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4
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| Author | SHA1 | Date | |
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8894de37d6 | ||
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2ce5028529 | ||
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3e6f79b9bd | ||
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bbc94592e5 |
No files matched your search
+2
-1
@@ -1,6 +1,6 @@
|
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[package]
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name = "ordinary-diffeq"
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version = "0.4.0"
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version = "0.4.1"
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edition = "2021"
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authors = ["Connor Johnstone"]
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description = "A library for solving differential equations based on the DifferentialEquations.jl julia library."
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@@ -24,6 +24,7 @@ roots = "0.0.8"
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approx = "0.5"
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num-dual = "0.15"
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criterion = "0.7.0"
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serde_json = "1.0"
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[[bench]]
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name = "simple_1d"
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@@ -29,6 +29,7 @@ See [benchmark report](VERN7_BENCHMARK_REPORT.md) for detailed performance analy
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- **Lazy computation** of extra interpolation stages (Vern7)
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- **PID step size control** as an alternative to the PI controller
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- **Automatic Differentiation**, the same problem can be solved with floats or also differentiated with dual numbers
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- **Runtime integrator selection**, the method can be a value, named in a configuration file rather than fixed as a type
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### Future Improvements
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@@ -83,6 +84,36 @@ let solution = problem.solve();
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let _interpolated_answer = solution.interpolate(4.4);
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```
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## Choosing the integrator at runtime
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The integrator is normally a type parameter, fixed when the code is compiled. `Method` is an enum
|
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over the integrators here that itself implements `Integrator`, so the choice can be a value instead:
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|
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```rust
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use nalgebra::Vector1;
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use ordinary_diffeq::prelude::*;
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fn derivative(_t: f64, y: Vector1<f64>, _p: &()) -> Vector1<f64> {
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-y
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}
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|
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// `MethodName` derives `Serialize`/`Deserialize`, so this can come out of a
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// configuration file instead of being written here.
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let name: MethodName = serde_json::from_str(r#""Vern7""#).unwrap();
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let method: Method<1> = name.instantiate().a_tol(1e-12).r_tol(1e-12);
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let ode = ODE::new(&derivative, 0.0, 2.0, Vector1::new(1.0), ());
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let mut problem = Problem::new(ode, method, PIController::default());
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let solution = problem.solve();
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// And the method that ran can be recorded in a form that selects it again
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assert_eq!(method.name(), MethodName::Vern7);
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```
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Dispatch is a `match` on the variant, not a trait object, so nothing is erased: the same `Method`
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works at a dual scalar and differentiates exactly as the integrator it wraps does. A `Vec<Method<D>>`
|
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holds several methods for comparison over the same problem.
|
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|
||||
## Automatic differentiation
|
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|
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State, time and step size are generic over the `Scalar` trait. `f64` implements it by default,
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+6
-3
@@ -68,12 +68,14 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
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- **Effort**: Small
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||||
- **Status**: All four integrators implement `Tolerances`; no call site changed
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||||
- [ ] **[Runtime Integrator Selection](features/41-runtime-integrator-selection.md)**
|
||||
- [x] **[Runtime Integrator Selection](features/41-runtime-integrator-selection.md)** ✅ COMPLETED
|
||||
- Structural facts move from associated constants to `&self` methods, so an
|
||||
enum can dispatch and an integrator can be chosen at runtime or named in a
|
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config file
|
||||
- **Dependencies**: None (pairs with Tolerances Trait)
|
||||
- **Effort**: Medium
|
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- **Status**: `Method` and `MethodName` added; benches measured at -0.7% to
|
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+0.4%, within criterion's noise threshold
|
||||
|
||||
### Callbacks
|
||||
|
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@@ -354,11 +356,11 @@ Each algorithm implementation should include:
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## Progress Tracking
|
||||
|
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Total Features: 41
|
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- Tier 1: 10 features (5/10 complete) ✅
|
||||
- Tier 1: 10 features (6/10 complete) ✅
|
||||
- Tier 2: 11 features (0/11 complete)
|
||||
- Tier 3: 20 features (0/20 complete)
|
||||
|
||||
**Overall Progress: 12.2% (5/41 features complete)**
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||||
**Overall Progress: 14.6% (6/41 features complete)**
|
||||
|
||||
### Completed Features
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||||
1. ✅ BS3 (Bogacki-Shampine 3/2) - Tier 1 (2025-10-23)
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@@ -366,5 +368,6 @@ Total Features: 41
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||||
3. ✅ PID Controller - Tier 1 (2025-10-24)
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||||
4. ✅ Rosenbrock23 - Tier 1 (2025-10-24)
|
||||
5. ✅ Tolerances Trait - Tier 1 (2026-09-30)
|
||||
6. ✅ Runtime Integrator Selection - Tier 1 (2026-09-30)
|
||||
|
||||
Last updated: 2026-09-30
|
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@@ -1,6 +1,10 @@
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||||
# Feature: Runtime Integrator Selection
|
||||
|
||||
**Status**: proposed (2026-09-30)
|
||||
**Status**: completed (2026-09-30)
|
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Measured on the existing criterion benches, constants to methods: `bench_orbit`
|
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-0.73%, `bench_simple_1d` +0.42%, `bench_interpolation_1d` -0.09%. Criterion
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calls all three within its noise threshold, so the inlining claim below holds.
|
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|
||||
## Overview
|
||||
|
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+24
-11
@@ -4,6 +4,9 @@ use super::super::ode::ODE;
|
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use super::{Integrator, StepResult, Tolerances};
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||||
use crate::scalar::Scalar;
|
||||
|
||||
/// The number of stages BS3 evaluates per step.
|
||||
const STAGES: usize = 4;
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/// Bogacki-Shampine 3/2 integrator trait for tableau coefficients
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pub trait BS3Integrator<'a> {
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const A: &'a [f64];
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@@ -155,14 +158,25 @@ impl<'a, const D: usize> Integrator<D> for BS3<D>
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||||
where
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||||
BS3<D>: BS3Integrator<'a>,
|
||||
{
|
||||
const ORDER: usize = 3;
|
||||
const STAGES: usize = 4;
|
||||
const ADAPTIVE: bool = true;
|
||||
const DENSE: bool = true;
|
||||
fn order(&self) -> usize {
|
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3
|
||||
}
|
||||
|
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fn stages(&self) -> usize {
|
||||
STAGES
|
||||
}
|
||||
|
||||
fn adaptive(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn dense(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
|
||||
// Allocate storage for the 4 stages
|
||||
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); Self::STAGES];
|
||||
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); STAGES];
|
||||
|
||||
// Stage 1: k1 = f(t, y)
|
||||
k[0] = (ode.f)(ode.t, ode.y, &ode.params);
|
||||
@@ -271,13 +285,12 @@ mod tests {
|
||||
use nalgebra::Vector1;
|
||||
|
||||
#[test]
|
||||
#[allow(clippy::assertions_on_constants)]
|
||||
fn test_bs3_creation() {
|
||||
let _bs3: BS3<1> = BS3::new();
|
||||
assert_eq!(BS3::<1>::ORDER, 3);
|
||||
assert_eq!(BS3::<1>::STAGES, 4);
|
||||
assert!(BS3::<1>::ADAPTIVE);
|
||||
assert!(BS3::<1>::DENSE);
|
||||
let bs3: BS3<1> = BS3::new();
|
||||
assert_eq!(bs3.order(), 3);
|
||||
assert_eq!(bs3.stages(), 4);
|
||||
assert!(bs3.adaptive());
|
||||
assert!(bs3.dense());
|
||||
}
|
||||
|
||||
#[test]
|
||||
|
||||
@@ -4,6 +4,10 @@ use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::ode::ODE;
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// The number of stages Dormand-Prince 5(4) evaluates per step. Also the offset
|
||||
/// between the 5th and 4th order weights in `B`.
|
||||
const STAGES: usize = 7;
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||||
|
||||
/// Integrator Trait
|
||||
pub trait DormandPrinceIntegrator<'a> {
|
||||
const A: &'a [f64];
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||||
@@ -174,24 +178,35 @@ impl<'a, const D: usize> Integrator<D> for DormandPrince45<D>
|
||||
where
|
||||
DormandPrince45<D>: DormandPrinceIntegrator<'a>,
|
||||
{
|
||||
const ORDER: usize = 5;
|
||||
const STAGES: usize = 7;
|
||||
const ADAPTIVE: bool = true;
|
||||
const DENSE: bool = true;
|
||||
fn order(&self) -> usize {
|
||||
5
|
||||
}
|
||||
|
||||
fn stages(&self) -> usize {
|
||||
STAGES
|
||||
}
|
||||
|
||||
fn adaptive(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn dense(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
|
||||
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); Self::STAGES];
|
||||
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); STAGES];
|
||||
let mut next_y = ode.y;
|
||||
let mut err = SVector::<T, D>::zeros();
|
||||
let mut rcont5 = SVector::<T, D>::zeros();
|
||||
// Do the first of the summations
|
||||
k[0] = (ode.f)(ode.t, ode.y, &ode.params);
|
||||
next_y += k[0] * T::lift(Self::B[0]) * h;
|
||||
err += k[0] * T::lift(Self::B[0] - Self::B[Self::STAGES]) * h;
|
||||
err += k[0] * T::lift(Self::B[0] - Self::B[STAGES]) * h;
|
||||
let rcont1 = ode.y;
|
||||
rcont5 += k[0] * h * T::lift(Self::D[0]);
|
||||
// Then the rest
|
||||
for i in 1..Self::STAGES {
|
||||
for i in 1..STAGES {
|
||||
// Compute the ks
|
||||
let mut y_term = SVector::<T, D>::zeros();
|
||||
for (j, item) in k.iter().enumerate().take(i) {
|
||||
@@ -201,12 +216,12 @@ where
|
||||
|
||||
// Use that and bis to calculate the y and error terms
|
||||
next_y += k[i] * h * T::lift(Self::B[i]);
|
||||
err += k[i] * T::lift(Self::B[i] - Self::B[i + Self::STAGES]) * h;
|
||||
err += k[i] * T::lift(Self::B[i] - Self::B[i + STAGES]) * h;
|
||||
rcont5 += k[i] * h * T::lift(Self::D[i]);
|
||||
}
|
||||
let rcont2 = next_y - ode.y;
|
||||
let rcont3 = k[0] * h - rcont2;
|
||||
let rcont4 = rcont2 - k[Self::STAGES - 1] * h - rcont3;
|
||||
let rcont4 = rcont2 - k[STAGES - 1] * h - rcont3;
|
||||
let rcont = vec![rcont1, rcont2, rcont3, rcont4, rcont5];
|
||||
// Just take the real component of the error
|
||||
let mut error_norm_sq = 0.0;
|
||||
|
||||
@@ -0,0 +1,444 @@
|
||||
//! An integrator chosen at runtime.
|
||||
//!
|
||||
//! Which integrator solves a problem is normally a type parameter, fixed when
|
||||
//! the code is compiled. [`Method`] is an enum over the integrators this crate
|
||||
//! provides that itself implements [`Integrator`], so a value can stand where a
|
||||
//! type would otherwise have to: an accuracy preset can carry a method as well
|
||||
//! as a tolerance, a method can be named in a configuration file through
|
||||
//! [`MethodName`], and a `Vec<Method<D>>` can hold several for comparison.
|
||||
//!
|
||||
//! Dispatch is a `match` on the variant, which the compiler resolves per call
|
||||
//! site. There is no trait object and no scalar erasure, so autodiff keeps
|
||||
//! working through a `Method` exactly as through the integrator it wraps.
|
||||
|
||||
use nalgebra::SVector;
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
use super::bs3::BS3;
|
||||
use super::dormand_prince::DormandPrince45;
|
||||
use super::rosenbrock::Rosenbrock23;
|
||||
use super::vern7::Vern7;
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::ode::ODE;
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// An integrator chosen at runtime.
|
||||
///
|
||||
/// Every variant wraps a configured integrator, so tolerances are set on a
|
||||
/// `Method` the same way they are set on the integrator itself.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// ```rust
|
||||
/// use ordinary_diffeq::prelude::*;
|
||||
/// use nalgebra::Vector1;
|
||||
///
|
||||
/// fn derivative(_t: f64, y: Vector1<f64>, _p: &()) -> Vector1<f64> {
|
||||
/// -y
|
||||
/// }
|
||||
///
|
||||
/// // The method is a value here, so it can come from a configuration file, a
|
||||
/// // command line flag, or an accuracy preset.
|
||||
/// let method: Method<1> = MethodName::Vern7.instantiate().a_tol(1e-12).r_tol(1e-12);
|
||||
///
|
||||
/// let ode = ODE::new(&derivative, 0.0, 2.0, Vector1::new(1.0), ());
|
||||
/// let mut problem = Problem::new(ode, method, PIController::default());
|
||||
/// let solution = problem.solve();
|
||||
///
|
||||
/// let y = solution.interpolate(1.3)[0];
|
||||
/// assert!((y - (-1.3f64).exp()).abs() < 1e-10);
|
||||
/// ```
|
||||
#[non_exhaustive]
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub enum Method<const D: usize> {
|
||||
/// Bogacki-Shampine 3(2).
|
||||
BS3(BS3<D>),
|
||||
/// Dormand-Prince 5(4).
|
||||
DormandPrince45(DormandPrince45<D>),
|
||||
/// Verner's "most efficient" 7(6).
|
||||
Vern7(Vern7<D>),
|
||||
/// Rosenbrock-W 2(3), for stiff problems.
|
||||
Rosenbrock23(Rosenbrock23<D>),
|
||||
}
|
||||
|
||||
/// Forwards a `&self` call to whichever integrator the method holds.
|
||||
macro_rules! dispatch {
|
||||
($method:expr, $inner:ident => $call:expr) => {
|
||||
match $method {
|
||||
Method::BS3($inner) => $call,
|
||||
Method::DormandPrince45($inner) => $call,
|
||||
Method::Vern7($inner) => $call,
|
||||
Method::Rosenbrock23($inner) => $call,
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
/// Forwards a consuming call and puts the result back in the same variant.
|
||||
macro_rules! dispatch_rewrap {
|
||||
($method:expr, $inner:ident => $call:expr) => {
|
||||
match $method {
|
||||
Method::BS3($inner) => Method::BS3($call),
|
||||
Method::DormandPrince45($inner) => Method::DormandPrince45($call),
|
||||
Method::Vern7($inner) => Method::Vern7($call),
|
||||
Method::Rosenbrock23($inner) => Method::Rosenbrock23($call),
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
impl<const D: usize> Method<D> {
|
||||
/// Which method this is, without its configuration.
|
||||
///
|
||||
/// The counterpart to [`MethodName::instantiate`], so a run can record the
|
||||
/// method it used in a form that selects the same one again.
|
||||
pub fn name(&self) -> MethodName {
|
||||
match self {
|
||||
Method::BS3(_) => MethodName::BS3,
|
||||
Method::DormandPrince45(_) => MethodName::DormandPrince45,
|
||||
Method::Vern7(_) => MethodName::Vern7,
|
||||
Method::Rosenbrock23(_) => MethodName::Rosenbrock23,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> Integrator<D> for Method<D> {
|
||||
fn order(&self) -> usize {
|
||||
dispatch!(self, m => m.order())
|
||||
}
|
||||
|
||||
fn stages(&self) -> usize {
|
||||
dispatch!(self, m => m.stages())
|
||||
}
|
||||
|
||||
fn adaptive(&self) -> bool {
|
||||
dispatch!(self, m => m.adaptive())
|
||||
}
|
||||
|
||||
fn dense(&self) -> bool {
|
||||
dispatch!(self, m => m.dense())
|
||||
}
|
||||
|
||||
fn main_stages(&self) -> usize {
|
||||
dispatch!(self, m => m.main_stages())
|
||||
}
|
||||
|
||||
fn extra_stages(&self) -> usize {
|
||||
dispatch!(self, m => m.extra_stages())
|
||||
}
|
||||
|
||||
fn total_dense_stages(&self) -> usize {
|
||||
dispatch!(self, m => m.total_dense_stages())
|
||||
}
|
||||
|
||||
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
|
||||
dispatch!(self, m => m.step(ode, h))
|
||||
}
|
||||
|
||||
fn interpolate<T: Scalar>(
|
||||
&self,
|
||||
t_start: T,
|
||||
t_end: T,
|
||||
dense: &[SVector<T, D>],
|
||||
t: T,
|
||||
) -> SVector<T, D> {
|
||||
dispatch!(self, m => m.interpolate(t_start, t_end, dense, t))
|
||||
}
|
||||
|
||||
fn compute_extra_stages<T: Scalar, P>(
|
||||
&self,
|
||||
ode: &ODE<T, D, P>,
|
||||
t_start: T,
|
||||
y_start: SVector<T, D>,
|
||||
h: T,
|
||||
main_stages: &[SVector<T, D>],
|
||||
) -> Vec<SVector<T, D>> {
|
||||
dispatch!(self, m => m.compute_extra_stages(ode, t_start, y_start, h, main_stages))
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> Tolerances<D> for Method<D> {
|
||||
fn absolute_tolerance(&self) -> SVector<f64, D> {
|
||||
dispatch!(self, m => m.absolute_tolerance())
|
||||
}
|
||||
|
||||
fn relative_tolerance(&self) -> f64 {
|
||||
dispatch!(self, m => m.relative_tolerance())
|
||||
}
|
||||
|
||||
fn a_tol(self, a_tol: f64) -> Self {
|
||||
dispatch_rewrap!(self, m => m.a_tol(a_tol))
|
||||
}
|
||||
|
||||
fn a_tol_full(self, a_tol: SVector<f64, D>) -> Self {
|
||||
dispatch_rewrap!(self, m => m.a_tol_full(a_tol))
|
||||
}
|
||||
|
||||
fn r_tol(self, r_tol: f64) -> Self {
|
||||
dispatch_rewrap!(self, m => m.r_tol(r_tol))
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> From<BS3<D>> for Method<D> {
|
||||
fn from(integrator: BS3<D>) -> Self {
|
||||
Method::BS3(integrator)
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> From<DormandPrince45<D>> for Method<D> {
|
||||
fn from(integrator: DormandPrince45<D>) -> Self {
|
||||
Method::DormandPrince45(integrator)
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> From<Vern7<D>> for Method<D> {
|
||||
fn from(integrator: Vern7<D>) -> Self {
|
||||
Method::Vern7(integrator)
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> From<Rosenbrock23<D>> for Method<D> {
|
||||
fn from(integrator: Rosenbrock23<D>) -> Self {
|
||||
Method::Rosenbrock23(integrator)
|
||||
}
|
||||
}
|
||||
|
||||
/// The name of an integrator, without its configuration.
|
||||
///
|
||||
/// Serializes as the variant name, so `integrator = "Vern7"` in a configuration
|
||||
/// file deserializes to [`MethodName::Vern7`] and
|
||||
/// [`instantiate`](MethodName::instantiate) turns it into a [`Method`] at
|
||||
/// whatever dimension the problem needs.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// ```rust
|
||||
/// use ordinary_diffeq::prelude::*;
|
||||
///
|
||||
/// let name: MethodName = serde_json::from_str(r#""Vern7""#).unwrap();
|
||||
/// let method: Method<6> = name.instantiate();
|
||||
/// assert_eq!(method.name(), MethodName::Vern7);
|
||||
/// ```
|
||||
#[non_exhaustive]
|
||||
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
||||
pub enum MethodName {
|
||||
/// Bogacki-Shampine 3(2).
|
||||
BS3,
|
||||
/// Dormand-Prince 5(4).
|
||||
DormandPrince45,
|
||||
/// Verner's "most efficient" 7(6).
|
||||
Vern7,
|
||||
/// Rosenbrock-W 2(3), for stiff problems.
|
||||
Rosenbrock23,
|
||||
}
|
||||
|
||||
impl MethodName {
|
||||
/// Builds the named integrator, at its default tolerances.
|
||||
pub fn instantiate<const D: usize>(&self) -> Method<D> {
|
||||
match self {
|
||||
MethodName::BS3 => Method::BS3(BS3::new()),
|
||||
MethodName::DormandPrince45 => Method::DormandPrince45(DormandPrince45::new()),
|
||||
MethodName::Vern7 => Method::Vern7(Vern7::new()),
|
||||
MethodName::Rosenbrock23 => Method::Rosenbrock23(Rosenbrock23::new()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::controller::PIController;
|
||||
use crate::problem::Problem;
|
||||
use nalgebra::Vector2;
|
||||
|
||||
/// The harmonic oscillator, which every method solves and which has enough
|
||||
/// curvature that steps land in different places at different tolerances.
|
||||
fn derivative(_t: f64, y: Vector2<f64>, _p: &()) -> Vector2<f64> {
|
||||
Vector2::new(y[1], -y[0])
|
||||
}
|
||||
|
||||
/// Solves to `t = 4` and reports the step times, the states, and the value
|
||||
/// interpolated at ten points that fall strictly inside steps.
|
||||
fn solve<S: Integrator<2> + Copy>(integrator: S) -> (Vec<f64>, Vec<Vector2<f64>>, Vec<f64>) {
|
||||
let ode = crate::ode::ODE::new(&derivative, 0.0, 4.0, Vector2::new(1.0, 0.0), ());
|
||||
let mut problem = Problem::new(ode, integrator, PIController::default());
|
||||
let solution = problem.solve();
|
||||
|
||||
let interpolated = (1..=10)
|
||||
.map(|i| solution.interpolate(i as f64 * 0.37)[0])
|
||||
.collect();
|
||||
(
|
||||
solution.times.clone(),
|
||||
solution.states.clone(),
|
||||
interpolated,
|
||||
)
|
||||
}
|
||||
|
||||
/// Wrapping an integrator in `Method` must not change a single bit of the
|
||||
/// answer, interpolation included — which for Vern7 exercises the lazy
|
||||
/// extra stages, the path `extra_stages` governs.
|
||||
#[test]
|
||||
fn test_method_matches_wrapped_integrator() {
|
||||
macro_rules! assert_identical {
|
||||
($integrator:expr, $variant:ident) => {{
|
||||
let integrator = $integrator;
|
||||
let (direct_t, direct_y, direct_interp) = solve(integrator);
|
||||
let (wrapped_t, wrapped_y, wrapped_interp) = solve(Method::$variant(integrator));
|
||||
|
||||
assert_eq!(
|
||||
direct_t,
|
||||
wrapped_t,
|
||||
"{} step times differ",
|
||||
stringify!($variant)
|
||||
);
|
||||
assert_eq!(
|
||||
direct_y,
|
||||
wrapped_y,
|
||||
"{} states differ",
|
||||
stringify!($variant)
|
||||
);
|
||||
assert_eq!(
|
||||
direct_interp,
|
||||
wrapped_interp,
|
||||
"{} interpolated values differ",
|
||||
stringify!($variant)
|
||||
);
|
||||
// And the step count is nontrivial, so the comparison means something.
|
||||
assert!(
|
||||
direct_t.len() > 5,
|
||||
"{} took too few steps",
|
||||
stringify!($variant)
|
||||
);
|
||||
}};
|
||||
}
|
||||
|
||||
assert_identical!(BS3::<2>::new().a_tol(1e-8).r_tol(1e-8), BS3);
|
||||
assert_identical!(
|
||||
DormandPrince45::<2>::new().a_tol(1e-10).r_tol(1e-10),
|
||||
DormandPrince45
|
||||
);
|
||||
assert_identical!(Vern7::<2>::new().a_tol(1e-12).r_tol(1e-12), Vern7);
|
||||
assert_identical!(
|
||||
Rosenbrock23::<2>::new().a_tol(1e-6).r_tol(1e-6),
|
||||
Rosenbrock23
|
||||
);
|
||||
}
|
||||
|
||||
/// The structural facts a `Method` reports are the wrapped integrator's.
|
||||
#[test]
|
||||
fn test_method_reports_wrapped_structure() {
|
||||
let vern7 = Vern7::<2>::new();
|
||||
let wrapped = Method::Vern7(vern7);
|
||||
assert_eq!(wrapped.order(), vern7.order());
|
||||
assert_eq!(wrapped.stages(), vern7.stages());
|
||||
assert_eq!(wrapped.main_stages(), vern7.main_stages());
|
||||
assert_eq!(wrapped.extra_stages(), vern7.extra_stages());
|
||||
assert_eq!(wrapped.total_dense_stages(), vern7.total_dense_stages());
|
||||
assert!(wrapped.adaptive() && wrapped.dense());
|
||||
|
||||
// Dormand-Prince has no extra stages, and the default applies through
|
||||
// the enum as it does directly.
|
||||
let dp45 = Method::DormandPrince45(DormandPrince45::<2>::new());
|
||||
assert_eq!(dp45.extra_stages(), 0);
|
||||
assert_eq!(dp45.total_dense_stages(), dp45.main_stages());
|
||||
}
|
||||
|
||||
/// A name round-trips through serde and instantiates the variant it names.
|
||||
#[test]
|
||||
fn test_method_name_round_trip() {
|
||||
for (name, json) in [
|
||||
(MethodName::BS3, r#""BS3""#),
|
||||
(MethodName::DormandPrince45, r#""DormandPrince45""#),
|
||||
(MethodName::Vern7, r#""Vern7""#),
|
||||
(MethodName::Rosenbrock23, r#""Rosenbrock23""#),
|
||||
] {
|
||||
assert_eq!(serde_json::to_string(&name).unwrap(), json);
|
||||
|
||||
let parsed: MethodName = serde_json::from_str(json).unwrap();
|
||||
assert_eq!(parsed, name);
|
||||
|
||||
let method: Method<3> = parsed.instantiate();
|
||||
assert_eq!(method.name(), name);
|
||||
}
|
||||
}
|
||||
|
||||
/// Tolerance setters forward through the enum and keep the variant.
|
||||
#[test]
|
||||
fn test_tolerances_through_the_enum() {
|
||||
let method: Method<2> = MethodName::BS3.instantiate().a_tol(1e-11).r_tol(1e-9);
|
||||
assert_eq!(method.name(), MethodName::BS3);
|
||||
assert_eq!(
|
||||
method.absolute_tolerance(),
|
||||
SVector::<f64, 2>::repeat(1e-11)
|
||||
);
|
||||
assert_eq!(method.relative_tolerance(), 1e-9);
|
||||
|
||||
let per = SVector::<f64, 2>::new(1e-6, 1e-12);
|
||||
let method = method.a_tol_full(per);
|
||||
assert_eq!(method.absolute_tolerance(), per);
|
||||
}
|
||||
|
||||
/// The heterogeneous collection the type parameter used to rule out.
|
||||
#[test]
|
||||
fn test_collection_of_methods() {
|
||||
let methods: Vec<Method<2>> = [
|
||||
MethodName::BS3,
|
||||
MethodName::DormandPrince45,
|
||||
MethodName::Vern7,
|
||||
MethodName::Rosenbrock23,
|
||||
]
|
||||
.iter()
|
||||
.map(|name| name.instantiate().a_tol(1e-8).r_tol(1e-8))
|
||||
.collect();
|
||||
|
||||
for method in methods {
|
||||
let (times, states, _) = solve(method);
|
||||
// cos(4) at the end of the interval, to whatever each method manages.
|
||||
let final_y = states.last().unwrap()[0];
|
||||
assert!(
|
||||
(final_y - 4.0f64.cos()).abs() < 1e-3,
|
||||
"{:?} ended at {final_y} after {} steps",
|
||||
method.name(),
|
||||
times.len()
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
/// The module header claims a `Method` differentiates exactly as the
|
||||
/// integrator it wraps does, which is only true if nothing erases the
|
||||
/// scalar. Vern7 is the demanding case: interpolating inside a step calls
|
||||
/// the right-hand side again, in dual arithmetic, after the solve.
|
||||
#[cfg(feature = "autodiff")]
|
||||
#[test]
|
||||
fn test_method_preserves_autodiff() {
|
||||
use num_dual::Dual64;
|
||||
|
||||
fn decay<T: crate::scalar::Scalar>(_t: T, y: nalgebra::Vector1<T>) -> nalgebra::Vector1<T> {
|
||||
-y
|
||||
}
|
||||
|
||||
let y0 = Dual64::from_re(1.0).derivative();
|
||||
let ode = crate::ode::ODE::new(
|
||||
&|t, y, _p: &()| decay(t, y),
|
||||
Dual64::lift(0.0),
|
||||
Dual64::lift(2.0),
|
||||
nalgebra::Vector1::new(y0),
|
||||
(),
|
||||
);
|
||||
let method: Method<1> = MethodName::Vern7.instantiate().a_tol(1e-12).r_tol(1e-12);
|
||||
let mut problem = Problem::new(ode, method, PIController::default());
|
||||
let solution = problem.solve();
|
||||
|
||||
let y = solution.interpolate(Dual64::lift(1.3))[0];
|
||||
|
||||
// y(t) = y0 e^-t, so both the value and dy/dy0 are e^-1.3.
|
||||
assert!((y.re - (-1.3f64).exp()).abs() < 1e-10);
|
||||
assert!((y.eps - (-1.3f64).exp()).abs() < 1e-10);
|
||||
}
|
||||
|
||||
/// `From` gets an already-configured integrator into the enum.
|
||||
#[test]
|
||||
fn test_from_integrator() {
|
||||
let method: Method<2> = Vern7::<2>::new().a_tol(1e-9).into();
|
||||
assert_eq!(method.name(), MethodName::Vern7);
|
||||
assert_eq!(method.absolute_tolerance(), SVector::<f64, 2>::repeat(1e-9));
|
||||
}
|
||||
}
|
||||
+32
-10
@@ -5,6 +5,7 @@ use crate::scalar::Scalar;
|
||||
|
||||
pub mod bs3;
|
||||
pub mod dormand_prince;
|
||||
pub mod method;
|
||||
pub mod rosenbrock;
|
||||
pub mod vern7;
|
||||
|
||||
@@ -23,27 +24,48 @@ pub struct StepResult<T: Scalar, const D: usize> {
|
||||
/// [`Integrator::interpolate`], or `None` from a method without dense
|
||||
/// output.
|
||||
///
|
||||
/// For a method with lazy dense output (`EXTRA_STAGES > 0`) the layout is
|
||||
/// `[y_start, y_end, k_1, ..., k_MAIN_STAGES]`, and the extra stages are
|
||||
/// For a method with lazy dense output (`extra_stages() > 0`) the layout is
|
||||
/// `[y_start, y_end, k_1, ..., k_main_stages]`, and the extra stages are
|
||||
/// appended by [`Integrator::compute_extra_stages`] on first use.
|
||||
pub dense: Option<Vec<SVector<T, D>>>,
|
||||
}
|
||||
|
||||
/// Integrator Trait
|
||||
///
|
||||
/// The structural facts about a method are `&self` methods rather than
|
||||
/// associated constants, so that a value can answer them. That is what lets
|
||||
/// [`Method`](method::Method) wrap the integrators in an enum and dispatch to
|
||||
/// whichever one it holds, and so lets an integrator be chosen at runtime. None
|
||||
/// of these appears in type position, and for a concrete integrator each call
|
||||
/// inlines to the constant it returns.
|
||||
pub trait Integrator<const D: usize> {
|
||||
const ORDER: usize;
|
||||
const STAGES: usize;
|
||||
const ADAPTIVE: bool;
|
||||
const DENSE: bool;
|
||||
/// The order of the method's solution.
|
||||
fn order(&self) -> usize;
|
||||
|
||||
/// Number of main stages stored in dense output (default: same as STAGES)
|
||||
const MAIN_STAGES: usize = Self::STAGES;
|
||||
/// The number of stages the method evaluates per step.
|
||||
fn stages(&self) -> usize;
|
||||
|
||||
/// Whether the method estimates its local error, and so can be stepped
|
||||
/// adaptively.
|
||||
fn adaptive(&self) -> bool;
|
||||
|
||||
/// Whether the method produces dense output.
|
||||
fn dense(&self) -> bool;
|
||||
|
||||
/// Number of main stages stored in dense output (default: same as `stages`)
|
||||
fn main_stages(&self) -> usize {
|
||||
self.stages()
|
||||
}
|
||||
|
||||
/// Number of extra stages for full-order dense output (default: 0, no extra stages)
|
||||
const EXTRA_STAGES: usize = 0;
|
||||
fn extra_stages(&self) -> usize {
|
||||
0
|
||||
}
|
||||
|
||||
/// Total stages when full dense output is computed
|
||||
const TOTAL_DENSE_STAGES: usize = Self::MAIN_STAGES + Self::EXTRA_STAGES;
|
||||
fn total_dense_stages(&self) -> usize {
|
||||
self.main_stages() + self.extra_stages()
|
||||
}
|
||||
|
||||
/// Advances `ode` by `h` from its current state, without mutating it.
|
||||
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D>;
|
||||
|
||||
@@ -229,10 +229,21 @@ impl<const D: usize> Default for Rosenbrock23<D> {
|
||||
}
|
||||
|
||||
impl<const D: usize> Integrator<D> for Rosenbrock23<D> {
|
||||
const ORDER: usize = 2;
|
||||
const STAGES: usize = 2;
|
||||
const ADAPTIVE: bool = true;
|
||||
const DENSE: bool = true;
|
||||
fn order(&self) -> usize {
|
||||
2
|
||||
}
|
||||
|
||||
fn stages(&self) -> usize {
|
||||
2
|
||||
}
|
||||
|
||||
fn adaptive(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn dense(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
|
||||
let t = ode.t;
|
||||
|
||||
+33
-10
@@ -4,6 +4,13 @@ use super::super::ode::ODE;
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// The number of main stages Vern7 evaluates per step.
|
||||
const STAGES: usize = 10;
|
||||
|
||||
/// The number of further stages Vern7 computes, lazily, for full-order dense
|
||||
/// output.
|
||||
const EXTRA_STAGES: usize = 6;
|
||||
|
||||
/// Verner 7 integrator trait for tableau coefficients
|
||||
pub trait Vern7Integrator<'a> {
|
||||
const A: &'a [f64]; // Lower triangular A matrix (flattened)
|
||||
@@ -289,24 +296,40 @@ impl<'a, const D: usize> Integrator<D> for Vern7<D>
|
||||
where
|
||||
Vern7<D>: Vern7Integrator<'a> + Vern7ExtraStages<'a>,
|
||||
{
|
||||
const ORDER: usize = 7;
|
||||
const STAGES: usize = 10;
|
||||
const ADAPTIVE: bool = true;
|
||||
const DENSE: bool = true;
|
||||
fn order(&self) -> usize {
|
||||
7
|
||||
}
|
||||
|
||||
fn stages(&self) -> usize {
|
||||
STAGES
|
||||
}
|
||||
|
||||
fn adaptive(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
fn dense(&self) -> bool {
|
||||
true
|
||||
}
|
||||
|
||||
// Lazy dense output configuration
|
||||
const MAIN_STAGES: usize = 10;
|
||||
const EXTRA_STAGES: usize = 6;
|
||||
fn main_stages(&self) -> usize {
|
||||
STAGES
|
||||
}
|
||||
|
||||
fn extra_stages(&self) -> usize {
|
||||
EXTRA_STAGES
|
||||
}
|
||||
|
||||
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
|
||||
// Allocate storage for the 10 stages
|
||||
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); Self::STAGES];
|
||||
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); STAGES];
|
||||
|
||||
// Stage 1: k[0] = f(t, y)
|
||||
k[0] = (ode.f)(ode.t, ode.y, &ode.params);
|
||||
|
||||
// Compute remaining stages using the A matrix
|
||||
for i in 1..Self::STAGES {
|
||||
for i in 1..STAGES {
|
||||
let mut y_temp = ode.y;
|
||||
// A matrix is stored in lower triangular form, row by row
|
||||
// Row i has i elements (0-indexed), starting at position i*(i-1)/2
|
||||
@@ -469,7 +492,7 @@ where
|
||||
k9 * b9_theta) * h;
|
||||
|
||||
// If extra stages are available, add their contribution for full 7th order accuracy
|
||||
if dense.len() >= 2 + Self::TOTAL_DENSE_STAGES {
|
||||
if dense.len() >= 2 + STAGES + EXTRA_STAGES {
|
||||
// Extra stages are at indices 12-17
|
||||
let k11 = &dense[12];
|
||||
let k12 = &dense[13];
|
||||
@@ -563,7 +586,7 @@ where
|
||||
let k8 = &main_stages[7];
|
||||
let k9 = &main_stages[8];
|
||||
|
||||
let mut extra_stages = Vec::with_capacity(Self::EXTRA_STAGES);
|
||||
let mut extra_stages = Vec::with_capacity(EXTRA_STAGES);
|
||||
|
||||
// Stage 11: uses k1, k4-k9 (7 coefficients)
|
||||
let mut y11 = y_start;
|
||||
|
||||
@@ -16,6 +16,7 @@ pub mod prelude {
|
||||
pub use super::controller::{PIController, PIDController};
|
||||
pub use super::integrator::bs3::BS3;
|
||||
pub use super::integrator::dormand_prince::DormandPrince45;
|
||||
pub use super::integrator::method::{Method, MethodName};
|
||||
pub use super::integrator::rosenbrock::Rosenbrock23;
|
||||
pub use super::integrator::vern7::Vern7;
|
||||
pub use super::ode::ODE;
|
||||
|
||||
+6
-6
@@ -52,7 +52,7 @@ where
|
||||
self.controller
|
||||
.set_next_step_guess(TryStep::NotYetAccepted(self.ode.t_end - self.ode.t));
|
||||
}
|
||||
let (mut new_y, mut curr_step, mut dense_option) = if S::ADAPTIVE {
|
||||
let (mut new_y, mut curr_step, mut dense_option) = if self.integrator.adaptive() {
|
||||
// First, we try stepping with the "next step guess" to get the error
|
||||
let mut result = self
|
||||
.integrator
|
||||
@@ -175,13 +175,13 @@ where
|
||||
// Check if we need to compute extra stages for lazy dense output
|
||||
let dense_cell = &self.dense[end_index - 1];
|
||||
|
||||
if S::EXTRA_STAGES > 0 {
|
||||
if self.integrator.extra_stages() > 0 {
|
||||
let needs_extra = {
|
||||
let borrowed = dense_cell.borrow();
|
||||
// Dense array format: [y0, y1, k1, k2, ..., k_main]
|
||||
// If we have main stages only: 2 + MAIN_STAGES elements
|
||||
// If we have all stages: 2 + MAIN_STAGES + EXTRA_STAGES elements
|
||||
borrowed.len() < 2 + S::TOTAL_DENSE_STAGES
|
||||
// If we have main stages only: 2 + main_stages() elements
|
||||
// If we have all stages: 2 + total_dense_stages() elements
|
||||
borrowed.len() < 2 + self.integrator.total_dense_stages()
|
||||
};
|
||||
|
||||
if needs_extra {
|
||||
@@ -189,7 +189,7 @@ where
|
||||
let mut dense = dense_cell.borrow_mut();
|
||||
|
||||
// Extract main stages (skip y0 and y1 at indices 0 and 1)
|
||||
let main_stages = &dense[2..2 + S::MAIN_STAGES];
|
||||
let main_stages = &dense[2..2 + self.integrator.main_stages()];
|
||||
|
||||
// Compute extra stages lazily
|
||||
let extra_stages = self.integrator.compute_extra_stages(
|
||||
|
||||
Reference in new issue
Block a user