OdeIntegrator Class

Represents an algorithm that integrates a system of Ordinary Differential Equations (ODE's).

Definition

Namespace: Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public abstract class OdeIntegrator : ManagedIterativeAlgorithm<Vector<double>>
Inheritance
Object  →  ManagedIterativeAlgorithm<Vector<Double>, Double, SolutionReport<Vector<Double>, Double>>  →  ManagedIterativeAlgorithm<Vector<Double>>  →  OdeIntegrator
Derived

Remarks

The OdeIntegrator class is the abstract base class for classes that implement algorithms for integrating systems of Ordinary Differential Equations (ODE's).

OdeIntegrator is an abstract class and cannot be instantiated directly. Instead, use one of the following derived classes:

ClassDescription
ClassicRungeKuttaIntegratorImplements the classic 4th order Runge-Kutta algorithm.
RungeKuttaFehlbergIntegratorImplements a 4th/5th order Runge-Kutta integrator with step size control.
CvodeIntegratorImplements a general purpose integrator suitable for stiff and non-stiff systems. It is based on the CVODE integrator from the SUNDIALS suite.

The system of differential equations is defined using a DifferentialFunction delegate. This is a delegate that takes one real argument (the time value), and two vector arguments (the current value and the current derivative). The last argument is passed by reference and must also be returned.

To set up an integration, set the DifferentialFunction property equal to the delegate that defines the system. Set the InitialTime and InitialValue properties to the initial time value and function values, respectively.

To perform the actual integration, call the Integrate(Double) method with the desired final time. This method returns the function value at the final time. You can call this method multiple times to get function values at intermediate positions.

Constructors

OdeIntegrator Constructs a new OdeIntegrator.

Properties

AbsoluteTolerance Gets or sets the absolute tolerance used in the convergence test.
ConvergenceTests Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
CurrentTime Gets the current value of the time parameter.
CurrentValue Gets the current value of the unknowns.
DifferentialFunction Gets or sets a function that should be integrated.
EstimatedError Gets a value indicating the size of the absolute error of the result.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
EvaluationsNeeded Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
EvaluationsRemaining Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
FinalTime Gets the next time for which the value has been requested.
HasSharedDegreeOfParallelism Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
InitialStepsize Gets or sets the initial time value.
InitialTime Gets or sets the initial time value.
InitialValue Gets or sets the initial value.
IterationsNeeded Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
IterationsRemaining Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
LastTime Gets the last time for which the integration has been calculated. This may be past the final time.
LastValue Gets the last value that was calculated.
MaxDegreeOfParallelism Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxEvaluations Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxIterationsGets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxStepSize Gets or sets the maximum step size.
MinIterations Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MinStepSize Gets or sets the minimum step size.
ParallelOptions Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
RelativeTolerance Gets or sets the relative tolerance used in the convergence test.
Result Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
SolutionReport Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Status Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
StepSize Gets or sets the step size used in the last step.
Task Gets the task to be performed in the current integration.
ThrowExceptionOnFailure Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
IncrementEvaluations() Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
IncrementEvaluations(Int32) Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Integrate Performs the numerical integration up to a specified time value.
IntegrateMultipleSteps Performs multiple steps of the numerical integration at least as far as the specified final time.
IntegrateSingleStep Performs one step of the numerical integration in the direction of the final time.
Interpolate Interpolates the solution at the specified time.
Iterate Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Iterated Performs tasks after the iteration is completed, but before the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
OnConvergence Performs any tasks after the main algorithm has converged.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
OnFailure Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
OnInit Initializes the iteration.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.OnInit())
OnInitIntegration Called during a numerical integration before the first step.
OnInitStep Called during a numerical integration before each step.
ReportFailure Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ReportResult Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ReportSuccess Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ResetEvaluations Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Restart() Resets the integrator so the next integration will start from the initial conditions.
Restart(Double, Vector<Double>) Resets the integrator so the next integration will start from the specified initial conditions.
Run() Runs the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Run(ParallelOptions) Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
SetResult Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
TestConvergence Tests whether the current step is complete.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.TestConvergence())
ThreadSafeIncrementEvaluations() Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ThreadSafeIncrementEvaluations(Int32) Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ThrowConvergenceException Interprets the AlgorithmStatus and throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also