org.hipparchus.ode.ComplexSecondaryODE Maven / Gradle / Ivy
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* The Hipparchus project 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
*
* https://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,
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package org.hipparchus.ode;
import org.hipparchus.complex.Complex;
import org.hipparchus.exception.MathIllegalArgumentException;
import org.hipparchus.exception.MathIllegalStateException;
/**
* This interface allows users to add secondary differential equations to a primary
* set of differential equations.
*
* In some cases users may need to integrate some problem-specific equations along
* with a primary set of differential equations. One example is optimal control where
* adjoined parameters linked to the minimized hamiltonian must be integrated.
*
*
* This interface allows users to add such equations to a primary set of {@link
* OrdinaryDifferentialEquation first order differential equations}
* thanks to the {@link
* ExpandableODE#addSecondaryEquations(SecondaryODE)}
* method, after having converted the instance to {@link SecondaryODE}
*
* @see ExpandableODE
* @see ComplexODEConverter
* @since 1.4
*/
public interface ComplexSecondaryODE {
/** Get the dimension of the secondary state parameters.
* @return dimension of the secondary state parameters
*/
int getDimension();
/** Initialize equations at the start of an ODE integration.
*
* This method is called once at the start of the integration. It
* may be used by the equations to initialize some internal data
* if needed.
*
*
* The default implementation does nothing.
*
* @param t0 value of the independent time variable at integration start
* @param primary0 array containing the value of the primary state vector at integration start
* @param secondary0 array containing the value of the secondary state vector at integration start
* @param finalTime target time for the integration
*/
default void init(double t0, Complex[] primary0, Complex[] secondary0, double finalTime) {
// nothing by default
}
/** Compute the derivatives related to the secondary state parameters.
*
* In some cases, additional equations can require to change the derivatives
* of the primary state (i.e. the content of the {@code primaryDot} array).
* One use case is optimal control, when the secondary equations handle co-state,
* which changes control, and the control changes the primary state. In this
* case, the primary and secondary equations are not really independent from each
* other, so if possible it would be better to put state and co-state and their
* equations all in the primary equations. As this is not always possible, this
* method explicitly allows to modify the content of the {@code primaryDot}
* array. This array will be used to evolve the primary state only after
* all secondary equations have computed their derivatives, hence allowing this
* side effect.
*
* @param t current value of the independent time variable
* @param primary array containing the current value of the primary state vector
* @param primaryDot array containing the derivative of the primary state vector
* (the method is allowed to change the derivatives here, when the additional
* equations do have an effect on the primary equations)
* @param secondary array containing the current value of the secondary state vector
* @return derivative of the secondary state vector
* @exception MathIllegalStateException if the number of functions evaluations is exceeded
* @exception MathIllegalArgumentException if arrays dimensions do not match equations settings
*/
Complex[] computeDerivatives(double t, Complex[] primary, Complex[] primaryDot, Complex[] secondary)
throws MathIllegalArgumentException, MathIllegalStateException;
}