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https://issues.apache.org/jira/browse/MATH-705?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Dennis Hendriks updated MATH-705:
---------------------------------
Attachment: ReappearingEventTest.out
ReappearingEventTest.java
The Java unit tests that show the problem, and the console output they give, as
described in the issue description.
> DormandPrince853 integrator leads to revisiting of state events
> ---------------------------------------------------------------
>
> Key: MATH-705
> URL: https://issues.apache.org/jira/browse/MATH-705
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Commons Math trunk, Java 6, Linux
> Reporter: Dennis Hendriks
> Attachments: ReappearingEventTest.java, ReappearingEventTest.out
>
>
> See the attached ReappearingEventTest.java. It has two unit tests, which use
> either the DormandPrince853 or the GraggBulirschStoer integrator, on the same
> ODE problem. It is a problem starting at time 6.0, with 7 variables, and 1
> state event. The state event was previously detected at time 6.0, which is
> why I start there now. I provide and end time of 10.0. Since I start at the
> state event, I expect to integrate all the way to the end (10.0). For the
> GraggBulirschStoer this is what happens (see attached
> ReappearingEventTest.out). For the DormandPrince853Integerator, it detects a
> state event and stops integration at 6.000000000000002.
> I think the problem becomes clear by looking at the output in
> ReappearingEventTest.out, in particular these lines:
> {noformat}
> computeDerivatives: t=6.0 y=[2.0 , 2.0
> , 2.0 , 4.0 , 2.0 ,
> 7.0 , 15.0 ]
> (...)
> g : t=6.0 y=[1.9999999999999996 ,
> 1.9999999999999996 , 1.9999999999999996 , 4.0 ,
> 1.9999999999999996 , 7.0 , 14.999999999999998 ]
> (...)
> final result : t=6.000000000000002 y=[2.0000000000000013 ,
> 2.0000000000000013 , 2.0000000000000013 , 4.000000000000002 ,
> 2.0000000000000013 , 7.000000000000002 , 15.0 ]
> {noformat}
> The initial value of the last variable in y, the one that the state event
> refers to, is 15.0. However, the first time it is given to the g function,
> the value is 14.999999999999998. This value is less than 15, and more
> importantly, it is a value from the past (as all functions are increasing),
> *before* the state event. This makes that the state event re-appears
> immediately, and integration stops at 6.000000000000002 because of the
> detected state event.
> I find it puzzling that for the DormandPrince853Integerator the y array that
> is given to the first evaluation of the g function, has different values than
> the y array that is the input to the problem. For GraggBulirschStoer is can
> be seen that the y arrays have identical values.
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