Class DifferentialEquations

java.lang.Object

com.github.gbenroscience.math.differentialcalculus.equations.DifferentialEquations

public class DifferentialEquations
extends Object

High-performance, JIT-optimized Vectorized Ordinary Differential Equation (ODE) solvers. Supports arbitrary n-th order differential equations by reduction to first-order vector systems. Target MethodHandle signature MUST strictly match: void f(double[] vars, double[] outDerivatives)

Author:

GBEMIRO

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	DifferentialEquations.ODESolverMethod

Constructor Summary

Constructors

Constructor	Description
DifferentialEquations()

Method Summary

Modifier and Type	Method	Description
static double[]	stepEuler(MethodHandle dy_dt, int tSlot, int ySlotStart, int systemSize, int frameSize, double t0, double[] y0, double tEnd, int steps)	Vectorized Explicit Euler solver for systems of equations.
static double[]	stepImplicitEuler(MethodHandle dy_dt, int tSlot, int ySlotStart, int systemSize, int frameSize, double t0, double[] y0, double tEnd, int steps)	Vectorized Implicit Backward Euler solver using multivariable Newton-Raphson with numerical central-difference Jacobian approximations.
static double[]	stepRK4(MethodHandle dy_dt, int tSlot, int ySlotStart, int systemSize, int frameSize, double t0, double[] y0, double tEnd, int steps)	Vectorized 4th Order Classical Runge-Kutta (RK4) solver for systems of equations.
static double[]	stepRK45Adaptive(MethodHandle dy_dt, int tSlot, int ySlotStart, int systemSize, int frameSize, double t0, double[] y0, double tEnd, double initialH)	Vectorized Adaptive-step Dormand-Prince 5(4) solver for systems of equations.

Methods inherited from class java.lang.Object

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

Constructor Details

DifferentialEquations

public DifferentialEquations()

Method Details

stepEuler

public static double[] stepEuler(MethodHandle dy_dt,
 int tSlot,
 int ySlotStart,
 int systemSize,
 int frameSize,
 double t0,
 double[] y0,
 double tEnd,
 int steps)
                          throws Throwable

Vectorized Explicit Euler solver for systems of equations.

Parameters:

dy_dt -

tSlot -

ySlotStart -

systemSize -

frameSize -

t0 -

y0 -

tEnd -

steps -

Returns:

Throws:

Throwable

stepRK4

public static double[] stepRK4(MethodHandle dy_dt,
 int tSlot,
 int ySlotStart,
 int systemSize,
 int frameSize,
 double t0,
 double[] y0,
 double tEnd,
 int steps)
                        throws Throwable

Vectorized 4th Order Classical Runge-Kutta (RK4) solver for systems of equations.

Parameters:

dy_dt -

tSlot -

ySlotStart -

systemSize -

frameSize -

t0 -

y0 -

tEnd -

steps -

Returns:

Throws:

Throwable

stepRK45Adaptive

public static double[] stepRK45Adaptive(MethodHandle dy_dt,
 int tSlot,
 int ySlotStart,
 int systemSize,
 int frameSize,
 double t0,
 double[] y0,
 double tEnd,
 double initialH)
                                 throws Throwable

Vectorized Adaptive-step Dormand-Prince 5(4) solver for systems of equations.

Parameters:

dy_dt -

tSlot -

ySlotStart -

systemSize -

frameSize -

t0 -

y0 -

tEnd -

initialH -

Returns:

Throws:

Throwable

stepImplicitEuler

public static double[] stepImplicitEuler(MethodHandle dy_dt,
 int tSlot,
 int ySlotStart,
 int systemSize,
 int frameSize,
 double t0,
 double[] y0,
 double tEnd,
 int steps)
                                  throws Throwable

Vectorized Implicit Backward Euler solver using multivariable Newton-Raphson with numerical central-difference Jacobian approximations. Ideal for stiff systems.

Parameters:

dy_dt -

tSlot -

ySlotStart -

systemSize -

frameSize -

t0 -

y0 -

tEnd -

steps -

Returns:

Throws:

Throwable