1 | /*
|
---|
2 | * Licensed to the Apache Software Foundation (ASF) under one or more
|
---|
3 | * contributor license agreements. See the NOTICE file distributed with
|
---|
4 | * this work for additional information regarding copyright ownership.
|
---|
5 | * The ASF licenses this file to You under the Apache License, Version 2.0
|
---|
6 | * (the "License"); you may not use this file except in compliance with
|
---|
7 | * the License. You may obtain a copy of the License at
|
---|
8 | *
|
---|
9 | * http://www.apache.org/licenses/LICENSE-2.0
|
---|
10 | *
|
---|
11 | * Unless required by applicable law or agreed to in writing, software
|
---|
12 | * distributed under the License is distributed on an "AS IS" BASIS,
|
---|
13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
---|
14 | * See the License for the specific language governing permissions and
|
---|
15 | * limitations under the License.
|
---|
16 | */
|
---|
17 |
|
---|
18 | package agents.anac.y2019.harddealer.math3.ode.events;
|
---|
19 |
|
---|
20 | import agents.anac.y2019.harddealer.math3.RealFieldElement;
|
---|
21 | import agents.anac.y2019.harddealer.math3.analysis.RealFieldUnivariateFunction;
|
---|
22 | import agents.anac.y2019.harddealer.math3.analysis.solvers.AllowedSolution;
|
---|
23 | import agents.anac.y2019.harddealer.math3.analysis.solvers.BracketedRealFieldUnivariateSolver;
|
---|
24 | import agents.anac.y2019.harddealer.math3.exception.MaxCountExceededException;
|
---|
25 | import agents.anac.y2019.harddealer.math3.exception.NoBracketingException;
|
---|
26 | import agents.anac.y2019.harddealer.math3.ode.FieldODEState;
|
---|
27 | import agents.anac.y2019.harddealer.math3.ode.FieldODEStateAndDerivative;
|
---|
28 | import agents.anac.y2019.harddealer.math3.ode.sampling.FieldStepInterpolator;
|
---|
29 | import agents.anac.y2019.harddealer.math3.util.FastMath;
|
---|
30 |
|
---|
31 | /** This class handles the state for one {@link EventHandler
|
---|
32 | * event handler} during integration steps.
|
---|
33 | *
|
---|
34 | * <p>Each time the integrator proposes a step, the event handler
|
---|
35 | * switching function should be checked. This class handles the state
|
---|
36 | * of one handler during one integration step, with references to the
|
---|
37 | * state at the end of the preceding step. This information is used to
|
---|
38 | * decide if the handler should trigger an event or not during the
|
---|
39 | * proposed step.</p>
|
---|
40 | *
|
---|
41 | * @param <T> the type of the field elements
|
---|
42 | * @since 3.6
|
---|
43 | */
|
---|
44 | public class FieldEventState<T extends RealFieldElement<T>> {
|
---|
45 |
|
---|
46 | /** Event handler. */
|
---|
47 | private final FieldEventHandler<T> handler;
|
---|
48 |
|
---|
49 | /** Maximal time interval between events handler checks. */
|
---|
50 | private final double maxCheckInterval;
|
---|
51 |
|
---|
52 | /** Convergence threshold for event localization. */
|
---|
53 | private final T convergence;
|
---|
54 |
|
---|
55 | /** Upper limit in the iteration count for event localization. */
|
---|
56 | private final int maxIterationCount;
|
---|
57 |
|
---|
58 | /** Time at the beginning of the step. */
|
---|
59 | private T t0;
|
---|
60 |
|
---|
61 | /** Value of the events handler at the beginning of the step. */
|
---|
62 | private T g0;
|
---|
63 |
|
---|
64 | /** Simulated sign of g0 (we cheat when crossing events). */
|
---|
65 | private boolean g0Positive;
|
---|
66 |
|
---|
67 | /** Indicator of event expected during the step. */
|
---|
68 | private boolean pendingEvent;
|
---|
69 |
|
---|
70 | /** Occurrence time of the pending event. */
|
---|
71 | private T pendingEventTime;
|
---|
72 |
|
---|
73 | /** Occurrence time of the previous event. */
|
---|
74 | private T previousEventTime;
|
---|
75 |
|
---|
76 | /** Integration direction. */
|
---|
77 | private boolean forward;
|
---|
78 |
|
---|
79 | /** Variation direction around pending event.
|
---|
80 | * (this is considered with respect to the integration direction)
|
---|
81 | */
|
---|
82 | private boolean increasing;
|
---|
83 |
|
---|
84 | /** Next action indicator. */
|
---|
85 | private Action nextAction;
|
---|
86 |
|
---|
87 | /** Root-finding algorithm to use to detect state events. */
|
---|
88 | private final BracketedRealFieldUnivariateSolver<T> solver;
|
---|
89 |
|
---|
90 | /** Simple constructor.
|
---|
91 | * @param handler event handler
|
---|
92 | * @param maxCheckInterval maximal time interval between switching
|
---|
93 | * function checks (this interval prevents missing sign changes in
|
---|
94 | * case the integration steps becomes very large)
|
---|
95 | * @param convergence convergence threshold in the event time search
|
---|
96 | * @param maxIterationCount upper limit of the iteration count in
|
---|
97 | * the event time search
|
---|
98 | * @param solver Root-finding algorithm to use to detect state events
|
---|
99 | */
|
---|
100 | public FieldEventState(final FieldEventHandler<T> handler, final double maxCheckInterval,
|
---|
101 | final T convergence, final int maxIterationCount,
|
---|
102 | final BracketedRealFieldUnivariateSolver<T> solver) {
|
---|
103 | this.handler = handler;
|
---|
104 | this.maxCheckInterval = maxCheckInterval;
|
---|
105 | this.convergence = convergence.abs();
|
---|
106 | this.maxIterationCount = maxIterationCount;
|
---|
107 | this.solver = solver;
|
---|
108 |
|
---|
109 | // some dummy values ...
|
---|
110 | t0 = null;
|
---|
111 | g0 = null;
|
---|
112 | g0Positive = true;
|
---|
113 | pendingEvent = false;
|
---|
114 | pendingEventTime = null;
|
---|
115 | previousEventTime = null;
|
---|
116 | increasing = true;
|
---|
117 | nextAction = Action.CONTINUE;
|
---|
118 |
|
---|
119 | }
|
---|
120 |
|
---|
121 | /** Get the underlying event handler.
|
---|
122 | * @return underlying event handler
|
---|
123 | */
|
---|
124 | public FieldEventHandler<T> getEventHandler() {
|
---|
125 | return handler;
|
---|
126 | }
|
---|
127 |
|
---|
128 | /** Get the maximal time interval between events handler checks.
|
---|
129 | * @return maximal time interval between events handler checks
|
---|
130 | */
|
---|
131 | public double getMaxCheckInterval() {
|
---|
132 | return maxCheckInterval;
|
---|
133 | }
|
---|
134 |
|
---|
135 | /** Get the convergence threshold for event localization.
|
---|
136 | * @return convergence threshold for event localization
|
---|
137 | */
|
---|
138 | public T getConvergence() {
|
---|
139 | return convergence;
|
---|
140 | }
|
---|
141 |
|
---|
142 | /** Get the upper limit in the iteration count for event localization.
|
---|
143 | * @return upper limit in the iteration count for event localization
|
---|
144 | */
|
---|
145 | public int getMaxIterationCount() {
|
---|
146 | return maxIterationCount;
|
---|
147 | }
|
---|
148 |
|
---|
149 | /** Reinitialize the beginning of the step.
|
---|
150 | * @param interpolator valid for the current step
|
---|
151 | * @exception MaxCountExceededException if the interpolator throws one because
|
---|
152 | * the number of functions evaluations is exceeded
|
---|
153 | */
|
---|
154 | public void reinitializeBegin(final FieldStepInterpolator<T> interpolator)
|
---|
155 | throws MaxCountExceededException {
|
---|
156 |
|
---|
157 | final FieldODEStateAndDerivative<T> s0 = interpolator.getPreviousState();
|
---|
158 | t0 = s0.getTime();
|
---|
159 | g0 = handler.g(s0);
|
---|
160 | if (g0.getReal() == 0) {
|
---|
161 | // excerpt from MATH-421 issue:
|
---|
162 | // If an ODE solver is setup with an EventHandler that return STOP
|
---|
163 | // when the even is triggered, the integrator stops (which is exactly
|
---|
164 | // the expected behavior). If however the user wants to restart the
|
---|
165 | // solver from the final state reached at the event with the same
|
---|
166 | // configuration (expecting the event to be triggered again at a
|
---|
167 | // later time), then the integrator may fail to start. It can get stuck
|
---|
168 | // at the previous event. The use case for the bug MATH-421 is fairly
|
---|
169 | // general, so events occurring exactly at start in the first step should
|
---|
170 | // be ignored.
|
---|
171 |
|
---|
172 | // extremely rare case: there is a zero EXACTLY at interval start
|
---|
173 | // we will use the sign slightly after step beginning to force ignoring this zero
|
---|
174 | final double epsilon = FastMath.max(solver.getAbsoluteAccuracy().getReal(),
|
---|
175 | FastMath.abs(solver.getRelativeAccuracy().multiply(t0).getReal()));
|
---|
176 | final T tStart = t0.add(0.5 * epsilon);
|
---|
177 | g0 = handler.g(interpolator.getInterpolatedState(tStart));
|
---|
178 | }
|
---|
179 | g0Positive = g0.getReal() >= 0;
|
---|
180 |
|
---|
181 | }
|
---|
182 |
|
---|
183 | /** Evaluate the impact of the proposed step on the event handler.
|
---|
184 | * @param interpolator step interpolator for the proposed step
|
---|
185 | * @return true if the event handler triggers an event before
|
---|
186 | * the end of the proposed step
|
---|
187 | * @exception MaxCountExceededException if the interpolator throws one because
|
---|
188 | * the number of functions evaluations is exceeded
|
---|
189 | * @exception NoBracketingException if the event cannot be bracketed
|
---|
190 | */
|
---|
191 | public boolean evaluateStep(final FieldStepInterpolator<T> interpolator)
|
---|
192 | throws MaxCountExceededException, NoBracketingException {
|
---|
193 |
|
---|
194 | forward = interpolator.isForward();
|
---|
195 | final FieldODEStateAndDerivative<T> s1 = interpolator.getCurrentState();
|
---|
196 | final T t1 = s1.getTime();
|
---|
197 | final T dt = t1.subtract(t0);
|
---|
198 | if (dt.abs().subtract(convergence).getReal() < 0) {
|
---|
199 | // we cannot do anything on such a small step, don't trigger any events
|
---|
200 | return false;
|
---|
201 | }
|
---|
202 | final int n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt.getReal()) / maxCheckInterval));
|
---|
203 | final T h = dt.divide(n);
|
---|
204 |
|
---|
205 | final RealFieldUnivariateFunction<T> f = new RealFieldUnivariateFunction<T>() {
|
---|
206 | /** {@inheritDoc} */
|
---|
207 | public T value(final T t) {
|
---|
208 | return handler.g(interpolator.getInterpolatedState(t));
|
---|
209 | }
|
---|
210 | };
|
---|
211 |
|
---|
212 | T ta = t0;
|
---|
213 | T ga = g0;
|
---|
214 | for (int i = 0; i < n; ++i) {
|
---|
215 |
|
---|
216 | // evaluate handler value at the end of the substep
|
---|
217 | final T tb = (i == n - 1) ? t1 : t0.add(h.multiply(i + 1));
|
---|
218 | final T gb = handler.g(interpolator.getInterpolatedState(tb));
|
---|
219 |
|
---|
220 | // check events occurrence
|
---|
221 | if (g0Positive ^ (gb.getReal() >= 0)) {
|
---|
222 | // there is a sign change: an event is expected during this step
|
---|
223 |
|
---|
224 | // variation direction, with respect to the integration direction
|
---|
225 | increasing = gb.subtract(ga).getReal() >= 0;
|
---|
226 |
|
---|
227 | // find the event time making sure we select a solution just at or past the exact root
|
---|
228 | final T root = forward ?
|
---|
229 | solver.solve(maxIterationCount, f, ta, tb, AllowedSolution.RIGHT_SIDE) :
|
---|
230 | solver.solve(maxIterationCount, f, tb, ta, AllowedSolution.LEFT_SIDE);
|
---|
231 |
|
---|
232 | if (previousEventTime != null &&
|
---|
233 | root.subtract(ta).abs().subtract(convergence).getReal() <= 0 &&
|
---|
234 | root.subtract(previousEventTime).abs().subtract(convergence).getReal() <= 0) {
|
---|
235 | // we have either found nothing or found (again ?) a past event,
|
---|
236 | // retry the substep excluding this value, and taking care to have the
|
---|
237 | // required sign in case the g function is noisy around its zero and
|
---|
238 | // crosses the axis several times
|
---|
239 | do {
|
---|
240 | ta = forward ? ta.add(convergence) : ta.subtract(convergence);
|
---|
241 | ga = f.value(ta);
|
---|
242 | } while ((g0Positive ^ (ga.getReal() >= 0)) && (forward ^ (ta.subtract(tb).getReal() >= 0)));
|
---|
243 |
|
---|
244 | if (forward ^ (ta.subtract(tb).getReal() >= 0)) {
|
---|
245 | // we were able to skip this spurious root
|
---|
246 | --i;
|
---|
247 | } else {
|
---|
248 | // we can't avoid this root before the end of the step,
|
---|
249 | // we have to handle it despite it is close to the former one
|
---|
250 | // maybe we have two very close roots
|
---|
251 | pendingEventTime = root;
|
---|
252 | pendingEvent = true;
|
---|
253 | return true;
|
---|
254 | }
|
---|
255 | } else if (previousEventTime == null ||
|
---|
256 | previousEventTime.subtract(root).abs().subtract(convergence).getReal() > 0) {
|
---|
257 | pendingEventTime = root;
|
---|
258 | pendingEvent = true;
|
---|
259 | return true;
|
---|
260 | } else {
|
---|
261 | // no sign change: there is no event for now
|
---|
262 | ta = tb;
|
---|
263 | ga = gb;
|
---|
264 | }
|
---|
265 |
|
---|
266 | } else {
|
---|
267 | // no sign change: there is no event for now
|
---|
268 | ta = tb;
|
---|
269 | ga = gb;
|
---|
270 | }
|
---|
271 |
|
---|
272 | }
|
---|
273 |
|
---|
274 | // no event during the whole step
|
---|
275 | pendingEvent = false;
|
---|
276 | pendingEventTime = null;
|
---|
277 | return false;
|
---|
278 |
|
---|
279 | }
|
---|
280 |
|
---|
281 | /** Get the occurrence time of the event triggered in the current step.
|
---|
282 | * @return occurrence time of the event triggered in the current
|
---|
283 | * step or infinity if no events are triggered
|
---|
284 | */
|
---|
285 | public T getEventTime() {
|
---|
286 | return pendingEvent ?
|
---|
287 | pendingEventTime :
|
---|
288 | t0.getField().getZero().add(forward ? Double.POSITIVE_INFINITY : Double.NEGATIVE_INFINITY);
|
---|
289 | }
|
---|
290 |
|
---|
291 | /** Acknowledge the fact the step has been accepted by the integrator.
|
---|
292 | * @param state state at the end of the step
|
---|
293 | */
|
---|
294 | public void stepAccepted(final FieldODEStateAndDerivative<T> state) {
|
---|
295 |
|
---|
296 | t0 = state.getTime();
|
---|
297 | g0 = handler.g(state);
|
---|
298 |
|
---|
299 | if (pendingEvent && pendingEventTime.subtract(state.getTime()).abs().subtract(convergence).getReal() <= 0) {
|
---|
300 | // force the sign to its value "just after the event"
|
---|
301 | previousEventTime = state.getTime();
|
---|
302 | g0Positive = increasing;
|
---|
303 | nextAction = handler.eventOccurred(state, !(increasing ^ forward));
|
---|
304 | } else {
|
---|
305 | g0Positive = g0.getReal() >= 0;
|
---|
306 | nextAction = Action.CONTINUE;
|
---|
307 | }
|
---|
308 | }
|
---|
309 |
|
---|
310 | /** Check if the integration should be stopped at the end of the
|
---|
311 | * current step.
|
---|
312 | * @return true if the integration should be stopped
|
---|
313 | */
|
---|
314 | public boolean stop() {
|
---|
315 | return nextAction == Action.STOP;
|
---|
316 | }
|
---|
317 |
|
---|
318 | /** Let the event handler reset the state if it wants.
|
---|
319 | * @param state state at the beginning of the next step
|
---|
320 | * @return reset state (may by the same as initial state if only
|
---|
321 | * derivatives should be reset), or null if nothing is reset
|
---|
322 | */
|
---|
323 | public FieldODEState<T> reset(final FieldODEStateAndDerivative<T> state) {
|
---|
324 |
|
---|
325 | if (!(pendingEvent && pendingEventTime.subtract(state.getTime()).abs().subtract(convergence).getReal() <= 0)) {
|
---|
326 | return null;
|
---|
327 | }
|
---|
328 |
|
---|
329 | final FieldODEState<T> newState;
|
---|
330 | if (nextAction == Action.RESET_STATE) {
|
---|
331 | newState = handler.resetState(state);
|
---|
332 | } else if (nextAction == Action.RESET_DERIVATIVES) {
|
---|
333 | newState = state;
|
---|
334 | } else {
|
---|
335 | newState = null;
|
---|
336 | }
|
---|
337 | pendingEvent = false;
|
---|
338 | pendingEventTime = null;
|
---|
339 |
|
---|
340 | return newState;
|
---|
341 |
|
---|
342 | }
|
---|
343 |
|
---|
344 | }
|
---|