Commons Math example source code file (EventHandlerWithJacobians.java)

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Java - Commons Math tags/keywords

continue, continue, eventexception, eventexception, eventhandlerwithjacobians, reset_derivatives, reset_derivatives, reset_state, stop, stop

The Commons Math EventHandlerWithJacobians.java source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math.ode.jacobians;

import org.apache.commons.math.ode.events.EventException;

/** This interface represents a handler for discrete events triggered
 * during ODE integration.
 *
 * <p>Some events can be triggered at discrete times as an ODE problem
 * is solved. This occurs for example when the integration process
 * should be stopped as some state is reached (G-stop facility) when the
 * precise date is unknown a priori, or when the derivatives have
 * discontinuities, or simply when the user wants to monitor some
 * states boundaries crossings.
 * </p>
 *
 * <p>These events are defined as occurring when a g
 * switching function sign changes.</p>
 *
 * <p>Since events are only problem-dependent and are triggered by the
 * independent <i>time variable and the state vector, they can
 * occur at virtually any time, unknown in advance. The integrators will
 * take care to avoid sign changes inside the steps, they will reduce
 * the step size when such an event is detected in order to put this
 * event exactly at the end of the current step. This guarantees that
 * step interpolation (which always has a one step scope) is relevant
 * even in presence of discontinuities. This is independent from the
 * stepsize control provided by integrators that monitor the local
 * error (this event handling feature is available for all integrators,
 * including fixed step ones).</p>
 *
 * <p>Note that is is possible to register a {@link
 * org.apache.commons.math.ode.events.EventHandler classical event handler}
 * in the low level integrator used to build a {@link FirstOrderIntegratorWithJacobians}
 * rather than implementing this class. The event handlers registered at low level
 * will see the big compound state whether the event handlers defined by this interface
 * see the original state, and its jacobians in separate arrays.</p>
 *
 * <p>The compound state is guaranteed to contain the original state in the first
 * elements, followed by the jacobian with respect to initial state (in row order),
 * followed by the jacobian with respect to parameters (in row order). If for example
 * the original state dimension is 6 and there are 3 parameters, the compound state will
 * be a 60 elements array. The first 6 elements will be the original state, the next 36
 * elements will be the jacobian with respect to initial state, and the remaining 18 elements
 * will be the jacobian with respect to parameters.</p>
 *
 * <p>Dealing with low level event handlers is cumbersome if one really needs the jacobians
 * in these methods, but it also prevents many data being copied back and forth between
 * state and jacobians on one side and compound state on the other side. So for performance
 * reasons, it is recommended to use this interface <em>only if jacobians are really
 * needed and to use lower level handlers if only state is needed.</p>
 *
 * @version $Revision: 920131 $ $Date: 2010-03-07 17:19:18 -0500 (Sun, 07 Mar 2010) $
 * @since 2.1
 */

public interface EventHandlerWithJacobians  {

    /** Stop indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should be
     * stopped after the event ending the current step.</p>
     */
    int STOP = 0;

    /** Reset state indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should
     * go on after the event ending the current step, with a new state
     * vector (which will be retrieved thanks to the {@link #resetState
     * resetState} method).</p>
     */
    int RESET_STATE = 1;

    /** Reset derivatives indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should
     * go on after the event ending the current step, with a new derivatives
     * vector (which will be retrieved thanks to the {@link
     * org.apache.commons.math.ode.FirstOrderDifferentialEquations#computeDerivatives}
     * method).</p>
     */
    int RESET_DERIVATIVES = 2;

    /** Continue indicator.
     * <p>This value should be used as the return value of the {@link
     * #eventOccurred eventOccurred} method when the integration should go
     * on after the event ending the current step.</p>
     */
    int CONTINUE = 3;

    /** Compute the value of the switching function.

     * <p>The discrete events are generated when the sign of this
     * switching function changes. The integrator will take care to change
     * the stepsize in such a way these events occur exactly at step boundaries.
     * The switching function must be continuous in its roots neighborhood
     * (but not necessarily smooth), as the integrator will need to find its
     * roots to locate precisely the events.</p>

     * @param t current value of the independent <i>time variable
     * @param y array containing the current value of the state vector
     * @param dydy0 array containing the current value of the jacobian of
     * the state vector with respect to initial state
     * @param dydp array containing the current value of the jacobian of
     * the state vector with respect to parameters
     * @return value of the g switching function
     * @exception EventException if the switching function cannot be evaluated
     */
    double g(double t, double[] y, double[][] dydy0, double[][] dydp)
        throws EventException;

    /** Handle an event and choose what to do next.

     * <p>This method is called when the integrator has accepted a step
     * ending exactly on a sign change of the function, just <em>before
     * the step handler itself is called (see below for scheduling). It
     * allows the user to update his internal data to acknowledge the fact
     * the event has been handled (for example setting a flag in the {@link
     * org.apache.commons.math.ode.jacobians.ODEWithJacobians
     * differential equations} to switch the derivatives computation in
     * case of discontinuity), or to direct the integrator to either stop
     * or continue integration, possibly with a reset state or derivatives.</p>

     * <ul>
     *   <li>if {@link #STOP} is returned, the step handler will be called
     *   with the <code>isLast flag of the {@link
     *   org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
     *   StepInterpolatorWithJacobians, boolean) handleStep} method set to true and
     *   the integration will be stopped,</li>
     *   <li>if {@link #RESET_STATE} is returned, the {@link #resetState
     *   resetState} method will be called once the step handler has
     *   finished its task, and the integrator will also recompute the
     *   derivatives,</li>
     *   <li>if {@link #RESET_DERIVATIVES} is returned, the integrator
     *   will recompute the derivatives,
     *   <li>if {@link #CONTINUE} is returned, no specific action will
     *   be taken (apart from having called this method) and integration
     *   will continue.</li>
     * </ul>

     * <p>The scheduling between this method and the {@link
     * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians
     * StepHandlerWithJacobians} method {@link
     * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
     * StepInterpolatorWithJacobians, boolean) handleStep(interpolator, isLast)}
     * is to call this method first and <code>handleStep afterwards. This
     * scheduling allows the integrator to pass <code>true as the
     * <code>isLast parameter to the step handler to make it aware the step
     * will be the last one if this method returns {@link #STOP}. As the
     * interpolator may be used to navigate back throughout the last step (as {@link
     * org.apache.commons.math.ode.sampling.StepNormalizer StepNormalizer}
     * does for example), user code called by this method and user
     * code called by step handlers may experience apparently out of order values
     * of the independent time variable. As an example, if the same user object
     * implements both this {@link EventHandlerWithJacobians EventHandler} interface and the
     * {@link org.apache.commons.math.ode.sampling.FixedStepHandler FixedStepHandler}
     * interface, a <em>forward integration may call its
     * <code>eventOccurred method with t = 10 first and call its
     * <code>handleStep method with t = 9 afterwards. Such out of order
     * calls are limited to the size of the integration step for {@link
     * org.apache.commons.math.ode.sampling.StepHandler variable step handlers} and
     * to the size of the fixed step for {@link
     * org.apache.commons.math.ode.sampling.FixedStepHandler fixed step handlers}.</p>

     * @param t current value of the independent <i>time variable
     * @param y array containing the current value of the state vector
     * @param dydy0 array containing the current value of the jacobian of
     * the state vector with respect to initial state
     * @param dydp array containing the current value of the jacobian of
     * the state vector with respect to parameters
     * @param increasing if true, the value of the switching function increases
     * when times increases around event (note that increase is measured with respect
     * to physical time, not with respect to integration which may go backward in time)
     * @return indication of what the integrator should do next, this
     * value must be one of {@link #STOP}, {@link #RESET_STATE},
     * {@link #RESET_DERIVATIVES} or {@link #CONTINUE}
     * @exception EventException if the event occurrence triggers an error
     */
    int eventOccurred(double t, double[] y, double[][] dydy0, double[][] dydp,
                      boolean increasing) throws EventException;

    /** Reset the state prior to continue the integration.

     * <p>This method is called after the step handler has returned and
     * before the next step is started, but only when {@link
     * #eventOccurred} has itself returned the {@link #RESET_STATE}
     * indicator. It allows the user to reset the state vector for the
     * next step, without perturbing the step handler of the finishing
     * step. If the {@link #eventOccurred} never returns the {@link
     * #RESET_STATE} indicator, this function will never be called, and it is
     * safe to leave its body empty.</p>

     * @param t current value of the independent <i>time variable
     * @param y array containing the current value of the state vector
     * the new state should be put in the same array
     * @param dydy0 array containing the current value of the jacobian of
     * the state vector with respect to initial state, the new jacobian
     * should be put in the same array
     * @param dydp array containing the current value of the jacobian of
     * the state vector with respect to parameters, the new jacobian
     * should be put in the same array
     * @exception EventException if the state cannot be reseted
     */
    void resetState(double t, double[] y, double[][] dydy0, double[][] dydp)
    throws EventException;

}