Examples of TestProblem1

org.apache.commons.math.ode.TestProblem1
This class is used in the junit tests for the ODE integrators.
This specific problem is the following differential equation :
```
 y' = -y 
```
the solution of this equation is a simple exponential function :
```
 y (t) = y (t0) exp (t0-t) 
```
org.apache.commons.math3.ode.TestProblem1
This class is used in the junit tests for the ODE integrators.
This specific problem is the following differential equation :
```
 y' = -y 
```
the solution of this equation is a simple exponential function :
```
 y (t) = y (t0) exp (t0-t) 
```

Examples of org.apache.commons.math.ode.TestProblem1

  public void testIncreasingTolerance()
    throws DerivativeException, IntegratorException {


    int previousCalls = Integer.MAX_VALUE;
    for (int i = -12; i < -2; ++i) {
      TestProblem1 pb = new TestProblem1();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = Math.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;


      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              scalAbsoluteTolerance,
                                                              scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);


      // the 1.3 factor is only valid for this test
      // and has been obtained from trial and error
      // there is no general relation between local and global errors
      assertTrue(handler.getMaximalValueError() < (1.3 * scalAbsoluteTolerance));
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);


      int calls = pb.getCalls();
      assertEquals(integ.getEvaluations(), calls);
      assertTrue(calls <= previousCalls);
      previousCalls = calls;


    }

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Examples of org.apache.commons.math.ode.TestProblem1


  }


  public void testEventsErrors() {


      final TestProblem1 pb = new TestProblem1();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;


      FirstOrderIntegrator integ =
          new HighamHall54Integrator(minStep, maxStep,
                                     scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);


      integ.addEventHandler(new EventHandler() {
        public int eventOccurred(double t, double[] y, boolean increasing) {
          return EventHandler.CONTINUE;
        }
        public double g(double t, double[] y) throws EventException {
          double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
          double offset = t - middle;
          if (offset > 0) {
            throw new EventException("Evaluation failed for argument = {0}", t);
          }
          return offset;
        }
        public void resetState(double t, double[] y) {
        }
        private static final long serialVersionUID = 935652725339916361L;
      }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);


      try {
        integ.integrate(pb,
                        pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      } catch (Exception e) {
        fail("wrong exception type caught");

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Examples of org.apache.commons.math.ode.TestProblem1

    super(name);
  }


  public void testDimensionCheck() {
    try  {
      TestProblem1 pb = new TestProblem1();
      new EulerIntegrator(0.01).integrate(pb,
                                          0.0, new double[pb.getDimension()+10],
                                          1.0, new double[pb.getDimension()+10]);
        fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
    } catch(IntegratorException ie) {
    }

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Examples of org.apache.commons.math.ode.TestProblem1

  }


  public void testSmallStep()
    throws DerivativeException, IntegratorException {


    TestProblem1 pb  = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;


    FirstOrderIntegrator integ = new EulerIntegrator(step);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


   assertTrue(handler.getLastError() < 2.0e-4);
   assertTrue(handler.getMaximalValueError() < 1.0e-3);
   assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
   assertEquals("Euler", integ.getName());

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Examples of org.apache.commons.math.ode.TestProblem1

  }


  public void testBigStep()
    throws DerivativeException, IntegratorException {


    TestProblem1 pb  = new TestProblem1();
    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.2;


    FirstOrderIntegrator integ = new EulerIntegrator(step);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


    assertTrue(handler.getLastError() > 0.01);
    assertTrue(handler.getMaximalValueError() > 0.2);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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Examples of org.apache.commons.math.ode.TestProblem1

  }


  public void testMinStep() {


    try {
      TestProblem1 pb = new TestProblem1();
      double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime());
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 };
      double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 };


      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              vecAbsoluteTolerance,
                                                              vecRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
    } catch(IntegratorException ie) {
    }

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Examples of org.apache.commons.math.ode.TestProblem1

  public void testIncreasingTolerance()
    throws DerivativeException, IntegratorException {


    int previousCalls = Integer.MAX_VALUE;
    for (int i = -12; i < -2; ++i) {
      TestProblem1 pb = new TestProblem1();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = FastMath.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;


      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              scalAbsoluteTolerance,
                                                              scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);


      // the 1.3 factor is only valid for this test
      // and has been obtained from trial and error
      // there is no general relation between local and global errors
      assertTrue(handler.getMaximalValueError() < (1.3 * scalAbsoluteTolerance));
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);


      int calls = pb.getCalls();
      assertEquals(integ.getEvaluations(), calls);
      assertTrue(calls <= previousCalls);
      previousCalls = calls;


    }

View Full Code Here

Examples of org.apache.commons.math.ode.TestProblem1


  }


  public void testEventsErrors() throws Exception {


      final TestProblem1 pb = new TestProblem1();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;


      FirstOrderIntegrator integ =
          new HighamHall54Integrator(minStep, maxStep,
                                     scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);


      integ.addEventHandler(new EventHandler() {
        public int eventOccurred(double t, double[] y, boolean increasing) {
          return EventHandler.CONTINUE;
        }
        public double g(double t, double[] y) throws EventException {
          double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
          double offset = t - middle;
          if (offset > 0) {
            throw new EventException(LocalizedFormats.EVALUATION_FAILED, t);
          }
          return offset;
        }
        public void resetState(double t, double[] y) {
        }
        private static final long serialVersionUID = 935652725339916361L;
      }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);


      try {
        integ.integrate(pb,
                        pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

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Examples of org.apache.commons.math.ode.TestProblem1


  }


  public void testEventsNoConvergence() throws Exception {


    final TestProblem1 pb = new TestProblem1();
    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;


    FirstOrderIntegrator integ =
        new HighamHall54Integrator(minStep, maxStep,
                                   scalAbsoluteTolerance, scalRelativeTolerance);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);


    integ.addEventHandler(new EventHandler() {
      public int eventOccurred(double t, double[] y, boolean increasing) {
        return EventHandler.CONTINUE;
      }
      public double g(double t, double[] y) {
        double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
        double offset = t - middle;
        return (offset > 0) ? (offset + 0.5) : (offset - 0.5);
      }
      public void resetState(double t, double[] y) {
      }
      private static final long serialVersionUID = 935652725339916361L;
    }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 3);


    try {
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch (IntegratorException ie) {
       assertTrue(ie.getCause() != null);
       assertTrue(ie.getCause() instanceof ConvergenceException);
    }

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Examples of org.apache.commons.math.ode.TestProblem1

    }


    @Test(expected=IntegratorException.class)
    public void testMinStep() throws DerivativeException, IntegratorException {


          TestProblem1 pb = new TestProblem1();
          double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime());
          double maxStep = pb.getFinalTime() - pb.getInitialTime();
          double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 };
          double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 };


          FirstOrderIntegrator integ = new AdamsBashforthIntegrator(4, minStep, maxStep,
                                                                    vecAbsoluteTolerance,
                                                                    vecRelativeTolerance);
          TestProblemHandler handler = new TestProblemHandler(pb, integ);
          integ.addStepHandler(handler);
          integ.integrate(pb,
                          pb.getInitialTime(), pb.getInitialState(),
                          pb.getFinalTime(), new double[pb.getDimension()]);


    }

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