org.jscience.mathematics.analysis.ode
Class HighamHall54Integrator

java.lang.Object
  extended by org.jscience.mathematics.analysis.ode.AdaptiveStepsizeIntegrator
      extended by org.jscience.mathematics.analysis.ode.RungeKuttaFehlbergIntegrator
          extended by org.jscience.mathematics.analysis.ode.HighamHall54Integrator
All Implemented Interfaces:
FirstOrderIntegrator, Named

public class HighamHall54Integrator
extends RungeKuttaFehlbergIntegrator
implements Named

This class implements the 5(4) Higham and Hall integrator for Ordinary Differential Equations.

This integrator is an embedded Runge-Kutta-Fehlberg integrator of order 5(4) used in local extrapolation mode (i.e. the solution is computed using the high order formula) with stepsize control (and automatic step initialization) and continuous output. This method uses 7 functions evaluations per step.


Field Summary
 
Fields inherited from class org.jscience.mathematics.analysis.ode.AdaptiveStepsizeIntegrator
handler, scalAbsoluteTolerance, scalRelativeTolerance, switchesHandler, vecAbsoluteTolerance, vecRelativeTolerance
 
Constructor Summary
HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
          Simple constructor.
HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
          Simple constructor.
 
Method Summary
protected  double estimateError(double[][] yDotK, double[] y0, double[] y1, double h)
          Compute the error ratio.
 java.lang.String getName()
          Get the name of the method.
 int getOrder()
          Get the order of the method.
 
Methods inherited from class org.jscience.mathematics.analysis.ode.RungeKuttaFehlbergIntegrator
getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafety
 
Methods inherited from class org.jscience.mathematics.analysis.ode.AdaptiveStepsizeIntegrator
addSwitchingFunction, filterStep, getMaxStep, getMinStep, getStepHandler, initializeStep, setInitialStepSize, setStepHandler
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

HighamHall54Integrator

public HighamHall54Integrator(double minStep,
                              double maxStep,
                              double scalAbsoluteTolerance,
                              double scalRelativeTolerance)
Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds

Parameters:
minStep - minimal step (must be positive even for backward integration), the last step can be smaller than this
maxStep - maximal step (must be positive even for backward integration)
scalAbsoluteTolerance - allowed absolute error
scalRelativeTolerance - allowed relative error

HighamHall54Integrator

public HighamHall54Integrator(double minStep,
                              double maxStep,
                              double[] vecAbsoluteTolerance,
                              double[] vecRelativeTolerance)
Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds

Parameters:
minStep - minimal step (must be positive even for backward integration), the last step can be smaller than this
maxStep - maximal step (must be positive even for backward integration)
vecAbsoluteTolerance - allowed absolute error
vecRelativeTolerance - allowed relative error
Method Detail

getName

public java.lang.String getName()
Get the name of the method.

Specified by:
getName in interface FirstOrderIntegrator
Specified by:
getName in interface Named
Specified by:
getName in class RungeKuttaFehlbergIntegrator
Returns:
name of the method

getOrder

public int getOrder()
Get the order of the method.

Specified by:
getOrder in class RungeKuttaFehlbergIntegrator
Returns:
order of the method

estimateError

protected double estimateError(double[][] yDotK,
                               double[] y0,
                               double[] y1,
                               double h)
Compute the error ratio.

Specified by:
estimateError in class RungeKuttaFehlbergIntegrator
Parameters:
yDotK - derivatives computed during the first stages
y0 - estimate of the step at the start of the step
y1 - estimate of the step at the end of the step
h - current step
Returns:
error ratio, greater than 1 if step should be rejected