public class DormandPrince54Integrator extends EmbeddedRungeKuttaIntegrator
This integrator is an embedded Runge-Kutta integrator of order 5(4) 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 7 functions evaluations per step. However, since this is an fsal, the last evaluation of one step is the same as the first evaluation of the next step and hence can be avoided. So the cost is really 6 functions evaluations per step.
This method has been published (whithout the continuous output that was added by Shampine in 1986) in the following article :
A family of embedded Runge-Kutta formulae J. R. Dormand and P. J. Prince Journal of Computational and Applied Mathematics volume 6, no 1, 1980, pp. 19-26
mainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeToleranceisLastStep, resetOccurred, stepHandlers, stepSize, stepStart| Constructor and Description |
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DormandPrince54Integrator(double minStep,
double maxStep,
double[] vecAbsoluteTolerance,
double[] vecRelativeTolerance)
Simple constructor.
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DormandPrince54Integrator(double minStep,
double maxStep,
double scalAbsoluteTolerance,
double scalRelativeTolerance)
Simple constructor.
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| Modifier and Type | Method and Description |
|---|---|
protected double |
estimateError(double[][] yDotK,
double[] y0,
double[] y1,
double h)
Compute the error ratio.
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int |
getOrder()
Get the order of the method.
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getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafetyfilterStep, getCurrentStepStart, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize, setStepSizeControl, setStepSizeControlacceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCounter, getCurrentSignedStepsize, getEvaluations, getEvaluationsCounter, getEventHandlers, getExpandable, getMaxEvaluations, getName, getStepHandlers, initIntegration, integrate, setEquations, setMaxEvaluations, setStateInitializedpublic DormandPrince54Integrator(double minStep,
double maxStep,
double scalAbsoluteTolerance,
double scalRelativeTolerance)
minStep - minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thismaxStep - maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thisscalAbsoluteTolerance - allowed absolute errorscalRelativeTolerance - allowed relative errorpublic DormandPrince54Integrator(double minStep,
double maxStep,
double[] vecAbsoluteTolerance,
double[] vecRelativeTolerance)
minStep - minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thismaxStep - maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than thisvecAbsoluteTolerance - allowed absolute errorvecRelativeTolerance - allowed relative errorpublic int getOrder()
getOrder in class EmbeddedRungeKuttaIntegratorprotected double estimateError(double[][] yDotK,
double[] y0,
double[] y1,
double h)
estimateError in class EmbeddedRungeKuttaIntegratoryDotK - derivatives computed during the first stagesy0 - estimate of the step at the start of the stepy1 - estimate of the step at the end of the steph - current stepCopyright © 2003–2017. All rights reserved.