All Downloads are FREE. Search and download functionalities are using the official Maven repository.

org.apache.commons.math3.ode.nonstiff.AdamsFieldStepInterpolator Maven / Gradle / Ivy

There is a newer version: 2.12.15
Show newest version
/*
 * 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.math3.ode.nonstiff;

import java.util.Arrays;

import org.apache.commons.math3.RealFieldElement;
import org.apache.commons.math3.linear.Array2DRowFieldMatrix;
import org.apache.commons.math3.ode.FieldEquationsMapper;
import org.apache.commons.math3.ode.FieldODEStateAndDerivative;
import org.apache.commons.math3.ode.sampling.AbstractFieldStepInterpolator;
import org.apache.commons.math3.util.MathArrays;

/**
 * This class implements an interpolator for Adams integrators using Nordsieck representation.
 *
 * 

This interpolator computes dense output around the current point. * The interpolation equation is based on Taylor series formulas. * * @see AdamsBashforthFieldIntegrator * @see AdamsMoultonFieldIntegrator * @param the type of the field elements * @since 3.6 */ class AdamsFieldStepInterpolator> extends AbstractFieldStepInterpolator { /** Step size used in the first scaled derivative and Nordsieck vector. */ private T scalingH; /** Reference state. *

Sometimes, the reference state is the same as globalPreviousState, * sometimes it is the same as globalCurrentState, so we use a separate * field to avoid any confusion. *

*/ private final FieldODEStateAndDerivative reference; /** First scaled derivative. */ private final T[] scaled; /** Nordsieck vector. */ private final Array2DRowFieldMatrix nordsieck; /** Simple constructor. * @param stepSize step size used in the scaled and Nordsieck arrays * @param reference reference state from which Taylor expansion are estimated * @param scaled first scaled derivative * @param nordsieck Nordsieck vector * @param isForward integration direction indicator * @param globalPreviousState start of the global step * @param globalCurrentState end of the global step * @param equationsMapper mapper for ODE equations primary and secondary components */ AdamsFieldStepInterpolator(final T stepSize, final FieldODEStateAndDerivative reference, final T[] scaled, final Array2DRowFieldMatrix nordsieck, final boolean isForward, final FieldODEStateAndDerivative globalPreviousState, final FieldODEStateAndDerivative globalCurrentState, final FieldEquationsMapper equationsMapper) { this(stepSize, reference, scaled, nordsieck, isForward, globalPreviousState, globalCurrentState, globalPreviousState, globalCurrentState, equationsMapper); } /** Simple constructor. * @param stepSize step size used in the scaled and Nordsieck arrays * @param reference reference state from which Taylor expansion are estimated * @param scaled first scaled derivative * @param nordsieck Nordsieck vector * @param isForward integration direction indicator * @param globalPreviousState start of the global step * @param globalCurrentState end of the global step * @param softPreviousState start of the restricted step * @param softCurrentState end of the restricted step * @param equationsMapper mapper for ODE equations primary and secondary components */ private AdamsFieldStepInterpolator(final T stepSize, final FieldODEStateAndDerivative reference, final T[] scaled, final Array2DRowFieldMatrix nordsieck, final boolean isForward, final FieldODEStateAndDerivative globalPreviousState, final FieldODEStateAndDerivative globalCurrentState, final FieldODEStateAndDerivative softPreviousState, final FieldODEStateAndDerivative softCurrentState, final FieldEquationsMapper equationsMapper) { super(isForward, globalPreviousState, globalCurrentState, softPreviousState, softCurrentState, equationsMapper); this.scalingH = stepSize; this.reference = reference; this.scaled = scaled.clone(); this.nordsieck = new Array2DRowFieldMatrix(nordsieck.getData(), false); } /** Create a new instance. * @param newForward integration direction indicator * @param newGlobalPreviousState start of the global step * @param newGlobalCurrentState end of the global step * @param newSoftPreviousState start of the restricted step * @param newSoftCurrentState end of the restricted step * @param newMapper equations mapper for the all equations * @return a new instance */ @Override protected AdamsFieldStepInterpolator create(boolean newForward, FieldODEStateAndDerivative newGlobalPreviousState, FieldODEStateAndDerivative newGlobalCurrentState, FieldODEStateAndDerivative newSoftPreviousState, FieldODEStateAndDerivative newSoftCurrentState, FieldEquationsMapper newMapper) { return new AdamsFieldStepInterpolator(scalingH, reference, scaled, nordsieck, newForward, newGlobalPreviousState, newGlobalCurrentState, newSoftPreviousState, newSoftCurrentState, newMapper); } /** {@inheritDoc} */ @Override protected FieldODEStateAndDerivative computeInterpolatedStateAndDerivatives(final FieldEquationsMapper equationsMapper, final T time, final T theta, final T thetaH, final T oneMinusThetaH) { return taylor(reference, time, scalingH, scaled, nordsieck); } /** Estimate state by applying Taylor formula. * @param reference reference state * @param time time at which state must be estimated * @param stepSize step size used in the scaled and Nordsieck arrays * @param scaled first scaled derivative * @param nordsieck Nordsieck vector * @return estimated state * @param the type of the field elements */ public static > FieldODEStateAndDerivative taylor(final FieldODEStateAndDerivative reference, final S time, final S stepSize, final S[] scaled, final Array2DRowFieldMatrix nordsieck) { final S x = time.subtract(reference.getTime()); final S normalizedAbscissa = x.divide(stepSize); S[] stateVariation = MathArrays.buildArray(time.getField(), scaled.length); Arrays.fill(stateVariation, time.getField().getZero()); S[] estimatedDerivatives = MathArrays.buildArray(time.getField(), scaled.length); Arrays.fill(estimatedDerivatives, time.getField().getZero()); // apply Taylor formula from high order to low order, // for the sake of numerical accuracy final S[][] nData = nordsieck.getDataRef(); for (int i = nData.length - 1; i >= 0; --i) { final int order = i + 2; final S[] nDataI = nData[i]; final S power = normalizedAbscissa.pow(order); for (int j = 0; j < nDataI.length; ++j) { final S d = nDataI[j].multiply(power); stateVariation[j] = stateVariation[j].add(d); estimatedDerivatives[j] = estimatedDerivatives[j].add(d.multiply(order)); } } S[] estimatedState = reference.getState(); for (int j = 0; j < stateVariation.length; ++j) { stateVariation[j] = stateVariation[j].add(scaled[j].multiply(normalizedAbscissa)); estimatedState[j] = estimatedState[j].add(stateVariation[j]); estimatedDerivatives[j] = estimatedDerivatives[j].add(scaled[j].multiply(normalizedAbscissa)).divide(x); } return new FieldODEStateAndDerivative(time, estimatedState, estimatedDerivatives); } }