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<div class="subTitle">org.apache.commons.math3.ode.nonstiff</div>
<h2 title="Class DormandPrince853Integrator" class="title">Class DormandPrince853Integrator</h2>
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<ul class="inheritance">
<li><a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html" title="class in org.apache.commons.math3.ode">org.apache.commons.math3.ode.AbstractIntegrator</a></li>
<li>
<ul class="inheritance">
<li><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator</a></li>
<li>
<ul class="inheritance">
<li><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator</a></li>
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<ul class="inheritance">
<li>org.apache.commons.math3.ode.nonstiff.DormandPrince853Integrator</li>
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<dt>All Implemented Interfaces:</dt>
<dd><a href="../../../../../../org/apache/commons/math3/ode/FirstOrderIntegrator.html" title="interface in org.apache.commons.math3.ode">FirstOrderIntegrator</a>, <a href="../../../../../../org/apache/commons/math3/ode/ODEIntegrator.html" title="interface in org.apache.commons.math3.ode">ODEIntegrator</a></dd>
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<pre>public class <span class="strong">DormandPrince853Integrator</span>
extends <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">EmbeddedRungeKuttaIntegrator</a></pre>
<div class="block">This class implements the 8(5,3) Dormand-Prince integrator for Ordinary
Differential Equations.
<p>This integrator is an embedded Runge-Kutta integrator
of order 8(5,3) used in local extrapolation mode (i.e. the solution
is computed using the high order formula) with stepsize control
(and automatic step initialization) and continuous output. This
method uses 12 functions evaluations per step for integration and 4
evaluations for interpolation. However, since the first
interpolation evaluation is the same as the first integration
evaluation of the next step, we have included it in the integrator
rather than in the interpolator and specified the method was an
<i>fsal</i>. Hence, despite we have 13 stages here, the cost is
really 12 evaluations per step even if no interpolation is done,
and the overcost of interpolation is only 3 evaluations.</p>
<p>This method is based on an 8(6) method by Dormand and Prince
(i.e. order 8 for the integration and order 6 for error estimation)
modified by Hairer and Wanner to use a 5th order error estimator
with 3rd order correction. This modification was introduced because
the original method failed in some cases (wrong steps can be
accepted when step size is too large, for example in the
Brusselator problem) and also had <i>severe difficulties when
applied to problems with discontinuities</i>. This modification is
explained in the second edition of the first volume (Nonstiff
Problems) of the reference book by Hairer, Norsett and Wanner:
<i>Solving Ordinary Differential Equations</i> (Springer-Verlag,
ISBN 3-540-56670-8).</p></div>
<dl><dt><span class="strong">Since:</span></dt>
<dd>1.2</dd>
<dt><span class="strong">Version:</span></dt>
<dd>$Id: DormandPrince853Integrator.java 1416643 2012-12-03 19:37:14Z tn $</dd></dl>
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<h3>Fields inherited from class&nbsp;org.apache.commons.math3.ode.nonstiff.<a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">AdaptiveStepsizeIntegrator</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#mainSetDimension">mainSetDimension</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#scalAbsoluteTolerance">scalAbsoluteTolerance</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#scalRelativeTolerance">scalRelativeTolerance</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#vecAbsoluteTolerance">vecAbsoluteTolerance</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#vecRelativeTolerance">vecRelativeTolerance</a></code></li>
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<h3>Fields inherited from class&nbsp;org.apache.commons.math3.ode.<a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html" title="class in org.apache.commons.math3.ode">AbstractIntegrator</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#isLastStep">isLastStep</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#resetOccurred">resetOccurred</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#stepHandlers">stepHandlers</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#stepSize">stepSize</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#stepStart">stepStart</a></code></li>
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<caption><span>Constructors</span><span class="tabEnd">&nbsp;</span></caption>
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<th class="colOne" scope="col">Constructor and Description</th>
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<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/DormandPrince853Integrator.html#DormandPrince853Integrator(double, double, double[], double[])">DormandPrince853Integrator</a></strong>(double&nbsp;minStep,
double&nbsp;maxStep,
double[]&nbsp;vecAbsoluteTolerance,
double[]&nbsp;vecRelativeTolerance)</code>
<div class="block">Simple constructor.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/DormandPrince853Integrator.html#DormandPrince853Integrator(double, double, double, double)">DormandPrince853Integrator</a></strong>(double&nbsp;minStep,
double&nbsp;maxStep,
double&nbsp;scalAbsoluteTolerance,
double&nbsp;scalRelativeTolerance)</code>
<div class="block">Simple constructor.</div>
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<td class="colFirst"><code>protected double</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/DormandPrince853Integrator.html#estimateError(double[][], double[], double[], double)">estimateError</a></strong>(double[][]&nbsp;yDotK,
double[]&nbsp;y0,
double[]&nbsp;y1,
double&nbsp;h)</code>
<div class="block">Compute the error ratio.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>int</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/DormandPrince853Integrator.html#getOrder()">getOrder</a></strong>()</code>
<div class="block">Get the order of the method.</div>
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<h3>Methods inherited from class&nbsp;org.apache.commons.math3.ode.nonstiff.<a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">EmbeddedRungeKuttaIntegrator</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#getMaxGrowth()">getMaxGrowth</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#getMinReduction()">getMinReduction</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#getSafety()">getSafety</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#integrate(org.apache.commons.math3.ode.ExpandableStatefulODE, double)">integrate</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#setMaxGrowth(double)">setMaxGrowth</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#setMinReduction(double)">setMinReduction</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#setSafety(double)">setSafety</a></code></li>
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<h3>Methods inherited from class&nbsp;org.apache.commons.math3.ode.nonstiff.<a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">AdaptiveStepsizeIntegrator</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#filterStep(double, boolean, boolean)">filterStep</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#getCurrentStepStart()">getCurrentStepStart</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#getMaxStep()">getMaxStep</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#getMinStep()">getMinStep</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#initializeStep(boolean, int, double[], double, double[], double[], double[], double[])">initializeStep</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#resetInternalState()">resetInternalState</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#sanityChecks(org.apache.commons.math3.ode.ExpandableStatefulODE, double)">sanityChecks</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#setInitialStepSize(double)">setInitialStepSize</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#setStepSizeControl(double, double, double[], double[])">setStepSizeControl</a>, <a href="../../../../../../org/apache/commons/math3/ode/nonstiff/AdaptiveStepsizeIntegrator.html#setStepSizeControl(double, double, double, double)">setStepSizeControl</a></code></li>
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<h3>Methods inherited from class&nbsp;org.apache.commons.math3.ode.<a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html" title="class in org.apache.commons.math3.ode">AbstractIntegrator</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#acceptStep(org.apache.commons.math3.ode.sampling.AbstractStepInterpolator, double[], double[], double)">acceptStep</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#addEventHandler(org.apache.commons.math3.ode.events.EventHandler, double, double, int)">addEventHandler</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#addEventHandler(org.apache.commons.math3.ode.events.EventHandler, double, double, int, org.apache.commons.math3.analysis.solvers.UnivariateSolver)">addEventHandler</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#addStepHandler(org.apache.commons.math3.ode.sampling.StepHandler)">addStepHandler</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#clearEventHandlers()">clearEventHandlers</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#clearStepHandlers()">clearStepHandlers</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#computeDerivatives(double, double[], double[])">computeDerivatives</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getCurrentSignedStepsize()">getCurrentSignedStepsize</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getEvaluationsCounter()">getEvaluationsCounter</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getEventHandlers()">getEventHandlers</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getExpandable()">getExpandable</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getMaxEvaluations()">getMaxEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getName()">getName</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#getStepHandlers()">getStepHandlers</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#initIntegration(double, double[], double)">initIntegration</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#integrate(org.apache.commons.math3.ode.FirstOrderDifferentialEquations, double, double[], double, double[])">integrate</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#setEquations(org.apache.commons.math3.ode.ExpandableStatefulODE)">setEquations</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#setMaxEvaluations(int)">setMaxEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/ode/AbstractIntegrator.html#setStateInitialized(boolean)">setStateInitialized</a></code></li>
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<code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li>
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<h4>DormandPrince853Integrator</h4>
<pre>public&nbsp;DormandPrince853Integrator(double&nbsp;minStep,
double&nbsp;maxStep,
double&nbsp;scalAbsoluteTolerance,
double&nbsp;scalRelativeTolerance)</pre>
<div class="block">Simple constructor.
Build an eighth order Dormand-Prince integrator with the given step bounds</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>minStep</code> - minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this</dd><dd><code>maxStep</code> - maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this</dd><dd><code>scalAbsoluteTolerance</code> - allowed absolute error</dd><dd><code>scalRelativeTolerance</code> - allowed relative error</dd></dl>
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<h4>DormandPrince853Integrator</h4>
<pre>public&nbsp;DormandPrince853Integrator(double&nbsp;minStep,
double&nbsp;maxStep,
double[]&nbsp;vecAbsoluteTolerance,
double[]&nbsp;vecRelativeTolerance)</pre>
<div class="block">Simple constructor.
Build an eighth order Dormand-Prince integrator with the given step bounds</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>minStep</code> - minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this</dd><dd><code>maxStep</code> - maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this</dd><dd><code>vecAbsoluteTolerance</code> - allowed absolute error</dd><dd><code>vecRelativeTolerance</code> - allowed relative error</dd></dl>
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<h3>Method Detail</h3>
<a name="getOrder()">
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<h4>getOrder</h4>
<pre>public&nbsp;int&nbsp;getOrder()</pre>
<div class="block">Get the order of the method.</div>
<dl>
<dt><strong>Specified by:</strong></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#getOrder()">getOrder</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">EmbeddedRungeKuttaIntegrator</a></code></dd>
<dt><span class="strong">Returns:</span></dt><dd>order of the method</dd></dl>
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<h4>estimateError</h4>
<pre>protected&nbsp;double&nbsp;estimateError(double[][]&nbsp;yDotK,
double[]&nbsp;y0,
double[]&nbsp;y1,
double&nbsp;h)</pre>
<div class="block">Compute the error ratio.</div>
<dl>
<dt><strong>Specified by:</strong></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html#estimateError(double[][], double[], double[], double)">estimateError</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../../org/apache/commons/math3/ode/nonstiff/EmbeddedRungeKuttaIntegrator.html" title="class in org.apache.commons.math3.ode.nonstiff">EmbeddedRungeKuttaIntegrator</a></code></dd>
<dt><span class="strong">Parameters:</span></dt><dd><code>yDotK</code> - derivatives computed during the first stages</dd><dd><code>y0</code> - estimate of the step at the start of the step</dd><dd><code>y1</code> - estimate of the step at the end of the step</dd><dd><code>h</code> - current step</dd>
<dt><span class="strong">Returns:</span></dt><dd>error ratio, greater than 1 if step should be rejected</dd></dl>
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