/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.ode.events;
import org.apache.commons.math.ConvergenceException;
import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MathRuntimeException;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.analysis.solvers.BrentSolver;
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.sampling.StepInterpolator;
/** This class handles the state for one {@link EventHandler
* event handler} during integration steps.
*
* <p>Each time the integrator proposes a step, the event handler
* switching function should be checked. This class handles the state
* of one handler during one integration step, with references to the
* state at the end of the preceding step. This information is used to
* decide if the handler should trigger an event or not during the
* proposed step (and hence the step should be reduced to ensure the
* event occurs at a bound rather than inside the step).</p>
*
* @version $Revision: 889006 $ $Date: 2009-12-09 17:46:36 -0500 (Wed, 09 Dec 2009) $
* @since 1.2
*/
public class EventState {
/** Event handler. */
private final EventHandler handler;
/** Maximal time interval between events handler checks. */
private final double maxCheckInterval;
/** Convergence threshold for event localization. */
private final double convergence;
/** Upper limit in the iteration count for event localization. */
private final int maxIterationCount;
/** Time at the beginning of the step. */
private double t0;
/** Value of the events handler at the beginning of the step. */
private double g0;
/** Simulated sign of g0 (we cheat when crossing events). */
private boolean g0Positive;
/** Indicator of event expected during the step. */
private boolean pendingEvent;
/** Occurrence time of the pending event. */
private double pendingEventTime;
/** Occurrence time of the previous event. */
private double previousEventTime;
/** Integration direction. */
private boolean forward;
/** Variation direction around pending event.
* (this is considered with respect to the integration direction)
*/
private boolean increasing;
/** Next action indicator. */
private int nextAction;
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = Math.abs(convergence);
this.maxIterationCount = maxIterationCount;
// some dummy values ...
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.CONTINUE;
}
/** Get the underlying event handler.
* @return underlying event handler
*/
public EventHandler getEventHandler() {
return handler;
}
/** Get the maximal time interval between events handler checks.
* @return maximal time interval between events handler checks
*/
public double getMaxCheckInterval() {
return maxCheckInterval;
}
/** Get the convergence threshold for event localization.
* @return convergence threshold for event localization
*/
public double getConvergence() {
return convergence;
}
/** Get the upper limit in the iteration count for event localization.
* @return upper limit in the iteration count for event localization
*/
public int getMaxIterationCount() {
return maxIterationCount;
}
/** Reinitialize the beginning of the step.
* @param tStart value of the independent <i>time</i> variable at the
* beginning of the step
* @param yStart array containing the current value of the state vector
* at the beginning of the step
* @exception EventException if the event handler
* value cannot be evaluated at the beginning of the step
*/
public void reinitializeBegin(final double tStart, final double[] yStart)
throws EventException {
t0 = tStart;
g0 = handler.g(tStart, yStart);
g0Positive = g0 >= 0;
}
/** Evaluate the impact of the proposed step on the event handler.
* @param interpolator step interpolator for the proposed step
* @return true if the event handler triggers an event before
* the end of the proposed step (this implies the step should be
* rejected)
* @exception DerivativeException if the interpolator fails to
* compute the switching function somewhere within the step
* @exception EventException if the switching function
* cannot be evaluated
* @exception ConvergenceException if an event cannot be located
*/
public boolean evaluateStep(final StepInterpolator interpolator)
throws DerivativeException, EventException, ConvergenceException {
try {
forward = interpolator.isForward();
final double t1 = interpolator.getCurrentTime();
final int n = Math.max(1, (int) Math.ceil(Math.abs(t1 - t0) / maxCheckInterval));
final double h = (t1 - t0) / n;
double ta = t0;
double ga = g0;
double tb = t0 + (interpolator.isForward() ? convergence : -convergence);
for (int i = 0; i < n; ++i) {
// evaluate handler value at the end of the substep
tb += h;
interpolator.setInterpolatedTime(tb);
final double gb = handler.g(tb, interpolator.getInterpolatedState());
// check events occurrence
if (g0Positive ^ (gb >= 0)) {
// there is a sign change: an event is expected during this step
if (ga * gb > 0) {
// this is a corner case:
// - there was an event near ta,
// - there is another event between ta and tb
// - when ta was computed, convergence was reached on the "wrong side" of the interval
// this implies that the real sign of ga is the same as gb, so we need to slightly
// shift ta to make sure ga and gb get opposite signs and the solver won't complain
// about bracketing
final double epsilon = (forward ? 0.25 : -0.25) * convergence;
for (int k = 0; (k < 4) && (ga * gb > 0); ++k) {
ta += epsilon;
interpolator.setInterpolatedTime(ta);
ga = handler.g(ta, interpolator.getInterpolatedState());
}
if (ga * gb > 0) {
// this should never happen
throw MathRuntimeException.createInternalError(null);
}
}
// variation direction, with respect to the integration direction
increasing = gb >= ga;
final UnivariateRealFunction f = new UnivariateRealFunction() {
public double value(final double t) throws FunctionEvaluationException {
try {
interpolator.setInterpolatedTime(t);
return handler.g(t, interpolator.getInterpolatedState());
} catch (DerivativeException e) {
throw new FunctionEvaluationException(e, t);
} catch (EventException e) {
throw new FunctionEvaluationException(e, t);
}
}
};
final BrentSolver solver = new BrentSolver();
solver.setAbsoluteAccuracy(convergence);
solver.setMaximalIterationCount(maxIterationCount);
final double root = (ta <= tb) ? solver.solve(f, ta, tb) : solver.solve(f, tb, ta);
if ((Math.abs(root - ta) <= convergence) &&
(Math.abs(root - previousEventTime) <= convergence)) {
// we have either found nothing or found (again ?) a past event, we simply ignore it
ta = tb;
ga = gb;
} else if (Double.isNaN(previousEventTime) ||
(Math.abs(previousEventTime - root) > convergence)) {
pendingEventTime = root;
if (pendingEvent && (Math.abs(t1 - pendingEventTime) <= convergence)) {
// we were already waiting for this event which was
// found during a previous call for a step that was
// rejected, this step must now be accepted since it
// properly ends exactly at the event occurrence
return false;
}
// either we were not waiting for the event or it has
// moved in such a way the step cannot be accepted
pendingEvent = true;
return true;
}
} else {
// no sign change: there is no event for now
ta = tb;
ga = gb;
}
}
// no event during the whole step
pendingEvent = false;
pendingEventTime = Double.NaN;
return false;
} catch (FunctionEvaluationException e) {
final Throwable cause = e.getCause();
if ((cause != null) && (cause instanceof DerivativeException)) {
throw (DerivativeException) cause;
} else if ((cause != null) && (cause instanceof EventException)) {
throw (EventException) cause;
}
throw new EventException(e);
}
}
/** Get the occurrence time of the event triggered in the current
* step.
* @return occurrence time of the event triggered in the current
* step.
*/
public double getEventTime() {
return pendingEventTime;
}
/** Acknowledge the fact the step has been accepted by the integrator.
* @param t value of the independent <i>time</i> variable at the
* end of the step
* @param y array containing the current value of the state vector
* at the end of the step
* @exception EventException if the value of the event
* handler cannot be evaluated
*/
public void stepAccepted(final double t, final double[] y)
throws EventException {
t0 = t;
g0 = handler.g(t, y);
if (pendingEvent) {
// force the sign to its value "just after the event"
previousEventTime = t;
g0Positive = increasing;
nextAction = handler.eventOccurred(t, y, !(increasing ^ forward));
} else {
g0Positive = g0 >= 0;
nextAction = EventHandler.CONTINUE;
}
}
/** Check if the integration should be stopped at the end of the
* current step.
* @return true if the integration should be stopped
*/
public boolean stop() {
return nextAction == EventHandler.STOP;
}
/** Let the event handler reset the state if it wants.
* @param t value of the independent <i>time</i> variable at the
* beginning of the next step
* @param y array were to put the desired state vector at the beginning
* of the next step
* @return true if the integrator should reset the derivatives too
* @exception EventException if the state cannot be reseted by the event
* handler
*/
public boolean reset(final double t, final double[] y)
throws EventException {
if (! pendingEvent) {
return false;
}
if (nextAction == EventHandler.RESET_STATE) {
handler.resetState(t, y);
}
pendingEvent = false;
pendingEventTime = Double.NaN;
return (nextAction == EventHandler.RESET_STATE) ||
(nextAction == EventHandler.RESET_DERIVATIVES);
}
}