diff --git a/src/main/java/org/apache/commons/math4/ode/nonstiff/GillFieldIntegrator.java b/src/main/java/org/apache/commons/math4/ode/nonstiff/GillFieldIntegrator.java new file mode 100644 index 000000000..5266f51e8 --- /dev/null +++ b/src/main/java/org/apache/commons/math4/ode/nonstiff/GillFieldIntegrator.java @@ -0,0 +1,79 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math4.ode.nonstiff; + +import org.apache.commons.math4.Field; +import org.apache.commons.math4.RealFieldElement; +import org.apache.commons.math4.util.FastMath; + + +/** + * This class implements the Gill fourth order Runge-Kutta + * integrator for Ordinary Differential Equations . + + *

This method is an explicit Runge-Kutta method, its Butcher-array + * is the following one : + *

+ *    0  |    0        0       0      0
+ *   1/2 |   1/2       0       0      0
+ *   1/2 | (q-1)/2  (2-q)/2    0      0
+ *    1  |    0       -q/2  (2+q)/2   0
+ *       |-------------------------------
+ *       |   1/6    (2-q)/6 (2+q)/6  1/6
+ * 
+ * where q = sqrt(2)

+ * + * @see EulerFieldIntegrator + * @see ClassicalRungeKuttaFieldIntegrator + * @see MidpointFieldIntegrator + * @see ThreeEighthesFieldIntegrator + * @see LutherFieldIntegrator + * @param the type of the field elements + * @since 3.6 + */ + +public class GillFieldIntegrator> + extends RungeKuttaFieldIntegrator { + + /** Time steps Butcher array. */ + private static final double[] STATIC_C = { + 1.0 / 2.0, 1.0 / 2.0, 1.0 + }; + + /** Internal weights Butcher array. */ + private static final double[][] STATIC_A = { + { 1.0 / 2.0 }, + { (FastMath.sqrt(2.0) - 1.0) / 2.0, (2.0 - FastMath.sqrt(2.0)) / 2.0 }, + { 0.0, -FastMath.sqrt(2.0) / 2.0, (2.0 + FastMath.sqrt(2.0)) / 2.0 } + }; + + /** Propagation weights Butcher array. */ + private static final double[] STATIC_B = { + 1.0 / 6.0, (2.0 - FastMath.sqrt(2.0)) / 6.0, (2.0 + FastMath.sqrt(2.0)) / 6.0, 1.0 / 6.0 + }; + + /** Simple constructor. + * Build a fourth-order Gill integrator with the given step. + * @param field field to which the time and state vector elements belong + * @param step integration step + */ + public GillFieldIntegrator(final Field field, final T step) { + super(field, "Gill", STATIC_C, STATIC_A, STATIC_B, new GillFieldStepInterpolator(), step); + } + +} diff --git a/src/main/java/org/apache/commons/math4/ode/nonstiff/GillFieldStepInterpolator.java b/src/main/java/org/apache/commons/math4/ode/nonstiff/GillFieldStepInterpolator.java new file mode 100644 index 000000000..01c1935d6 --- /dev/null +++ b/src/main/java/org/apache/commons/math4/ode/nonstiff/GillFieldStepInterpolator.java @@ -0,0 +1,157 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math4.ode.nonstiff; + +import org.apache.commons.math4.RealFieldElement; +import org.apache.commons.math4.ode.FieldEquationsMapper; +import org.apache.commons.math4.ode.FieldODEStateAndDerivative; +import org.apache.commons.math4.util.FastMath; +import org.apache.commons.math4.util.MathArrays; + +/** + * This class implements a step interpolator for the Gill fourth + * order Runge-Kutta integrator. + * + *

This interpolator allows to compute dense output inside the last + * step computed. The interpolation equation is consistent with the + * integration scheme : + *

    + *
  • Using reference point at step start:
    + * y(tn + θ h) = y (tn) + * + θ (h/6) [ (6 - 9 θ + 4 θ2) y'1 + * + ( 6 θ - 4 θ2) ((1-1/√2) y'2 + (1+1/√2)) y'3) + * + ( - 3 θ + 4 θ2) y'4 + * ] + *
  • + *
  • Using reference point at step start:
    + * y(tn + θ h) = y (tn + h) + * - (1 - θ) (h/6) [ (1 - 5 θ + 4 θ2) y'1 + * + (2 + 2 θ - 4 θ2) ((1-1/√2) y'2 + (1+1/√2)) y'3) + * + (1 + θ + 4 θ2) y'4 + * ] + *
  • + *
+ *

+ * where θ belongs to [0 ; 1] and where y'1 to y'4 + * are the four evaluations of the derivatives already computed during + * the step.

+ * + * @see GillFieldIntegrator + * @param the type of the field elements + * @since 3.6 + */ + +class GillFieldStepInterpolator> + extends RungeKuttaFieldStepInterpolator { + + /** First Gill coefficient. */ + private static final double ONE_MINUS_INV_SQRT_2 = 1 - FastMath.sqrt(0.5); + + /** Second Gill coefficient. */ + private static final double ONE_PLUS_INV_SQRT_2 = 1 + FastMath.sqrt(0.5); + + /** Simple constructor. + * This constructor builds an instance that is not usable yet, the + * {@link + * org.apache.commons.math4.ode.sampling.AbstractFieldStepInterpolator#reinitialize} + * method should be called before using the instance in order to + * initialize the internal arrays. This constructor is used only + * in order to delay the initialization in some cases. The {@link + * RungeKuttaFieldIntegrator} class uses the prototyping design pattern + * to create the step interpolators by cloning an uninitialized model + * and later initializing the copy. + */ + GillFieldStepInterpolator() { + } + + /** Copy constructor. + * @param interpolator interpolator to copy from. The copy is a deep + * copy: its arrays are separated from the original arrays of the + * instance + */ + GillFieldStepInterpolator(final GillFieldStepInterpolator interpolator) { + super(interpolator); + } + + /** {@inheritDoc} */ + @Override + protected GillFieldStepInterpolator doCopy() { + return new GillFieldStepInterpolator(this); + } + + + /** {@inheritDoc} */ + @Override + protected FieldODEStateAndDerivative computeInterpolatedStateAndDerivatives(final FieldEquationsMapper mapper, + final T time, final T theta, + final T oneMinusThetaH) { + + final T one = time.getField().getOne(); + final T twoTheta = theta.multiply(2); + final T fourTheta2 = twoTheta.multiply(twoTheta); + final T coeffDot1 = theta.multiply(twoTheta.subtract(3)).add(1); + final T cDot23 = twoTheta.multiply(one.subtract(theta)); + final T coeffDot2 = cDot23.multiply(ONE_MINUS_INV_SQRT_2); + final T coeffDot3 = cDot23.multiply(ONE_PLUS_INV_SQRT_2); + final T coeffDot4 = theta.multiply(twoTheta.subtract(1)); + final T[] interpolatedState = MathArrays.buildArray(theta.getField(), previousState.length); + final T[] interpolatedDerivatives = MathArrays.buildArray(theta.getField(), previousState.length); + + if ((previousState != null) && (theta.getReal() <= 0.5)) { + final T s = theta.multiply(h).divide(6.0); + final T c23 = s.multiply(theta.multiply(6).subtract(fourTheta2)); + final T coeff1 = s.multiply(fourTheta2.subtract(theta.multiply(6)).add(6)); + final T coeff2 = c23.multiply(ONE_MINUS_INV_SQRT_2); + final T coeff3 = c23.multiply(ONE_PLUS_INV_SQRT_2); + final T coeff4 = s.multiply(fourTheta2.subtract(theta.multiply(3))); + for (int i = 0; i < interpolatedState.length; ++i) { + final T yDot1 = yDotK[0][i]; + final T yDot2 = yDotK[1][i]; + final T yDot3 = yDotK[2][i]; + final T yDot4 = yDotK[3][i]; + interpolatedState[i] = previousState[i]. + add(coeff1.multiply(yDot1)).add(coeff2.multiply(yDot2)). + add(coeff3.multiply(yDot3)).add(coeff4.multiply(yDot4)); + interpolatedDerivatives[i] = coeffDot1.multiply(yDot1).add(coeffDot2.multiply(yDot2)). + add(coeffDot3.multiply(yDot3)).add(coeffDot4.multiply(yDot4)); + } + } else { + final T s = oneMinusThetaH.divide(6.0); + final T c23 = s .multiply(twoTheta.add(2).subtract(fourTheta2)); + final T coeff1 = s.multiply(fourTheta2.subtract(theta.multiply(5)).add(1)); + final T coeff2 = c23.multiply(ONE_MINUS_INV_SQRT_2); + final T coeff3 = c23.multiply(ONE_PLUS_INV_SQRT_2); + final T coeff4 = s.multiply(fourTheta2.add(theta).add(1)); + for (int i = 0; i < interpolatedState.length; ++i) { + final T yDot1 = yDotK[0][i]; + final T yDot2 = yDotK[1][i]; + final T yDot3 = yDotK[2][i]; + final T yDot4 = yDotK[3][i]; + interpolatedState[i] = currentState[i]. + subtract(coeff1.multiply(yDot1)).subtract(coeff2.multiply(yDot2)). + subtract(coeff3.multiply(yDot3)).subtract(coeff4.multiply(yDot4)); + interpolatedDerivatives[i] = coeffDot1.multiply(yDot1).add(coeffDot2.multiply(yDot2)). + add(coeffDot3.multiply(yDot3)).add(coeffDot4.multiply(yDot4)); + } + } + + return new FieldODEStateAndDerivative(time, interpolatedState, yDotK[0]); + + } + +}