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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