DormandPrince853Integrator (Apache Commons Math 3.3 API)

org.apache.commons.math3.ode.nonstiff

## Class DormandPrince853Integrator

- java.lang.Object
- - org.apache.commons.math3.ode.AbstractIntegrator
  - - org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
    - - org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator
      - - org.apache.commons.math3.ode.nonstiff.DormandPrince853Integrator

- All Implemented Interfaces:
    FirstOrderIntegrator, ODEIntegrator

      public class DormandPrince853Integrator
      extends EmbeddedRungeKuttaIntegrator

  This class implements the 8(5,3) Dormand-Prince integrator for Ordinary Differential Equations.

  This integrator is an embedded Runge-Kutta integrator of order 8(5,3) used in local extrapolation mode (i.e. the solution is computed using the high order formula) with stepsize control (and automatic step initialization) and continuous output. This method uses 12 functions evaluations per step for integration and 4 evaluations for interpolation. However, since the first interpolation evaluation is the same as the first integration evaluation of the next step, we have included it in the integrator rather than in the interpolator and specified the method was an fsal. Hence, despite we have 13 stages here, the cost is really 12 evaluations per step even if no interpolation is done, and the overcost of interpolation is only 3 evaluations.

  This method is based on an 8(6) method by Dormand and Prince (i.e. order 8 for the integration and order 6 for error estimation) modified by Hairer and Wanner to use a 5th order error estimator with 3rd order correction. This modification was introduced because the original method failed in some cases (wrong steps can be accepted when step size is too large, for example in the Brusselator problem) and also had severe difficulties when applied to problems with discontinuities. This modification is explained in the second edition of the first volume (Nonstiff Problems) of the reference book by Hairer, Norsett and Wanner: Solving Ordinary Differential Equations (Springer-Verlag, ISBN 3-540-56670-8).

  Since:
    1.2
  Version:
    $Id: DormandPrince853Integrator.java 1416643 2012-12-03 19:37:14Z tn $

- - ### Field Summary

    - ### Fields inherited from class org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator

      `mainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeTolerance`

    - ### Fields inherited from class org.apache.commons.math3.ode.AbstractIntegrator

      `isLastStep, resetOccurred, stepHandlers, stepSize, stepStart`

  - ### Constructor Summary

    Constructors
    Constructor and Description
    `DormandPrince853Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)` Simple constructor.
    `DormandPrince853Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)` Simple constructor.

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `protected double` | `estimateError(double[][] yDotK, double[] y0, double[] y1, double h)` Compute the error ratio.
    `int` | `getOrder()` Get the order of the method.

    - ### Methods inherited from class org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator

      `getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafety`

    - ### Methods inherited from class org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator

      `filterStep, getCurrentStepStart, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize, setStepSizeControl, setStepSizeControl`

    - ### Methods inherited from class org.apache.commons.math3.ode.AbstractIntegrator

      `acceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getEvaluations, getEvaluationsCounter, getEventHandlers, getExpandable, getMaxEvaluations, getName, getStepHandlers, initIntegration, integrate, setEquations, setMaxEvaluations, setStateInitialized`

    - ### Methods inherited from class java.lang.Object

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

- - ### Constructor Detail

    - #### DormandPrince853Integrator

          public DormandPrince853Integrator(double minStep,
                                    double maxStep,
                                    double scalAbsoluteTolerance,
                                    double scalRelativeTolerance)

      Simple constructor. Build an eighth order Dormand-Prince integrator with the given step bounds
      Parameters:
        `minStep` - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `maxStep` - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `scalAbsoluteTolerance` - allowed absolute error
        `scalRelativeTolerance` - allowed relative error

    - #### DormandPrince853Integrator

          public DormandPrince853Integrator(double minStep,
                                    double maxStep,
                                    double[] vecAbsoluteTolerance,
                                    double[] vecRelativeTolerance)

      Simple constructor. Build an eighth order Dormand-Prince integrator with the given step bounds
      Parameters:
        `minStep` - minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `maxStep` - maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than this
        `vecAbsoluteTolerance` - allowed absolute error
        `vecRelativeTolerance` - allowed relative error

  - ### Method Detail

    - #### getOrder

          public int getOrder()

      Get the order of the method.
      Specified by:
        `getOrder` in class `EmbeddedRungeKuttaIntegrator`
      Returns:
        order of the method

    - #### estimateError

          protected double estimateError(double[][] yDotK,
                             double[] y0,
                             double[] y1,
                             double h)

      Compute the error ratio.
      Specified by:
        `estimateError` in class `EmbeddedRungeKuttaIntegrator`
      Parameters:
        `yDotK` - derivatives computed during the first stages
        `y0` - estimate of the step at the start of the step
        `y1` - estimate of the step at the end of the step
        `h` - current step
      Returns:
        error ratio, greater than 1 if step should be rejected

Copyright © 2003–2014 The Apache Software Foundation. All rights reserved.