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roadmap/README.md
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# Ordinary Differential Equations Library - Development Roadmap
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This roadmap outlines the planned features for developing a comprehensive Rust-based ODE solver library, inspired by Julia's OrdinaryDiffEq.jl but adapted for Rust's strengths and idioms.
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## Current Foundation
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The library currently has:
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- ✅ Dormand-Prince 4(5) adaptive explicit RK method with dense output
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- ✅ Tsit5 explicit RK method with dense output
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- ✅ PI step size controller
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- ✅ Basic continuous callbacks with zero-crossing detection
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- ✅ Solution interpolation interface
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- ✅ Generic over array dimensions at compile-time
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- ✅ Support for ordinary and second-order ODE problems
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## Roadmap Organization
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Features are organized into three tiers based on priority and dependencies:
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- **Tier 1**: Essential features for general-purpose ODE solving
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- **Tier 2**: Important features for robustness and broader applicability
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- **Tier 3**: Advanced/specialized features for specific problem classes
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Each feature below links to a detailed implementation plan in the `features/` directory.
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---
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## Tier 1: Essential Features
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### Algorithms
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- [ ] **[BS3 (Bogacki-Shampine 3/2)](features/01-bs3-method.md)**
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- 3rd order explicit RK method with 2nd order error estimate
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- Good for moderate accuracy, lower cost than DP5
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- **Dependencies**: None
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- **Effort**: Small
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- [ ] **[Vern7 (Verner 7th order)](features/02-vern7-method.md)**
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- 7th order explicit RK method for high-accuracy non-stiff problems
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- Efficient for tight tolerances
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- **Dependencies**: None
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- **Effort**: Medium
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- [ ] **[Rosenbrock23](features/03-rosenbrock23.md)**
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- L-stable 2nd/3rd order Rosenbrock-W method
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- First working stiff solver
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- **Dependencies**: Linear solver infrastructure, Jacobian computation
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- **Effort**: Large
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### Controllers
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- [ ] **[PID Controller](features/04-pid-controller.md)**
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- Proportional-Integral-Derivative step size controller
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- Better stability than PI controller for difficult problems
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- **Dependencies**: None
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- **Effort**: Small
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### Callbacks
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- [ ] **[Discrete Callbacks](features/05-discrete-callbacks.md)**
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- Event detection based on conditions (not zero-crossings)
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- Useful for time-based events, iteration counts, etc.
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- **Dependencies**: None
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- **Effort**: Small
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- [ ] **[CallbackSet](features/06-callback-set.md)**
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- Compose multiple callbacks with ordering
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- Essential for complex simulations
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- **Dependencies**: Discrete callbacks
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- **Effort**: Small
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### Solution Interface
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- [ ] **[Saveat Functionality](features/07-saveat.md)**
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- Save solution at specific timepoints
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- Dense vs sparse saving strategies
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- **Dependencies**: None
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- **Effort**: Medium
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- [ ] **[Solution Derivatives](features/08-solution-derivatives.md)**
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- Access derivatives at any time point via interpolation
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- `solution.derivative(t)` interface
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- **Dependencies**: None
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- **Effort**: Small
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---
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## Tier 2: Important for Robustness
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### Algorithms
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- [ ] **[DP8 (Dormand-Prince 8th order)](features/09-dp8-method.md)**
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- 8th order explicit RK for very high accuracy
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- Complements Vern7 for algorithm selection
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- **Dependencies**: None
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- **Effort**: Medium
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- [ ] **[FBDF (Fixed-leading-coefficient BDF)](features/10-fbdf-method.md)**
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- Multistep method for very stiff problems
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- More robust than Rosenbrock for some problem classes
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- **Dependencies**: Linear solver infrastructure, Nordsieck representation
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- **Effort**: Large
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- [ ] **[Rodas4/Rodas5P](features/11-rodas-methods.md)**
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- Higher-order Rosenbrock methods (4th/5th order)
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- Better accuracy for stiff problems
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- **Dependencies**: Rosenbrock23
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- **Effort**: Medium
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### Algorithm Selection
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- [ ] **[Auto-Switching / Stiffness Detection](features/12-auto-switching.md)**
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- Automatic detection of stiffness
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- Switch between non-stiff and stiff solvers
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- Composite algorithm infrastructure
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- **Dependencies**: At least one stiff solver (Rosenbrock23 or FBDF)
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- **Effort**: Large
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- [ ] **[Default Algorithm Selection](features/13-default-algorithm.md)**
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- Smart defaults based on problem characteristics
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- `solve(problem)` without specifying algorithm
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- **Dependencies**: Auto-switching, multiple algorithms
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- **Effort**: Medium
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### Initialization
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- [ ] **[Automatic Initial Step Size](features/14-initial-stepsize.md)**
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- Algorithm to determine good initial dt
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- Based on local Lipschitz estimate
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- **Dependencies**: None
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- **Effort**: Medium
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### Callbacks
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- [ ] **[PresetTimeCallback](features/15-preset-time-callback.md)**
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- Trigger callbacks at specific predetermined times
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- Important for time-varying forcing functions
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- **Dependencies**: Discrete callbacks
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- **Effort**: Small
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- [ ] **[TerminateSteadyState](features/16-terminate-steady-state.md)**
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- Auto-detect when solution reaches steady state
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- Stop integration early
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- **Dependencies**: Discrete callbacks
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- **Effort**: Small
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- [ ] **[SavingCallback](features/17-saving-callback.md)**
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- Custom saving logic beyond default
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- For memory-efficient large-scale simulations
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- **Dependencies**: CallbackSet
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- **Effort**: Small
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### Infrastructure
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- [ ] **[Linear Solver Infrastructure](features/18-linear-solver-infrastructure.md)**
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- Generic linear solver interface
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- Dense LU factorization
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- Foundation for implicit methods
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- **Dependencies**: None
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- **Effort**: Large
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- [ ] **[Jacobian Computation](features/19-jacobian-computation.md)**
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- Finite difference Jacobians
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- Forward-mode automatic differentiation
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- Sparse Jacobian support
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- **Dependencies**: None
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- **Effort**: Large
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---
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## Tier 3: Advanced & Specialized
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### Algorithms
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- [ ] **[Low-Storage Runge-Kutta](features/20-low-storage-rk.md)**
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- 2N, 3N, 4N storage variants
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- Critical for large-scale problems
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- **Dependencies**: None
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- **Effort**: Medium
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- [ ] **[SSP (Strong Stability Preserving) Methods](features/21-ssp-methods.md)**
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- SSPRK22, SSPRK33, SSPRK43, SSPRK53, etc.
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- For hyperbolic PDEs and method-of-lines
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- **Dependencies**: None
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- **Effort**: Medium
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- [ ] **[Symplectic Integrators](features/22-symplectic-integrators.md)**
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- Velocity Verlet, Leapfrog, KahanLi6, KahanLi8
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- For Hamiltonian systems, preserves energy
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- **Dependencies**: Second-order ODE infrastructure (already exists)
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- **Effort**: Medium
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- [ ] **[Verner Methods Suite](features/23-verner-methods.md)**
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- Vern6, Vern8, Vern9
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- Complete Verner family for different accuracy needs
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- **Dependencies**: Vern7
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- **Effort**: Medium
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- [ ] **[SDIRK Methods](features/24-sdirk-methods.md)**
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- KenCarp3, KenCarp4, KenCarp5
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- Singly Diagonally Implicit RK for stiff problems
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- **Dependencies**: Linear solver infrastructure, nonlinear solver
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- **Effort**: Large
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- [ ] **[Exponential Integrators](features/25-exponential-integrators.md)**
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- Exp4, EPIRK4, EXPRB53
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- For semi-linear stiff problems
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- **Dependencies**: Matrix exponential computation
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- **Effort**: Large
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- [ ] **[Extrapolation Methods](features/26-extrapolation-methods.md)**
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- Implicit Euler/Midpoint with Richardson extrapolation
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- Adaptive order selection
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- **Dependencies**: Linear solver infrastructure
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- **Effort**: Large
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- [ ] **[Stabilized Methods](features/27-stabilized-methods.md)**
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- ROCK2, ROCK4, RKC
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- For mildly stiff problems with large systems
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- **Dependencies**: None
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- **Effort**: Medium
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### Controllers
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- [ ] **[I Controller](features/28-i-controller.md)**
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- Basic integral controller
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- For completeness and testing
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- **Dependencies**: None
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- **Effort**: Small
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- [ ] **[Predictive Controller](features/29-predictive-controller.md)**
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- Advanced controller with prediction
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- For challenging adaptive stepping scenarios
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- **Dependencies**: None
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- **Effort**: Medium
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### Advanced Callbacks
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- [ ] **[VectorContinuousCallback](features/30-vector-continuous-callback.md)**
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- Multiple simultaneous event detection
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- More efficient than multiple callbacks
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- **Dependencies**: CallbackSet
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- **Effort**: Medium
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- [ ] **[PositiveDomain](features/31-positive-domain.md)**
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- Enforce positivity constraints
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- Important for physical systems
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- **Dependencies**: CallbackSet
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- **Effort**: Small
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- [ ] **[ManifoldProjection](features/32-manifold-projection.md)**
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- Project solution onto constraint manifolds
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- For constrained mechanical systems
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- **Dependencies**: CallbackSet
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- **Effort**: Medium
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### Infrastructure
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- [ ] **[Nonlinear Solver Infrastructure](features/33-nonlinear-solver.md)**
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- Newton's method
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- Quasi-Newton methods
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- Generic nonlinear solver interface
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- **Dependencies**: Linear solver infrastructure
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- **Effort**: Large
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- [ ] **[Krylov Linear Solvers](features/34-krylov-solvers.md)**
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- GMRES, BiCGStab
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- For large sparse systems
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- **Dependencies**: Linear solver infrastructure
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- **Effort**: Large
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- [ ] **[Preconditioners](features/35-preconditioners.md)**
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- ILU, Jacobi, custom preconditioners
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- Accelerate Krylov methods
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- **Dependencies**: Krylov solvers
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- **Effort**: Large
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### Performance & Optimization
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- [ ] **[FSAL Optimization](features/36-fsal-optimization.md)**
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- First-Same-As-Last reuse
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- Reduce function evaluations
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- **Dependencies**: None
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- **Effort**: Small
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- [ ] **[Custom Norms](features/37-custom-norms.md)**
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- User-definable error norms
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- L2, Linf, weighted norms
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- **Dependencies**: None
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- **Effort**: Small
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- [ ] **[Step/Stage Limiting](features/38-step-stage-limiting.md)**
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- Limit state values during integration
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- For bounded problems
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- **Dependencies**: None
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- **Effort**: Small
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---
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## Implementation Notes
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### General Principles
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1. **Rust-first design**: Leverage Rust's type system, zero-cost abstractions, and safety guarantees
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2. **Compile-time optimization**: Use const generics for array sizes where beneficial
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3. **Trait-based abstraction**: Generic over array types, number types, and algorithm components
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4. **Comprehensive testing**: Each feature needs convergence tests and comparison to known solutions
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5. **Benchmarking**: Track performance as features are added
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### Testing Strategy
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Each algorithm implementation should include:
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- **Convergence tests**: Verify order of accuracy
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- **Correctness tests**: Compare to analytical solutions
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- **Stiffness tests**: For stiff solvers, test on Van der Pol, Robertson, etc.
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- **Callback tests**: Verify event detection accuracy
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- **Regression tests**: Prevent performance degradation
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### Documentation Requirements
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- Public API documentation
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- Algorithm descriptions and references
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- Usage examples
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- Performance characteristics
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---
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## Progress Tracking
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Total Features: 38
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- Tier 1: 8 features (0/8 complete)
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- Tier 2: 12 features (0/12 complete)
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- Tier 3: 18 features (0/18 complete)
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Last updated: 2025-01-XX
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