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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Closed] (MATH-484) events detection in ODE solvers is too complex and not robust
Date Wed, 23 Mar 2011 20:35:06 GMT


Luc Maisonobe closed MATH-484.

Closing issue as it was included in version 2.2, which has been released

> events detection in ODE solvers is too complex and not robust
> -------------------------------------------------------------
>                 Key: MATH-484
>                 URL:
>             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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