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https://issues.apache.org/jira/browse/MATH-484?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Luc Maisonobe resolved MATH-484.
--------------------------------
Resolution: Fixed
fixed in subversion repository as of r1070498 for branch 2.X and r1070499 for
trunk
> events detection in ODE solvers is too complex and not robust
> -------------------------------------------------------------
>
> Key: MATH-484
> URL: https://issues.apache.org/jira/browse/MATH-484
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Fix For: 2.2
>
>
> All ODE solvers support multiple events detection since a long time. Events
> are specified by users by implementing the EventHandler interface. Events
> occur when the g(t, y) function evaluates to 0. When an event occurs, the
> solver step is shortened to make sure the event is located at the end of the
> step, and the event is triggered by calling the eventOccurred method in the
> user defined implementation class. Depending on the return value of this
> method, integration can continue, it can be stopped, or the state vector can
> be reset.
> Some ODE solvers are adaptive step size solvers. They can modify step size to
> match an integration error setting, increasing step size when error is low
> (thus reducing computing costs) or reducing step size when error is high
> (thus fulfilling accuracy requirements).
> The step adaptations due to events on one side and due to adaptive step size
> solvers are quite intricate by now, due to numerous fixes (MATH-161,
> MATH-213, MATH-322, MATH-358, MATH-421 and also during standard maintenance -
> see for example r781157). The code is very difficult to maintain. It seems
> each bug fix introduces new bugs (r781157/MATH-322) or tighten the link
> between adaptive step size and event detection (MATH-388/r927202).
> A new bug discovered recently on an external library using a slightly
> modified version of this code could not be retroffitted into commons-math,
> despite the same problem is present. At the beginning of
> EventState.evaluateStep, the initial step may be exactly 0 thus preventing
> root solving, but preventing this size to drop to 0 would reopen MATH-388. I
> could not fix both bugs at the same time.
> So it is now time to untangle events detection and adaptive step size,
> simplify code, and remove some inefficiency (event root solving is always
> done twice, once before step truncation and another time after truncation, of
> course with slightly different results, events shortened steps induce high
> computation load until the integrator recovers its optimal pace again, steps
> are rejected even when the event does not requires it ...).
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