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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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* http://www.apache.org/licenses/LICENSE-2.0
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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package org.apache.commons.math.ode.nonstiff;
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import org.apache.commons.math.ode.DerivativeException;
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import org.apache.commons.math.ode.sampling.AbstractStepInterpolator;
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import org.apache.commons.math.ode.sampling.StepInterpolator;
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* This class implements a step interpolator for the Gill fourth
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* order Runge-Kutta integrator.
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* <p>This interpolator allows to compute dense output inside the last
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* step computed. The interpolation equation is consistent with the
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* integration scheme :
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* y(t_n + theta h) = y (t_n + h)
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* - (1 - theta) (h/6) [ (1 - theta) (1 - 4 theta) y'_1
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* + (1 - theta) (1 + 2 theta) ((2-q) y'_2 + (2+q) y'_3)
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* + (1 + theta + 4 theta^2) y'_4
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* where theta belongs to [0 ; 1], q = sqrt(2) and where y'_1 to y'_4
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* are the four evaluations of the derivatives already computed during
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* @version $Revision: 782432 $ $Date: 2009-06-07 15:08:26 -0400 (Sun, 07 Jun 2009) $
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class GillStepInterpolator
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extends RungeKuttaStepInterpolator {
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/** Simple constructor.
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* This constructor builds an instance that is not usable yet, the
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* {@link AbstractStepInterpolator#reinitialize} method should be called
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* before using the instance in order to initialize the internal arrays. This
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* constructor is used only in order to delay the initialization in
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* some cases. The {@link RungeKuttaIntegrator} class uses the
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* prototyping design pattern to create the step interpolators by
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* cloning an uninitialized model and latter initializing the copy.
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public GillStepInterpolator() {
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* @param interpolator interpolator to copy from. The copy is a deep
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* copy: its arrays are separated from the original arrays of the
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public GillStepInterpolator(final GillStepInterpolator interpolator) {
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protected StepInterpolator doCopy() {
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return new GillStepInterpolator(this);
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protected void computeInterpolatedStateAndDerivatives(final double theta,
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final double oneMinusThetaH)
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throws DerivativeException {
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final double twoTheta = 2 * theta;
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final double fourTheta = 4 * theta;
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final double s = oneMinusThetaH / 6.0;
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final double oMt = 1 - theta;
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final double soMt = s * oMt;
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final double c23 = soMt * (1 + twoTheta);
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final double coeff1 = soMt * (1 - fourTheta);
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final double coeff2 = c23 * tMq;
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final double coeff3 = c23 * tPq;
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final double coeff4 = s * (1 + theta * (1 + fourTheta));
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final double coeffDot1 = theta * (twoTheta - 3) + 1;
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final double cDot23 = theta * oMt;
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final double coeffDot2 = cDot23 * tMq;
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final double coeffDot3 = cDot23 * tPq;
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final double coeffDot4 = theta * (twoTheta - 1);
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for (int i = 0; i < interpolatedState.length; ++i) {
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final double yDot1 = yDotK[0][i];
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final double yDot2 = yDotK[1][i];
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final double yDot3 = yDotK[2][i];
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final double yDot4 = yDotK[3][i];
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interpolatedState[i] =
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currentState[i] - coeff1 * yDot1 - coeff2 * yDot2 - coeff3 * yDot3 - coeff4 * yDot4;
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interpolatedDerivatives[i] =
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coeffDot1 * yDot1 + coeffDot2 * yDot2 + coeffDot3 * yDot3 + coeffDot4 * yDot4;
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/** First Gill coefficient. */
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private static final double tMq = 2 - Math.sqrt(2.0);
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/** Second Gill coefficient. */
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private static final double tPq = 2 + Math.sqrt(2.0);
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/** Serializable version identifier */
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private static final long serialVersionUID = -107804074496313322L;