[jira] Updated: (MATH-338) Wrong parameter for first step size guess for Embedded Runge Kutta methods

["Phil Steitz (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-338?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Phil Steitz updated MATH-338:
-----------------------------

    Fix Version/s: 2.1

> Wrong parameter for first step size guess for Embedded Runge Kutta methods
> --------------------------------------------------------------------------
>
>                 Key: MATH-338
>                 URL: https://issues.apache.org/jira/browse/MATH-338
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>         Environment: Eclipse sous Red Hat 5
>            Reporter: Morand Vincent
>             Fix For: 2.1
>
>
> In a space application using DOP853 i detected what seems to be a bad parameter in the call to the method  initializeStep of class AdaptiveStepsizeIntegrator.
> Here, DormandPrince853Integrator is a subclass for EmbeddedRungeKuttaIntegrator which perform the call to initializeStep at the beginning of its method integrate(...)
> The problem comes from the array "scale" that is used as a parameter in the call off initializeStep(..)
> Following the theory described by Hairer in his book "Solving Ordinary Differential Equations 1 : Nonstiff Problems", the scaling should be :
> sci = Atol i + |y0i| * Rtoli
> Whereas EmbeddedRungeKuttaIntegrator uses :  sci = Atoli
> Note that the Gragg-Bulirsch-Stoer integrator uses the good implementation "sci = Atol i + |y0i| * Rtoli  " when he performs the call to the same method initializeStep(..)
> In the method initializeStep, the error leads to a wrong step size h used to perform an  Euler step. Most of the time it is unvisible for the user.
> But in my space application the Euler step with this wrong step size h (much bigger than it should be)  makes an exception occur (my satellite hits the ground...)
> To fix the bug, one should use the same algorithm as in the rescale method in GraggBulirschStoerIntegrator
> For exemple :
>  final double[] scale= new double[y0.length];;
>           
>           if (vecAbsoluteTolerance == null) {
>               for (int i = 0; i < scale.length; ++i) {
>                 final double yi = Math.max(Math.abs(y0[i]), Math.abs(y0[i]));
>                 scale[i] = scalAbsoluteTolerance + scalRelativeTolerance * yi;
>               }
>             } else {
>               for (int i = 0; i < scale.length; ++i) {
>                 final double yi = Math.max(Math.abs(y0[i]), Math.abs(y0[i]));
>                 scale[i] = vecAbsoluteTolerance[i] + vecRelativeTolerance[i] * yi;
>               }
>             }
>           
>           hNew = initializeStep(equations, forward, getOrder(), scale,
>                            stepStart, y, yDotK[0], yTmp, yDotK[1]);
> Sorry for the length of this message, looking forward to hearing from you soon
> Vincent Morand

-- 
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.