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https://issues.apache.org/jira/browse/MATH-596?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Dennis Hendriks updated MATH-596:
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Attachment: MyTest2.java
New test, with output for both dense and non-dense step handler.
Note how for the non-dense step handler, the derivatives are computed for 10.0,
and the result is 24.999999999999996. It then continues to call the step
handler for time 10.0 with value 21.35298598981348, which is the value
calculated for time 8.784328663271161, from before the previous time the step
handler was called. It seems the compute derivative method is called for the
appropriate times, only the output is not correctly used to set the
interpolator values.
If you think this is indeed *only* caused by the optionality of dense output,
or it is no longer relevant if non-dense output is removed, then removing the
non-dense option would indeed fix this issue.
It would probably be better to create a separate issue for the removal of
non-dense output. I have no objections to the removal of non-dense output.
> GraggBulirschStoerIntegrator output too low
> -------------------------------------------
>
> Key: MATH-596
> URL: https://issues.apache.org/jira/browse/MATH-596
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Reporter: Dennis Hendriks
> Attachments: MyTest.java, MyTest2.java
>
>
> I have the following problem:
> x(3.0) = 4.0
> x' = 3.0
> t0 = 3.0
> tend = 10.0
> ODE solving using the GraggBulirschStoerIntegrator(1e-10, 100.0, 1e-7, 1e-7)
> integrator, gives me:
> t, x, x'
> 3.0, 4.0, 3.0
> 3.105840007284127, 4.0, 3.0
> 3.829973288493221, 4.31752002185238, 3.0
> 8.784328663271161, 6.489919865479664, 3.0
> 10.0, 21.35298598981348, 3.0
> Clearly, the value of x at time 3.10... should be something like 4.30... and
> not 4.0. Also, the value of x at time 10.0 should be around 25.0 and not be
> 21.35...
> If we switch to the DormandPrince853Integrator(1e-10, 100.0, 1e-7, 1e-7), it
> gives me:
> 3.0, 4.0, 3.0
> 3.079933916721644, 4.239801750164932, 3.0
> 3.8792730839380845, 6.637819251814253, 3.0
> 10.0, 24.999999999999996, 3.0
> as expected.
> This seems to me like the GraggBulirschStoerIntegrator has a bug...
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