1 /*
2 * Licensed to the Hipparchus project under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.hipparchus.ode.nonstiff;
19
20 import org.hipparchus.exception.MathIllegalArgumentException;
21 import org.hipparchus.exception.MathIllegalStateException;
22 import org.hipparchus.ode.AbstractIntegrator;
23 import org.hipparchus.ode.ODEState;
24 import org.hipparchus.ode.ODEStateAndDerivative;
25 import org.hipparchus.util.FastMath;
26
27 /**
28 * This abstract class holds the common part of all adaptive
29 * stepsize integrators for Ordinary Differential Equations.
30 *
31 * <p>These algorithms perform integration with stepsize control, which
32 * means the user does not specify the integration step but rather a
33 * tolerance on error. The error threshold is computed as
34 * </p>
35 * <pre>
36 * threshold_i = absTol_i + relTol_i * max (abs (ym), abs (ym+1))
37 * </pre>
38 * <p>
39 * where absTol_i is the absolute tolerance for component i of the
40 * state vector and relTol_i is the relative tolerance for the same
41 * component. The user can also use only two scalar values absTol and
42 * relTol which will be used for all components.
43 * </p>
44 * <p>
45 * If the Ordinary Differential Equations is an {@link org.hipparchus.ode.ExpandableODE
46 * extended ODE} rather than a {@link
47 * org.hipparchus.ode.OrdinaryDifferentialEquation basic ODE}, then
48 * <em>only</em> the {@link org.hipparchus.ode.ExpandableODE#getPrimary() primary part}
49 * of the state vector is used for stepsize control, not the complete state vector.
50 * </p>
51 *
52 * <p>If the estimated error for ym+1 is such that</p>
53 * <pre>
54 * sqrt((sum (errEst_i / threshold_i)^2 ) / n) < 1
55 * </pre>
56 *
57 * <p>(where n is the main set dimension) then the step is accepted,
58 * otherwise the step is rejected and a new attempt is made with a new
59 * stepsize.</p>
60 *
61 *
62 */
63
64 public abstract class AdaptiveStepsizeIntegrator
65 extends AbstractIntegrator {
66
67 /** Helper for step size control. */
68 private StepsizeHelper stepsizeHelper;
69
70 /** Build an integrator with the given stepsize bounds.
71 * The default step handler does nothing.
72 * @param name name of the method
73 * @param minStep minimal step (sign is irrelevant, regardless of
74 * integration direction, forward or backward), the last step can
75 * be smaller than this
76 * @param maxStep maximal step (sign is irrelevant, regardless of
77 * integration direction, forward or backward), the last step can
78 * be smaller than this
79 * @param scalAbsoluteTolerance allowed absolute error
80 * @param scalRelativeTolerance allowed relative error
81 */
82 protected AdaptiveStepsizeIntegrator(final String name,
83 final double minStep, final double maxStep,
84 final double scalAbsoluteTolerance,
85 final double scalRelativeTolerance) {
86 super(name);
87 stepsizeHelper = new StepsizeHelper(minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance);
88 resetInternalState();
89 }
90
91 /** Build an integrator with the given stepsize bounds.
92 * The default step handler does nothing.
93 * @param name name of the method
94 * @param minStep minimal step (sign is irrelevant, regardless of
95 * integration direction, forward or backward), the last step can
96 * be smaller than this
97 * @param maxStep maximal step (sign is irrelevant, regardless of
98 * integration direction, forward or backward), the last step can
99 * be smaller than this
100 * @param vecAbsoluteTolerance allowed absolute error
101 * @param vecRelativeTolerance allowed relative error
102 */
103 protected AdaptiveStepsizeIntegrator(final String name,
104 final double minStep, final double maxStep,
105 final double[] vecAbsoluteTolerance,
106 final double[] vecRelativeTolerance) {
107 super(name);
108 stepsizeHelper = new StepsizeHelper(minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance);
109 resetInternalState();
110 }
111
112 /** Set the adaptive step size control parameters.
113 * <p>
114 * A side effect of this method is to also reset the initial
115 * step so it will be automatically computed by the integrator
116 * if {@link #setInitialStepSize(double) setInitialStepSize}
117 * is not called by the user.
118 * </p>
119 * @param minimalStep minimal step (must be positive even for backward
120 * integration), the last step can be smaller than this
121 * @param maximalStep maximal step (must be positive even for backward
122 * integration)
123 * @param absoluteTolerance allowed absolute error
124 * @param relativeTolerance allowed relative error
125 */
126 public void setStepSizeControl(final double minimalStep, final double maximalStep,
127 final double absoluteTolerance,
128 final double relativeTolerance) {
129 stepsizeHelper = new StepsizeHelper(minimalStep, maximalStep, absoluteTolerance, relativeTolerance);
130 }
131
132 /** Set the adaptive step size control parameters.
133 * <p>
134 * A side effect of this method is to also reset the initial
135 * step so it will be automatically computed by the integrator
136 * if {@link #setInitialStepSize(double) setInitialStepSize}
137 * is not called by the user.
138 * </p>
139 * @param minimalStep minimal step (must be positive even for backward
140 * integration), the last step can be smaller than this
141 * @param maximalStep maximal step (must be positive even for backward
142 * integration)
143 * @param absoluteTolerance allowed absolute error
144 * @param relativeTolerance allowed relative error
145 */
146 public void setStepSizeControl(final double minimalStep, final double maximalStep,
147 final double[] absoluteTolerance,
148 final double[] relativeTolerance) {
149 stepsizeHelper = new StepsizeHelper(minimalStep, maximalStep, absoluteTolerance, relativeTolerance);
150 }
151
152 /** Get the stepsize helper.
153 * @return stepsize helper
154 * @since 2.0
155 */
156 protected StepsizeHelper getStepSizeHelper() {
157 return stepsizeHelper;
158 }
159
160 /** Set the initial step size.
161 * <p>This method allows the user to specify an initial positive
162 * step size instead of letting the integrator guess it by
163 * itself. If this method is not called before integration is
164 * started, the initial step size will be estimated by the
165 * integrator.</p>
166 * @param initialStepSize initial step size to use (must be positive even
167 * for backward integration ; providing a negative value or a value
168 * outside of the min/max step interval will lead the integrator to
169 * ignore the value and compute the initial step size by itself)
170 */
171 public void setInitialStepSize(final double initialStepSize) {
172 stepsizeHelper.setInitialStepSize(initialStepSize);
173 }
174
175 /** {@inheritDoc} */
176 @Override
177 protected void sanityChecks(final ODEState initialState, final double t)
178 throws MathIllegalArgumentException {
179 super.sanityChecks(initialState, t);
180 stepsizeHelper.setMainSetDimension(initialState.getPrimaryStateDimension());
181 }
182
183 /** Initialize the integration step.
184 * @param forward forward integration indicator
185 * @param order order of the method
186 * @param scale scaling vector for the state vector (can be shorter than state vector)
187 * @param state0 state at integration start time
188 * @return first integration step
189 * @exception MathIllegalStateException if the number of functions evaluations is exceeded
190 * @exception MathIllegalArgumentException if arrays dimensions do not match equations settings
191 */
192 public double initializeStep(final boolean forward, final int order, final double[] scale,
193 final ODEStateAndDerivative state0)
194 throws MathIllegalArgumentException, MathIllegalStateException {
195
196 if (stepsizeHelper.getInitialStep() > 0) {
197 // use the user provided value
198 return forward ? stepsizeHelper.getInitialStep() : -stepsizeHelper.getInitialStep();
199 }
200
201 // very rough first guess : h = 0.01 * ||y/scale|| / ||y'/scale||
202 // this guess will be used to perform an Euler step
203 final double[] y0 = state0.getCompleteState();
204 final double[] yDot0 = state0.getCompleteDerivative();
205 double yOnScale2 = 0;
206 double yDotOnScale2 = 0;
207 for (int j = 0; j < scale.length; ++j) {
208 final double ratio = y0[j] / scale[j];
209 yOnScale2 += ratio * ratio;
210 final double ratioDot = yDot0[j] / scale[j];
211 yDotOnScale2 += ratioDot * ratioDot;
212 }
213
214 double h = ((yOnScale2 < 1.0e-10) || (yDotOnScale2 < 1.0e-10)) ?
215 1.0e-6 : (0.01 * FastMath.sqrt(yOnScale2 / yDotOnScale2));
216 if (h > getMaxStep()) {
217 h = getMaxStep();
218 }
219 if (! forward) {
220 h = -h;
221 }
222
223 // perform an Euler step using the preceding rough guess
224 final double[] y1 = new double[y0.length];
225 for (int j = 0; j < y0.length; ++j) {
226 y1[j] = y0[j] + h * yDot0[j];
227 }
228 final double[] yDot1 = computeDerivatives(state0.getTime() + h, y1);
229
230 // estimate the second derivative of the solution
231 double yDDotOnScale = 0;
232 for (int j = 0; j < scale.length; ++j) {
233 final double ratioDotDot = (yDot1[j] - yDot0[j]) / scale[j];
234 yDDotOnScale += ratioDotDot * ratioDotDot;
235 }
236 yDDotOnScale = FastMath.sqrt(yDDotOnScale) / h;
237
238 // step size is computed such that
239 // h^order * max (||y'/tol||, ||y''/tol||) = 0.01
240 final double maxInv2 = FastMath.max(FastMath.sqrt(yDotOnScale2), yDDotOnScale);
241 final double h1 = (maxInv2 < 1.0e-15) ?
242 FastMath.max(1.0e-6, 0.001 * FastMath.abs(h)) :
243 FastMath.pow(0.01 / maxInv2, 1.0 / order);
244 h = FastMath.min(100.0 * FastMath.abs(h), h1);
245 h = FastMath.max(h, 1.0e-12 * FastMath.abs(state0.getTime())); // avoids cancellation when computing t1 - t0
246 if (h < getMinStep()) {
247 h = getMinStep();
248 }
249 if (h > getMaxStep()) {
250 h = getMaxStep();
251 }
252 if (! forward) {
253 h = -h;
254 }
255
256 return h;
257
258 }
259
260 /** Reset internal state to dummy values. */
261 protected void resetInternalState() {
262 setStepStart(null);
263 setStepSize(stepsizeHelper.getDummyStepsize());
264 }
265
266 /** Get the minimal step.
267 * @return minimal step
268 */
269 public double getMinStep() {
270 return stepsizeHelper.getMinStep();
271 }
272
273 /** Get the maximal step.
274 * @return maximal step
275 */
276 public double getMaxStep() {
277 return stepsizeHelper.getMaxStep();
278 }
279
280 }