Java example source code file (EulerStepInterpolator.java)

This example Java source code file (EulerStepInterpolator.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" ^TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

eulerstepinterpolator, override, rungekuttastepinterpolator, stepinterpolator

The EulerStepInterpolator.java Java example 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.math3.ode.nonstiff;

import org.apache.commons.math3.ode.sampling.StepInterpolator;

/**
 * This class implements a linear interpolator for step.
 *
 * <p>This interpolator computes dense output inside the last
 * step computed. The interpolation equation is consistent with the
 * integration scheme :
 * <ul>
 *   <li>Using reference point at step start:

 *     y(t<sub>n + ? h) = y (tn) + ? h y'
 *   </li>
 *   <li>Using reference point at step end:

 *     y(t<sub>n + ? h) = y (tn + h) - (1-?) h y'
 *   </li>
 * </ul>
 * </p>
 *
 * where ? belongs to [0 ; 1] and where y' is the evaluation of
 * the derivatives already computed during the step.</p>
 *
 * @see EulerIntegrator
 * @since 1.2
 */

class EulerStepInterpolator
  extends RungeKuttaStepInterpolator {

  /** Serializable version identifier. */
  private static final long serialVersionUID = 20111120L;

  /** Simple constructor.
   * This constructor builds an instance that is not usable yet, the
   * {@link
   * org.apache.commons.math3.ode.sampling.AbstractStepInterpolator#reinitialize}
   * method should be called before using the instance in order to
   * initialize the internal arrays. This constructor is used only
   * in order to delay the initialization in some cases. The {@link
   * RungeKuttaIntegrator} class uses the prototyping design pattern
   * to create the step interpolators by cloning an uninitialized model
   * and later initializing the copy.
   */
  // CHECKSTYLE: stop RedundantModifier
  // the public modifier here is needed for serialization
  public EulerStepInterpolator() {
  }
  // CHECKSTYLE: resume RedundantModifier

  /** Copy constructor.
   * @param interpolator interpolator to copy from. The copy is a deep
   * copy: its arrays are separated from the original arrays of the
   * instance
   */
  EulerStepInterpolator(final EulerStepInterpolator interpolator) {
    super(interpolator);
  }

  /** {@inheritDoc} */
  @Override
  protected StepInterpolator doCopy() {
    return new EulerStepInterpolator(this);
  }


  /** {@inheritDoc} */
  @Override
  protected void computeInterpolatedStateAndDerivatives(final double theta,
                                          final double oneMinusThetaH) {
      if ((previousState != null) && (theta <= 0.5)) {
          for (int i = 0; i < interpolatedState.length; ++i) {
              interpolatedState[i] = previousState[i] + theta * h * yDotK[0][i];
          }
          System.arraycopy(yDotK[0], 0, interpolatedDerivatives, 0, interpolatedDerivatives.length);
      } else {
          for (int i = 0; i < interpolatedState.length; ++i) {
              interpolatedState[i] = currentState[i] - oneMinusThetaH * yDotK[0][i];
          }
          System.arraycopy(yDotK[0], 0, interpolatedDerivatives, 0, interpolatedDerivatives.length);
      }

  }

}