEventHandler handler; /** Maximal time interval between events handler checks. */ private final double maxCheckInterval; /** Convergence threshold for event localization. */ private final T convergence; /** Upper limit in the iteration count for event localization. */ private final int maxIterationCount; /** Time at the beginning of the step. */ private T t0; /** Value of the events handler at the beginning of the step. */ private T g0; /** Simulated sign of g0 (we cheat when crossing events). */ private boolean g0Positive; /** Indicator of event expected during the step. */ private boolean pendingEvent; /** Occurrence time of the pending event. */ private T pendingEventTime; /** Occurrence time of the previous event. */ private T previousEventTime; /** Integration direction. */ private boolean forward; /** Variation direction around pending event. * (this is considered with respect to the integration direction) */ private boolean increasing; /** Next action indicator. */ private Action nextAction; /** Root-finding algorithm to use to detect state events. */ private final BracketedRealFieldUnivariateSolver solver; /** Simple constructor. * @param handler event handler * @param maxCheckInterval maximal time interval between switching * function checks (this interval prevents missing sign changes in * case the integration steps becomes very large) * @param convergence convergence threshold in the event time search * @param maxIterationCount upper limit of the iteration count in * the event time search * @param solver Root-finding algorithm to use to detect state events */ public FieldEventState(final FieldEventHandler handler, final double maxCheckInterval, final T convergence, final int maxIterationCount, final BracketedRealFieldUnivariateSolver solver) { this.handler = handler; this.maxCheckInterval = maxCheckInterval; this.convergence = convergence.abs(); this.maxIterationCount = maxIterationCount; this.solver = solver; // some dummy values ... t0 = null; g0 = null; g0Positive = true; pendingEvent = false; pendingEventTime = null; previousEventTime = null; increasing = true; nextAction = Action.CONTINUE; } /** Get the underlying event handler. * @return underlying event handler */ public FieldEventHandler getEventHandler() { return handler; } /** Get the maximal time interval between events handler checks. * @return maximal time interval between events handler checks */ public double getMaxCheckInterval() { return maxCheckInterval; } /** Get the convergence threshold for event localization. * @return convergence threshold for event localization */ public T getConvergence() { return convergence; } /** Get the upper limit in the iteration count for event localization. * @return upper limit in the iteration count for event localization */ public int getMaxIterationCount() { return maxIterationCount; } /** Reinitialize the beginning of the step. * @param interpolator valid for the current step * @exception MaxCountExceededException if the interpolator throws one because * the number of functions evaluations is exceeded */ public void reinitializeBegin(final FieldStepInterpolator interpolator) throws MaxCountExceededException { final FieldODEStateAndDerivative s0 = interpolator.getPreviousState(); t0 = s0.getTime(); g0 = handler.g(s0); if (g0.getReal() == 0) { // excerpt from MATH-421 issue: // If an ODE solver is setup with an EventHandler that return STOP // when the even is triggered, the integrator stops (which is exactly // the expected behavior). If however the user wants to restart the // solver from the final state reached at the event with the same // configuration (expecting the event to be triggered again at a // later time), then the integrator may fail to start. It can get stuck // at the previous event. The use case for the bug MATH-421 is fairly // general, so events occurring exactly at start in the first step should // be ignored. // extremely rare case: there is a zero EXACTLY at interval start // we will use the sign slightly after step beginning to force ignoring this zero final double epsilon = FastMath.max(solver.getAbsoluteAccuracy().getReal(), FastMath.abs(solver.getRelativeAccuracy().multiply(t0).getReal())); final T tStart = t0.add(0.5 * epsilon); g0 = handler.g(interpolator.getInterpolatedState(tStart)); } g0Positive = g0.getReal() >= 0; } /** Evaluate the impact of the proposed step on the event handler. * @param interpolator step interpolator for the proposed step * @return true if the event handler triggers an event before * the end of the proposed step * @exception MaxCountExceededException if the interpolator throws one because * the number of functions evaluations is exceeded * @exception NoBracketingException if the event cannot be bracketed */ public boolean evaluateStep(final FieldStepInterpolator interpolator) throws MaxCountExceededException, NoBracketingException { forward = interpolator.isForward(); final FieldODEStateAndDerivative s1 = interpolator.getCurrentState(); final T t1 = s1.getTime(); final T dt = t1.subtract(t0); if (dt.abs().subtract(convergence).getReal() < 0) { // we cannot do anything on such a small step, don't trigger any events return false; } final int n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt.getReal()) / maxCheckInterval)); final T h = dt.divide(n); final RealFieldUnivariateFunction f = new RealFieldUnivariateFunction() { /** {@inheritDoc} */ public T value(final T t) { return handler.g(interpolator.getInterpolatedState(t)); } }; T ta = t0; T ga = g0; for (int i = 0; i < n; ++i) { // evaluate handler value at the end of the substep final T tb = (i == n - 1) ? t1 : t0.add(h.multiply(i + 1)); final T gb = handler.g(interpolator.getInterpolatedState(tb)); // check events occurrence if (g0Positive ^ (gb.getReal() >= 0)) { // there is a sign change: an event is expected during this step // variation direction, with respect to the integration direction increasing = gb.subtract(ga).getReal() >= 0; // find the event time making sure we select a solution just at or past the exact root final T root = forward ? solver.solve(maxIterationCount, f, ta, tb, AllowedSolution.RIGHT_SIDE) : solver.solve(maxIterationCount, f, tb, ta, AllowedSolution.LEFT_SIDE); if (previousEventTime != null && root.subtract(ta).abs().subtract(convergence).getReal() <= 0 && root.subtract(previousEventTime).abs().subtract(convergence).getReal() <= 0) { // we have either found nothing or found (again ?) a past event, // retry the substep excluding this value, and taking care to have the // required sign in case the g function is noisy around its zero and // crosses the axis several times do { ta = forward ? ta.add(convergence) : ta.subtract(convergence); ga = f.value(ta); } while ((g0Positive ^ (ga.getReal() >= 0)) && (forward ^ (ta.subtract(tb).getReal() >= 0))); if (forward ^ (ta.subtract(tb).getReal() >= 0)) { // we were able to skip this spurious root --i; } else { // we can't avoid this root before the end of the step, // we have to handle it despite it is close to the former one // maybe we have two very close roots pendingEventTime = root; pendingEvent = true; return true; } } else if (previousEventTime == null || previousEventTime.subtract(root).abs().subtract(convergence).getReal() > 0) { pendingEventTime = root; pendingEvent = true; return true; } else { // no sign change: there is no event for now ta = tb; ga = gb; } } else { // no sign change: there is no event for now ta = tb; ga = gb; } } // no event during the whole step pendingEvent = false; pendingEventTime = null; return false; } /** Get the occurrence time of the event triggered in the current step. * @return occurrence time of the event triggered in the current * step or infinity if no events are triggered */ public T getEventTime() { return pendingEvent ? pendingEventTime : t0.getField().getZero().add(forward ? Double.POSITIVE_INFINITY : Double.NEGATIVE_INFINITY); } /** Acknowledge the fact the step has been accepted by the integrator. * @param state state at the end of the step */ public void stepAccepted(final FieldODEStateAndDerivative state) { t0 = state.getTime(); g0 = handler.g(state); if (pendingEvent && pendingEventTime.subtract(state.getTime()).abs().subtract(convergence).getReal() <= 0) { // force the sign to its value "just after the event" previousEventTime = state.getTime(); g0Positive = increasing; nextAction = handler.eventOccurred(state, !(increasing ^ forward)); } else { g0Positive = g0.getReal() >= 0; nextAction = Action.CONTINUE; } } /** Check if the integration should be stopped at the end of the * current step. * @return true if the integration should be stopped */ public boolean stop() { return nextAction == Action.STOP; } /** Let the event handler reset the state if it wants. * @param state state at the beginning of the next step * @return reset state (may by the same as initial state if only * derivatives should be reset), or null if nothing is reset */ public FieldODEState reset(final FieldODEStateAndDerivative state) { if (!(pendingEvent && pendingEventTime.subtract(state.getTime()).abs().subtract(convergence).getReal() <= 0)) { return null; } final FieldODEState newState; if (nextAction == Action.RESET_STATE) { newState = handler.resetState(state); } else if (nextAction == Action.RESET_DERIVATIVES) { newState = state; } else { newState = null; } pendingEvent = false; pendingEventTime = null; return newState; } }




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