agi.foundation.numericalmethods

(agi.foundation.core-2024r3.jar)

Class RungeKuttaCashKarp45Integrator

java.lang.Object

agi.foundation.numericalmethods.NumericalIntegrator

agi.foundation.numericalmethods.advanced.AdaptiveNumericalIntegrator

agi.foundation.numericalmethods.advanced.RungeKuttaAdaptiveStepIntegrator

agi.foundation.numericalmethods.RungeKuttaCashKarp45Integrator

All Implemented Interfaces:

ICloneWithContext, IThreadAware

public class RungeKuttaCashKarp45Integrator
extends RungeKuttaAdaptiveStepIntegrator

This is a fourth order Runge-Kutta algorithm with error control based on the work of Cash and Karp which can adapt the size of the integration step based on comparing the fifth order evaluation with the fourth order evaluation to produce an estimate of the numerical error produced by a given integration step.

Constructor Summary

Constructors

Modifier	Constructor and Description
	RungeKuttaCashKarp45Integrator() Initializes a new instance.
	RungeKuttaCashKarp45Integrator(DependentVariableDerivatives system, double initialStepSize) Initializes a new instance based on the given system of equations and initial step size.
protected	RungeKuttaCashKarp45Integrator(RungeKuttaCashKarp45Integrator existingInstance, CopyContext context) Initializes a new instance as a copy of an existing instance.

Method Summary

Modifier and Type	Method and Description
boolean	adaptStep() This method updates the CurrentStepSize (get) to account for error in the state and its derivatives.
Object	clone(CopyContext context) Create a copy of this integrator.
double	getAbsoluteTolerance() Gets the tolerance which provides a baseline for the error control.
double	getRelativeTolerance() Gets the tolerance which provides a relative weight for the numerical error based on the dependent variables.
void	initialize(double x, double[] y) Initialize the integrator's initial independent and dependent variables and reset the integration parameters.
void	setAbsoluteTolerance(double value) Sets the tolerance which provides a baseline for the error control.
void	setRelativeTolerance(double value) Sets the tolerance which provides a relative weight for the numerical error based on the dependent variables.

Methods inherited from class agi.foundation.numericalmethods.advanced.RungeKuttaAdaptiveStepIntegrator

getTableau, reintegrate, setTableau

Methods inherited from class agi.foundation.numericalmethods.advanced.AdaptiveNumericalIntegrator

adjustStep, boundAndTruncateStepSize, getAdaptiveWeights, getCurrentStepSize, getIterations, getMaximumIterations, getMaximumStepSize, getMinimumStepSize, getStepDeflationExponent, getStepDeflationFactor, getStepInflationExponent, getStepInflationFactor, getStepSizeBehavior, getStepTruncationOrder, integrate, integrate, setAdaptiveWeights, setCurrentStepSize, setIterations, setMaximumIterations, setMaximumStepSize, setMinimumStepSize, setStepDeflationExponent, setStepDeflationFactor, setStepInflationExponent, setStepInflationFactor, setStepSizeBehavior, setStepTruncationOrder

Methods inherited from class agi.foundation.numericalmethods.NumericalIntegrator

getDimension, getDirection, getFinalDependentVariableValues, getFinalIndependentVariableValue, getInitialDependentVariableValues, getInitialIndependentVariableValue, getInitialStepSize, getIsThreadSafe, getPreviousStepSize, getStepSizeInformation, getSystemOfEquations, setDirection, setFinalDependentVariableValues, setFinalIndependentVariableValue, setInitialDependentVariableValues, setInitialIndependentVariableValue, setInitialStepSize, setStepSizeInformation, setSystemOfEquations, startNextStep

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RungeKuttaCashKarp45Integrator

public RungeKuttaCashKarp45Integrator()

Initializes a new instance.

RungeKuttaCashKarp45Integrator

public RungeKuttaCashKarp45Integrator(DependentVariableDerivatives system,
                                      double initialStepSize)

Initializes a new instance based on the given system of equations and initial step size.

Parameters:

system - The system of equations that define the derivatives for the dependent variables.

initialStepSize - The initial size of the integration step.

RungeKuttaCashKarp45Integrator

protected RungeKuttaCashKarp45Integrator(@Nonnull
                                         RungeKuttaCashKarp45Integrator existingInstance,
                                         @Nonnull
                                         CopyContext context)

Initializes a new instance as a copy of an existing instance.

See ICloneWithContext.clone(CopyContext) for more information about how to implement this constructor in a derived class.

Parameters:

existingInstance - The existing instance to copy.

context - A CopyContext that controls the depth of the copy.

Throws:

ArgumentNullException - Thrown when existingInstance or context is null.

Method Detail

clone

public Object clone(CopyContext context)

Create a copy of this integrator.

Specified by:

clone in interface ICloneWithContext

Specified by:

clone in class NumericalIntegrator

Parameters:

context - The context in which to create the copy.

Returns:

The copy of this integrator.

getAbsoluteTolerance

public final double getAbsoluteTolerance()

Gets the tolerance which provides a baseline for the error control. By default, this value is Constants.Epsilon10.

setAbsoluteTolerance

public final void setAbsoluteTolerance(double value)

Sets the tolerance which provides a baseline for the error control. By default, this value is Constants.Epsilon10.

getRelativeTolerance

public final double getRelativeTolerance()

Gets the tolerance which provides a relative weight for the numerical error based on the dependent variables. By default, this value is Constants.Epsilon13.

setRelativeTolerance

public final void setRelativeTolerance(double value)

Sets the tolerance which provides a relative weight for the numerical error based on the dependent variables. By default, this value is Constants.Epsilon13.

initialize

public void initialize(double x,
                       double[] y)

Initialize the integrator's initial independent and dependent variables and reset the integration parameters. This should be called by the user prior to performing the first integration step.

Overrides:

initialize in class RungeKuttaAdaptiveStepIntegrator

Parameters:

x - The value of the initial independent variable.

y - The values for the initial dependent variables.

adaptStep

public boolean adaptStep()

This method updates the CurrentStepSize (get) to account for error in the state and its derivatives. It returns true if the integrator should reintegrate with the updated step size or false if the integrator should continue to the next integration step (potentially with a different step size).

Specified by:

adaptStep in class AdaptiveNumericalIntegrator

Returns:

True if the integrator should reintegrate. False if the integrator should continue to the next step.