package org.spaceroots.mantissa.ode;

/**
 * This class implements the 5(4) Dormand-Prince integrator for Ordinary
 * Differential Equations.

 * 

This integrator is an embedded Runge-Kutta-Fehlberg 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
 * 

* @version $Id: DormandPrince54Integrator.java 1709 2006-12-03 21:16:50Z luc $ * @author L. Maisonobe */ public class DormandPrince54Integrator extends RungeKuttaFehlbergIntegrator { private static final String methodName = "Dormand-Prince 5(4)"; private static final double[] c = { 1.0/5.0, 3.0/10.0, 4.0/5.0, 8.0/9.0, 1.0, 1.0 }; private static final double[][] a = { {1.0/5.0}, {3.0/40.0, 9.0/40.0}, {44.0/45.0, -56.0/15.0, 32.0/9.0}, {19372.0/6561.0, -25360.0/2187.0, 64448.0/6561.0, -212.0/729.0}, {9017.0/3168.0, -355.0/33.0, 46732.0/5247.0, 49.0/176.0, -5103.0/18656.0}, {35.0/384.0, 0.0, 500.0/1113.0, 125.0/192.0, -2187.0/6784.0, 11.0/84.0} }; private static final double[] b = { 35.0/384.0, 0.0, 500.0/1113.0, 125.0/192.0, -2187.0/6784.0, 11.0/84.0, 0.0 }; private static final double e1 = 71.0 / 57600.0; private static final double e3 = -71.0 / 16695.0; private static final double e4 = 71.0 / 1920.0; private static final double e5 = -17253.0 / 339200.0; private static final double e6 = 22.0 / 525.0; private static final double e7 = -1.0 / 40.0; /** Simple constructor. * Build a fifth order Dormand-Prince integrator with the given step bounds * @param minStep minimal step (must be positive even for backward * integration), the last step can be smaller than this * @param maxStep maximal step (must be positive even for backward * integration) * @param scalAbsoluteTolerance allowed absolute error * @param scalRelativeTolerance allowed relative error */ public DormandPrince54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) { super(true, c, a, b, new DormandPrince54StepInterpolator(), minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); } /** Simple constructor. * Build a fifth order Dormand-Prince integrator with the given step bounds * @param minStep minimal step (must be positive even for backward * integration), the last step can be smaller than this * @param maxStep maximal step (must be positive even for backward * integration) * @param vecAbsoluteTolerance allowed absolute error * @param vecRelativeTolerance allowed relative error */ public DormandPrince54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) { super(true, c, a, b, new DormandPrince54StepInterpolator(), minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance); } /** Get the name of the method. * @return name of the method */ public String getName() { return methodName; } /** Get the order of the method. * @return order of the method */ public int getOrder() { return 5; } /** Compute the error ratio. * @param yDotK derivatives computed during the first stages * @param y0 estimate of the step at the start of the step * @param y1 estimate of the step at the end of the step * @param h current step * @return error ratio, greater than 1 if step should be rejected */ protected double estimateError(double[][] yDotK, double[] y0, double[] y1, double h) { double error = 0; for (int j = 0; j < y0.length; ++j) { double errSum = e1 * yDotK[0][j] + e3 * yDotK[2][j] + e4 * yDotK[3][j] + e5 * yDotK[4][j] + e6 * yDotK[5][j] + e7 * yDotK[6][j]; double yScale = Math.max(Math.abs(y0[j]), Math.abs(y1[j])); double tol = (vecAbsoluteTolerance == null) ? (scalAbsoluteTolerance + scalRelativeTolerance * yScale) : (vecAbsoluteTolerance[j] + vecRelativeTolerance[j] * yScale); double ratio = h * errSum / tol; error += ratio * ratio; } return Math.sqrt(error / y0.length); } }

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