Package org.apache.commons.math.ode.nonstiff

Class RungeKuttaIntegrator

java.lang.Object

org.apache.commons.math.ode.AbstractIntegrator

org.apache.commons.math.ode.nonstiff.RungeKuttaIntegrator

All Implemented Interfaces:

FirstOrderIntegrator, ODEIntegrator

Direct Known Subclasses:

ClassicalRungeKuttaIntegrator, EulerIntegrator, GillIntegrator, MidpointIntegrator, ThreeEighthesIntegrator

public abstract class RungeKuttaIntegrator
extends AbstractIntegrator

This class implements the common part of all fixed step Runge-Kutta integrators for Ordinary Differential Equations.

These methods are explicit Runge-Kutta methods, their Butcher arrays are as follows :

    0  |
   c2  | a21
   c3  | a31  a32
   ... |        ...
   cs  | as1  as2  ...  ass-1
       |--------------------------
       |  b1   b2  ...   bs-1  bs
 

Since:

1.2

See Also:

• EulerIntegrator
• ClassicalRungeKuttaIntegrator
• GillIntegrator
• MidpointIntegrator

Method Summary

Modifier and Type	Method	Description
double	integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y)	Integrate the differential equations up to the given time.

Methods inherited from class org.apache.commons.math.ode.AbstractIntegrator

addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getCurrentStepStart, getEvaluations, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, setMaxEvaluations

Methods inherited from class java.lang.Object

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

Method Details

integrate

public double integrate(FirstOrderDifferentialEquations equations,
 double t0,
 double[] y0,
 double t,
 double[] y)
                 throws DerivativeException,
IntegratorException

Integrate the differential equations up to the given time.

This method solves an Initial Value Problem (IVP).

Since this method stores some internal state variables made available in its public interface during integration (ODEIntegrator.getCurrentSignedStepsize()), it is not thread-safe.

Parameters:

equations - differential equations to integrate

t0 - initial time

y0 - initial value of the state vector at t0

t - target time for the integration (can be set to a value smaller than t0 for backward integration)

y - placeholder where to put the state vector at each successful step (and hence at the end of integration), can be the same object as y0

Returns:

stop time, will be the same as target time if integration reached its target, but may be different if some EventHandler stops it at some point.

Throws:

DerivativeException - this exception is propagated to the caller if the underlying user function triggers one

IntegratorException - if the integrator cannot perform integration