Class AdamsIntegrator
- java.lang.Object
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- org.apache.commons.math.ode.AbstractIntegrator
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- org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator
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- org.apache.commons.math.ode.MultistepIntegrator
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- org.apache.commons.math.ode.nonstiff.AdamsIntegrator
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- All Implemented Interfaces:
FirstOrderIntegrator
,ODEIntegrator
- Direct Known Subclasses:
AdamsBashforthIntegrator
,AdamsMoultonIntegrator
public abstract class AdamsIntegrator extends MultistepIntegrator
Base class forAdams-Bashforth
andAdams-Moulton
integrators.- Since:
- 2.0
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Nested Class Summary
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Nested classes/interfaces inherited from class org.apache.commons.math.ode.MultistepIntegrator
MultistepIntegrator.NordsieckTransformer
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Constructor Summary
Constructors Constructor Description AdamsIntegrator(java.lang.String name, int nSteps, int order, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
Build an Adams integrator with the given order and step control parameters.AdamsIntegrator(java.lang.String name, int nSteps, int order, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
Build an Adams integrator with the given order and step control prameters.
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description abstract double
integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y)
Integrate the differential equations up to the given time.Array2DRowRealMatrix
updateHighOrderDerivativesPhase1(Array2DRowRealMatrix highOrder)
Update the high order scaled derivatives for Adams integrators (phase 1).void
updateHighOrderDerivativesPhase2(double[] start, double[] end, Array2DRowRealMatrix highOrder)
Update the high order scaled derivatives Adams integrators (phase 2).-
Methods inherited from class org.apache.commons.math.ode.MultistepIntegrator
getMaxGrowth, getMinReduction, getSafety, getStarterIntegrator, setMaxGrowth, setMinReduction, setSafety, setStarterIntegrator
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Methods inherited from class org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator
getCurrentStepStart, getMaxStep, getMinStep, initializeStep, setInitialStepSize
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Methods inherited from class org.apache.commons.math.ode.AbstractIntegrator
addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getEvaluations, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, setMaxEvaluations
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Constructor Detail
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AdamsIntegrator
public AdamsIntegrator(java.lang.String name, int nSteps, int order, double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) throws java.lang.IllegalArgumentException
Build an Adams integrator with the given order and step control prameters.- Parameters:
name
- name of the methodnSteps
- number of steps of the method excluding the one being computedorder
- order of the methodminStep
- minimal step (must be positive even for backward integration), the last step can be smaller than thismaxStep
- maximal step (must be positive even for backward integration)scalAbsoluteTolerance
- allowed absolute errorscalRelativeTolerance
- allowed relative error- Throws:
java.lang.IllegalArgumentException
- if order is 1 or less
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AdamsIntegrator
public AdamsIntegrator(java.lang.String name, int nSteps, int order, double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) throws java.lang.IllegalArgumentException
Build an Adams integrator with the given order and step control parameters.- Parameters:
name
- name of the methodnSteps
- number of steps of the method excluding the one being computedorder
- order of the methodminStep
- minimal step (must be positive even for backward integration), the last step can be smaller than thismaxStep
- maximal step (must be positive even for backward integration)vecAbsoluteTolerance
- allowed absolute errorvecRelativeTolerance
- allowed relative error- Throws:
java.lang.IllegalArgumentException
- if order is 1 or less
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Method Detail
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integrate
public abstract double integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y) throws DerivativeException, IntegratorException
Integrate the differential equations up to the given time.This method solves an Initial Value Problem (IVP).
Since this method stores some internal state variables made available in its public interface during integration (
ODEIntegrator.getCurrentSignedStepsize()
), it is not thread-safe.- Specified by:
integrate
in interfaceFirstOrderIntegrator
- Specified by:
integrate
in classAdaptiveStepsizeIntegrator
- Parameters:
equations
- differential equations to integratet0
- initial timey0
- initial value of the state vector at t0t
- target time for the integration (can be set to a value smaller thant0
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- Returns:
- stop time, will be the same as target time if integration reached its
target, but may be different if some
EventHandler
stops it at some point. - Throws:
DerivativeException
- this exception is propagated to the caller if the underlying user function triggers oneIntegratorException
- if the integrator cannot perform integration
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updateHighOrderDerivativesPhase1
public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(Array2DRowRealMatrix highOrder)
Update the high order scaled derivatives for Adams integrators (phase 1).The complete update of high order derivatives has a form similar to:
rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
this method computes the P-1 A P rn part.- Parameters:
highOrder
- high order scaled derivatives (h2/2 y'', ... hk/k! y(k))- Returns:
- updated high order derivatives
- See Also:
updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)
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updateHighOrderDerivativesPhase2
public void updateHighOrderDerivativesPhase2(double[] start, double[] end, Array2DRowRealMatrix highOrder)
Update the high order scaled derivatives Adams integrators (phase 2).The complete update of high order derivatives has a form similar to:
rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
this method computes the (s1(n) - s1(n+1)) P-1 u part.Phase 1 of the update must already have been performed.
- Parameters:
start
- first order scaled derivatives at step startend
- first order scaled derivatives at step endhighOrder
- high order scaled derivatives, will be modified (h2/2 y'', ... hk/k! y(k))- See Also:
updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)
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