Package org.apache.commons.math.ode.nonstiff

Class RungeKuttaIntegrator

java.lang.Object

org.apache.commons.math.ode.AbstractIntegrator

org.apache.commons.math.ode.nonstiff.RungeKuttaIntegrator

All Implemented Interfaces:

FirstOrderIntegrator, ODEIntegrator

Direct Known Subclasses:

ClassicalRungeKuttaIntegrator, EulerIntegrator, GillIntegrator, MidpointIntegrator, ThreeEighthesIntegrator

public abstract class RungeKuttaIntegrator
extends AbstractIntegrator

This class implements the common part of all fixed step Runge-Kutta integrators for Ordinary Differential Equations.

These methods are explicit Runge-Kutta methods, their Butcher arrays are as follows :

    0  |
   c2  | a21
   c3  | a31  a32
   ... |        ...
   cs  | as1  as2  ...  ass-1
       |--------------------------
       |  b1   b2  ...   bs-1  bs
 

Since:

1.2

Version:

$Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $

See Also:

EulerIntegrator, ClassicalRungeKuttaIntegrator, GillIntegrator, MidpointIntegrator

Field Summary

Fields inherited from class org.apache.commons.math.ode.AbstractIntegrator

isLastStep, resetOccurred, stepHandlers, stepSize, stepStart

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	RungeKuttaIntegrator(java.lang.String name, double[] c, double[][] a, double[] b, org.apache.commons.math.ode.nonstiff.RungeKuttaStepInterpolator prototype, double step)	Simple constructor.

Method Summary

Modifier and Type	Method	Description
double	integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y)	Integrate the differential equations up to the given time.

Methods inherited from class org.apache.commons.math.ode.AbstractIntegrator

acceptStep, addEndTimeChecker, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getCurrentStepStart, getEvaluations, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, requiresDenseOutput, resetEvaluations, sanityChecks, setEquations, setMaxEvaluations, setStateInitialized

Methods inherited from class java.lang.Object

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

Constructor Detail

RungeKuttaIntegrator

protected RungeKuttaIntegrator(java.lang.String name,
                               double[] c,
                               double[][] a,
                               double[] b,
                               org.apache.commons.math.ode.nonstiff.RungeKuttaStepInterpolator prototype,
                               double step)

Simple constructor. Build a Runge-Kutta integrator with the given step. The default step handler does nothing.

Parameters:

name - name of the method

c - time steps from Butcher array (without the first zero)

a - internal weights from Butcher array (without the first empty row)

b - propagation weights for the high order method from Butcher array

prototype - prototype of the step interpolator to use

step - integration step

Method Detail

integrate

public double integrate(FirstOrderDifferentialEquations equations,
                        double t0,
                        double[] y0,
                        double t,
                        double[] y)
                 throws DerivativeException,
                        IntegratorException

Integrate the differential equations up to the given time.

This method solves an Initial Value Problem (IVP).

Since this method stores some internal state variables made available in its public interface during integration (ODEIntegrator.getCurrentSignedStepsize()), it is not thread-safe.

Parameters:

equations - differential equations to integrate

t0 - initial time

y0 - initial value of the state vector at t0

t - target time for the integration (can be set to a value smaller than t0 for backward integration)

y - placeholder where to put the state vector at each successful step (and hence at the end of integration), can be the same object as y0

Returns:

stop time, will be the same as target time if integration reached its target, but may be different if some EventHandler stops it at some point.

Throws:

DerivativeException - this exception is propagated to the caller if the underlying user function triggers one

IntegratorException - if the integrator cannot perform integration