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 junit.framework.*;
021
022 import org.apache.commons.math.ode.DerivativeException;
023 import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
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.TestProblem3;
028 import org.apache.commons.math.ode.TestProblem5;
029 import org.apache.commons.math.ode.TestProblemAbstract;
030 import org.apache.commons.math.ode.TestProblemFactory;
031 import org.apache.commons.math.ode.TestProblemHandler;
032 import org.apache.commons.math.ode.events.EventHandler;
033 import org.apache.commons.math.ode.nonstiff.GillIntegrator;
034 import org.apache.commons.math.ode.sampling.StepHandler;
035 import org.apache.commons.math.ode.sampling.StepInterpolator;
036
037 public class GillIntegratorTest
038 extends TestCase {
039
040 public GillIntegratorTest(String name) {
041 super(name);
042 }
043
044 public void testDimensionCheck() {
045 try {
046 TestProblem1 pb = new TestProblem1();
047 new GillIntegrator(0.01).integrate(pb,
048 0.0, new double[pb.getDimension()+10],
049 1.0, new double[pb.getDimension()+10]);
050 fail("an exception should have been thrown");
051 } catch(DerivativeException de) {
052 fail("wrong exception caught");
053 } catch(IntegratorException ie) {
054 }
055 }
056
057 public void testDecreasingSteps()
058 throws DerivativeException, IntegratorException {
059
060 TestProblemAbstract[] problems = TestProblemFactory.getProblems();
061 for (int k = 0; k < problems.length; ++k) {
062
063 double previousError = Double.NaN;
064 for (int i = 5; i < 10; ++i) {
065
066 TestProblemAbstract pb = problems[k].copy();
067 double step = (pb.getFinalTime() - pb.getInitialTime())
068 * Math.pow(2.0, -i);
069
070 FirstOrderIntegrator integ = new GillIntegrator(step);
071 TestProblemHandler handler = new TestProblemHandler(pb, integ);
072 integ.addStepHandler(handler);
073 EventHandler[] functions = pb.getEventsHandlers();
074 for (int l = 0; l < functions.length; ++l) {
075 integ.addEventHandler(functions[l],
076 Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
077 }
078 double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
079 pb.getFinalTime(), new double[pb.getDimension()]);
080 if (functions.length == 0) {
081 assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
082 }
083
084 double error = handler.getMaximalValueError();
085 if (i > 5) {
086 assertTrue(error < Math.abs(previousError));
087 }
088 previousError = error;
089 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
090
091 }
092
093 }
094
095 }
096
097 public void testSmallStep()
098 throws DerivativeException, IntegratorException {
099
100 TestProblem1 pb = new TestProblem1();
101 double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;
102
103 FirstOrderIntegrator integ = new GillIntegrator(step);
104 TestProblemHandler handler = new TestProblemHandler(pb, integ);
105 integ.addStepHandler(handler);
106 integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
107 pb.getFinalTime(), new double[pb.getDimension()]);
108
109 assertTrue(handler.getLastError() < 2.0e-13);
110 assertTrue(handler.getMaximalValueError() < 4.0e-12);
111 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
112 assertEquals("Gill", integ.getName());
113
114 }
115
116 public void testBigStep()
117 throws DerivativeException, IntegratorException {
118
119 TestProblem1 pb = new TestProblem1();
120 double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.2;
121
122 FirstOrderIntegrator integ = new GillIntegrator(step);
123 TestProblemHandler handler = new TestProblemHandler(pb, integ);
124 integ.addStepHandler(handler);
125 integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
126 pb.getFinalTime(), new double[pb.getDimension()]);
127
128 assertTrue(handler.getLastError() > 0.0004);
129 assertTrue(handler.getMaximalValueError() > 0.005);
130 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
131
132 }
133
134 public void testBackward()
135 throws DerivativeException, IntegratorException {
136
137 TestProblem5 pb = new TestProblem5();
138 double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
139
140 FirstOrderIntegrator integ = new GillIntegrator(step);
141 TestProblemHandler handler = new TestProblemHandler(pb, integ);
142 integ.addStepHandler(handler);
143 integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
144 pb.getFinalTime(), new double[pb.getDimension()]);
145
146 assertTrue(handler.getLastError() < 5.0e-10);
147 assertTrue(handler.getMaximalValueError() < 7.0e-10);
148 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
149 assertEquals("Gill", integ.getName());
150 }
151
152 public void testKepler()
153 throws DerivativeException, IntegratorException {
154
155 final TestProblem3 pb = new TestProblem3(0.9);
156 double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.0003;
157
158 FirstOrderIntegrator integ = new GillIntegrator(step);
159 integ.addStepHandler(new KeplerStepHandler(pb));
160 integ.integrate(pb,
161 pb.getInitialTime(), pb.getInitialState(),
162 pb.getFinalTime(), new double[pb.getDimension()]);
163 }
164
165 public void testUnstableDerivative()
166 throws DerivativeException, IntegratorException {
167 final StepProblem stepProblem = new StepProblem(0.0, 1.0, 2.0);
168 FirstOrderIntegrator integ = new GillIntegrator(0.3);
169 integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000);
170 double[] y = { Double.NaN };
171 integ.integrate(stepProblem, 0.0, new double[] { 0.0 }, 10.0, y);
172 assertEquals(8.0, y[0], 1.0e-12);
173 }
174
175 private static class KeplerStepHandler implements StepHandler {
176 public KeplerStepHandler(TestProblem3 pb) {
177 this.pb = pb;
178 reset();
179 }
180 public boolean requiresDenseOutput() {
181 return false;
182 }
183 public void reset() {
184 maxError = 0;
185 }
186 public void handleStep(StepInterpolator interpolator,
187 boolean isLast) throws DerivativeException {
188
189 double[] interpolatedY = interpolator.getInterpolatedState();
190 double[] theoreticalY = pb.computeTheoreticalState(interpolator.getCurrentTime());
191 double dx = interpolatedY[0] - theoreticalY[0];
192 double dy = interpolatedY[1] - theoreticalY[1];
193 double error = dx * dx + dy * dy;
194 if (error > maxError) {
195 maxError = error;
196 }
197 if (isLast) {
198 // even with more than 1000 evaluations per period,
199 // RK4 is not able to integrate such an eccentric
200 // orbit with a good accuracy
201 assertTrue(maxError > 0.001);
202 }
203 }
204 private double maxError;
205 private TestProblem3 pb;
206 }
207
208 public void testStepSize()
209 throws DerivativeException, IntegratorException {
210 final double step = 1.23456;
211 FirstOrderIntegrator integ = new GillIntegrator(step);
212 integ.addStepHandler(new StepHandler() {
213 public void handleStep(StepInterpolator interpolator, boolean isLast) {
214 if (! isLast) {
215 assertEquals(step,
216 interpolator.getCurrentTime() - interpolator.getPreviousTime(),
217 1.0e-12);
218 }
219 }
220 public boolean requiresDenseOutput() {
221 return false;
222 }
223 public void reset() {
224 }
225 });
226 integ.integrate(new FirstOrderDifferentialEquations() {
227 private static final long serialVersionUID = 0L;
228 public void computeDerivatives(double t, double[] y, double[] dot) {
229 dot[0] = 1.0;
230 }
231 public int getDimension() {
232 return 1;
233 }
234 }, 0.0, new double[] { 0.0 }, 5.0, new double[1]);
235 }
236
237 public static Test suite() {
238 return new TestSuite(GillIntegratorTest.class);
239 }
240
241 }