Files
differential-equations/benches/vern7_comparison.rs
Connor Johnstone 9b86e1d146 Benchmarks done
2025-10-24 12:45:59 -04:00

255 lines
7.6 KiB
Rust

use criterion::{criterion_group, criterion_main, BenchmarkId, Criterion};
use nalgebra::{Vector1, Vector2, Vector6};
use ordinary_diffeq::prelude::*;
use std::hint::black_box;
// Tight tolerance benchmarks - where Vern7 should excel
// Vern7 is designed for tolerances in the range 1e-8 to 1e-12
// Simple 1D exponential problem
// y' = y, y(0) = 1, solution: y(t) = e^t
fn bench_exponential_tight_tol(c: &mut Criterion) {
type Params = ();
fn derivative(_t: f64, y: Vector1<f64>, _p: &Params) -> Vector1<f64> {
Vector1::new(y[0])
}
let y0 = Vector1::new(1.0);
let controller = PIController::default();
let mut group = c.benchmark_group("exponential_tight_tol");
// Tight tolerance - where Vern7 should excel
let tol = 1e-10;
group.bench_function("bs3_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 4.0, y0, ());
let bs3 = BS3::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, bs3, controller).solve();
});
});
});
group.bench_function("dp5_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 4.0, y0, ());
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, dp45, controller).solve();
});
});
});
group.bench_function("vern7_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 4.0, y0, ());
let vern7 = Vern7::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, vern7, controller).solve();
});
});
});
group.finish();
}
// 2D harmonic oscillator - smooth periodic system
// y'' + y = 0, or as system: y1' = y2, y2' = -y1
fn bench_harmonic_oscillator_tight_tol(c: &mut Criterion) {
type Params = ();
fn derivative(_t: f64, y: Vector2<f64>, _p: &Params) -> Vector2<f64> {
Vector2::new(y[1], -y[0])
}
let y0 = Vector2::new(1.0, 0.0);
let controller = PIController::default();
let mut group = c.benchmark_group("harmonic_oscillator_tight_tol");
let tol = 1e-10;
group.bench_function("bs3_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 20.0, y0, ());
let bs3 = BS3::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, bs3, controller).solve();
});
});
});
group.bench_function("dp5_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 20.0, y0, ());
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, dp45, controller).solve();
});
});
});
group.bench_function("vern7_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 20.0, y0, ());
let vern7 = Vern7::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, vern7, controller).solve();
});
});
});
group.finish();
}
// 6D orbital mechanics - high dimensional problem where tight tolerances matter
fn bench_orbit_tight_tol(c: &mut Criterion) {
let mu = 3.98600441500000e14;
type Params = (f64,);
let params = (mu,);
fn derivative(_t: f64, state: Vector6<f64>, p: &Params) -> Vector6<f64> {
let acc = -(p.0 * state.fixed_rows::<3>(0)) / (state.fixed_rows::<3>(0).norm().powi(3));
Vector6::new(state[3], state[4], state[5], acc[0], acc[1], acc[2])
}
let y0 = Vector6::new(
4.263868426884883e6,
5.146189057155391e6,
1.1310208421331816e6,
-5923.454461876975,
4496.802639690076,
1870.3893008991558,
);
let controller = PIController::new(0.37, 0.04, 10.0, 0.2, 1000.0, 0.9, 0.01);
let mut group = c.benchmark_group("orbit_tight_tol");
// Tight tolerance for orbital mechanics
let tol = 1e-10;
group.bench_function("dp5_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 10000.0, y0, params);
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, dp45, controller).solve();
});
});
});
group.bench_function("vern7_tol_1e-10", |b| {
let ode = ODE::new(&derivative, 0.0, 10000.0, y0, params);
let vern7 = Vern7::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, vern7, controller).solve();
});
});
});
group.finish();
}
// Benchmark interpolation performance with lazy dense output
fn bench_vern7_interpolation(c: &mut Criterion) {
type Params = ();
fn derivative(_t: f64, y: Vector1<f64>, _p: &Params) -> Vector1<f64> {
Vector1::new(y[0])
}
let y0 = Vector1::new(1.0);
let controller = PIController::default();
let mut group = c.benchmark_group("vern7_interpolation");
let tol = 1e-10;
// Vern7 with interpolation (should compute extra stages lazily)
group.bench_function("vern7_with_interpolation", |b| {
b.iter(|| {
black_box({
let ode = ODE::new(&derivative, 0.0, 5.0, y0, ());
let vern7 = Vern7::new().a_tol(tol).r_tol(tol);
let mut problem = Problem::new(ode, vern7, controller);
let solution = problem.solve();
// Interpolate at 100 points - first one computes extra stages
let _: Vec<_> = (0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect();
});
});
});
// DP5 with interpolation for comparison
group.bench_function("dp5_with_interpolation", |b| {
b.iter(|| {
black_box({
let ode = ODE::new(&derivative, 0.0, 5.0, y0, ());
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
let mut problem = Problem::new(ode, dp45, controller);
let solution = problem.solve();
let _: Vec<_> = (0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect();
});
});
});
group.finish();
}
// Tolerance scaling for Vern7 vs lower-order methods
fn bench_tolerance_scaling_vern7(c: &mut Criterion) {
type Params = ();
fn derivative(_t: f64, y: Vector1<f64>, _p: &Params) -> Vector1<f64> {
Vector1::new(-y[0])
}
let y0 = Vector1::new(1.0);
let controller = PIController::default();
let mut group = c.benchmark_group("tolerance_scaling_vern7");
// Focus on tight tolerances where Vern7 excels
let tolerances = [1e-6, 1e-7, 1e-8, 1e-9, 1e-10];
for &tol in &tolerances {
group.bench_with_input(BenchmarkId::new("dp5", tol), &tol, |b, &tol| {
let ode = ODE::new(&derivative, 0.0, 10.0, y0, ());
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, dp45, controller).solve();
});
});
});
group.bench_with_input(BenchmarkId::new("vern7", tol), &tol, |b, &tol| {
let ode = ODE::new(&derivative, 0.0, 10.0, y0, ());
let vern7 = Vern7::new().a_tol(tol).r_tol(tol);
b.iter(|| {
black_box({
Problem::new(ode, vern7, controller).solve();
});
});
});
}
group.finish();
}
criterion_group!(
benches,
bench_exponential_tight_tol,
bench_harmonic_oscillator_tight_tol,
bench_orbit_tight_tol,
bench_vern7_interpolation,
bench_tolerance_scaling_vern7,
);
criterion_main!(benches);