package org.spaceroots.mantissa.ode;
/**
* This class implements the 5(4) Higham and Hall 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.
* @version $Id: HighamHall54Integrator.java 1709 2006-12-03 21:16:50Z luc $
* @author L. Maisonobe
*/
public class HighamHall54Integrator
extends RungeKuttaFehlbergIntegrator {
private static final String methodName = "Higham-Hall 5(4)";
private static final double[] c = {
2.0/9.0, 1.0/3.0, 1.0/2.0, 3.0/5.0, 1.0, 1.0
};
private static final double[][] a = {
{2.0/9.0},
{1.0/12.0, 1.0/4.0},
{1.0/8.0, 0.0, 3.0/8.0},
{91.0/500.0, -27.0/100.0, 78.0/125.0, 8.0/125.0},
{-11.0/20.0, 27.0/20.0, 12.0/5.0, -36.0/5.0, 5.0},
{1.0/12.0, 0.0, 27.0/32.0, -4.0/3.0, 125.0/96.0, 5.0/48.0}
};
private static final double[] b = {
1.0/12.0, 0.0, 27.0/32.0, -4.0/3.0, 125.0/96.0, 5.0/48.0, 0.0
};
private static final double[] e = {
-1.0/20.0, 0.0, 81.0/160.0, -6.0/5.0, 25.0/32.0, 1.0/16.0, -1.0/10.0
};
/** Simple constructor.
* Build a fifth order Higham and Hall 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 HighamHall54Integrator(double minStep, double maxStep,
double scalAbsoluteTolerance,
double scalRelativeTolerance) {
super(false, c, a, b, new HighamHall54StepInterpolator(),
minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance);
}
/** Simple constructor.
* Build a fifth order Higham and Hall 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 HighamHall54Integrator(double minStep, double maxStep,
double[] vecAbsoluteTolerance,
double[] vecRelativeTolerance) {
super(false, c, a, b, new HighamHall54StepInterpolator(),
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 = e[0] * yDotK[0][j];
for (int l = 1; l < e.length; ++l) {
errSum += e[l] * yDotK[l][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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