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Posted to issues@commons.apache.org by "Luc Maisonobe (Created) (JIRA)" <ji...@apache.org> on 2011/12/17 17:36:30 UTC
[jira] [Created] (MATH-727) too large first step with embedded
Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)
too large first step with embedded Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)
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Key: MATH-727
URL: https://issues.apache.org/jira/browse/MATH-727
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Reporter: Luc Maisonobe
Assignee: Luc Maisonobe
Fix For: 3.0
Adaptive step size integrators compute the first step size by themselves if it is not provided.
For embedded Runge-Kutta type, this step size is not checked against the integration range, so if the integration range is extremely short, this step size may evaluate the function out of the range (and in fact it tries afterward to go back, and fails to stop). Gragg-Bulirsch-Stoer integrators do not have this problem, the step size is checked and truncated if needed.
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[jira] [Resolved] (MATH-727) too large first step with embedded
Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)
Posted by "Luc Maisonobe (Resolved) (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-727?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe resolved MATH-727.
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Resolution: Fixed
Fixed in subversion repository as of r1215524.
> too large first step with embedded Runge-Kutta integrators (Dormand-Prince 8(5,3) ...)
> --------------------------------------------------------------------------------------
>
> Key: MATH-727
> URL: https://issues.apache.org/jira/browse/MATH-727
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Fix For: 3.0
>
>
> Adaptive step size integrators compute the first step size by themselves if it is not provided.
> For embedded Runge-Kutta type, this step size is not checked against the integration range, so if the integration range is extremely short, this step size may evaluate the function out of the range (and in fact it tries afterward to go back, and fails to stop). Gragg-Bulirsch-Stoer integrators do not have this problem, the step size is checked and truncated if needed.
--
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