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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] resetting relative and absolute tolerances in ODE adaptive step size integrators
Date Tue, 12 Apr 2011 16:10:45 GMT
On 4/12/11 8:26 AM, luc.maisonobe@free.fr wrote:
> Hi Phil,
>
> ----- "Phil Steitz" <phil.steitz@gmail.com> a écrit :
>
>> On 4/12/11 1:51 AM, luc.maisonobe@free.fr wrote:
>>> Hi all,
>>>
>>> I have hit a limitation of the current implementation of ODE
>> integrators with adaptive step size. For now, the tolerances that are
>> used to adjust the step size are specified only at construction time
>> and cannot be changed afterwards. However, these tolerances are highly
>> problem-dependent and in fact the dimension of the problem (which is
>> related to the dimension of the vectorial version of the tolerances)
>> is specified only at integration time, not at construction time.
>>> So I consider adding at the top-level hierarchy (abstract class
>> AdaptiveStepsizeIntegrator) a few setters to allow users to change
>> these tolerances after the integrator has been built. It seems the
>> integrators by themselves were not documented as immutable (I first
>> thought they were), so this change is probably harmless.
>>> I am going to open a Jira issue for this.
>>>
>>> Any thoughts ?
>> One natural thing to consider is to provide the tolerances at
>> integration time - i.e., to either add the vectors explicitly as
>> arguments to the integrate method or to create an ODEProblem or
>> better-named class that encapsulates the DE, tolerances, initial
>> values and time parameters.
> No, it would break the interface that is shared with fixed step size integrators.
> Preserving the compatibility with both types of integrators is very important. This
> is the same reason why step size is not set at integration time for fixed step integrator.

Got it.  What about putting the specialization in the Problem class
rather than in the integrators?  So the fixed step integrator gets a
specialized integration problem rather than exposing problem
parameters itself?  Would something like that be possible? 

Phil
> Luc
>
>> Phil
>>> Luc
>>>
>>>
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