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.TestProblem5;
028 import org.apache.commons.math.ode.TestProblemAbstract;
029 import org.apache.commons.math.ode.TestProblemFactory;
030 import org.apache.commons.math.ode.TestProblemHandler;
031 import org.apache.commons.math.ode.events.EventHandler;
032 import org.apache.commons.math.ode.nonstiff.EulerIntegrator;
033 import org.apache.commons.math.ode.sampling.StepHandler;
034 import org.apache.commons.math.ode.sampling.StepInterpolator;
035
036 public class EulerIntegratorTest
037 extends TestCase {
038
039 public EulerIntegratorTest(String name) {
040 super(name);
041 }
042
043 public void testDimensionCheck() {
044 try {
045 TestProblem1 pb = new TestProblem1();
046 new EulerIntegrator(0.01).integrate(pb,
047 0.0, new double[pb.getDimension()+10],
048 1.0, new double[pb.getDimension()+10]);
049 fail("an exception should have been thrown");
050 } catch(DerivativeException de) {
051 fail("wrong exception caught");
052 } catch(IntegratorException ie) {
053 }
054 }
055
056 public void testDecreasingSteps()
057 throws DerivativeException, IntegratorException {
058
059 TestProblemAbstract[] problems = TestProblemFactory.getProblems();
060 for (int k = 0; k < problems.length; ++k) {
061
062 double previousError = Double.NaN;
063 for (int i = 4; i < 10; ++i) {
064
065 TestProblemAbstract pb = problems[k].copy();
066 double step = (pb.getFinalTime() - pb.getInitialTime())
067 * Math.pow(2.0, -i);
068
069 FirstOrderIntegrator integ = new EulerIntegrator(step);
070 TestProblemHandler handler = new TestProblemHandler(pb, integ);
071 integ.addStepHandler(handler);
072 EventHandler[] functions = pb.getEventsHandlers();
073 for (int l = 0; l < functions.length; ++l) {
074 integ.addEventHandler(functions[l],
075 Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
076 }
077 double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
078 pb.getFinalTime(), new double[pb.getDimension()]);
079 if (functions.length == 0) {
080 assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
081 }
082
083 double error = handler.getMaximalValueError();
084 if (i > 4) {
085 assertTrue(error < Math.abs(previousError));
086 }
087 previousError = error;
088 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
089
090 }
091
092 }
093
094 }
095
096 public void testSmallStep()
097 throws DerivativeException, IntegratorException {
098
099 TestProblem1 pb = new TestProblem1();
100 double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;
101
102 FirstOrderIntegrator integ = new EulerIntegrator(step);
103 TestProblemHandler handler = new TestProblemHandler(pb, integ);
104 integ.addStepHandler(handler);
105 integ.integrate(pb,
106 pb.getInitialTime(), pb.getInitialState(),
107 pb.getFinalTime(), new double[pb.getDimension()]);
108
109 assertTrue(handler.getLastError() < 2.0e-4);
110 assertTrue(handler.getMaximalValueError() < 1.0e-3);
111 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
112 assertEquals("Euler", 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 EulerIntegrator(step);
123 TestProblemHandler handler = new TestProblemHandler(pb, integ);
124 integ.addStepHandler(handler);
125 integ.integrate(pb,
126 pb.getInitialTime(), pb.getInitialState(),
127 pb.getFinalTime(), new double[pb.getDimension()]);
128
129 assertTrue(handler.getLastError() > 0.01);
130 assertTrue(handler.getMaximalValueError() > 0.2);
131 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
132
133 }
134
135 public void testBackward()
136 throws DerivativeException, IntegratorException {
137
138 TestProblem5 pb = new TestProblem5();
139 double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
140
141 FirstOrderIntegrator integ = new EulerIntegrator(step);
142 TestProblemHandler handler = new TestProblemHandler(pb, integ);
143 integ.addStepHandler(handler);
144 integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
145 pb.getFinalTime(), new double[pb.getDimension()]);
146
147 assertTrue(handler.getLastError() < 0.45);
148 assertTrue(handler.getMaximalValueError() < 0.45);
149 assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
150 assertEquals("Euler", integ.getName());
151 }
152
153 public void testStepSize()
154 throws DerivativeException, IntegratorException {
155 final double step = 1.23456;
156 FirstOrderIntegrator integ = new EulerIntegrator(step);
157 integ.addStepHandler(new StepHandler() {
158 public void handleStep(StepInterpolator interpolator, boolean isLast) {
159 if (! isLast) {
160 assertEquals(step,
161 interpolator.getCurrentTime() - interpolator.getPreviousTime(),
162 1.0e-12);
163 }
164 }
165 public boolean requiresDenseOutput() {
166 return false;
167 }
168 public void reset() {
169 }
170 });
171 integ.integrate(new FirstOrderDifferentialEquations() {
172 private static final long serialVersionUID = 0L;
173 public void computeDerivatives(double t, double[] y, double[] dot) {
174 dot[0] = 1.0;
175 }
176 public int getDimension() {
177 return 1;
178 }
179 }, 0.0, new double[] { 0.0 }, 5.0, new double[1]);
180 }
181
182 public static Test suite() {
183 return new TestSuite(EulerIntegratorTest.class);
184 }
185
186 }