001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.ode.nonstiff;
019
020 import static org.junit.Assert.assertEquals;
021 import static org.junit.Assert.assertTrue;
022
023 import org.apache.commons.math.ode.DerivativeException;
024 import org.apache.commons.math.ode.FirstOrderIntegrator;
025 import org.apache.commons.math.ode.IntegratorException;
026 import org.apache.commons.math.ode.TestProblem1;
027 import org.apache.commons.math.ode.TestProblem5;
028 import org.apache.commons.math.ode.TestProblem6;
029 import org.apache.commons.math.ode.TestProblemHandler;
030 import org.junit.Test;
031
032 public class AdamsMoultonIntegratorTest {
033
034 @Test(expected=IntegratorException.class)
035 public void dimensionCheck() throws DerivativeException, IntegratorException {
036 TestProblem1 pb = new TestProblem1();
037 FirstOrderIntegrator integ =
038 new AdamsMoultonIntegrator(2, 0.0, 1.0, 1.0e-10, 1.0e-10);
039 integ.integrate(pb,
040 0.0, new double[pb.getDimension()+10],
041 1.0, new double[pb.getDimension()+10]);
042 }
043
044 @Test(expected=IntegratorException.class)
045 public void testMinStep() throws DerivativeException, IntegratorException {
046
047 TestProblem1 pb = new TestProblem1();
048 double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime());
049 double maxStep = pb.getFinalTime() - pb.getInitialTime();
050 double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 };
051 double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 };
052
053 FirstOrderIntegrator integ = new AdamsMoultonIntegrator(4, minStep, maxStep,
054 vecAbsoluteTolerance,
055 vecRelativeTolerance);
056 TestProblemHandler handler = new TestProblemHandler(pb, integ);
057 integ.addStepHandler(handler);
058 integ.integrate(pb,
059 pb.getInitialTime(), pb.getInitialState(),
060 pb.getFinalTime(), new double[pb.getDimension()]);
061
062 }
063
064 @Test
065 public void testIncreasingTolerance()
066 throws DerivativeException, IntegratorException {
067
068 int previousCalls = Integer.MAX_VALUE;
069 for (int i = -12; i < -2; ++i) {
070 TestProblem1 pb = new TestProblem1();
071 double minStep = 0;
072 double maxStep = pb.getFinalTime() - pb.getInitialTime();
073 double scalAbsoluteTolerance = Math.pow(10.0, i);
074 double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
075
076 FirstOrderIntegrator integ = new AdamsMoultonIntegrator(4, minStep, maxStep,
077 scalAbsoluteTolerance,
078 scalRelativeTolerance);
079 TestProblemHandler handler = new TestProblemHandler(pb, integ);
080 integ.addStepHandler(handler);
081 integ.integrate(pb,
082 pb.getInitialTime(), pb.getInitialState(),
083 pb.getFinalTime(), new double[pb.getDimension()]);
084
085 // the 0.15 and 3.0 factors are only valid for this test
086 // and has been obtained from trial and error
087 // there is no general relation between local and global errors
088 assertTrue(handler.getMaximalValueError() > (0.15 * scalAbsoluteTolerance));
089 assertTrue(handler.getMaximalValueError() < (3.0 * scalAbsoluteTolerance));
090 assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);
091
092 int calls = pb.getCalls();
093 assertEquals(integ.getEvaluations(), calls);
094 assertTrue(calls <= previousCalls);
095 previousCalls = calls;
096
097 }
098
099 }
100
101 @Test(expected = DerivativeException.class)
102 public void exceedMaxEvaluations() throws DerivativeException, IntegratorException {
103
104 TestProblem1 pb = new TestProblem1();
105 double range = pb.getFinalTime() - pb.getInitialTime();
106
107 AdamsMoultonIntegrator integ = new AdamsMoultonIntegrator(2, 0, range, 1.0e-12, 1.0e-12);
108 TestProblemHandler handler = new TestProblemHandler(pb, integ);
109 integ.addStepHandler(handler);
110 integ.setMaxEvaluations(650);
111 integ.integrate(pb,
112 pb.getInitialTime(), pb.getInitialState(),
113 pb.getFinalTime(), new double[pb.getDimension()]);
114
115 }
116
117 @Test
118 public void backward() throws DerivativeException, IntegratorException {
119
120 TestProblem5 pb = new TestProblem5();
121 double range = Math.abs(pb.getFinalTime() - pb.getInitialTime());
122
123 FirstOrderIntegrator integ = new AdamsMoultonIntegrator(4, 0, range, 1.0e-12, 1.0e-12);
124 TestProblemHandler handler = new TestProblemHandler(pb, integ);
125 integ.addStepHandler(handler);
126 integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
127 pb.getFinalTime(), new double[pb.getDimension()]);
128
129 assertTrue(handler.getLastError() < 1.0e-9);
130 assertTrue(handler.getMaximalValueError() < 1.0e-9);
131 assertEquals(0, handler.getMaximalTimeError(), 1.0e-16);
132 assertEquals("Adams-Moulton", integ.getName());
133 }
134
135 @Test
136 public void polynomial() throws DerivativeException, IntegratorException {
137 TestProblem6 pb = new TestProblem6();
138 double range = Math.abs(pb.getFinalTime() - pb.getInitialTime());
139
140 for (int nSteps = 1; nSteps < 7; ++nSteps) {
141 AdamsMoultonIntegrator integ =
142 new AdamsMoultonIntegrator(nSteps, 1.0e-6 * range, 0.1 * range, 1.0e-9, 1.0e-9);
143 TestProblemHandler handler = new TestProblemHandler(pb, integ);
144 integ.addStepHandler(handler);
145 integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
146 pb.getFinalTime(), new double[pb.getDimension()]);
147 if (nSteps < 4) {
148 assertTrue(integ.getEvaluations() > 150);
149 } else {
150 assertTrue(integ.getEvaluations() < 100);
151 }
152 }
153
154 }
155
156 }