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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2010/03/24 18:27:27 UTC
[jira] Created: (MATH-358) ODE integrator goes past specified end
of integration range
ODE integrator goes past specified end of integration range
-----------------------------------------------------------
Key: MATH-358
URL: https://issues.apache.org/jira/browse/MATH-358
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Linux
Reporter: Luc Maisonobe
Assignee: Luc Maisonobe
Priority: Critical
Fix For: 2.1
End of integration range in ODE solving is handled as an event.
In some cases, numerical accuracy in events detection leads to error in events location.
The following test case shows the end event is not handled properly and an integration that should cover a 60s range in fact covers a 160s range, more than twice the specified range.
{code}
public void testMissedEvent() throws IntegratorException, DerivativeException {
final double t0 = 1878250320.0000029;
final double t = 1878250379.9999986;
FirstOrderDifferentialEquations ode = new FirstOrderDifferentialEquations() {
public int getDimension() {
return 1;
}
public void computeDerivatives(double t, double[] y, double[] yDot)
throws DerivativeException {
yDot[0] = y[0] * 1.0e-6;
}
};
DormandPrince853Integrator integrator = new DormandPrince853Integrator(0.0, 100.0,
1.0e-10, 1.0e-10);
double[] y = { 1.0 };
integrator.setInitialStepSize(60.0);
double finalT = integrator.integrate(ode, t0, y, t, y);
Assert.assertEquals(t, finalT, 1.0e-6);
}
{code}
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Re: [jira] Created: (MATH-358) ODE integrator goes past specified
end of integration range
Posted by Luc Maisonobe <Lu...@free.fr>.
Luc Maisonobe a écrit :
> Luc Maisonobe (JIRA) a écrit :
>> ODE integrator goes past specified end of integration range
>> -----------------------------------------------------------
>>
>> Key: MATH-358
>> URL: https://issues.apache.org/jira/browse/MATH-358
>> Project: Commons Math
>> Issue Type: Bug
>> Affects Versions: 2.0
>> Environment: Linux
>> Reporter: Luc Maisonobe
>> Assignee: Luc Maisonobe
>> Priority: Critical
>> Fix For: 2.1
>
> I'm sorry for the ongoing release process, but this newly discovered bug
> is really a *big* problem. I'll try to fix it as soon as possible to
> have it resolved for 2.1.
I hope this is fixed now (r927202). I'll check tomorrow at work how the
real case that triggered the bug behaves with the current version.
Sorry for the alarm
Luc
>
> Luc
>
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>
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Re: [jira] Created: (MATH-358) ODE integrator goes past specified
end of integration range
Posted by Luc Maisonobe <Lu...@free.fr>.
Luc Maisonobe (JIRA) a écrit :
> ODE integrator goes past specified end of integration range
> -----------------------------------------------------------
>
> Key: MATH-358
> URL: https://issues.apache.org/jira/browse/MATH-358
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Linux
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Priority: Critical
> Fix For: 2.1
I'm sorry for the ongoing release process, but this newly discovered bug
is really a *big* problem. I'll try to fix it as soon as possible to
have it resolved for 2.1.
Luc
---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org
[jira] Closed: (MATH-358) ODE integrator goes past specified end of
integration range
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-358?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz closed MATH-358.
----------------------------
> ODE integrator goes past specified end of integration range
> -----------------------------------------------------------
>
> Key: MATH-358
> URL: https://issues.apache.org/jira/browse/MATH-358
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Linux
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Priority: Critical
> Fix For: 2.1
>
>
> End of integration range in ODE solving is handled as an event.
> In some cases, numerical accuracy in events detection leads to error in events location.
> The following test case shows the end event is not handled properly and an integration that should cover a 60s range in fact covers a 160s range, more than twice the specified range.
> {code}
> public void testMissedEvent() throws IntegratorException, DerivativeException {
> final double t0 = 1878250320.0000029;
> final double t = 1878250379.9999986;
> FirstOrderDifferentialEquations ode = new FirstOrderDifferentialEquations() {
>
> public int getDimension() {
> return 1;
> }
>
> public void computeDerivatives(double t, double[] y, double[] yDot)
> throws DerivativeException {
> yDot[0] = y[0] * 1.0e-6;
> }
> };
> DormandPrince853Integrator integrator = new DormandPrince853Integrator(0.0, 100.0,
> 1.0e-10, 1.0e-10);
> double[] y = { 1.0 };
> integrator.setInitialStepSize(60.0);
> double finalT = integrator.integrate(ode, t0, y, t, y);
> Assert.assertEquals(t, finalT, 1.0e-6);
> }
> {code}
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[jira] Resolved: (MATH-358) ODE integrator goes past specified end
of integration range
Posted by "Luc Maisonobe (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-358?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe resolved MATH-358.
--------------------------------
Resolution: Fixed
fixed in subversion repository as of r927202
> ODE integrator goes past specified end of integration range
> -----------------------------------------------------------
>
> Key: MATH-358
> URL: https://issues.apache.org/jira/browse/MATH-358
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Linux
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Priority: Critical
> Fix For: 2.1
>
>
> End of integration range in ODE solving is handled as an event.
> In some cases, numerical accuracy in events detection leads to error in events location.
> The following test case shows the end event is not handled properly and an integration that should cover a 60s range in fact covers a 160s range, more than twice the specified range.
> {code}
> public void testMissedEvent() throws IntegratorException, DerivativeException {
> final double t0 = 1878250320.0000029;
> final double t = 1878250379.9999986;
> FirstOrderDifferentialEquations ode = new FirstOrderDifferentialEquations() {
>
> public int getDimension() {
> return 1;
> }
>
> public void computeDerivatives(double t, double[] y, double[] yDot)
> throws DerivativeException {
> yDot[0] = y[0] * 1.0e-6;
> }
> };
> DormandPrince853Integrator integrator = new DormandPrince853Integrator(0.0, 100.0,
> 1.0e-10, 1.0e-10);
> double[] y = { 1.0 };
> integrator.setInitialStepSize(60.0);
> double finalT = integrator.integrate(ode, t0, y, t, y);
> Assert.assertEquals(t, finalT, 1.0e-6);
> }
> {code}
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