001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.ode.jacobians;
019
020 import org.apache.commons.math.ode.events.EventException;
021
022 /** This interface represents a handler for discrete events triggered
023 * during ODE integration.
024 *
025 * <p>Some events can be triggered at discrete times as an ODE problem
026 * is solved. This occurs for example when the integration process
027 * should be stopped as some state is reached (G-stop facility) when the
028 * precise date is unknown a priori, or when the derivatives have
029 * discontinuities, or simply when the user wants to monitor some
030 * states boundaries crossings.
031 * </p>
032 *
033 * <p>These events are defined as occurring when a <code>g</code>
034 * switching function sign changes.</p>
035 *
036 * <p>Since events are only problem-dependent and are triggered by the
037 * independent <i>time</i> variable and the state vector, they can
038 * occur at virtually any time, unknown in advance. The integrators will
039 * take care to avoid sign changes inside the steps, they will reduce
040 * the step size when such an event is detected in order to put this
041 * event exactly at the end of the current step. This guarantees that
042 * step interpolation (which always has a one step scope) is relevant
043 * even in presence of discontinuities. This is independent from the
044 * stepsize control provided by integrators that monitor the local
045 * error (this event handling feature is available for all integrators,
046 * including fixed step ones).</p>
047 *
048 * <p>Note that is is possible to register a {@link
049 * org.apache.commons.math.ode.events.EventHandler classical event handler}
050 * in the low level integrator used to build a {@link FirstOrderIntegratorWithJacobians}
051 * rather than implementing this class. The event handlers registered at low level
052 * will see the big compound state whether the event handlers defined by this interface
053 * see the original state, and its jacobians in separate arrays.</p>
054 *
055 * <p>The compound state is guaranteed to contain the original state in the first
056 * elements, followed by the jacobian with respect to initial state (in row order),
057 * followed by the jacobian with respect to parameters (in row order). If for example
058 * the original state dimension is 6 and there are 3 parameters, the compound state will
059 * be a 60 elements array. The first 6 elements will be the original state, the next 36
060 * elements will be the jacobian with respect to initial state, and the remaining 18 elements
061 * will be the jacobian with respect to parameters.</p>
062 *
063 * <p>Dealing with low level event handlers is cumbersome if one really needs the jacobians
064 * in these methods, but it also prevents many data being copied back and forth between
065 * state and jacobians on one side and compound state on the other side. So for performance
066 * reasons, it is recommended to use this interface <em>only</em> if jacobians are really
067 * needed and to use lower level handlers if only state is needed.</p>
068 *
069 * @version $Revision: 920131 $ $Date: 2010-03-07 17:19:18 -0500 (Sun, 07 Mar 2010) $
070 * @since 2.1
071 */
072
073 public interface EventHandlerWithJacobians {
074
075 /** Stop indicator.
076 * <p>This value should be used as the return value of the {@link
077 * #eventOccurred eventOccurred} method when the integration should be
078 * stopped after the event ending the current step.</p>
079 */
080 int STOP = 0;
081
082 /** Reset state indicator.
083 * <p>This value should be used as the return value of the {@link
084 * #eventOccurred eventOccurred} method when the integration should
085 * go on after the event ending the current step, with a new state
086 * vector (which will be retrieved thanks to the {@link #resetState
087 * resetState} method).</p>
088 */
089 int RESET_STATE = 1;
090
091 /** Reset derivatives indicator.
092 * <p>This value should be used as the return value of the {@link
093 * #eventOccurred eventOccurred} method when the integration should
094 * go on after the event ending the current step, with a new derivatives
095 * vector (which will be retrieved thanks to the {@link
096 * org.apache.commons.math.ode.FirstOrderDifferentialEquations#computeDerivatives}
097 * method).</p>
098 */
099 int RESET_DERIVATIVES = 2;
100
101 /** Continue indicator.
102 * <p>This value should be used as the return value of the {@link
103 * #eventOccurred eventOccurred} method when the integration should go
104 * on after the event ending the current step.</p>
105 */
106 int CONTINUE = 3;
107
108 /** Compute the value of the switching function.
109
110 * <p>The discrete events are generated when the sign of this
111 * switching function changes. The integrator will take care to change
112 * the stepsize in such a way these events occur exactly at step boundaries.
113 * The switching function must be continuous in its roots neighborhood
114 * (but not necessarily smooth), as the integrator will need to find its
115 * roots to locate precisely the events.</p>
116
117 * @param t current value of the independent <i>time</i> variable
118 * @param y array containing the current value of the state vector
119 * @param dydy0 array containing the current value of the jacobian of
120 * the state vector with respect to initial state
121 * @param dydp array containing the current value of the jacobian of
122 * the state vector with respect to parameters
123 * @return value of the g switching function
124 * @exception EventException if the switching function cannot be evaluated
125 */
126 double g(double t, double[] y, double[][] dydy0, double[][] dydp)
127 throws EventException;
128
129 /** Handle an event and choose what to do next.
130
131 * <p>This method is called when the integrator has accepted a step
132 * ending exactly on a sign change of the function, just <em>before</em>
133 * the step handler itself is called (see below for scheduling). It
134 * allows the user to update his internal data to acknowledge the fact
135 * the event has been handled (for example setting a flag in the {@link
136 * org.apache.commons.math.ode.jacobians.ODEWithJacobians
137 * differential equations} to switch the derivatives computation in
138 * case of discontinuity), or to direct the integrator to either stop
139 * or continue integration, possibly with a reset state or derivatives.</p>
140
141 * <ul>
142 * <li>if {@link #STOP} is returned, the step handler will be called
143 * with the <code>isLast</code> flag of the {@link
144 * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
145 * StepInterpolatorWithJacobians, boolean) handleStep} method set to true and
146 * the integration will be stopped,</li>
147 * <li>if {@link #RESET_STATE} is returned, the {@link #resetState
148 * resetState} method will be called once the step handler has
149 * finished its task, and the integrator will also recompute the
150 * derivatives,</li>
151 * <li>if {@link #RESET_DERIVATIVES} is returned, the integrator
152 * will recompute the derivatives,
153 * <li>if {@link #CONTINUE} is returned, no specific action will
154 * be taken (apart from having called this method) and integration
155 * will continue.</li>
156 * </ul>
157
158 * <p>The scheduling between this method and the {@link
159 * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians
160 * StepHandlerWithJacobians} method {@link
161 * org.apache.commons.math.ode.jacobians.StepHandlerWithJacobians#handleStep(
162 * StepInterpolatorWithJacobians, boolean) handleStep(interpolator, isLast)}
163 * is to call this method first and <code>handleStep</code> afterwards. This
164 * scheduling allows the integrator to pass <code>true</code> as the
165 * <code>isLast</code> parameter to the step handler to make it aware the step
166 * will be the last one if this method returns {@link #STOP}. As the
167 * interpolator may be used to navigate back throughout the last step (as {@link
168 * org.apache.commons.math.ode.sampling.StepNormalizer StepNormalizer}
169 * does for example), user code called by this method and user
170 * code called by step handlers may experience apparently out of order values
171 * of the independent time variable. As an example, if the same user object
172 * implements both this {@link EventHandlerWithJacobians EventHandler} interface and the
173 * {@link org.apache.commons.math.ode.sampling.FixedStepHandler FixedStepHandler}
174 * interface, a <em>forward</em> integration may call its
175 * <code>eventOccurred</code> method with t = 10 first and call its
176 * <code>handleStep</code> method with t = 9 afterwards. Such out of order
177 * calls are limited to the size of the integration step for {@link
178 * org.apache.commons.math.ode.sampling.StepHandler variable step handlers} and
179 * to the size of the fixed step for {@link
180 * org.apache.commons.math.ode.sampling.FixedStepHandler fixed step handlers}.</p>
181
182 * @param t current value of the independent <i>time</i> variable
183 * @param y array containing the current value of the state vector
184 * @param dydy0 array containing the current value of the jacobian of
185 * the state vector with respect to initial state
186 * @param dydp array containing the current value of the jacobian of
187 * the state vector with respect to parameters
188 * @param increasing if true, the value of the switching function increases
189 * when times increases around event (note that increase is measured with respect
190 * to physical time, not with respect to integration which may go backward in time)
191 * @return indication of what the integrator should do next, this
192 * value must be one of {@link #STOP}, {@link #RESET_STATE},
193 * {@link #RESET_DERIVATIVES} or {@link #CONTINUE}
194 * @exception EventException if the event occurrence triggers an error
195 */
196 int eventOccurred(double t, double[] y, double[][] dydy0, double[][] dydp,
197 boolean increasing) throws EventException;
198
199 /** Reset the state prior to continue the integration.
200
201 * <p>This method is called after the step handler has returned and
202 * before the next step is started, but only when {@link
203 * #eventOccurred} has itself returned the {@link #RESET_STATE}
204 * indicator. It allows the user to reset the state vector for the
205 * next step, without perturbing the step handler of the finishing
206 * step. If the {@link #eventOccurred} never returns the {@link
207 * #RESET_STATE} indicator, this function will never be called, and it is
208 * safe to leave its body empty.</p>
209
210 * @param t current value of the independent <i>time</i> variable
211 * @param y array containing the current value of the state vector
212 * the new state should be put in the same array
213 * @param dydy0 array containing the current value of the jacobian of
214 * the state vector with respect to initial state, the new jacobian
215 * should be put in the same array
216 * @param dydp array containing the current value of the jacobian of
217 * the state vector with respect to parameters, the new jacobian
218 * should be put in the same array
219 * @exception EventException if the state cannot be reseted
220 */
221 void resetState(double t, double[] y, double[][] dydy0, double[][] dydp)
222 throws EventException;
223
224 }