Package org.apache.commons.math3.analysis.integration

Examples of org.apache.commons.math3.analysis.integration.RombergIntegrator.integrate()

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    FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep, maxStep,
                                                               scalAbsoluteTolerance,
                                                               scalRelativeTolerance);
    integ.addStepHandler(new VariableHandler());
    double stopTime = integ.integrate(pb,
                                      pb.getInitialTime(), pb.getInitialState(),
                                      pb.getFinalTime(), new double[pb.getDimension()]);
    Assert.assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
    Assert.assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
  }
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    final StepProblem stepProblem = new StepProblem(0.0, 1.0, 2.0);
    FirstOrderIntegrator integ =
      new DormandPrince853Integrator(0.1, 10, 1.0e-12, 0.0);
    integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000);
    double[] y = { Double.NaN };
    integ.integrate(stepProblem, 0.0, new double[] { 0.0 }, 10.0, y);
    Assert.assertEquals(8.0, y[0], 1.0e-12);
  }

  @Test
  public void testEventsScheduling() {
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      integ.addStepHandler(cosChecker);
      double   t0 = 0.5;
      double[] y0 = new double[] { FastMath.sin(t0), FastMath.cos(t0) };
      double   t  = 10.0;
      double[] y  = new double[2];
      integ.integrate(sincos, t0, y0, t, y);

  }

  private static class SchedulingChecker implements StepHandler, EventHandler {
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                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        double t0 = 0.5 * FastMath.PI;
        double tEnd = 5.5 * FastMath.PI;
        double[] y = { 0.0, 1.0 };
        Assert.assertEquals(tEnd,
                            integrator.integrate(new SineCosine(), t0, y, tEnd, y),
                            1.0e-7);

        Assert.assertEquals(5, allEvents.getEventCount());
        Assert.assertEquals(2, onlyIncreasing.getEventCount());

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                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        double t0 = 0.5 * FastMath.PI;
        double tEnd = 5.5 * FastMath.PI;
        double[] y = { 0.0, 1.0 };
        Assert.assertEquals(tEnd,
                            integrator.integrate(new SineCosine(), t0, y, tEnd, y),
                            1.0e-7);

        Assert.assertEquals(5, allEvents.getEventCount());
        Assert.assertEquals(3, onlyDecreasing.getEventCount());

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                                   new BracketingNthOrderBrentSolver(1.0e-7, 5));
        double t0 = 0.5 * FastMath.PI;
        double tEnd = 5.5 * FastMath.PI;
        double[] y = { 0.0, 1.0 };
        Assert.assertEquals(tEnd,
                            integrator.integrate(new SineCosine(), t0, y, tEnd, y),
                            1.0e-7);

        Assert.assertEquals(5, allEvents.getEventCount());
        Assert.assertEquals(2, onlyIncreasing.getEventCount());
        Assert.assertEquals(3, onlyDecreasing.getEventCount());
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      FirstOrderIntegrator integ = new DormandPrince853Integrator(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()]);
      Assert.fail("an exception should have been thrown");

  }
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      FirstOrderIntegrator integ = new DormandPrince853Integrator(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()]);

      Assert.assertTrue(handler.getLastError() < 1.1e-7);
      Assert.assertTrue(handler.getMaximalValueError() < 1.1e-7);
      Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
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        integ.addStepHandler(new StepNormalizer(0.5, this, mode, bounds));
        double[] y   = {0.0};
        double start = reverse ? getEnd()   : getStart();
        double end   = reverse ? getStart() : getEnd();
        output       = new ArrayList<Double>();
        integ.integrate(this, start, y, end, y);
        double[] actual = new double[output.size()];
        for(int i = 0; i < actual.length; i++) {
            actual[i] = output.get(i);
        }
        assertArrayEquals(expected, actual, 1e-5);
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        EventHandler[] functions = pb.getEventsHandlers();
        for (int l = 0; l < functions.length; ++l) {
          integ.addEventHandler(functions[l],
                                     Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
        }
        double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                                          pb.getFinalTime(), new double[pb.getDimension()]);
        if (functions.length == 0) {
            Assert.assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
        }

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