DormandPrince853 integrator leads to revisiting of state events
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Key: MATH-705
URL: https://issues.apache.org/jira/browse/MATH-705
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Environment: Commons Math trunk, Java 6, Linux
Reporter: Dennis Hendriks
See the attached ReappearingEventTest.java. It has two unit tests, which use
either the DormandPrince853 or the GraggBulirschStoer integrator, on the same
ODE problem. It is a problem starting at time 6.0, with 7 variables, and 1
state event. The state event was previously detected at time 6.0, which is why
I start there now. I provide and end time of 10.0. Since I start at the state
event, I expect to integrate all the way to the end (10.0). For the
GraggBulirschStoer this is what happens (see attached
ReappearingEventTest.out). For the DormandPrince853Integerator, it detects a
state event and stops integration at 6.000000000000002.
I think the problem becomes clear by looking at the output in
ReappearingEventTest.out, in particular these lines:
{noformat}
computeDerivatives: t=6.0 y=[2.0 , 2.0
, 2.0 , 4.0 , 2.0 , 7.0
, 15.0 ]
(...)
g : t=6.0 y=[1.9999999999999996 ,
1.9999999999999996 , 1.9999999999999996 , 4.0 ,
1.9999999999999996 , 7.0 , 14.999999999999998 ]
(...)
final result : t=6.000000000000002 y=[2.0000000000000013 ,
2.0000000000000013 , 2.0000000000000013 , 4.000000000000002 ,
2.0000000000000013 , 7.000000000000002 , 15.0 ]
{noformat}
The initial value of the last variable in y, the one that the state event
refers to, is 15.0. However, the first time it is given to the g function, the
value is 14.999999999999998. This value is less than 15, and more importantly,
it is a value from the past (as all functions are increasing), *before* the
state event. This makes that the state event re-appears immediately, and
integration stops at 6.000000000000002 because of the detected state event.
I find it puzzling that for the DormandPrince853Integerator the y array that is
given to the first evaluation of the g function, has different values than the
y array that is the input to the problem. For GraggBulirschStoer is can be seen
that the y arrays have identical values.
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