Best regards, Dennis
Dennis Hendriks wrote:
Hi Luc,I just created an issue and attached a patch to it. See https://issues.apache.org/jira/browse/MATH-586Is there anything else I should do? Best regards, Dennis Luc Maisonobe wrote:Le 10/06/2011 10:47, Dennis Hendriks a écrit :Hi Luc,Hi Dennis,Yes. This change would imply modifying an existing top level public interface to add the set method, so it can be done only when a major release is published. So it is right the perfect time to do it!Thanks again. I'm willing to try an make a patch for this. I currently used release 2.2. I assume I would have to switch to the current development version that is to become 3.0?best regards, LucBest regards, Dennis Luc Maisonobe wrote:Le 10/06/2011 10:20, Dennis Hendriks a écrit :Hi Luc,Hi Dennis,Thanks for your quick reply. It would be a possible solution. I decided to familiarize myself with the internals of the code that is used, in order to better understand what code is responsible for the root finding. I found the org.apache.commons.math.analysis.solvers package, at http://commons.apache.org/math/api-2.2/org/apache/commons/math/analysis/solvers/package-summary.html. In particular, the UnivariateRealSolver interface seems to be the interface for all root-finding algorithms.Yes.I also found the EventState class (http://svn.apache.org/viewvc/commons/proper/math/tags/MATH_2_2/src/main/java/org/apache/commons/math/ode/events/EventState.java?view=markup) which at line 242 creates an instance of the BrentSolver to use as root-finding algorithm. It seems that the BrentSolver root-finding algorithm is hard-coded, and no other root-finding algorithm can be used to find state events...Yes, it is hard-coded.I was wondering if there is any possibility to use another root-finding algorithm for state event detection during ODE solver integration. ThatAllowing to customize this would be an improvement. This should be done at integrator level probably using a setEventRootSolver method for example and passed down to EventState. The EventState class by itself is not managed by users. Also this method should be implemented for all integrators types, not only Gragg-Bulirsch-Stoer, but it is quite simple.would allow me to create my own UnivariateRealSolver implementation that does guarantee that the point returned never undershoots the state event. I believe that would be the preferred solution to my initial problem.Yes, it is a better solution. If you think you could contribute the library change, do not hesitate to open an issue in our tracker and attache a patch to it. Thanks, LucBest regards, Dennis luc.maison...@free.fr wrote:----- "Dennis Hendriks" <d.hendr...@tue.nl> a écrit :Hi all,Hi Dennis,I have the following (simplified) ODE problem: V(0) = 10.000000645817822 V' = -sqrt(V) and the following state event: V <= 2.0 Using: t = 6.6845103160078425 GraggBulirschStoerIntegrator(1e-10, 100.0, 1e-10, 1e-10) integrator.addEventHandler(event, 100.0, 1e-10, 999) I obtain the last time point as: t = 10.180638128882343 V = 2.000000830098894 V' = -1.414213855857346 For this last time point, V <= 2.0 does not hold. In my previousWhat you experience here is that convergence is reached on the side of the root you don't want. From a pure event root finder point of view, there is no guarantee about the side at which the solver will stop. You can reduce the convergence threshold, of course, but it will only make the undershoot smaller, it will not always prevent it.experiences with DDASRT (DAE solver written in Fortran, see http://www.netlib.org/ode/ddasrt.f), it was actually guaranteed that integration would go PAST the state event. So, my question is: Is there any way to force integration PAST the state event, to make sure that afterwards the V <= 2.0 condition actually holds? In other words, is it possible to make sure it stops PAST the state event, instead of sometimes PAST it and sometimes BEFORE it?I would suggest to use a StepHandler in addition to the EventHandler, and to retrieve the final result from the step handler instead of the ODE itself. This means, instead of: integrator.addEventHandler(...); double tEnd = integrator.integrate(...); you would use: integrator.addEventHandler(...); integrator.addStepHandler(mySpecialStepHandler); integrator.integrate(...); double tEnd = mySpecialStepHandler.getTend(); double[] yEnd = mySpecialStepHandler.getY(); with myStepHandler being a local class of your own with an implementation like: public class MyStepHandler implements StepHandler { double tEnd; double[] y; public boolean requiresDenseOutput() { return true; } public void reset() { } public void handleStep(StepInterpolator interpolator, boolean isLast) { if (isLast) { tEnd = interpolator.getCurrentTime(); while (true) { interpolator.setInterpolatedTime(tEnd); yEnd = interpolator.getInterpolatedState(); if (yEnd[0] <= 2) { return; } // we are on the wrong side, slightly shift end time double[] yEndDot = interpolator.getInterpolatedDerivatives(); tEnd += (yEnd[0] - 2) / yEndDot[0]; } } } public double getTend() { return tEnd; } public double[] getYend() { return yEnd; } } The trick here is that the interpolator can be used slightly out of the current step, so slightly shifting the end date after it has been computed of the order of magnitude of the convergence threshold in the event handler is safe. It is guaranteed that the event handler is called after the step handler, in fact it is exactly because we need to make sure the isLast boolean is properly set to true when an events ask the integrator to stop.Any help would be greatly appreciated.Hope this helps, LucThanks, Dennis --------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org--------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org--------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org--------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org--------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org--------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org--------------------------------------------------------------------- To unsubscribe, e-mail: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org
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