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From "Dennis Hendriks (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-596) GraggBulirschStoerIntegrator output too low
Date Fri, 17 Jun 2011 14:46:47 GMT
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

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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