RungeKuttaDormandPrince Class

Represents a 4th/5th order Runge-Kutta integrator with step size control.

Definition

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

Remarks

Use the RungeKuttaDormandPrince class to integrate non-stiff systems of differential equations.

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

Properties

AbsoluteTolerance Gets or sets the absolute tolerance used in the convergence test.
(Inherited from OdeIntegrator)
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.
(Inherited from OdeIntegrator)
CurrentValue Gets the current value of the unknowns.
(Inherited from OdeIntegrator)
DifferentialFunction Gets or sets a function that should be integrated.
(Inherited from OdeIntegrator)
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>)
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.
(Inherited from OdeIntegrator)
InitialTime Gets or sets the initial time value.
(Inherited from OdeIntegrator)
InitialValue Gets or sets the initial value.
(Inherited from OdeIntegrator)
IterationsNeeded Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
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.
(Inherited from OdeIntegrator)
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.
(Inherited from OdeIntegrator)
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.
(Inherited from OdeIntegrator)
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.
(Inherited from OdeIntegrator)
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)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Integrate Performs the numerical integration up to a specified time value.
(Inherited from OdeIntegrator)
IntegrateMultipleSteps Performs multiple steps of the numerical integration at least as far as the specified final time.
(Inherited from OdeIntegrator)
IntegrateSingleStep Performs one step of the numerical integration in the direction of the final time.
(Inherited from OdeIntegrator)
Restart() Resets the integrator so the next integration will start from the initial conditions.
(Inherited from OdeIntegrator)
Restart(Double, Vector<Double>) Resets the integrator so the next integration will start from the specified initial conditions.
(Inherited from OdeIntegrator)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also