org.apache.commons.math.ode.jacobians

Class FirstOrderIntegratorWithJacobians

java.lang.Object

org.apache.commons.math.ode.jacobians.FirstOrderIntegratorWithJacobians

Deprecated.

as of 2.2 the complete package is deprecated, it will be replaced in 3.0 by a completely rewritten implementation

@Deprecated
public class FirstOrderIntegratorWithJacobians
extends java.lang.Object

This class enhances a first order integrator for differential equations to compute also partial derivatives of the solution with respect to initial state and parameters.

In order to compute both the state and its derivatives, the ODE problem is extended with jacobians of the raw ODE and the variational equations are added to form a new compound problem of higher dimension. If the original ODE problem has dimension n and there are p parameters, the compound problem will have dimension n × (1 + n + p).

Since:

2.1

See Also:

ParameterizedODE, ODEWithJacobians

Constructor Summary

Constructors

Constructor and Description
FirstOrderIntegratorWithJacobians(FirstOrderIntegrator integrator, ODEWithJacobians ode) Deprecated. Build an enhanced integrator using ODE builtin jacobian computation features.
FirstOrderIntegratorWithJacobians(FirstOrderIntegrator integrator, ParameterizedODE ode, double[] p, double[] hY, double[] hP) Deprecated. Build an enhanced integrator using internal differentiation to compute jacobians.

Method Summary

Modifier and Type	Method and Description
void	addEventHandler(EventHandlerWithJacobians handler, double maxCheckInterval, double convergence, int maxIterationCount) Deprecated. Add an event handler to the integrator.
void	addStepHandler(StepHandlerWithJacobians handler) Deprecated. Add a step handler to this integrator.
void	clearEventHandlers() Deprecated. Remove all the event handlers that have been added to the integrator.
void	clearStepHandlers() Deprecated. Remove all the step handlers that have been added to the integrator.
double	getCurrentSignedStepsize() Deprecated. Get the current signed value of the integration stepsize.
double	getCurrentStepStart() Deprecated. Get the current value of the step start time ti.
int	getEvaluations() Deprecated. Get the number of evaluations of the differential equations function.
java.util.Collection<EventHandlerWithJacobians>	getEventHandlers() Deprecated. Get all the event handlers that have been added to the integrator.
int	getMaxEvaluations() Deprecated. Get the maximal number of functions evaluations.
java.util.Collection<StepHandlerWithJacobians>	getStepHandlers() Deprecated. Get all the step handlers that have been added to the integrator.
double	integrate(double t0, double[] y0, double[][] dY0dP, double t, double[] y, double[][] dYdY0, double[][] dYdP) Deprecated. Integrate the differential equations and the variational equations up to the given time.
void	setMaxEvaluations(int maxEvaluations) Deprecated. Set the maximal number of differential equations function evaluations.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FirstOrderIntegratorWithJacobians

public FirstOrderIntegratorWithJacobians(FirstOrderIntegrator integrator,
                                         ParameterizedODE ode,
                                         double[] p,
                                         double[] hY,
                                         double[] hP)

Deprecated.

Build an enhanced integrator using internal differentiation to compute jacobians.

Parameters:

integrator - underlying integrator to solve the compound problem

ode - original problem (f in the equation y' = f(t, y))

p - parameters array (may be null if getParametersDimension() from original problem is zero)

hY - step sizes to use for computing the jacobian df/dy, must have the same dimension as the original problem

hP - step sizes to use for computing the jacobian df/dp, must have the same dimension as the original problem parameters dimension

See Also:

FirstOrderIntegratorWithJacobians(FirstOrderIntegrator, ODEWithJacobians)

FirstOrderIntegratorWithJacobians

public FirstOrderIntegratorWithJacobians(FirstOrderIntegrator integrator,
                                         ODEWithJacobians ode)

Deprecated.

Build an enhanced integrator using ODE builtin jacobian computation features.

Parameters:

integrator - underlying integrator to solve the compound problem

ode - original problem, which can compute the jacobians by itself

See Also:

FirstOrderIntegratorWithJacobians(FirstOrderIntegrator, ParameterizedODE, double[], double[], double[])

Method Detail

addStepHandler

public void addStepHandler(StepHandlerWithJacobians handler)

Deprecated.

Add a step handler to this integrator.

The handler will be called by the integrator for each accepted step.

Parameters:

handler - handler for the accepted steps

See Also:

getStepHandlers(), clearStepHandlers()

getStepHandlers

public java.util.Collection<StepHandlerWithJacobians> getStepHandlers()

Deprecated.

Get all the step handlers that have been added to the integrator.

Returns:

an unmodifiable collection of the added events handlers

See Also:

addStepHandler(StepHandlerWithJacobians), clearStepHandlers()

clearStepHandlers

public void clearStepHandlers()

Deprecated.

Remove all the step handlers that have been added to the integrator.

See Also:

addStepHandler(StepHandlerWithJacobians), getStepHandlers()

addEventHandler

public void addEventHandler(EventHandlerWithJacobians handler,
                            double maxCheckInterval,
                            double convergence,
                            int maxIterationCount)

Deprecated.

Add an event handler to the integrator.

Parameters:

handler - event handler

maxCheckInterval - maximal time interval between switching function checks (this interval prevents missing sign changes in case the integration steps becomes very large)

convergence - convergence threshold in the event time search

maxIterationCount - upper limit of the iteration count in the event time search

See Also:

getEventHandlers(), clearEventHandlers()

getEventHandlers

public java.util.Collection<EventHandlerWithJacobians> getEventHandlers()

Deprecated.

Get all the event handlers that have been added to the integrator.

Returns:

an unmodifiable collection of the added events handlers

See Also:

addEventHandler(EventHandlerWithJacobians, double, double, int), clearEventHandlers()

clearEventHandlers

public void clearEventHandlers()

Deprecated.

Remove all the event handlers that have been added to the integrator.

See Also:

addEventHandler(EventHandlerWithJacobians, double, double, int), getEventHandlers()

integrate

public double integrate(double t0,
                        double[] y0,
                        double[][] dY0dP,
                        double t,
                        double[] y,
                        double[][] dYdY0,
                        double[][] dYdP)
                 throws DerivativeException,
                        IntegratorException

Deprecated.

Integrate the differential equations and the variational equations up to the given time.

This method solves an Initial Value Problem (IVP) and also computes the derivatives of the solution with respect to initial state and parameters. This can be used as a basis to solve Boundary Value Problems (BVP).

Since this method stores some internal state variables made available in its public interface during integration (getCurrentSignedStepsize()), it is not thread-safe.

Parameters:

t0 - initial time

y0 - initial value of the state vector at t0

dY0dP - initial value of the state vector derivative with respect to the parameters at t0

t - target time for the integration (can be set to a value smaller than t0 for backward integration)

y - placeholder where to put the state vector at each successful step (and hence at the end of integration), can be the same object as y0

dYdY0 - placeholder where to put the state vector derivative with respect to the initial state (dy[i]/dy0[j] is in element array dYdY0[i][j]) at each successful step (and hence at the end of integration)

dYdP - placeholder where to put the state vector derivative with respect to the parameters (dy[i]/dp[j] is in element array dYdP[i][j]) at each successful step (and hence at the end of integration)

Returns:

stop time, will be the same as target time if integration reached its target, but may be different if some event handler stops it at some point.

Throws:

IntegratorException - if the integrator cannot perform integration

DerivativeException - this exception is propagated to the caller if the underlying user function triggers one

getCurrentStepStart

public double getCurrentStepStart()

Deprecated.

Get the current value of the step start time t_i.

This method can be called during integration (typically by the object implementing the differential equations problem) if the value of the current step that is attempted is needed.

The result is undefined if the method is called outside of calls to integrate.

Returns:

current value of the step start time t_i

getCurrentSignedStepsize

public double getCurrentSignedStepsize()

Deprecated.

Get the current signed value of the integration stepsize.

This method can be called during integration (typically by the object implementing the differential equations problem) if the signed value of the current stepsize that is tried is needed.

The result is undefined if the method is called outside of calls to integrate.

Returns:

current signed value of the stepsize

setMaxEvaluations

public void setMaxEvaluations(int maxEvaluations)

Deprecated.

Set the maximal number of differential equations function evaluations.

The purpose of this method is to avoid infinite loops which can occur for example when stringent error constraints are set or when lots of discrete events are triggered, thus leading to many rejected steps.

Parameters:

maxEvaluations - maximal number of function evaluations (negative values are silently converted to maximal integer value, thus representing almost unlimited evaluations)

getMaxEvaluations

public int getMaxEvaluations()

Deprecated.

Get the maximal number of functions evaluations.

Returns:

maximal number of functions evaluations

getEvaluations

public int getEvaluations()

Deprecated.

Get the number of evaluations of the differential equations function.

The number of evaluations corresponds to the last call to the integrate method. It is 0 if the method has not been called yet.

Returns:

number of evaluations of the differential equations function