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https://issues.apache.org/jira/browse/MATH-596?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13055094#comment-13055094
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Luc Maisonobe commented on MATH-596:
------------------------------------
Yes, I think the optional dense output feature is the only problem here.
When the step handler doesn't requirs dense output and there are no events, a
dummy step interpolator is used. This is due to the following statements in the
integrator:
{code}
if (denseOutput) {
interpolator = new GraggBulirschStoerStepInterpolator(y, yDot0,
y1, yDot1,
yMidDots, forward);
} else {
interpolator = new DummyStepInterpolator(y, yDot1, forward);
}
{code}
So in your case, you get a DummyStepInterpolator which simply copies some
intermediate states computed earlier.
I will open a separate issue for removing optional dense output, solve the new
issue and solve this one afterwards.
> 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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