Package org.apache.commons.math.ode

Class MultistepIntegrator

java.lang.Object
org.apache.commons.math.ode.AbstractIntegrator
org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator
org.apache.commons.math.ode.MultistepIntegrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator
Direct Known Subclasses:
AdamsIntegrator
public abstract class MultistepIntegrator extends AdaptiveStepsizeIntegrator
This class is the base class for multistep integrators for Ordinary Differential Equations.

We define scaled derivatives si(n) at step n as: 

 s1(n) = h y'n for first derivative
 s2(n) = h2/2 y''n for second derivative
 s3(n) = h3/6 y'''n for third derivative
 ...
 sk(n) = hk/k! y(k)n for kth derivative

Rather than storing several previous steps separately, this implementation uses the Nordsieck vector with higher degrees scaled derivatives all taken at the same step (yn, s1(n) and rn) where rn is defined as: 

 rn = [ s2(n), s3(n) ... sk(n) ]T
(we omit the k index in the notation for clarity)

Multistep integrators with Nordsieck representation are highly sensitive to large step changes because when the step is multiplied by a factor a, the kth component of the Nordsieck vector is multiplied by ak and the last components are the least accurate ones. The default max growth factor is therefore set to a quite low value: 21/order.

Since:
2.0
See Also:

  • Method Details

    • getStarterIntegrator

      public ODEIntegrator getStarterIntegrator()
      Get the starter integrator.
      Returns:
      starter integrator

    • setStarterIntegrator

      public void setStarterIntegrator(FirstOrderIntegrator starterIntegrator)
      Set the starter integrator.

      The various step and event handlers for this starter integrator will be managed automatically by the multi-step integrator. Any user configuration for these elements will be cleared before use.

      Parameters:
      starterIntegrator - starter integrator

    • getMinReduction

      public double getMinReduction()
      Get the minimal reduction factor for stepsize control.
      Returns:
      minimal reduction factor

    • setMinReduction

      public void setMinReduction(double minReduction)
      Set the minimal reduction factor for stepsize control.
      Parameters:
      minReduction - minimal reduction factor

    • getMaxGrowth

      public double getMaxGrowth()
      Get the maximal growth factor for stepsize control.
      Returns:
      maximal growth factor

    • setMaxGrowth

      public void setMaxGrowth(double maxGrowth)
      Set the maximal growth factor for stepsize control.
      Parameters:
      maxGrowth - maximal growth factor

    • getSafety

      public double getSafety()
      Get the safety factor for stepsize control.
      Returns:
      safety factor

    • setSafety

      public void setSafety(double safety)
      Set the safety factor for stepsize control.
      Parameters:
      safety - safety factor