[jira] [Updated] (MATH-705) DormandPrince853 integrator leads to revisiting of state events
[
https://issues.apache.org/jira/browse/MATH-705?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Luc Maisonobe updated MATH-705:
---
Fix Version/s: 3.0
Assignee: Luc Maisonobe
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
Assignee: Luc Maisonobe
Fix For: 3.0
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 6.002.
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=[1.9996 ,
1.9996 , 1.9996 , 4.0 ,
1.9996 , 7.0 , 14.998 ]
(...)
final result : t=6.002y=[2.0013 ,
2.0013 , 2.0013 , 4.002 ,
2.0013 , 7.002 , 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 14.998. 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 6.002 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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[jira] [Updated] (MATH-705) DormandPrince853 integrator leads to revisiting of state events
[
https://issues.apache.org/jira/browse/MATH-705?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
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 6.002.
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=[1.9996 ,
1.9996 , 1.9996 , 4.0 ,
1.9996 , 7.0 , 14.998 ]
(...)
final result : t=6.002y=[2.0013 ,
2.0013 , 2.0013 , 4.002 ,
2.0013 , 7.002 , 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 14.998. 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 6.002 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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