Ode Integrator Class
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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:
Class | Description |
---|---|
Classic | Implements the classic 4th order Runge-Kutta algorithm. |
Runge | Implements a 4th/5th order Runge-Kutta integrator with step size control. |
Cvode | Implements 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
Ode | Constructs a new OdeIntegrator. |
Properties
Absolute | Gets or sets the absolute tolerance used in the convergence test. |
Convergence |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Current | Gets the current value of the time parameter. |
Current | Gets the current value of the unknowns. |
Differential | Gets or sets a function that should be integrated. |
Estimated |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Final | Gets the next time for which the value has been requested. |
Has |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Initial | Gets or sets the initial time value. |
Initial | Gets or sets the initial time value. |
Initial | Gets or sets the initial value. |
Iterations |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Iterations |
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Last | Gets the last time for which the integration has been calculated. This may be past the final time. |
Last | Gets the last value that was calculated. |
Max |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max | Gets or sets the maximum step size. |
Min |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Min | Gets or sets the minimum step size. |
Parallel |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Relative | 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>) |
Solution |
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>) |
Step | Gets or sets the step size used in the last step. |
Task | Gets the task to be performed in the current integration. |
Throw |
Gets or sets a value indicating whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Increment |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Increment |
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. |
Integrate | Performs multiple steps of the numerical integration at least as far as the specified final time. |
Integrate | 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>) |
Memberwise | Creates 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()) |
OnInit | Called during a numerical integration before the first step. |
OnInit | Called during a numerical integration before each step. |
Report |
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Report |
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Report |
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Reset |
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( | 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( |
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Set |
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Test |
Tests whether the current step is complete.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.TestConvergence()) |
Thread |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Thread |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Throw |
Interprets the AlgorithmStatus and
throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
ToString | Returns a string that represents the current object. (Inherited from Object) |