1 | /*
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2 | * Licensed to the Apache Software Foundation (ASF) under one or more
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3 | * contributor license agreements. See the NOTICE file distributed with
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4 | * this work for additional information regarding copyright ownership.
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5 | * The ASF licenses this file to You under the Apache License, Version 2.0
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6 | * (the "License"); you may not use this file except in compliance with
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7 | * the License. You may obtain a copy of the License at
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8 | *
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9 | * http://www.apache.org/licenses/LICENSE-2.0
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10 | *
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11 | * Unless required by applicable law or agreed to in writing, software
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12 | * distributed under the License is distributed on an "AS IS" BASIS,
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13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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14 | * See the License for the specific language governing permissions and
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15 | * limitations under the License.
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16 | */
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17 |
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18 | package agents.anac.y2019.harddealer.math3.ode;
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19 |
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20 | import java.util.ArrayList;
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21 | import java.util.Collection;
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22 | import java.util.Collections;
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23 | import java.util.Comparator;
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24 | import java.util.Iterator;
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25 | import java.util.List;
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26 | import java.util.SortedSet;
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27 | import java.util.TreeSet;
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28 |
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29 | import agents.anac.y2019.harddealer.math3.analysis.solvers.BracketingNthOrderBrentSolver;
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30 | import agents.anac.y2019.harddealer.math3.analysis.solvers.UnivariateSolver;
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31 | import agents.anac.y2019.harddealer.math3.exception.DimensionMismatchException;
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32 | import agents.anac.y2019.harddealer.math3.exception.MaxCountExceededException;
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33 | import agents.anac.y2019.harddealer.math3.exception.NoBracketingException;
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34 | import agents.anac.y2019.harddealer.math3.exception.NumberIsTooSmallException;
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35 | import agents.anac.y2019.harddealer.math3.exception.util.LocalizedFormats;
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36 | import agents.anac.y2019.harddealer.math3.ode.events.EventHandler;
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37 | import agents.anac.y2019.harddealer.math3.ode.events.EventState;
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38 | import agents.anac.y2019.harddealer.math3.ode.sampling.AbstractStepInterpolator;
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39 | import agents.anac.y2019.harddealer.math3.ode.sampling.StepHandler;
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40 | import agents.anac.y2019.harddealer.math3.util.FastMath;
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41 | import agents.anac.y2019.harddealer.math3.util.IntegerSequence;
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42 | import agents.anac.y2019.harddealer.math3.util.Precision;
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43 |
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44 | /**
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45 | * Base class managing common boilerplate for all integrators.
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46 | * @since 2.0
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47 | */
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48 | public abstract class AbstractIntegrator implements FirstOrderIntegrator {
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49 |
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50 | /** Step handler. */
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51 | protected Collection<StepHandler> stepHandlers;
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52 |
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53 | /** Current step start time. */
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54 | protected double stepStart;
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55 |
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56 | /** Current stepsize. */
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57 | protected double stepSize;
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58 |
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59 | /** Indicator for last step. */
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60 | protected boolean isLastStep;
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61 |
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62 | /** Indicator that a state or derivative reset was triggered by some event. */
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63 | protected boolean resetOccurred;
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64 |
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65 | /** Events states. */
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66 | private Collection<EventState> eventsStates;
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67 |
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68 | /** Initialization indicator of events states. */
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69 | private boolean statesInitialized;
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70 |
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71 | /** Name of the method. */
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72 | private final String name;
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73 |
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74 | /** Counter for number of evaluations. */
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75 | private IntegerSequence.Incrementor evaluations;
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76 |
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77 | /** Differential equations to integrate. */
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78 | private transient ExpandableStatefulODE expandable;
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79 |
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80 | /** Build an instance.
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81 | * @param name name of the method
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82 | */
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83 | public AbstractIntegrator(final String name) {
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84 | this.name = name;
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85 | stepHandlers = new ArrayList<StepHandler>();
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86 | stepStart = Double.NaN;
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87 | stepSize = Double.NaN;
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88 | eventsStates = new ArrayList<EventState>();
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89 | statesInitialized = false;
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90 | evaluations = IntegerSequence.Incrementor.create().withMaximalCount(Integer.MAX_VALUE);
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91 | }
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92 |
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93 | /** Build an instance with a null name.
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94 | */
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95 | protected AbstractIntegrator() {
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96 | this(null);
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97 | }
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98 |
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99 | /** {@inheritDoc} */
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100 | public String getName() {
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101 | return name;
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102 | }
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103 |
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104 | /** {@inheritDoc} */
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105 | public void addStepHandler(final StepHandler handler) {
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106 | stepHandlers.add(handler);
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107 | }
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108 |
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109 | /** {@inheritDoc} */
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110 | public Collection<StepHandler> getStepHandlers() {
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111 | return Collections.unmodifiableCollection(stepHandlers);
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112 | }
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113 |
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114 | /** {@inheritDoc} */
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115 | public void clearStepHandlers() {
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116 | stepHandlers.clear();
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117 | }
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118 |
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119 | /** {@inheritDoc} */
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120 | public void addEventHandler(final EventHandler handler,
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121 | final double maxCheckInterval,
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122 | final double convergence,
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123 | final int maxIterationCount) {
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124 | addEventHandler(handler, maxCheckInterval, convergence,
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125 | maxIterationCount,
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126 | new BracketingNthOrderBrentSolver(convergence, 5));
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127 | }
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128 |
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129 | /** {@inheritDoc} */
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130 | public void addEventHandler(final EventHandler handler,
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131 | final double maxCheckInterval,
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132 | final double convergence,
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133 | final int maxIterationCount,
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134 | final UnivariateSolver solver) {
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135 | eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
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136 | maxIterationCount, solver));
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137 | }
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138 |
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139 | /** {@inheritDoc} */
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140 | public Collection<EventHandler> getEventHandlers() {
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141 | final List<EventHandler> list = new ArrayList<EventHandler>(eventsStates.size());
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142 | for (EventState state : eventsStates) {
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143 | list.add(state.getEventHandler());
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144 | }
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145 | return Collections.unmodifiableCollection(list);
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146 | }
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147 |
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148 | /** {@inheritDoc} */
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149 | public void clearEventHandlers() {
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150 | eventsStates.clear();
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151 | }
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152 |
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153 | /** {@inheritDoc} */
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154 | public double getCurrentStepStart() {
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155 | return stepStart;
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156 | }
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157 |
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158 | /** {@inheritDoc} */
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159 | public double getCurrentSignedStepsize() {
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160 | return stepSize;
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161 | }
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162 |
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163 | /** {@inheritDoc} */
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164 | public void setMaxEvaluations(int maxEvaluations) {
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165 | evaluations = evaluations.withMaximalCount((maxEvaluations < 0) ? Integer.MAX_VALUE : maxEvaluations);
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166 | }
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167 |
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168 | /** {@inheritDoc} */
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169 | public int getMaxEvaluations() {
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170 | return evaluations.getMaximalCount();
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171 | }
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172 |
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173 | /** {@inheritDoc} */
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174 | public int getEvaluations() {
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175 | return evaluations.getCount();
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176 | }
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177 |
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178 | /** Prepare the start of an integration.
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179 | * @param t0 start value of the independent <i>time</i> variable
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180 | * @param y0 array containing the start value of the state vector
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181 | * @param t target time for the integration
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182 | */
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183 | protected void initIntegration(final double t0, final double[] y0, final double t) {
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184 |
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185 | evaluations = evaluations.withStart(0);
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186 |
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187 | for (final EventState state : eventsStates) {
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188 | state.setExpandable(expandable);
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189 | state.getEventHandler().init(t0, y0, t);
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190 | }
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191 |
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192 | for (StepHandler handler : stepHandlers) {
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193 | handler.init(t0, y0, t);
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194 | }
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195 |
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196 | setStateInitialized(false);
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197 |
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198 | }
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199 |
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200 | /** Set the equations.
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201 | * @param equations equations to set
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202 | */
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203 | protected void setEquations(final ExpandableStatefulODE equations) {
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204 | this.expandable = equations;
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205 | }
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206 |
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207 | /** Get the differential equations to integrate.
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208 | * @return differential equations to integrate
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209 | * @since 3.2
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210 | */
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211 | protected ExpandableStatefulODE getExpandable() {
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212 | return expandable;
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213 | }
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214 |
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215 | /** Get the evaluations counter.
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216 | * @return evaluations counter
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217 | * @since 3.2
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218 | * @deprecated as of 3.6 replaced with {@link #getCounter()}
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219 | */
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220 | @Deprecated
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221 | protected agents.anac.y2019.harddealer.math3.util.Incrementor getEvaluationsCounter() {
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222 | return agents.anac.y2019.harddealer.math3.util.Incrementor.wrap(evaluations);
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223 | }
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224 |
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225 | /** Get the evaluations counter.
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226 | * @return evaluations counter
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227 | * @since 3.6
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228 | */
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229 | protected IntegerSequence.Incrementor getCounter() {
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230 | return evaluations;
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231 | }
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232 |
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233 | /** {@inheritDoc} */
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234 | public double integrate(final FirstOrderDifferentialEquations equations,
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235 | final double t0, final double[] y0, final double t, final double[] y)
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236 | throws DimensionMismatchException, NumberIsTooSmallException,
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237 | MaxCountExceededException, NoBracketingException {
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238 |
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239 | if (y0.length != equations.getDimension()) {
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240 | throw new DimensionMismatchException(y0.length, equations.getDimension());
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241 | }
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242 | if (y.length != equations.getDimension()) {
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243 | throw new DimensionMismatchException(y.length, equations.getDimension());
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244 | }
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245 |
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246 | // prepare expandable stateful equations
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247 | final ExpandableStatefulODE expandableODE = new ExpandableStatefulODE(equations);
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248 | expandableODE.setTime(t0);
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249 | expandableODE.setPrimaryState(y0);
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250 |
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251 | // perform integration
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252 | integrate(expandableODE, t);
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253 |
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254 | // extract results back from the stateful equations
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255 | System.arraycopy(expandableODE.getPrimaryState(), 0, y, 0, y.length);
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256 | return expandableODE.getTime();
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257 |
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258 | }
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259 |
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260 | /** Integrate a set of differential equations up to the given time.
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261 | * <p>This method solves an Initial Value Problem (IVP).</p>
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262 | * <p>The set of differential equations is composed of a main set, which
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263 | * can be extended by some sets of secondary equations. The set of
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264 | * equations must be already set up with initial time and partial states.
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265 | * At integration completion, the final time and partial states will be
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266 | * available in the same object.</p>
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267 | * <p>Since this method stores some internal state variables made
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268 | * available in its public interface during integration ({@link
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269 | * #getCurrentSignedStepsize()}), it is <em>not</em> thread-safe.</p>
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270 | * @param equations complete set of differential equations to integrate
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271 | * @param t target time for the integration
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272 | * (can be set to a value smaller than <code>t0</code> for backward integration)
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273 | * @exception NumberIsTooSmallException if integration step is too small
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274 | * @throws DimensionMismatchException if the dimension of the complete state does not
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275 | * match the complete equations sets dimension
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276 | * @exception MaxCountExceededException if the number of functions evaluations is exceeded
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277 | * @exception NoBracketingException if the location of an event cannot be bracketed
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278 | */
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279 | public abstract void integrate(ExpandableStatefulODE equations, double t)
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280 | throws NumberIsTooSmallException, DimensionMismatchException,
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281 | MaxCountExceededException, NoBracketingException;
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282 |
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283 | /** Compute the derivatives and check the number of evaluations.
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284 | * @param t current value of the independent <I>time</I> variable
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285 | * @param y array containing the current value of the state vector
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286 | * @param yDot placeholder array where to put the time derivative of the state vector
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287 | * @exception MaxCountExceededException if the number of functions evaluations is exceeded
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288 | * @exception DimensionMismatchException if arrays dimensions do not match equations settings
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289 | * @exception NullPointerException if the ODE equations have not been set (i.e. if this method
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290 | * is called outside of a call to {@link #integrate(ExpandableStatefulODE, double)} or {@link
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291 | * #integrate(FirstOrderDifferentialEquations, double, double[], double, double[])})
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292 | */
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293 | public void computeDerivatives(final double t, final double[] y, final double[] yDot)
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294 | throws MaxCountExceededException, DimensionMismatchException, NullPointerException {
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295 | evaluations.increment();
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296 | expandable.computeDerivatives(t, y, yDot);
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297 | }
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298 |
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299 | /** Set the stateInitialized flag.
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300 | * <p>This method must be called by integrators with the value
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301 | * {@code false} before they start integration, so a proper lazy
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302 | * initialization is done automatically on the first step.</p>
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303 | * @param stateInitialized new value for the flag
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304 | * @since 2.2
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305 | */
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306 | protected void setStateInitialized(final boolean stateInitialized) {
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307 | this.statesInitialized = stateInitialized;
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308 | }
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309 |
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310 | /** Accept a step, triggering events and step handlers.
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311 | * @param interpolator step interpolator
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312 | * @param y state vector at step end time, must be reset if an event
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313 | * asks for resetting or if an events stops integration during the step
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314 | * @param yDot placeholder array where to put the time derivative of the state vector
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315 | * @param tEnd final integration time
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316 | * @return time at end of step
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317 | * @exception MaxCountExceededException if the interpolator throws one because
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318 | * the number of functions evaluations is exceeded
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319 | * @exception NoBracketingException if the location of an event cannot be bracketed
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320 | * @exception DimensionMismatchException if arrays dimensions do not match equations settings
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321 | * @since 2.2
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322 | */
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323 | protected double acceptStep(final AbstractStepInterpolator interpolator,
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324 | final double[] y, final double[] yDot, final double tEnd)
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325 | throws MaxCountExceededException, DimensionMismatchException, NoBracketingException {
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326 |
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327 | double previousT = interpolator.getGlobalPreviousTime();
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328 | final double currentT = interpolator.getGlobalCurrentTime();
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329 |
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330 | // initialize the events states if needed
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331 | if (! statesInitialized) {
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332 | for (EventState state : eventsStates) {
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333 | state.reinitializeBegin(interpolator);
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334 | }
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335 | statesInitialized = true;
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336 | }
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337 |
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338 | // search for next events that may occur during the step
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339 | final int orderingSign = interpolator.isForward() ? +1 : -1;
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340 | SortedSet<EventState> occurringEvents = new TreeSet<EventState>(new Comparator<EventState>() {
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341 |
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342 | /** {@inheritDoc} */
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343 | public int compare(EventState es0, EventState es1) {
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344 | return orderingSign * Double.compare(es0.getEventTime(), es1.getEventTime());
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345 | }
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346 |
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347 | });
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348 |
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349 | for (final EventState state : eventsStates) {
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350 | if (state.evaluateStep(interpolator)) {
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351 | // the event occurs during the current step
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352 | occurringEvents.add(state);
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353 | }
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354 | }
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355 |
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356 | while (!occurringEvents.isEmpty()) {
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357 |
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358 | // handle the chronologically first event
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359 | final Iterator<EventState> iterator = occurringEvents.iterator();
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360 | final EventState currentEvent = iterator.next();
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361 | iterator.remove();
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362 |
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363 | // restrict the interpolator to the first part of the step, up to the event
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364 | final double eventT = currentEvent.getEventTime();
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365 | interpolator.setSoftPreviousTime(previousT);
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366 | interpolator.setSoftCurrentTime(eventT);
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367 |
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368 | // get state at event time
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369 | interpolator.setInterpolatedTime(eventT);
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370 | final double[] eventYComplete = new double[y.length];
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371 | expandable.getPrimaryMapper().insertEquationData(interpolator.getInterpolatedState(),
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372 | eventYComplete);
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373 | int index = 0;
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374 | for (EquationsMapper secondary : expandable.getSecondaryMappers()) {
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375 | secondary.insertEquationData(interpolator.getInterpolatedSecondaryState(index++),
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376 | eventYComplete);
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377 | }
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378 |
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379 | // advance all event states to current time
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380 | for (final EventState state : eventsStates) {
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381 | state.stepAccepted(eventT, eventYComplete);
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382 | isLastStep = isLastStep || state.stop();
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383 | }
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384 |
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385 | // handle the first part of the step, up to the event
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386 | for (final StepHandler handler : stepHandlers) {
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387 | handler.handleStep(interpolator, isLastStep);
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388 | }
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389 |
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390 | if (isLastStep) {
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391 | // the event asked to stop integration
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392 | System.arraycopy(eventYComplete, 0, y, 0, y.length);
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393 | return eventT;
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394 | }
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395 |
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396 | boolean needReset = false;
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397 | resetOccurred = false;
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398 | needReset = currentEvent.reset(eventT, eventYComplete);
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399 | if (needReset) {
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400 | // some event handler has triggered changes that
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401 | // invalidate the derivatives, we need to recompute them
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402 | interpolator.setInterpolatedTime(eventT);
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403 | System.arraycopy(eventYComplete, 0, y, 0, y.length);
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404 | computeDerivatives(eventT, y, yDot);
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405 | resetOccurred = true;
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406 | return eventT;
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407 | }
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408 |
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409 | // prepare handling of the remaining part of the step
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410 | previousT = eventT;
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411 | interpolator.setSoftPreviousTime(eventT);
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412 | interpolator.setSoftCurrentTime(currentT);
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413 |
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414 | // check if the same event occurs again in the remaining part of the step
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415 | if (currentEvent.evaluateStep(interpolator)) {
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416 | // the event occurs during the current step
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417 | occurringEvents.add(currentEvent);
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418 | }
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419 |
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420 | }
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421 |
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422 | // last part of the step, after the last event
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423 | interpolator.setInterpolatedTime(currentT);
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424 | final double[] currentY = new double[y.length];
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425 | expandable.getPrimaryMapper().insertEquationData(interpolator.getInterpolatedState(),
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426 | currentY);
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427 | int index = 0;
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428 | for (EquationsMapper secondary : expandable.getSecondaryMappers()) {
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429 | secondary.insertEquationData(interpolator.getInterpolatedSecondaryState(index++),
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430 | currentY);
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431 | }
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432 | for (final EventState state : eventsStates) {
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433 | state.stepAccepted(currentT, currentY);
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434 | isLastStep = isLastStep || state.stop();
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435 | }
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436 | isLastStep = isLastStep || Precision.equals(currentT, tEnd, 1);
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437 |
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438 | // handle the remaining part of the step, after all events if any
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439 | for (StepHandler handler : stepHandlers) {
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440 | handler.handleStep(interpolator, isLastStep);
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441 | }
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442 |
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443 | return currentT;
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444 |
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445 | }
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446 |
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447 | /** Check the integration span.
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448 | * @param equations set of differential equations
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449 | * @param t target time for the integration
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450 | * @exception NumberIsTooSmallException if integration span is too small
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451 | * @exception DimensionMismatchException if adaptive step size integrators
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452 | * tolerance arrays dimensions are not compatible with equations settings
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453 | */
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454 | protected void sanityChecks(final ExpandableStatefulODE equations, final double t)
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455 | throws NumberIsTooSmallException, DimensionMismatchException {
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456 |
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457 | final double threshold = 1000 * FastMath.ulp(FastMath.max(FastMath.abs(equations.getTime()),
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458 | FastMath.abs(t)));
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459 | final double dt = FastMath.abs(equations.getTime() - t);
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460 | if (dt <= threshold) {
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461 | throw new NumberIsTooSmallException(LocalizedFormats.TOO_SMALL_INTEGRATION_INTERVAL,
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462 | dt, threshold, false);
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463 | }
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464 |
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465 | }
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466 |
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467 | }
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