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  • #160

Closed
Open
Created Jan 15, 2014 by Luc Maisonobe@lucOwner

event detection raises non-bracketing exception

In very rare cases, event detection still triggers non-bracketing exception.

The sequence of events that lead to this is the following one:

  • a first event is detected and processed, event occurs at time tA
    say for example the event is a decrasing event, i.s. g(t) < 0 for t >tA
  • propagation continue after the detected event
  • trying to find next event, the solver finds again the previous event at tA
  • the fact the event was already processed is identified, and specific code is activated
  • the specific code attempts to slightly shift the lower bound at tA + epsilon,
    where epsilon is the convergence threshold for event detection
  • in rare cases, when the g function computation is noisy, and despite tA + epsilon
    is larger than tA, g(tA + epsilon) is back to positive values, which triggers the
    exception as in this case the sign of the g function is positive at both ends of
    the interval.

The attached code triggers this problem.

(from redmine: issue id 160, created on 2014-01-15, closed on 2015-01-12)

  • Uploads:
    • NoisyFunctionTest.java test case reproducing the bug
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