org.apache.commons.math.ode.jacobians.EventHandlerWithJacobians Maven / Gradle / Ivy
Show all versions of commons-math Show documentation
/*
* 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.math.ode.jacobians;
import org.apache.commons.math.ode.events.EventException;
/** This interface represents a handler for discrete events triggered
* during ODE integration.
*
* Some events can be triggered at discrete times as an ODE problem
* is solved. This occurs for example when the integration process
* should be stopped as some state is reached (G-stop facility) when the
* precise date is unknown a priori, or when the derivatives have
* discontinuities, or simply when the user wants to monitor some
* states boundaries crossings.
*
*
* These events are defined as occurring when a g
* switching function sign changes.
*
* Since events are only problem-dependent and are triggered by the
* independent time variable and the state vector, they can
* occur at virtually any time, unknown in advance. The integrators will
* take care to avoid sign changes inside the steps, they will reduce
* the step size when such an event is detected in order to put this
* event exactly at the end of the current step. This guarantees that
* step interpolation (which always has a one step scope) is relevant
* even in presence of discontinuities. This is independent from the
* stepsize control provided by integrators that monitor the local
* error (this event handling feature is available for all integrators,
* including fixed step ones).
*
* Note that is is possible to register a {@link
* org.apache.commons.math.ode.events.EventHandler classical event handler}
* in the low level integrator used to build a {@link FirstOrderIntegratorWithJacobians}
* rather than implementing this class. The event handlers registered at low level
* will see the big compound state whether the event handlers defined by this interface
* see the original state, and its jacobians in separate arrays.
*
* The compound state is guaranteed to contain the original state in the first
* elements, followed by the jacobian with respect to initial state (in row order),
* followed by the jacobian with respect to parameters (in row order). If for example
* the original state dimension is 6 and there are 3 parameters, the compound state will
* be a 60 elements array. The first 6 elements will be the original state, the next 36
* elements will be the jacobian with respect to initial state, and the remaining 18 elements
* will be the jacobian with respect to parameters.
*
* Dealing with low level event handlers is cumbersome if one really needs the jacobians
* in these methods, but it also prevents many data being copied back and forth between
* state and jacobians on one side and compound state on the other side. So for performance
* reasons, it is recommended to use this interface only if jacobians are really
* needed and to use lower level handlers if only state is needed.
*
* @version $Revision: 1037341 $ $Date: 2010-11-20 22:58:35 +0100 (sam. 20 nov. 2010) $
* @since 2.1
* @deprecated as of 2.2 the complete package is deprecated, it will be replaced
* in 3.0 by a completely rewritten implementation
*/
@Deprecated
public interface EventHandlerWithJacobians {
/** Stop indicator.
* This value should be used as the return value of the {@link
* #eventOccurred eventOccurred} method when the integration should be
* stopped after the event ending the current step.
*/
int STOP = 0;
/** Reset state indicator.
* This value should be used as the return value of the {@link
* #eventOccurred eventOccurred} method when the integration should
* go on after the event ending the current step, with a new state
* vector (which will be retrieved thanks to the {@link #resetState
* resetState} method).
*/
int RESET_STATE = 1;
/** Reset derivatives indicator.
* This value should be used as the return value of the {@link
* #eventOccurred eventOccurred} method when the integration should
* go on after the event ending the current step, with a new derivatives
* vector (which will be retrieved thanks to the {@link
* org.apache.commons.math.ode.FirstOrderDifferentialEquations#computeDerivatives}
* method).
*/
int RESET_DERIVATIVES = 2;
/** Continue indicator.
* This value should be used as the return value of the {@link
* #eventOccurred eventOccurred} method when the integration should go
* on after the event ending the current step.
*/
int CONTINUE = 3;
/** Compute the value of the switching function.
* The discrete events are generated when the sign of this
* switching function changes. The integrator will take care to change
* the stepsize in such a way these events occur exactly at step boundaries.
* The switching function must be continuous in its roots neighborhood
* (but not necessarily smooth), as the integrator will need to find its
* roots to locate precisely the events.
* @param t current value of the independent time variable
* @param y array containing the current value of the state vector
* @param dydy0 array containing the current value of the jacobian of
* the state vector with respect to initial state
* @param dydp array containing the current value of the jacobian of
* the state vector with respect to parameters
* @return value of the g switching function
* @exception EventException if the switching function cannot be evaluated
*/
double g(double t, double[] y, double[][] dydy0, double[][] dydp)
throws EventException;
/** Handle an event and choose what to do next.
* This method is called when the integrator has accepted a step
* ending exactly on a sign change of the function, just before
* the step handler itself is called (see below for scheduling). It
* allows the user to update his internal data to acknowledge the fact
* the event has been handled (for example setting a flag in the {@link
* org.apache.commons.math.ode.jacobians.ODEWithJacobians
* differential equations} to switch the derivatives computation in
* case of discontinuity), or to direct the integrator to either stop
* or continue integration, possibly with a reset state or derivatives.
*
* - if {@link #STOP} is returned, the step handler will be called
* with the
isLast
flag of the {@link
* org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
* StepInterpolatorWithJacobians, boolean) handleStep} method set to true and
* the integration will be stopped,
* - if {@link #RESET_STATE} is returned, the {@link #resetState
* resetState} method will be called once the step handler has
* finished its task, and the integrator will also recompute the
* derivatives,
* - if {@link #RESET_DERIVATIVES} is returned, the integrator
* will recompute the derivatives,
*
- if {@link #CONTINUE} is returned, no specific action will
* be taken (apart from having called this method) and integration
* will continue.
*
* The scheduling between this method and the {@link
* org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians
* StepHandlerWithJacobians} method {@link
* org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
* StepInterpolatorWithJacobians, boolean) handleStep(interpolator, isLast)}
* is to call this method first and handleStep
afterwards. This
* scheduling allows the integrator to pass true
as the
* isLast
parameter to the step handler to make it aware the step
* will be the last one if this method returns {@link #STOP}. As the
* interpolator may be used to navigate back throughout the last step (as {@link
* org.apache.commons.math.ode.sampling.StepNormalizer StepNormalizer}
* does for example), user code called by this method and user
* code called by step handlers may experience apparently out of order values
* of the independent time variable. As an example, if the same user object
* implements both this {@link EventHandlerWithJacobians EventHandler} interface and the
* {@link org.apache.commons.math.ode.sampling.FixedStepHandler FixedStepHandler}
* interface, a forward integration may call its
* eventOccurred
method with t = 10 first and call its
* handleStep
method with t = 9 afterwards. Such out of order
* calls are limited to the size of the integration step for {@link
* org.apache.commons.math.ode.sampling.StepHandler variable step handlers} and
* to the size of the fixed step for {@link
* org.apache.commons.math.ode.sampling.FixedStepHandler fixed step handlers}.
* @param t current value of the independent time variable
* @param y array containing the current value of the state vector
* @param dydy0 array containing the current value of the jacobian of
* the state vector with respect to initial state
* @param dydp array containing the current value of the jacobian of
* the state vector with respect to parameters
* @param increasing if true, the value of the switching function increases
* when times increases around event (note that increase is measured with respect
* to physical time, not with respect to integration which may go backward in time)
* @return indication of what the integrator should do next, this
* value must be one of {@link #STOP}, {@link #RESET_STATE},
* {@link #RESET_DERIVATIVES} or {@link #CONTINUE}
* @exception EventException if the event occurrence triggers an error
*/
int eventOccurred(double t, double[] y, double[][] dydy0, double[][] dydp,
boolean increasing) throws EventException;
/** Reset the state prior to continue the integration.
* This method is called after the step handler has returned and
* before the next step is started, but only when {@link
* #eventOccurred} has itself returned the {@link #RESET_STATE}
* indicator. It allows the user to reset the state vector for the
* next step, without perturbing the step handler of the finishing
* step. If the {@link #eventOccurred} never returns the {@link
* #RESET_STATE} indicator, this function will never be called, and it is
* safe to leave its body empty.
* @param t current value of the independent time variable
* @param y array containing the current value of the state vector
* the new state should be put in the same array
* @param dydy0 array containing the current value of the jacobian of
* the state vector with respect to initial state, the new jacobian
* should be put in the same array
* @param dydp array containing the current value of the jacobian of
* the state vector with respect to parameters, the new jacobian
* should be put in the same array
* @exception EventException if the state cannot be reseted
*/
void resetState(double t, double[] y, double[][] dydy0, double[][] dydp)
throws EventException;
}