Commons Math example source code file (HighamHall54IntegratorTest.java)

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Java - Commons Math tags/keywords

derivativeexception, eventhandler, exception, firstorderintegrator, firstorderintegrator, highamhall54integrator, highamhall54integrator, integratorexception, integratorexception, keplerhandler, testproblem1, testproblem3, testproblemhandler, testproblemhandler

The Commons Math HighamHall54IntegratorTest.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.nonstiff;

import junit.framework.TestCase;

import org.apache.commons.math.ConvergenceException;
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.FirstOrderIntegrator;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.TestProblem1;
import org.apache.commons.math.ode.TestProblem3;
import org.apache.commons.math.ode.TestProblem4;
import org.apache.commons.math.ode.TestProblem5;
import org.apache.commons.math.ode.TestProblemHandler;
import org.apache.commons.math.ode.events.EventException;
import org.apache.commons.math.ode.events.EventHandler;
import org.apache.commons.math.ode.sampling.StepHandler;
import org.apache.commons.math.ode.sampling.StepInterpolator;

public class HighamHall54IntegratorTest
  extends TestCase {

  public HighamHall54IntegratorTest(String name) {
    super(name);
  }

  public void testWrongDerivative() {
    try {
      HighamHall54Integrator integrator =
          new HighamHall54Integrator(0.0, 1.0, 1.0e-10, 1.0e-10);
      FirstOrderDifferentialEquations equations =
          new FirstOrderDifferentialEquations() {
            private static final long serialVersionUID = -1157081786301178032L;
            public void computeDerivatives(double t, double[] y, double[] dot)
            throws DerivativeException {
            if (t < -0.5) {
                throw new DerivativeException("{0}", "oops");
            } else {
                throw new DerivativeException(new RuntimeException("oops"));
           }
          }
          public int getDimension() {
              return 1;
          }
      };

      try  {
        integrator.integrate(equations, -1.0, new double[1], 0.0, new double[1]);
        fail("an exception should have been thrown");
      } catch(DerivativeException de) {
        // expected behavior
      }

      try  {
        integrator.integrate(equations, 0.0, new double[1], 1.0, new double[1]);
        fail("an exception should have been thrown");
      } catch(DerivativeException de) {
        // expected behavior
      }

    } catch (Exception e) {
      fail("wrong exception caught: " + e.getMessage());
    }
  }

  public void testMinStep() {

    try {
      TestProblem1 pb = new TestProblem1();
      double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime());
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 };
      double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 };

      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              vecAbsoluteTolerance,
                                                              vecRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch(DerivativeException de) {
      fail("wrong exception caught");
    } catch(IntegratorException ie) {
    }

  }

  public void testIncreasingTolerance()
    throws DerivativeException, IntegratorException {

    int previousCalls = Integer.MAX_VALUE;
    for (int i = -12; i < -2; ++i) {
      TestProblem1 pb = new TestProblem1();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = Math.pow(10.0, i);
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              scalAbsoluteTolerance,
                                                              scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);

      // the 1.3 factor is only valid for this test
      // and has been obtained from trial and error
      // there is no general relation between local and global errors
      assertTrue(handler.getMaximalValueError() < (1.3 * scalAbsoluteTolerance));
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

      int calls = pb.getCalls();
      assertEquals(integ.getEvaluations(), calls);
      assertTrue(calls <= previousCalls);
      previousCalls = calls;

    }

  }

  public void testBackward()
      throws DerivativeException, IntegratorException {

      TestProblem5 pb = new TestProblem5();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                              scalAbsoluteTolerance,
                                                              scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);
      integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);

      assertTrue(handler.getLastError() < 5.0e-7);
      assertTrue(handler.getMaximalValueError() < 5.0e-7);
      assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
      assertEquals("Higham-Hall 5(4)", integ.getName());
  }

  public void testEvents()
    throws DerivativeException, IntegratorException {

    TestProblem4 pb = new TestProblem4();
    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

    FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                            scalAbsoluteTolerance,
                                                            scalRelativeTolerance);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    EventHandler[] functions = pb.getEventsHandlers();
    for (int l = 0; l < functions.length; ++l) {
      integ.addEventHandler(functions[l],
                                 Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);
    }
    assertEquals(functions.length, integ.getEventHandlers().size());
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);

    assertTrue(handler.getMaximalValueError() < 1.0e-7);
    assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
    assertEquals(12.0, handler.getLastTime(), 1.0e-8 * maxStep);
    integ.clearEventHandlers();
    assertEquals(0, integ.getEventHandlers().size());

  }

  public void testEventsErrors() {

      final TestProblem1 pb = new TestProblem1();
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();
      double scalAbsoluteTolerance = 1.0e-8;
      double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

      FirstOrderIntegrator integ =
          new HighamHall54Integrator(minStep, maxStep,
                                     scalAbsoluteTolerance, scalRelativeTolerance);
      TestProblemHandler handler = new TestProblemHandler(pb, integ);
      integ.addStepHandler(handler);

      integ.addEventHandler(new EventHandler() {
        public int eventOccurred(double t, double[] y, boolean increasing) {
          return EventHandler.CONTINUE;
        }
        public double g(double t, double[] y) throws EventException {
          double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
          double offset = t - middle;
          if (offset > 0) {
            throw new EventException("Evaluation failed for argument = {0}", t);
          }
          return offset;
        }
        public void resetState(double t, double[] y) {
        }
        private static final long serialVersionUID = 935652725339916361L;
      }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 1000);

      try {
        integ.integrate(pb,
                        pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      } catch (Exception e) {
        fail("wrong exception type caught");
      }

  }

  public void testEventsNoConvergence() {

    final TestProblem1 pb = new TestProblem1();
    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double scalAbsoluteTolerance = 1.0e-8;
    double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;

    FirstOrderIntegrator integ =
        new HighamHall54Integrator(minStep, maxStep,
                                   scalAbsoluteTolerance, scalRelativeTolerance);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);

    integ.addEventHandler(new EventHandler() {
      public int eventOccurred(double t, double[] y, boolean increasing) {
        return EventHandler.CONTINUE;
      }
      public double g(double t, double[] y) {
        double middle = (pb.getInitialTime() + pb.getFinalTime()) / 2;
        double offset = t - middle;
        return (offset > 0) ? (offset + 0.5) : (offset - 0.5);
      }
      public void resetState(double t, double[] y) {
      }
      private static final long serialVersionUID = 935652725339916361L;
    }, Double.POSITIVE_INFINITY, 1.0e-8 * maxStep, 3);

    try {
      integ.integrate(pb,
                      pb.getInitialTime(), pb.getInitialState(),
                      pb.getFinalTime(), new double[pb.getDimension()]);
      fail("an exception should have been thrown");
    } catch (IntegratorException ie) {
       assertTrue(ie.getCause() != null);
       assertTrue(ie.getCause() instanceof ConvergenceException);
    } catch (Exception e) {
      fail("wrong exception type caught");
    }

}

  public void testSanityChecks() {
    try {
      final TestProblem3 pb  = new TestProblem3(0.9);
      double minStep = 0;
      double maxStep = pb.getFinalTime() - pb.getInitialTime();

      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), new double[6],
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[6]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[2], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[2]);
        integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                        pb.getFinalTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

      try {
        FirstOrderIntegrator integ =
            new HighamHall54Integrator(minStep, maxStep, new double[4], new double[4]);
        integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                        pb.getInitialTime(), new double[pb.getDimension()]);
        fail("an exception should have been thrown");
      } catch (IntegratorException ie) {
        // expected behavior
      }

    } catch (Exception e) {
      fail("wrong exception caught: " + e.getMessage());
    }
  }

  public void testKepler()
    throws DerivativeException, IntegratorException {

    final TestProblem3 pb  = new TestProblem3(0.9);
    double minStep = 0;
    double maxStep = pb.getFinalTime() - pb.getInitialTime();
    double[] vecAbsoluteTolerance = { 1.0e-8, 1.0e-8, 1.0e-10, 1.0e-10 };
    double[] vecRelativeTolerance = { 1.0e-10, 1.0e-10, 1.0e-8, 1.0e-8 };

    FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
                                                            vecAbsoluteTolerance,
                                                            vecRelativeTolerance);
    integ.addStepHandler(new KeplerHandler(pb));
    integ.integrate(pb,
                    pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);
    assertEquals("Higham-Hall 5(4)", integ.getName());
  }

  private static class KeplerHandler implements StepHandler {
    public KeplerHandler(TestProblem3 pb) {
      this.pb = pb;
      nbSteps = 0;
      maxError = 0;
    }
    public boolean requiresDenseOutput() {
      return false;
    }
    public void reset() {
      nbSteps = 0;
      maxError = 0;
    }
    public void handleStep(StepInterpolator interpolator,
                           boolean isLast) throws DerivativeException {

      ++nbSteps;
      double[] interpolatedY = interpolator.getInterpolatedState();
      double[] theoreticalY  = pb.computeTheoreticalState(interpolator.getCurrentTime());
      double dx = interpolatedY[0] - theoreticalY[0];
      double dy = interpolatedY[1] - theoreticalY[1];
      double error = dx * dx + dy * dy;
      if (error > maxError) {
        maxError = error;
      }
      if (isLast) {
        assertTrue(maxError < 4.2e-11);
        assertTrue(nbSteps < 670);
      }
    }
    private TestProblem3 pb;
    private int nbSteps;
    private double maxError;
  }

}