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+4
-8
@@ -1,29 +1,25 @@
|
||||
[package]
|
||||
name = "ordinary-diffeq"
|
||||
version = "0.4.0"
|
||||
version = "0.8.0"
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||||
edition = "2021"
|
||||
authors = ["Connor Johnstone"]
|
||||
description = "A library for solving differential equations based on the DifferentialEquations.jl julia library."
|
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readme = "readme.md"
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repository = "https://git.rcjohnstone.com/connor/ordinary-diffeq"
|
||||
license = "MIT"
|
||||
exclude = ["roadmap/"]
|
||||
|
||||
[features]
|
||||
default = ["autodiff"]
|
||||
autodiff = ["dep:num-dual"]
|
||||
exclude = ["roadmap/", "hooks/"]
|
||||
|
||||
[dependencies]
|
||||
serde = { version = "1.0", features = ["derive"] }
|
||||
nalgebra = { version = "0.35", features = ["serde-serialize"] }
|
||||
num-traits = "0.2.19"
|
||||
num-dual = { version = "0.15", optional = true }
|
||||
num-dual = "0.15"
|
||||
roots = "0.0.8"
|
||||
|
||||
[dev-dependencies]
|
||||
approx = "0.5"
|
||||
num-dual = "0.15"
|
||||
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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||||
|
||||
+10
-2
@@ -194,7 +194,11 @@ fn bench_interpolation(c: &mut Criterion) {
|
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let mut problem = Problem::new(ode, bs3, controller);
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let solution = problem.solve();
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||||
// Interpolate at 100 points
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black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
|
||||
black_box(
|
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(0..100)
|
||||
.map(|i| solution.interpolate(i as f64 * 0.05))
|
||||
.collect::<Vec<_>>(),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -206,7 +210,11 @@ fn bench_interpolation(c: &mut Criterion) {
|
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let mut problem = Problem::new(ode, dp45, controller);
|
||||
let solution = problem.solve();
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// Interpolate at 100 points
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black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
|
||||
black_box(
|
||||
(0..100)
|
||||
.map(|i| solution.interpolate(i as f64 * 0.05))
|
||||
.collect::<Vec<_>>(),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
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|
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+1
-1
@@ -1,7 +1,7 @@
|
||||
use criterion::{criterion_group, criterion_main, Criterion};
|
||||
|
||||
use ordinary_diffeq::prelude::*;
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use nalgebra::Vector6;
|
||||
use ordinary_diffeq::prelude::*;
|
||||
|
||||
fn bench_orbit(c: &mut Criterion) {
|
||||
let mu = 3.98600441500000e14;
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||||
|
||||
@@ -1,7 +1,7 @@
|
||||
use criterion::{criterion_group, criterion_main, Criterion};
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|
||||
use ordinary_diffeq::prelude::*;
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use nalgebra::Vector1;
|
||||
use ordinary_diffeq::prelude::*;
|
||||
|
||||
fn bench_simple_1d(c: &mut Criterion) {
|
||||
type Params = (f64,);
|
||||
|
||||
@@ -172,7 +172,11 @@ fn bench_vern7_interpolation(c: &mut Criterion) {
|
||||
let mut problem = Problem::new(ode, vern7, controller);
|
||||
let solution = problem.solve();
|
||||
// Interpolate at 100 points - first one computes extra stages
|
||||
black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
|
||||
black_box(
|
||||
(0..100)
|
||||
.map(|i| solution.interpolate(i as f64 * 0.05))
|
||||
.collect::<Vec<_>>(),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -183,7 +187,11 @@ fn bench_vern7_interpolation(c: &mut Criterion) {
|
||||
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
|
||||
let mut problem = Problem::new(ode, dp45, controller);
|
||||
let solution = problem.solve();
|
||||
black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
|
||||
black_box(
|
||||
(0..100)
|
||||
.map(|i| solution.interpolate(i as f64 * 0.05))
|
||||
.collect::<Vec<_>>(),
|
||||
);
|
||||
});
|
||||
});
|
||||
|
||||
|
||||
Executable
+11
@@ -0,0 +1,11 @@
|
||||
#!/bin/sh
|
||||
# Fast checks only. On a warm tree these are about a second between them; a hook
|
||||
# that takes a minute is a hook that gets --no-verify. The doctests are in
|
||||
# pre-push instead, since each one links its own binary and they cost ~15s.
|
||||
#
|
||||
# Install: git config core.hooksPath hooks
|
||||
set -e
|
||||
|
||||
cargo fmt --check
|
||||
cargo clippy --all-targets -- -D warnings
|
||||
cargo test --quiet --lib
|
||||
Executable
+9
@@ -0,0 +1,9 @@
|
||||
#!/bin/sh
|
||||
# Everything the pre-commit hook is too slow to run. The doctests matter here
|
||||
# because the readme is the crate's front page, so its examples are compiled.
|
||||
#
|
||||
# Install: git config core.hooksPath hooks
|
||||
set -e
|
||||
|
||||
cargo test --quiet
|
||||
cargo doc --quiet --no-deps
|
||||
@@ -23,12 +23,14 @@ See [benchmark report](VERN7_BENCHMARK_REPORT.md) for detailed performance analy
|
||||
### Other Features
|
||||
|
||||
- **Adaptive time stepping** with PI controller
|
||||
- **Callback events** with zero-crossing detection
|
||||
- **Callback events** with zero-crossing detection, whose effects can change the state, change the
|
||||
parameters, or end the solution at the event
|
||||
- **Dense output interpolation** at any time point
|
||||
- **Parameters** in derivative and callback functions
|
||||
- **Lazy computation** of extra interpolation stages (Vern7)
|
||||
- **PID step size control** as an alternative to the PI controller
|
||||
- **Automatic Differentiation**, the same problem can be solved with floats or also differentiated with dual numbers
|
||||
- **Runtime integrator selection**, the method can be a value, named in a configuration file rather than fixed as a type
|
||||
|
||||
### Future Improvements
|
||||
|
||||
@@ -70,25 +72,159 @@ let ode = ODE::new(&derivative, 0.0, 6.3, y0, params);
|
||||
let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6);
|
||||
let controller = PIController::default();
|
||||
|
||||
let value_too_high = FnCallback {
|
||||
let mut value_too_high = FnCallback {
|
||||
event: &|t: f64, _y: &Vector2<f64>, _p: &Params| { 5.0 - t },
|
||||
effect: &stop,
|
||||
};
|
||||
|
||||
// Solve the problem
|
||||
let mut problem = Problem::new(ode, dp45, controller).with_callback(&value_too_high);
|
||||
let mut problem = Problem::new(ode, dp45, controller).with_callback(&mut value_too_high);
|
||||
let solution = problem.solve();
|
||||
|
||||
// Can interpolate solutions to whatever you want
|
||||
let _interpolated_answer = solution.interpolate(4.4);
|
||||
```
|
||||
|
||||
## Events that change the state
|
||||
|
||||
A callback watches a function of the state for a zero crossing. When one is found the step is
|
||||
shortened to land on the crossing, the state there is recorded, and the effect runs with the ODE at
|
||||
that point — so the effect can move the state, and the integration continues from where it leaves it.
|
||||
|
||||
That is what it takes to integrate through a discontinuity. A rotating body parameterized by
|
||||
Modified Rodrigues Parameters, for instance, has a singularity at a full turn, avoided by swapping
|
||||
the parameter vector for `-sigma / |sigma|^2` — the same attitude, different parameters — whenever
|
||||
`|sigma|` passes 1:
|
||||
|
||||
```rust
|
||||
use nalgebra::{Matrix3, Vector3};
|
||||
use ordinary_diffeq::prelude::*;
|
||||
|
||||
/// MRP kinematics for a constant angular velocity.
|
||||
fn attitude_rate(_t: f64, s: Vector3<f64>, omega: &Vector3<f64>) -> Vector3<f64> {
|
||||
let skew = Matrix3::new(0.0, -s[2], s[1], s[2], 0.0, -s[0], -s[1], s[0], 0.0);
|
||||
let b = Matrix3::identity() * (1.0 - s.dot(&s)) + skew * 2.0 + s * s.transpose() * 2.0;
|
||||
b * omega * 0.25
|
||||
}
|
||||
|
||||
let mut shadow_set = FnCallback {
|
||||
event: &|_t: f64, s: &Vector3<f64>, _p: &Vector3<f64>| 1.0 - s.norm(),
|
||||
effect: &|ode: &mut ODE<'_, f64, 3, Vector3<f64>>| {
|
||||
ode.y = -ode.y / ode.y.norm_squared();
|
||||
},
|
||||
};
|
||||
|
||||
let ode = ODE::new(&attitude_rate, 0.0, 5.0, Vector3::zeros(), Vector3::new(0.0, 0.0, 1.0));
|
||||
let vern7 = Vern7::new().a_tol(1e-12).r_tol(1e-12);
|
||||
let mut problem = Problem::new(ode, vern7, PIController::default())
|
||||
.with_callback(&mut shadow_set);
|
||||
let solution = problem.solve();
|
||||
|
||||
// The parameters never approach the singularity, having swapped at half a turn.
|
||||
assert!(solution.states.iter().all(|s| s.norm() <= 1.0 + 1e-9));
|
||||
```
|
||||
|
||||
A jump like that one puts the same time in the solution twice, holding the state on each side of it,
|
||||
and makes the step size controller forget a history that described the solution before the jump.
|
||||
Interpolating at the jump reports the state the effect left, the one the trajectory goes on with.
|
||||
`effect` takes `&mut self`, so a callback that implements the trait itself rather than going through
|
||||
`FnCallback` can record that it has fired. `stop` ends the solution at the crossing, with the
|
||||
crossing as its last point and the problem's own `t_end` left alone.
|
||||
|
||||
If two events fall inside one step the earlier one fires and the step ends there; the later one is
|
||||
found again on the step after it.
|
||||
|
||||
### Borrowed or owned
|
||||
|
||||
`with_callback` borrows, which is what lets you read a stateful callback's own fields once the solve
|
||||
is done:
|
||||
|
||||
```rust
|
||||
# use nalgebra::Vector1;
|
||||
# use ordinary_diffeq::prelude::*;
|
||||
struct Count {
|
||||
fired: usize,
|
||||
}
|
||||
|
||||
impl Callback<f64, 1, ()> for Count {
|
||||
fn event(&self, t: f64, _y: &Vector1<f64>, _p: &()) -> f64 {
|
||||
1.0 - t
|
||||
}
|
||||
|
||||
fn effect(&mut self, _ode: &mut ODE<'_, f64, 1, ()>) {
|
||||
self.fired += 1;
|
||||
}
|
||||
}
|
||||
|
||||
fn derivative(_t: f64, _y: Vector1<f64>, _p: &()) -> Vector1<f64> {
|
||||
Vector1::new(1.0)
|
||||
}
|
||||
|
||||
let ode = ODE::new(&derivative, 0.0, 2.0, Vector1::new(0.0), ());
|
||||
let mut counter = Count { fired: 0 };
|
||||
let mut problem = Problem::new(ode, DormandPrince45::new(), PIController::default())
|
||||
.with_callback(&mut counter);
|
||||
problem.solve();
|
||||
|
||||
assert_eq!(counter.fired, 1);
|
||||
```
|
||||
|
||||
`with_owned_callback` takes a `Box` instead, for a caller that has nothing to lend. A type that wraps
|
||||
this one has to keep the `Problem` in a field, since `solve` hands back a solution borrowing from it,
|
||||
and it then cannot also hold a callback in a field and lend it to the problem — that is a
|
||||
self-referential struct, and moving the wrapper would dangle the reference. Moving the callback into
|
||||
the problem sidesteps it:
|
||||
|
||||
```rust,ignore
|
||||
let problem = Problem::new(ode, integrator, controller)
|
||||
.with_owned_callback(Box::new(my_callback));
|
||||
self.problem = Some(problem);
|
||||
self.problem.as_mut().unwrap().solve()
|
||||
```
|
||||
|
||||
An owned callback may hold borrows of its own, so a boxed `FnCallback` works. Nothing can read its
|
||||
state afterwards; a callback with something to report either stays borrowed, or shares an
|
||||
`Rc<Cell<_>>` with its owner, which can be read while the solution is still alive.
|
||||
|
||||
## Choosing the integrator at runtime
|
||||
|
||||
The integrator is normally a type parameter, fixed when the code is compiled. `Method` is an enum
|
||||
over the integrators here that itself implements `Integrator`, so the choice can be a value instead:
|
||||
|
||||
```rust
|
||||
use nalgebra::Vector1;
|
||||
use ordinary_diffeq::prelude::*;
|
||||
|
||||
fn derivative(_t: f64, y: Vector1<f64>, _p: &()) -> Vector1<f64> {
|
||||
-y
|
||||
}
|
||||
|
||||
// `MethodName` derives `Serialize`/`Deserialize`, so this can come out of a
|
||||
// configuration file instead of being written here.
|
||||
let name: MethodName = serde_json::from_str(r#""Vern7""#).unwrap();
|
||||
let method: Method<1> = name.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();
|
||||
|
||||
// And the method that ran can be recorded in a form that selects it again
|
||||
assert_eq!(method.name(), MethodName::Vern7);
|
||||
```
|
||||
|
||||
Dispatch is a `match` on the variant, not a trait object, so nothing is erased: the same `Method`
|
||||
works at a dual scalar and differentiates exactly as the integrator it wraps does. A `Vec<Method<D>>`
|
||||
holds several methods for comparison over the same problem.
|
||||
|
||||
## Automatic differentiation
|
||||
|
||||
State, time and step size are generic over the `Scalar` trait. `f64` implements it by default,
|
||||
and so do the forward-mode dual numbers of [`num-dual`](https://crates.io/crates/num-dual) (the
|
||||
`autodiff` feature, on by default). Solving at a dual scalar propagates exact derivatives alongside
|
||||
the state.
|
||||
State, time and step size are generic over the `Scalar` trait, which is a blanket extension of
|
||||
`DualNum` and `DualStruct` from [`num-dual`](https://crates.io/crates/num-dual): those two supply
|
||||
the arithmetic, the transcendentals and `re`, which discards derivative information, and `Scalar`
|
||||
adds only `lift`. Both are implemented for `f64` as well as for every one of that crate's
|
||||
forward-mode dual numbers, so `Scalar` covers all of them, and a crate depending on this one
|
||||
alongside another built on `num-dual` can satisfy both with one bound. Solving at a dual scalar
|
||||
propagates exact derivatives alongside the state.
|
||||
|
||||
The only change needed is to the signature of the right-hand side. Here is the pendulum from above,
|
||||
before and after:
|
||||
|
||||
@@ -127,6 +127,27 @@ This is a solid foundation! The roadmap builds on this.
|
||||
|
||||
## Development Tips
|
||||
|
||||
### Checks, and the Hooks That Run Them
|
||||
|
||||
The tree is rustfmt-clean, clippy-clean under `-D warnings`, and builds its docs
|
||||
without warnings. All three stay that way, and a pre-existing warning is not an
|
||||
exemption — fix it or mark it deliberately, as the Butcher tableaux are marked
|
||||
`#[rustfmt::skip]` so rustfmt leaves their hand alignment alone.
|
||||
|
||||
The hooks in `hooks/` run them. Git does not track where it looks for hooks, so
|
||||
each clone needs one command:
|
||||
|
||||
```sh
|
||||
git config core.hooksPath hooks
|
||||
```
|
||||
|
||||
`pre-commit` is `cargo fmt --check`, `cargo clippy --all-targets -- -D warnings`
|
||||
and `cargo test --lib`, about a second between them on a warm tree. `pre-push`
|
||||
adds the full `cargo test` and `cargo doc --no-deps`, which cost around 25
|
||||
seconds — the doctests are slow because each one links its own binary, and they
|
||||
matter because the readme is the crate's front page and its examples are
|
||||
compiled.
|
||||
|
||||
### Testing Strategy
|
||||
|
||||
Every feature should have:
|
||||
|
||||
+41
-22
@@ -8,7 +8,8 @@ The library currently has:
|
||||
- ✅ Dormand-Prince 4(5) adaptive explicit RK method with dense output
|
||||
- ✅ Tsit5 explicit RK method with dense output
|
||||
- ✅ PI step size controller
|
||||
- ✅ Basic continuous callbacks with zero-crossing detection
|
||||
- ✅ Continuous callbacks with zero-crossing detection, whose effects can change
|
||||
the state, the parameters, or end the solution
|
||||
- ✅ Solution interpolation interface
|
||||
- ✅ Generic over array dimensions at compile-time
|
||||
- ✅ Support for ordinary and second-order ODE problems
|
||||
@@ -68,15 +69,31 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
- **Effort**: Small
|
||||
- **Status**: All four integrators implement `Tolerances`; no call site changed
|
||||
|
||||
- [ ] **[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
|
||||
config file
|
||||
- **Dependencies**: None (pairs with Tolerances Trait)
|
||||
- **Effort**: Medium
|
||||
- **Status**: `Method` and `MethodName` added; benches measured at -0.7% to
|
||||
+0.4%, within criterion's noise threshold
|
||||
|
||||
### Callbacks
|
||||
|
||||
- [x] **[Callback Effects That Can Change the State](features/42-callback-effects.md)** ✅ COMPLETED
|
||||
- An effect's write to the state was overwritten by the step it was located in,
|
||||
so a callback could stop a solution but not change one
|
||||
- `effect(&mut self)`, termination at the crossing, both sides of a jump
|
||||
recorded, the controller reset across one, and a defined order for two events
|
||||
in one step
|
||||
- extended in 0.7.0 so a `Problem` can own a callback as well as borrow one,
|
||||
which is what a type that stores the problem needs
|
||||
- Raised by `astrokit`, which needs a Modified Rodrigues Parameter shadow set
|
||||
swap mid-propagation
|
||||
- **Dependencies**: None
|
||||
- **Effort**: Medium
|
||||
- **Status**: All success criteria met; benches unchanged within run-to-run drift
|
||||
|
||||
- [ ] **[Discrete Callbacks](features/05-discrete-callbacks.md)**
|
||||
- Event detection based on conditions (not zero-crossings)
|
||||
- Useful for time-based events, iteration counts, etc.
|
||||
@@ -91,13 +108,13 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Solution Interface
|
||||
|
||||
- [ ] **[Saveat Functionality](features/07-saveat.md)**
|
||||
- [ ] **[Saveat Functionality](features/07-saveat-functionality.md)**
|
||||
- Save solution at specific timepoints
|
||||
- Dense vs sparse saving strategies
|
||||
- **Dependencies**: None
|
||||
- **Effort**: Medium
|
||||
|
||||
- [ ] **[Solution Derivatives](features/08-solution-derivatives.md)**
|
||||
- [ ] **Solution Derivatives** (no plan written yet)
|
||||
- Access derivatives at any time point via interpolation
|
||||
- `solution.derivative(t)` interface
|
||||
- **Dependencies**: None
|
||||
@@ -109,7 +126,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Algorithms
|
||||
|
||||
- [ ] **[DP8 (Dormand-Prince 8th order)](features/09-dp8-method.md)**
|
||||
- [ ] **DP8 (Dormand-Prince 8th order)** (no plan written yet)
|
||||
- 8th order explicit RK for very high accuracy
|
||||
- Complements Vern7 for algorithm selection
|
||||
- **Dependencies**: None
|
||||
@@ -121,7 +138,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
- **Dependencies**: Linear solver infrastructure, Nordsieck representation
|
||||
- **Effort**: Large
|
||||
|
||||
- [ ] **[Rodas4/Rodas5P](features/11-rodas-methods.md)**
|
||||
- [ ] **[Rodas4/Rodas5P](features/11-rodas4-rodas5p-methods.md)**
|
||||
- Higher-order Rosenbrock methods (4th/5th order)
|
||||
- Better accuracy for stiff problems
|
||||
- **Dependencies**: Rosenbrock23
|
||||
@@ -136,7 +153,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
- **Dependencies**: At least one stiff solver (Rosenbrock23 or FBDF)
|
||||
- **Effort**: Large
|
||||
|
||||
- [ ] **[Default Algorithm Selection](features/13-default-algorithm.md)**
|
||||
- [ ] **[Default Algorithm Selection](features/13-default-algorithm-selection.md)**
|
||||
- Smart defaults based on problem characteristics
|
||||
- `solve(problem)` without specifying algorithm
|
||||
- **Dependencies**: Auto-switching, multiple algorithms
|
||||
@@ -144,7 +161,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Initialization
|
||||
|
||||
- [ ] **[Automatic Initial Step Size](features/14-initial-stepsize.md)**
|
||||
- [ ] **[Automatic Initial Step Size](features/14-automatic-initial-step-size.md)**
|
||||
- Algorithm to determine good initial dt
|
||||
- Based on local Lipschitz estimate
|
||||
- **Dependencies**: None
|
||||
@@ -152,19 +169,19 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Callbacks
|
||||
|
||||
- [ ] **[PresetTimeCallback](features/15-preset-time-callback.md)**
|
||||
- [ ] **[PresetTimeCallback](features/15-presettimecallback.md)**
|
||||
- Trigger callbacks at specific predetermined times
|
||||
- Important for time-varying forcing functions
|
||||
- **Dependencies**: Discrete callbacks
|
||||
- **Effort**: Small
|
||||
|
||||
- [ ] **[TerminateSteadyState](features/16-terminate-steady-state.md)**
|
||||
- [ ] **[TerminateSteadyState](features/16-terminatesteadystate.md)**
|
||||
- Auto-detect when solution reaches steady state
|
||||
- Stop integration early
|
||||
- **Dependencies**: Discrete callbacks
|
||||
- **Effort**: Small
|
||||
|
||||
- [ ] **[SavingCallback](features/17-saving-callback.md)**
|
||||
- [ ] **[SavingCallback](features/17-savingcallback.md)**
|
||||
- Custom saving logic beyond default
|
||||
- For memory-efficient large-scale simulations
|
||||
- **Dependencies**: CallbackSet
|
||||
@@ -192,7 +209,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Algorithms
|
||||
|
||||
- [ ] **[Low-Storage Runge-Kutta](features/20-low-storage-rk.md)**
|
||||
- [ ] **[Low-Storage Runge-Kutta](features/20-low-storage-runge-kutta.md)**
|
||||
- 2N, 3N, 4N storage variants
|
||||
- Critical for large-scale problems
|
||||
- **Dependencies**: None
|
||||
@@ -210,7 +227,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
- **Dependencies**: Second-order ODE infrastructure (already exists)
|
||||
- **Effort**: Medium
|
||||
|
||||
- [ ] **[Verner Methods Suite](features/23-verner-methods.md)**
|
||||
- [ ] **[Verner Methods Suite](features/23-verner-methods-suite.md)**
|
||||
- Vern6, Vern8, Vern9
|
||||
- Complete Verner family for different accuracy needs
|
||||
- **Dependencies**: Vern7
|
||||
@@ -256,19 +273,19 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Advanced Callbacks
|
||||
|
||||
- [ ] **[VectorContinuousCallback](features/30-vector-continuous-callback.md)**
|
||||
- [ ] **[VectorContinuousCallback](features/30-vectorcontinuouscallback.md)**
|
||||
- Multiple simultaneous event detection
|
||||
- More efficient than multiple callbacks
|
||||
- **Dependencies**: CallbackSet
|
||||
- **Effort**: Medium
|
||||
|
||||
- [ ] **[PositiveDomain](features/31-positive-domain.md)**
|
||||
- [ ] **[PositiveDomain](features/31-positivedomain.md)**
|
||||
- Enforce positivity constraints
|
||||
- Important for physical systems
|
||||
- **Dependencies**: CallbackSet
|
||||
- **Effort**: Small
|
||||
|
||||
- [ ] **[ManifoldProjection](features/32-manifold-projection.md)**
|
||||
- [ ] **[ManifoldProjection](features/32-manifoldprojection.md)**
|
||||
- Project solution onto constraint manifolds
|
||||
- For constrained mechanical systems
|
||||
- **Dependencies**: CallbackSet
|
||||
@@ -276,14 +293,14 @@ Each feature below links to a detailed implementation plan in the `features/` di
|
||||
|
||||
### Infrastructure
|
||||
|
||||
- [ ] **[Nonlinear Solver Infrastructure](features/33-nonlinear-solver.md)**
|
||||
- [ ] **[Nonlinear Solver Infrastructure](features/33-nonlinear-solver-infrastructure.md)**
|
||||
- Newton's method
|
||||
- Quasi-Newton methods
|
||||
- Generic nonlinear solver interface
|
||||
- **Dependencies**: Linear solver infrastructure
|
||||
- **Effort**: Large
|
||||
|
||||
- [ ] **[Krylov Linear Solvers](features/34-krylov-solvers.md)**
|
||||
- [ ] **[Krylov Linear Solvers](features/34-krylov-linear-solvers.md)**
|
||||
- GMRES, BiCGStab
|
||||
- For large sparse systems
|
||||
- **Dependencies**: Linear solver infrastructure
|
||||
@@ -353,12 +370,12 @@ Each algorithm implementation should include:
|
||||
|
||||
## Progress Tracking
|
||||
|
||||
Total Features: 41
|
||||
- Tier 1: 10 features (5/10 complete) ✅
|
||||
Total Features: 42
|
||||
- Tier 1: 11 features (7/11 complete) ✅
|
||||
- Tier 2: 11 features (0/11 complete)
|
||||
- Tier 3: 20 features (0/20 complete)
|
||||
|
||||
**Overall Progress: 12.2% (5/41 features complete)**
|
||||
**Overall Progress: 16.7% (7/42 features complete)**
|
||||
|
||||
### Completed Features
|
||||
1. ✅ BS3 (Bogacki-Shampine 3/2) - Tier 1 (2025-10-23)
|
||||
@@ -366,5 +383,7 @@ Total Features: 41
|
||||
3. ✅ PID Controller - Tier 1 (2025-10-24)
|
||||
4. ✅ Rosenbrock23 - Tier 1 (2025-10-24)
|
||||
5. ✅ Tolerances Trait - Tier 1 (2026-09-30)
|
||||
6. ✅ Runtime Integrator Selection - Tier 1 (2026-09-30)
|
||||
7. ✅ Callback Effects That Can Change the State - Tier 1 (2026-10-01)
|
||||
|
||||
Last updated: 2026-09-30
|
||||
Last updated: 2026-10-01
|
||||
@@ -1,6 +1,10 @@
|
||||
# Feature: Runtime Integrator Selection
|
||||
|
||||
**Status**: proposed (2026-09-30)
|
||||
**Status**: completed (2026-09-30)
|
||||
|
||||
Measured on the existing criterion benches, constants to methods: `bench_orbit`
|
||||
-0.73%, `bench_simple_1d` +0.42%, `bench_interpolation_1d` -0.09%. Criterion
|
||||
calls all three within its noise threshold, so the inlining claim below holds.
|
||||
|
||||
## Overview
|
||||
|
||||
|
||||
@@ -0,0 +1,333 @@
|
||||
# Feature: Callback Effects That Can Change the State
|
||||
|
||||
**Status**: completed (2026-10-01), extended with owned callbacks (2026-10-01)
|
||||
|
||||
## Overview
|
||||
|
||||
Continuous callbacks located their crossings correctly and then threw away what
|
||||
the effect did about them. In `Problem::solve`:
|
||||
|
||||
```rust
|
||||
callback.effect(&mut self.ode); // writes to ode.y
|
||||
}
|
||||
}
|
||||
self.ode.y = new_y; // and here it goes
|
||||
self.ode.t += curr_step;
|
||||
```
|
||||
|
||||
The effect ran on the pre-step state, and the two lines after the callback loop
|
||||
overwrote `ode.y` with the state the integrator had produced. Anything the effect
|
||||
wrote to the state was lost. `stop` worked only because it writes `t_end`
|
||||
instead.
|
||||
|
||||
Reproduced with `dy/dt = 1` from 0 to 10, `y0 = 0`, an event of `5 - y[0]` and an
|
||||
effect of `ode.y = Vector1::new(100.0)`: the solution ended at `y = 10`, exactly
|
||||
as it does with an empty effect, where it should end near 105.
|
||||
|
||||
So the machinery was in place for the easy half of event handling — detect a
|
||||
condition and stop — and could not do the other half: detect a condition, change
|
||||
the state, and carry on.
|
||||
|
||||
## Why This Feature Matters
|
||||
|
||||
A rotating rigid body parameterized by Modified Rodrigues Parameters has a
|
||||
singularity at a full turn. It is avoided by swapping the parameter vector for
|
||||
the shadow set `-sigma / |sigma|^2` — the same attitude, different parameters —
|
||||
whenever `|sigma|` exceeds 1. The event is `1 - |sigma|`, the effect is that
|
||||
substitution, and the integration has to continue from the substituted state.
|
||||
Any arc longer than a half turn crosses it, so this is the common case rather
|
||||
than an edge case.
|
||||
|
||||
The same shape of problem covers a body entering or leaving shadow, a vehicle
|
||||
whose mass or area changes partway through a run, and a bouncing ball. All of
|
||||
them are a state discontinuity located by an event, which is the one thing the
|
||||
callbacks could not express.
|
||||
|
||||
## What Was Done
|
||||
|
||||
### The effect runs after the crossing is committed
|
||||
|
||||
The event branch now commits the shortened step before calling the effect:
|
||||
|
||||
1. the step is shortened to land on the crossing, and the state there is
|
||||
recorded;
|
||||
2. `ode.t` and `ode.y` are set to that crossing;
|
||||
3. the effect is called, with the ODE at the crossing;
|
||||
4. whatever the effect leaves in `ode.y` is what the integration continues from.
|
||||
|
||||
Detection still reads the state at the start of the step — an event function is
|
||||
asked about both ends — so nothing can be committed until every callback has been
|
||||
asked. That is why this is a reordering of the branch rather than a swap of two
|
||||
lines.
|
||||
|
||||
### `effect(&mut self)`
|
||||
|
||||
`Callback::effect` takes `&mut self`, so a callback can record that it has fired,
|
||||
count its firings, or keep anything else it needs across them. `Problem` holds
|
||||
`Vec<&'a mut dyn Callback<T, D, P>>` and `with_callback` takes `&'a mut dyn
|
||||
Callback`, which is the breaking part of the change: a registered callback has to
|
||||
be declared `mut` and passed as `&mut`.
|
||||
|
||||
`FnCallback` still holds its two closures by shared reference and so still has no
|
||||
state of its own; a callback that needs state implements `Callback` on a struct,
|
||||
which is what [Discrete Callbacks](05-discrete-callbacks.md) will do with its
|
||||
`has_fired` field.
|
||||
|
||||
`Problem` lost its `#[derive(Clone)]`, which a `&mut` field cannot support. It
|
||||
was never used.
|
||||
|
||||
### A terminal effect ends the solution at the crossing
|
||||
|
||||
`ODE::finished` existed, was never set and was never read. It now means what its
|
||||
name says: `ODE::terminate` sets it, the solve loop checks it, and `stop` is
|
||||
`ode.terminate()`.
|
||||
|
||||
Behaviorally this is close to what `stop` already did. Writing `t_end = ode.t`
|
||||
also ended the loop, and because the step had already been shortened to the
|
||||
crossing, the last recorded point was the crossing — the solution did not in fact
|
||||
run a step past the event. What the old `stop` did do was mutate the problem's own
|
||||
end time, so a solution could no longer report the `t_end` it was asked for. Now
|
||||
`t_end` is left alone and `finished` says why the solution is short.
|
||||
|
||||
### Both sides of a jump are recorded
|
||||
|
||||
Where an effect changes the state, the trajectory genuinely has two values at
|
||||
that time, and the solution holds both: the same `t` appears twice in `times`,
|
||||
with the state at the crossing and the state the effect left. The `dense` entry
|
||||
between them spans zero time and is never interpolated into — `interpolate` at
|
||||
exactly that time hits the search's exact-match branch, and walks to the last
|
||||
entry at that time, so it reports the state the effect left. That is the value the
|
||||
trajectory carries forward, and it is the one a caller asking "where is the body
|
||||
at this instant" wants; the value it arrived with is the entry before it in
|
||||
`states`.
|
||||
|
||||
This is what DifferentialEquations.jl does, where the two are `u_left` and
|
||||
`u_right`.
|
||||
|
||||
### The controller is reset across a jump
|
||||
|
||||
`Controller` grew a required `reset` method, which discards the error history and
|
||||
leaves the next step guess alone. `solve` calls it when an effect changes the
|
||||
state. The history is a claim about how the error behaves along a smooth
|
||||
solution, and across a discontinuity it is not about anything.
|
||||
|
||||
Keyed on the state changing rather than on the effect running at all, so that a
|
||||
callback which only observes does not throw away a good history every time it
|
||||
fires. An effect that changes only the parameters is a discontinuity the solver
|
||||
cannot see, and does not reset the controller.
|
||||
|
||||
`PIDController::reset` already existed as an inherent method and became the trait
|
||||
implementation; `PIController::reset` restores `factor_old` to its initial value.
|
||||
|
||||
### Two events in one step
|
||||
|
||||
Defined and tested: the earliest crossing in the step fires, the step ends there,
|
||||
and any later event is still ahead and is found again on the following step. A
|
||||
tie goes to registration order.
|
||||
|
||||
The old behavior was to walk the callbacks in registration order, each shortening
|
||||
what the last one left. That could apply a later event's effect and then truncate
|
||||
the step to before it, so the effect was applied at a time the solution never
|
||||
reached. One pass to find the earliest crossing costs an extra root find only
|
||||
when more than one callback crosses in the same step.
|
||||
|
||||
### Crossings at exactly zero, and not firing twice at one
|
||||
|
||||
The test was `before * after < 0.0`, which misses a crossing that starts or ends
|
||||
exactly on zero. Now:
|
||||
|
||||
- `before == 0.0` is a crossing at the step's own start, located at `h = 0`;
|
||||
- `after == 0.0` is a crossing at the step's end;
|
||||
- opposite signs are located with Brent as before.
|
||||
|
||||
The first of those needs a guard, because an effect is free to leave its event
|
||||
function sitting on the zero it fired at. The shadow set swap does exactly that:
|
||||
`|sigma|` is 1 on both sides of it, so `1 - |sigma|` is still zero after the
|
||||
effect. Without a guard the callback is re-detected at the start of the next
|
||||
step, located at `h = 0`, fired again, forever.
|
||||
|
||||
The guard is that the step beginning at a firing searches from
|
||||
`EVENT_PROBE_FRACTION` of itself — a millionth — rather than from its start, for
|
||||
that callback alone. Both the `before` sign and Brent's bracket start there, so
|
||||
the event just handled is out of reach while a second crossing later in the same
|
||||
step is still found. `solve` tracks the time each callback last fired to know
|
||||
when to do this.
|
||||
|
||||
The first attempt at this guard was to skip a callback for the whole step that
|
||||
begins at its firing, which is simpler and wrong: a bouncing ball bounced once
|
||||
and then fell through the floor, because the step after the bounce contained the
|
||||
next landing and the callback was not looking. That is in the test suite now.
|
||||
|
||||
A fraction of a step is not a satisfying thing to have to choose, and this is the
|
||||
least bad option found rather than a good one. Alternatives considered: an
|
||||
absolute tolerance on the event value, which is unit-dependent and no better
|
||||
founded; taking the sign from the step before the firing, which still leaves
|
||||
Brent bracketing a root at `h = 0`; and refusing a located crossing below some
|
||||
`h`, which is the same arbitrary fraction one step further down. If something
|
||||
cleaner turns up, this is the place to change it.
|
||||
|
||||
## Follow-up: a problem can own a callback (0.7.0)
|
||||
|
||||
`Problem` held `Vec<&'a mut dyn Callback>`, so something else had to own each
|
||||
callback and outlive the problem. That is fine from a function body and impossible
|
||||
from a type that stores the problem — and a wrapper must store it, because
|
||||
`solve(&mut self) -> Solution<'_, ..>` hands back a solution that borrows from it,
|
||||
so the problem has to live somewhere that outlives the solution, and a field is
|
||||
the only such place. Such a wrapper could not then register a callback of its own:
|
||||
|
||||
```rust
|
||||
struct Wrapper<'a, ..> {
|
||||
my_callback: MyCallback, // owned here
|
||||
problem: Option<Problem<'a, ..>>, // and borrowed from, here
|
||||
}
|
||||
```
|
||||
|
||||
That is self-referential, and moving the wrapper would dangle the reference, so
|
||||
the compiler is right to reject it. The workaround in the dependent crate was a
|
||||
zero-sized callback, leaked to get a `&'static mut`.
|
||||
|
||||
`with_owned_callback(Box<dyn Callback<T, D, P> + 'o>)` is the addition. Storage is
|
||||
one list of either kind:
|
||||
|
||||
```rust
|
||||
enum Registered<'a, 'o, T: Scalar, const D: usize, P> {
|
||||
Borrowed(&'a mut dyn Callback<T, D, P>),
|
||||
Owned(Box<dyn Callback<T, D, P> + 'o>),
|
||||
}
|
||||
```
|
||||
|
||||
`Registered` implements `Callback` itself, forwarding both methods, which is why
|
||||
none of the event handling in `solve` changed: the immutable scan for the earliest
|
||||
crossing goes through `event` and the single effect that fires goes through
|
||||
`effect`, whichever kind is holding it. Root finding, jump recording, the
|
||||
controller reset and `EVENT_PROBE_FRACTION` are untouched.
|
||||
|
||||
### The second lifetime, which was not in the plan
|
||||
|
||||
`Problem` gained a lifetime parameter: `Problem<'a, 'o, T, D, S, P, C>`. This was
|
||||
meant to be purely additive and it cannot be, for a reason worth writing down.
|
||||
|
||||
Dropping a `Box<dyn Callback>` runs a destructor the compiler cannot see into, so
|
||||
dropck requires everything that box's lifetime covers to be alive when the problem
|
||||
is dropped. With one lifetime for both kinds, that requirement lands on the
|
||||
borrowed callbacks too — and it is type-based, so it applies even to a problem that
|
||||
owns no callback at all. The first attempt, a single `'a`, failed exactly here:
|
||||
|
||||
```
|
||||
error[E0502]: cannot borrow `once.fired` as immutable because it is also borrowed as mutable
|
||||
|
|
||||
| mutable borrow might be used here, when `problem` is dropped
|
||||
```
|
||||
|
||||
That is `test_callback_can_remember_firing`, reading a borrowed callback's own
|
||||
state after the solve, which is the only way a caller learns what a stateful
|
||||
callback did and the whole reason the borrowed form exists. Keeping it means the
|
||||
owned box needs a lifetime of its own, so that only `'o` has to outlive the drop
|
||||
and NLL can still end a borrowed callback's borrow at the problem's last use.
|
||||
|
||||
The cost is arity: code that names the type explicitly needs
|
||||
`Problem<'a, '_, ..>`. Both lifetimes are inferred, so nothing that only calls
|
||||
`Problem::new(..).with_callback(..).solve()` is affected.
|
||||
|
||||
### Not done: getting owned callbacks back
|
||||
|
||||
Deliberately skipped. Downcasting a `Box<dyn Callback>` to its concrete type needs
|
||||
`Any`, which means a `'static` bound and an `as_any` method on every implementor —
|
||||
a cost paid by all callbacks for a need that has two cheaper answers already: stay
|
||||
borrowed, or share an `Rc<Cell<_>>`, which can be read while the solution is still
|
||||
alive.
|
||||
|
||||
### Measurement
|
||||
|
||||
The benches register no callbacks, so what they exercise is the list's element type
|
||||
changing from a reference to a two-variant enum, on a list that is empty. Measured
|
||||
by alternating old and new rather than running one after the other, because the
|
||||
first attempt at it reported a 4% improvement, which nothing in this change could
|
||||
produce: between-sitting drift on this machine is larger than the effect being
|
||||
looked for.
|
||||
|
||||
| bench | old | new |
|
||||
|---|---|---|
|
||||
| `bench_orbit` | 356.06, 358.91 us | 357.98, 355.18 us |
|
||||
| `bench_simple_1d` | 877.7, 881.1 ns | 877.4, 895.7 ns |
|
||||
| `bench_interpolation_1d` | 2.2683, 2.2104 us | 2.2444, 2.2496 us |
|
||||
|
||||
Two runs of the same binary differ by up to 2.6% here, and the old and new ranges
|
||||
overlap on all three. No measurable change.
|
||||
|
||||
### Testing
|
||||
|
||||
- an owned callback producing the same times and states as the identical borrowed
|
||||
one, element for element;
|
||||
- an owned stateful callback escalating on its second firing, read off the
|
||||
trajectory since its state cannot be read directly;
|
||||
- owned and borrowed callbacks on one problem with their events at the same time,
|
||||
where the final state distinguishes registration order, and the borrowed one's
|
||||
count is read after the solve;
|
||||
- a boxed `FnCallback`, which holds two closure references, confirming the `+ 'o`
|
||||
rather than `'static`;
|
||||
- the wrapper from the top of this section, compiling and solving.
|
||||
|
||||
## Known Limitations
|
||||
|
||||
- An even number of crossings inside one step is still missed: the two ends of
|
||||
the step agree in sign and nothing looks in between. Documented on
|
||||
`Problem::solve`.
|
||||
- A crossing inside the first millionth of the step that begins at a firing is
|
||||
missed, which is the cost of the no-refiring guard. It takes an event that
|
||||
recurs almost immediately after one was handled.
|
||||
- The crossing time is located in real arithmetic and carries no derivative.
|
||||
Deliberate: differentiating through Brent's iterations gives the derivative of
|
||||
the iterative procedure rather than the sensitivity of the event, which is
|
||||
wrong without being loud about it. The state at the crossing comes from one
|
||||
ordinary step of the integrator, so it does carry derivatives.
|
||||
- An effect that changes the parameters rather than the state does not reset the
|
||||
controller, and does not record two points.
|
||||
|
||||
## Testing
|
||||
|
||||
In `src/problem.rs`:
|
||||
|
||||
- the reproduction above, ending near 105 rather than 10;
|
||||
- both sides of the jump present in `times`/`states`, interpolation either side of
|
||||
it following the branch it is on, and interpolation at the jump itself giving
|
||||
the state the effect left;
|
||||
- `stop` ending the solution at the crossing, with nothing past it, `t_end`
|
||||
untouched and `finished` set;
|
||||
- a callback counting its own firings and acting only on the first, which needs
|
||||
the `&mut self`;
|
||||
- two events in one step firing earliest-first, with the registration order
|
||||
reversed to show it does not matter;
|
||||
- an effect that lands back on its own event firing once there rather than
|
||||
looping, and firing again when the event genuinely recurs;
|
||||
- a bouncing ball, bouncing at the three analytic bounce times inside the
|
||||
interval and interpolating correctly inside each arc;
|
||||
- an event function already zero at the start of the integration firing there;
|
||||
- the controller reset asked for once across a jump and not at all for an effect
|
||||
that changes nothing, measured with a controller that counts the resets;
|
||||
- a jump under dual numbers, where the derivative through the effect is exact
|
||||
(in `src/lib.rs`, with the autodiff tests);
|
||||
- the Modified Rodrigues Parameter swap itself, against the closed form for a
|
||||
constant angular velocity: one swap, at exactly half a turn, `|sigma| <= 1`
|
||||
throughout, and the final attitude equal to `-cot(theta / 4)` about the
|
||||
rotation axis.
|
||||
|
||||
## Success Criteria
|
||||
|
||||
- An effect that writes to `ode.y` changes what is integrated from. ✅
|
||||
- An effect can record something about itself. ✅
|
||||
- A terminated solution ends at the crossing. ✅
|
||||
- A jump is recorded on both sides. ✅
|
||||
- The step size controller forgets its history across a jump. ✅
|
||||
- The order of two events in one step is defined and tested. ✅
|
||||
- No measurable change on the criterion benches. ✅ Measured before and after on
|
||||
the same machine in one sitting: `bench_orbit` -1.02%, `bench_simple_1d`
|
||||
+0.36%, `bench_interpolation_1d` -0.67%, all three within criterion's noise
|
||||
threshold. Which is the right reading of them: re-running the *identical*
|
||||
binary moved `bench_simple_1d` by -0.80% and `bench_interpolation_1d` by
|
||||
+1.47%, so run-to-run drift here is about a percent either way and is larger
|
||||
than the difference being looked for. No bench registers a callback, so what
|
||||
they measure is the no-callback path, which gains a loop over an empty slice
|
||||
and a `finished` check per step.
|
||||
|
||||
**Effort**: Medium
|
||||
+81
-16
@@ -1,31 +1,96 @@
|
||||
//! Conditions that interrupt an integration, and what they do when they fire.
|
||||
|
||||
use nalgebra::SVector;
|
||||
|
||||
use crate::ode::ODE;
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// A callback function you can utilize to change your model mid-run without stopping.
|
||||
/// A condition the solver watches for, and the change it makes when it is met.
|
||||
///
|
||||
/// The solver evaluates [`event`](Callback::event) at each end of every accepted
|
||||
/// step and looks for a sign change. When it finds one it locates the crossing
|
||||
/// and applies [`effect`](Callback::effect) to the ODE there.
|
||||
/// step and looks for a sign change. When it finds one it shortens the step to
|
||||
/// land on the crossing, records the state there, and then calls
|
||||
/// [`effect`](Callback::effect) on the ODE. Whatever the effect leaves in
|
||||
/// `ode.y` is the state the integration carries on from.
|
||||
///
|
||||
/// An effect may:
|
||||
///
|
||||
/// - change the state, which records a jump: the solution holds both the value
|
||||
/// at the crossing and the value the effect left, at the same time (see
|
||||
/// [`Solution`](crate::problem::Solution));
|
||||
/// - change the parameters, which changes the right-hand side from the crossing
|
||||
/// onward;
|
||||
/// - end the solution at the crossing, by calling [`stop`] or
|
||||
/// [`ODE::terminate`];
|
||||
/// - record something about itself, since it takes `&mut self`.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// A fire-once callback, which needs the `&mut self` on the effect to remember
|
||||
/// that it has run:
|
||||
///
|
||||
/// ```
|
||||
/// use nalgebra::Vector1;
|
||||
/// use ordinary_diffeq::prelude::*;
|
||||
///
|
||||
/// struct Kick {
|
||||
/// fired: usize,
|
||||
/// }
|
||||
///
|
||||
/// impl Callback<f64, 1, ()> for Kick {
|
||||
/// fn event(&self, _t: f64, y: &Vector1<f64>, _p: &()) -> f64 {
|
||||
/// 5.0 - y[0]
|
||||
/// }
|
||||
///
|
||||
/// fn effect(&mut self, ode: &mut ODE<'_, f64, 1, ()>) {
|
||||
/// self.fired += 1;
|
||||
/// ode.y = Vector1::new(100.0);
|
||||
/// }
|
||||
/// }
|
||||
///
|
||||
/// fn derivative(_t: f64, _y: Vector1<f64>, _p: &()) -> Vector1<f64> {
|
||||
/// Vector1::new(1.0)
|
||||
/// }
|
||||
///
|
||||
/// let ode = ODE::new(&derivative, 0.0, 10.0, Vector1::new(0.0), ());
|
||||
/// let mut kick = Kick { fired: 0 };
|
||||
/// let mut problem = Problem::new(ode, DormandPrince45::new(), PIController::default())
|
||||
/// .with_callback(&mut kick);
|
||||
/// let solution = problem.solve();
|
||||
///
|
||||
/// // The state jumped to 100 at t = 5 and kept integrating from there.
|
||||
/// assert!((solution.states.last().unwrap()[0] - 105.0).abs() < 1e-9);
|
||||
/// ```
|
||||
pub trait Callback<T: Scalar, const D: usize, P> {
|
||||
/// The function whose zero crossings mark the event.
|
||||
///
|
||||
/// Called repeatedly while the crossing is being located, so it must not
|
||||
/// depend on how many times it has been called.
|
||||
fn event(&self, t: T, y: &SVector<T, D>, params: &P) -> T;
|
||||
|
||||
/// What to do to the ODE once the crossing has been located.
|
||||
///
|
||||
/// `ode.t` and `ode.y` are the time and state at the crossing when this is
|
||||
/// called.
|
||||
fn effect(&mut self, ode: &mut ODE<'_, T, D, P>);
|
||||
}
|
||||
|
||||
/// A [`Callback`] built from a pair of closures.
|
||||
///
|
||||
/// The closures are held by shared reference, so neither can carry state of its
|
||||
/// own. A callback that has to remember something — that it has already fired,
|
||||
/// how many times, what the state was — implements [`Callback`] on a struct
|
||||
/// instead; the example on that trait shows it.
|
||||
///
|
||||
/// ```
|
||||
/// # use ordinary_diffeq::prelude::*;
|
||||
/// # use nalgebra::Vector2;
|
||||
/// # type Params = ();
|
||||
/// let too_high = FnCallback {
|
||||
/// let mut too_high = FnCallback {
|
||||
/// event: &|_t: f64, y: &Vector2<f64>, _p: &Params| 10.0 - y[0],
|
||||
/// effect: &stop,
|
||||
/// };
|
||||
/// ```
|
||||
pub trait Callback<T: Scalar, const D: usize, P> {
|
||||
/// The function whose zero crossings mark the event.
|
||||
fn event(&self, t: T, y: &SVector<T, D>, params: &P) -> T;
|
||||
|
||||
/// What to do to the ODE once the crossing has been located.
|
||||
fn effect(&self, ode: &mut ODE<'_, T, D, P>);
|
||||
}
|
||||
|
||||
/// A [`Callback`] built from a pair of closures.
|
||||
#[derive(Clone, Copy)]
|
||||
pub struct FnCallback<'a, T: Scalar, const D: usize, P> {
|
||||
/// The function to check for zero crossings
|
||||
@@ -42,14 +107,14 @@ impl<T: Scalar, const D: usize, P> Callback<T, D, P> for FnCallback<'_, T, D, P>
|
||||
}
|
||||
|
||||
#[inline]
|
||||
fn effect(&self, ode: &mut ODE<'_, T, D, P>) {
|
||||
fn effect(&mut self, ode: &mut ODE<'_, T, D, P>) {
|
||||
(self.effect)(ode)
|
||||
}
|
||||
}
|
||||
|
||||
/// A convenience function for stopping the integration
|
||||
/// An effect that ends the solution at the crossing.
|
||||
pub fn stop<T: Scalar, const D: usize, P>(ode: &mut ODE<'_, T, D, P>) {
|
||||
ode.t_end = ode.t;
|
||||
ode.terminate();
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
|
||||
+29
-26
@@ -34,6 +34,14 @@ pub trait Controller<T: Scalar> {
|
||||
fn next_step_guess(&self) -> TryStep<T>;
|
||||
|
||||
fn set_next_step_guess(&mut self, guess: TryStep<T>);
|
||||
|
||||
/// Discards the error history, leaving the next step guess alone.
|
||||
///
|
||||
/// The history is an estimate of how the error behaves along a smooth
|
||||
/// solution, so it says nothing across a discontinuity.
|
||||
/// [`Problem::solve`](crate::problem::Problem::solve) calls this when a
|
||||
/// callback effect changes the state.
|
||||
fn reset(&mut self);
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
@@ -68,9 +76,7 @@ impl<T: Scalar> Controller<T> for PIController<T> {
|
||||
TryStep::Accepted(prev_step, h)
|
||||
} else {
|
||||
// Reject the stepsize and propose a smaller one for the current step
|
||||
TryStep::NotYetAccepted(
|
||||
prev_step / self.factor_c1.min(factor_11 / self.safety_factor),
|
||||
)
|
||||
TryStep::NotYetAccepted(prev_step / self.factor_c1.min(factor_11 / self.safety_factor))
|
||||
}
|
||||
}
|
||||
|
||||
@@ -82,6 +88,9 @@ impl<T: Scalar> Controller<T> for PIController<T> {
|
||||
self.next_step_guess = guess;
|
||||
}
|
||||
|
||||
fn reset(&mut self) {
|
||||
self.factor_old = 1.0e-4;
|
||||
}
|
||||
}
|
||||
|
||||
impl<T: Scalar> PIController<T> {
|
||||
@@ -113,7 +122,6 @@ impl<T: Scalar> Default for PIController<T> {
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/// PID (Proportional-Integral-Derivative) step size controller
|
||||
///
|
||||
/// The PID controller is an advanced adaptive time-stepping controller that provides
|
||||
@@ -188,15 +196,15 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
|
||||
let factor = if self.err_old <= 0.0 {
|
||||
// First step: use only proportional control
|
||||
let factor_11 = err.powf(self.p_term);
|
||||
self.factor_c2.max(
|
||||
self.factor_c1.min(factor_11 / self.safety_factor)
|
||||
)
|
||||
self.factor_c2
|
||||
.max(self.factor_c1.min(factor_11 / self.safety_factor))
|
||||
} else if self.err_older <= 0.0 {
|
||||
// Second step: use PI control (proportional + integral)
|
||||
let factor_11 = err.powf(self.p_term);
|
||||
let factor_12 = self.err_old.powf(-self.i_term);
|
||||
self.factor_c2.max(
|
||||
self.factor_c1.min(factor_11 * factor_12 / self.safety_factor)
|
||||
self.factor_c1
|
||||
.min(factor_11 * factor_12 / self.safety_factor),
|
||||
)
|
||||
} else {
|
||||
// Full PID control (proportional + integral + derivative)
|
||||
@@ -209,7 +217,8 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
|
||||
1.0
|
||||
};
|
||||
self.factor_c2.max(
|
||||
self.factor_c1.min(factor_11 * factor_12 * factor_13 / self.safety_factor)
|
||||
self.factor_c1
|
||||
.min(factor_11 * factor_12 * factor_13 / self.safety_factor),
|
||||
)
|
||||
};
|
||||
|
||||
@@ -247,6 +256,11 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
|
||||
self.next_step_guess = guess;
|
||||
}
|
||||
|
||||
fn reset(&mut self) {
|
||||
self.err_old = 0.0;
|
||||
self.err_older = 0.0;
|
||||
self.h_old = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
impl<T: Scalar> PIDController<T> {
|
||||
@@ -311,15 +325,6 @@ impl<T: Scalar> PIDController<T> {
|
||||
1e-4, // initial_h
|
||||
)
|
||||
}
|
||||
|
||||
/// Reset the controller's error history
|
||||
///
|
||||
/// Useful when switching algorithms or restarting integration
|
||||
pub fn reset(&mut self) {
|
||||
self.err_old = 0.0;
|
||||
self.err_older = 0.0;
|
||||
self.h_old = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
impl<T: Scalar> Default for PIDController<T> {
|
||||
@@ -347,7 +352,6 @@ impl<T: Scalar> Default for PIDController<T> {
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
@@ -436,7 +440,8 @@ mod tests {
|
||||
|
||||
for &err in &errors {
|
||||
let mut pi_result = <PIController as Controller<f64>>::determine_step(&mut pi, h, err);
|
||||
let mut pid_result = <PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
|
||||
let mut pid_result =
|
||||
<PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
|
||||
|
||||
if pi_result.is_accepted() {
|
||||
pi_steps.push(pi_result.extract());
|
||||
@@ -548,7 +553,8 @@ mod tests {
|
||||
|
||||
for &err in &errors {
|
||||
let mut pi_result = <PIController as Controller<f64>>::determine_step(&mut pi, h, err);
|
||||
let mut pid_result = <PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
|
||||
let mut pid_result =
|
||||
<PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
|
||||
|
||||
if pi_result.is_accepted() {
|
||||
let pi_h_next = pi_result.reset().unwrap().extract();
|
||||
@@ -567,11 +573,8 @@ mod tests {
|
||||
|
||||
// Compute standard deviation of log step size ratios
|
||||
let pi_mean: f64 = pi_ratios.iter().sum::<f64>() / pi_ratios.len() as f64;
|
||||
let pi_variance: f64 = pi_ratios
|
||||
.iter()
|
||||
.map(|r| (r - pi_mean).powi(2))
|
||||
.sum::<f64>()
|
||||
/ pi_ratios.len() as f64;
|
||||
let pi_variance: f64 =
|
||||
pi_ratios.iter().map(|r| (r - pi_mean).powi(2)).sum::<f64>() / pi_ratios.len() as f64;
|
||||
let pi_std = pi_variance.sqrt();
|
||||
|
||||
let pid_mean: f64 = pid_ratios.iter().sum::<f64>() / pid_ratios.len() as f64;
|
||||
|
||||
+37
-12
@@ -4,6 +4,9 @@ use super::super::ode::ODE;
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// The number of stages BS3 evaluates per step.
|
||||
const STAGES: usize = 4;
|
||||
|
||||
/// Bogacki-Shampine 3/2 integrator trait for tableau coefficients
|
||||
pub trait BS3Integrator<'a> {
|
||||
const A: &'a [f64];
|
||||
@@ -117,6 +120,10 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
|
||||
// Row 2: [1/2]
|
||||
// Row 3: [0, 3/4]
|
||||
// Row 4: [2/9, 1/3, 4/9]
|
||||
// The tableau is aligned by hand, so rustfmt leaves it alone.
|
||||
#[rustfmt::skip]
|
||||
// The tableau is aligned by hand, so rustfmt leaves it alone.
|
||||
#[rustfmt::skip]
|
||||
const A: &'a [f64] = &[
|
||||
1.0 / 2.0, // a[1,0]
|
||||
0.0, // a[2,0]
|
||||
@@ -127,6 +134,8 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
|
||||
];
|
||||
|
||||
// Solution weights (3rd order)
|
||||
#[rustfmt::skip]
|
||||
#[rustfmt::skip]
|
||||
const B: &'a [f64] = &[
|
||||
2.0 / 9.0, // b[0]
|
||||
1.0 / 3.0, // b[1]
|
||||
@@ -135,6 +144,8 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
|
||||
];
|
||||
|
||||
// Error estimate weights (difference between 3rd and 2nd order)
|
||||
#[rustfmt::skip]
|
||||
#[rustfmt::skip]
|
||||
const B_ERROR: &'a [f64] = &[
|
||||
2.0 / 9.0 - 7.0 / 24.0, // b[0] - b*[0]
|
||||
1.0 / 3.0 - 1.0 / 4.0, // b[1] - b*[1]
|
||||
@@ -143,6 +154,8 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
|
||||
];
|
||||
|
||||
// Stage times
|
||||
#[rustfmt::skip]
|
||||
#[rustfmt::skip]
|
||||
const C: &'a [f64] = &[
|
||||
0.0, // c[0]
|
||||
1.0 / 2.0, // c[1]
|
||||
@@ -155,14 +168,25 @@ impl<'a, const D: usize> Integrator<D> for BS3<D>
|
||||
where
|
||||
BS3<D>: BS3Integrator<'a>,
|
||||
{
|
||||
const ORDER: usize = 3;
|
||||
const STAGES: usize = 4;
|
||||
const ADAPTIVE: bool = true;
|
||||
const DENSE: bool = true;
|
||||
fn order(&self) -> usize {
|
||||
3
|
||||
}
|
||||
|
||||
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);
|
||||
@@ -177,7 +201,9 @@ where
|
||||
|
||||
// Stage 4: k4 = f(t + c[3]*h, y + h*(a[3,0]*k1 + a[3,1]*k2 + a[3,2]*k3))
|
||||
let y4 = ode.y
|
||||
+ (k[0] * T::lift(Self::A[3]) + k[1] * T::lift(Self::A[4]) + k[2] * T::lift(Self::A[5]))
|
||||
+ (k[0] * T::lift(Self::A[3])
|
||||
+ k[1] * T::lift(Self::A[4])
|
||||
+ k[2] * T::lift(Self::A[5]))
|
||||
* h;
|
||||
k[3] = (ode.f)(ode.t + h * Self::C[3], y4, &ode.params);
|
||||
|
||||
@@ -271,13 +297,12 @@ 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;
|
||||
|
||||
/// Integrator Trait
|
||||
pub trait DormandPrinceIntegrator<'a> {
|
||||
const A: &'a [f64];
|
||||
@@ -174,39 +178,54 @@ 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) {
|
||||
y_term += item * T::lift(Self::A[(i * (i - 1)) / 2 + j]);
|
||||
}
|
||||
k[i] = (ode.f)(ode.t + T::lift(Self::C[i]) * h, ode.y + y_term * h, &ode.params);
|
||||
k[i] = (ode.f)(
|
||||
ode.t + T::lift(Self::C[i]) * h,
|
||||
ode.y + y_term * h,
|
||||
&ode.params,
|
||||
);
|
||||
|
||||
// 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 +1,443 @@
|
||||
//! 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.
|
||||
#[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>;
|
||||
|
||||
@@ -28,10 +28,11 @@ impl Default for JacobianUpdateStrategy {
|
||||
|
||||
/// Compute the Jacobian matrix ∂f/∂y using forward finite differences
|
||||
///
|
||||
/// For a system y' = f(t, y), computes the D×D Jacobian matrix J where J[i,j] = ∂f_i/∂y_j
|
||||
/// For a system `y' = f(t, y)`, computes the D×D Jacobian matrix `J` where
|
||||
/// `J[i,j] = ∂f_i/∂y_j`
|
||||
///
|
||||
/// Uses forward differences: J[i,j] ≈ (f_i(y + ε*e_j) - f_i(y)) / ε
|
||||
/// where ε = √(machine_epsilon) * max(|y[j]|, 1.0)
|
||||
/// Uses forward differences: `J[i,j] ≈ (f_i(y + ε*e_j) - f_i(y)) / ε`
|
||||
/// where `ε = √(machine_epsilon) * max(|y[j]|, 1.0)`
|
||||
pub fn compute_jacobian<T: Scalar, const D: usize, P>(
|
||||
f: ProblemFunction<'_, T, D, P>,
|
||||
t: T,
|
||||
@@ -229,10 +230,21 @@ 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;
|
||||
@@ -432,12 +444,21 @@ mod tests {
|
||||
// So log(error) = 2*log(h) + const
|
||||
// Slope should be approximately 2
|
||||
for i in 0..errors.len() - 1 {
|
||||
let rate =
|
||||
(errors[i].log10() - errors[i + 1].log10()) / (step_sizes[i].log10() - step_sizes[i + 1].log10());
|
||||
println!("Convergence rate between h={} and h={}: {}", step_sizes[i], step_sizes[i+1], rate);
|
||||
let rate = (errors[i].log10() - errors[i + 1].log10())
|
||||
/ (step_sizes[i].log10() - step_sizes[i + 1].log10());
|
||||
println!(
|
||||
"Convergence rate between h={} and h={}: {}",
|
||||
step_sizes[i],
|
||||
step_sizes[i + 1],
|
||||
rate
|
||||
);
|
||||
|
||||
// Should be close to 2 for a 2nd order method
|
||||
assert!(rate > 1.8 && rate < 2.2, "Convergence rate {} is not close to 2", rate);
|
||||
assert!(
|
||||
rate > 1.8 && rate < 2.2,
|
||||
"Convergence rate {} is not close to 2",
|
||||
rate
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -493,8 +514,11 @@ mod tests {
|
||||
println!("Orders per step refinement: {:?}", orders);
|
||||
|
||||
// Julia tests: @test sim.𝒪est[:final]≈2 atol=0.2
|
||||
assert!((avg_order - 2.0).abs() < 0.2,
|
||||
"Convergence order {:.2} not within 0.2 of expected order 2", avg_order);
|
||||
assert!(
|
||||
(avg_order - 2.0).abs() < 0.2,
|
||||
"Convergence order {:.2} not within 0.2 of expected order 2",
|
||||
avg_order
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@@ -517,11 +541,16 @@ mod tests {
|
||||
let mut problem = Problem::new(ode, rb23, controller);
|
||||
let solution = problem.solve();
|
||||
|
||||
println!("Adaptive solve completed in {} steps", solution.states.len());
|
||||
println!(
|
||||
"Adaptive solve completed in {} steps",
|
||||
solution.states.len()
|
||||
);
|
||||
|
||||
assert!(solution.states.len() < 20,
|
||||
assert!(
|
||||
solution.states.len() < 20,
|
||||
"Adaptive solve should complete in less than 20 steps, got {}",
|
||||
solution.states.len());
|
||||
solution.states.len()
|
||||
);
|
||||
|
||||
// Verify final value is accurate
|
||||
let analytical = 0.5 * (1.01_f64 * 1.0).exp();
|
||||
|
||||
+46
-21
@@ -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)
|
||||
@@ -134,6 +141,8 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
|
||||
// Stage 8: [a81, 0, a83, a84, a85, a86, a87]
|
||||
// Stage 9: [a91, 0, a93, a94, a95, a96, a97, a98]
|
||||
// Stage 10: [a101, 0, a103, a104, a105, a106, a107, 0, 0]
|
||||
// The tableau is aligned by hand, so rustfmt leaves it alone.
|
||||
#[rustfmt::skip]
|
||||
const A: &'a [f64] = &[
|
||||
// Stage 2
|
||||
0.005,
|
||||
@@ -170,6 +179,7 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
|
||||
];
|
||||
|
||||
// Error estimate weights (difference between 7th and 6th order: b - b*)
|
||||
#[rustfmt::skip]
|
||||
const B_ERROR: &'a [f64] = &[
|
||||
0.002547011879931045, // b1 - b*1
|
||||
0.0, // b2 - b*2
|
||||
@@ -184,6 +194,7 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
|
||||
];
|
||||
|
||||
// Time nodes (c coefficients)
|
||||
#[rustfmt::skip]
|
||||
const C: &'a [f64] = &[
|
||||
0.0, // c1
|
||||
0.005, // c2
|
||||
@@ -203,6 +214,7 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
|
||||
|
||||
impl<'a, const D: usize> Vern7ExtraStages<'a> for Vern7<D> {
|
||||
// Time nodes for extra stages
|
||||
#[rustfmt::skip]
|
||||
const C_EXTRA: &'a [f64] = &[
|
||||
1.0, // c11
|
||||
0.29, // c12
|
||||
@@ -289,24 +301,40 @@ 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
|
||||
@@ -352,6 +380,8 @@ where
|
||||
}
|
||||
}
|
||||
|
||||
// One interpolation coefficient per line, likewise.
|
||||
#[rustfmt::skip]
|
||||
fn interpolate<T: Scalar>(
|
||||
&self,
|
||||
t_start: T,
|
||||
@@ -469,7 +499,7 @@ 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 +593,7 @@ 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;
|
||||
@@ -748,16 +778,8 @@ mod tests {
|
||||
let ratio2 = errors[1] / errors[2];
|
||||
|
||||
// Allow some tolerance (expect ratio between 64 and 256)
|
||||
assert!(
|
||||
ratio1 > 64.0 && ratio1 < 256.0,
|
||||
"First ratio: {}",
|
||||
ratio1
|
||||
);
|
||||
assert!(
|
||||
ratio2 > 64.0 && ratio2 < 256.0,
|
||||
"Second ratio: {}",
|
||||
ratio2
|
||||
);
|
||||
assert!(ratio1 > 64.0 && ratio1 < 256.0, "First ratio: {}", ratio1);
|
||||
assert!(ratio2 > 64.0 && ratio2 < 256.0, "Second ratio: {}", ratio2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
@@ -831,7 +853,10 @@ mod tests {
|
||||
|
||||
println!("Initial energy: {}", energy_initial);
|
||||
println!("Final energy: {}", energy_final);
|
||||
println!("Energy drift after {} periods: {:.2e}", num_periods, energy_drift);
|
||||
println!(
|
||||
"Energy drift after {} periods: {:.2e}",
|
||||
num_periods, energy_drift
|
||||
);
|
||||
println!("Number of steps: {}", solution.times.len());
|
||||
|
||||
// Energy should be conserved to high precision (< 1e-7 relative error over 1000 periods)
|
||||
|
||||
+56
-8
@@ -1,8 +1,7 @@
|
||||
#![allow(dead_code)]
|
||||
// The readme is the crate's front page, and including it here means every
|
||||
// example in it is compiled and run by `cargo test`. Requires `autodiff`
|
||||
// because one of those examples differentiates.
|
||||
#![cfg_attr(feature = "autodiff", doc = include_str!("../readme.md"))]
|
||||
// example in it is compiled and run by `cargo test`.
|
||||
#![doc = include_str!("../readme.md")]
|
||||
|
||||
pub mod callback;
|
||||
pub mod controller;
|
||||
@@ -16,10 +15,11 @@ 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;
|
||||
pub use super::integrator::{Integrator, StepResult, Tolerances};
|
||||
pub use super::ode::ODE;
|
||||
pub use super::problem::{Problem, Solution};
|
||||
pub use super::scalar::Scalar;
|
||||
}
|
||||
@@ -51,13 +51,13 @@ mod tests {
|
||||
let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6);
|
||||
let controller = PIController::default();
|
||||
|
||||
let value_too_high = FnCallback {
|
||||
let mut value_too_high = FnCallback {
|
||||
event: &|t: f64, _y: &Vector2<f64>, _p: &Params| 5.0 - t,
|
||||
effect: &stop,
|
||||
};
|
||||
|
||||
// Solve the problem
|
||||
let mut problem = Problem::new(ode, dp45, controller).with_callback(&value_too_high);
|
||||
let mut problem = Problem::new(ode, dp45, controller).with_callback(&mut value_too_high);
|
||||
let solution = problem.solve();
|
||||
|
||||
// Can interpolate solutions to whatever you want
|
||||
@@ -159,7 +159,7 @@ mod tests {
|
||||
}
|
||||
|
||||
/// Tests that the derivatives a dual instantiation produces are the right ones.
|
||||
#[cfg(all(test, feature = "autodiff"))]
|
||||
#[cfg(test)]
|
||||
mod autodiff_tests {
|
||||
use crate::ode::ProblemFunction;
|
||||
use crate::prelude::*;
|
||||
@@ -321,6 +321,48 @@ mod autodiff_tests {
|
||||
}
|
||||
}
|
||||
|
||||
/// Derivatives survive a callback that changes the state.
|
||||
///
|
||||
/// `y' = y` from `y0`, halved the moment it reaches 2, run to `t = 2`. It
|
||||
/// reaches 2 twice in that interval — at `ln 2` and at `2 ln 2` — and `n`
|
||||
/// halvings leave `y(2) = e^2 y0 / 2^n` whatever the times were, so the
|
||||
/// solution and its sensitivity to `y0` are both `e^2 / 4` exactly.
|
||||
///
|
||||
/// The crossing time is located in real arithmetic and carries no
|
||||
/// derivative. This problem is one where that costs nothing: the state at
|
||||
/// the crossing is fixed at 2 by the event itself, and the final state turns
|
||||
/// out not to depend on when the crossing happened. A problem where the
|
||||
/// event time does matter needs the sensitivity of the event condition,
|
||||
/// which forward mode through Brent's iterations would not give.
|
||||
#[test]
|
||||
fn test_ad_through_a_callback_jump() {
|
||||
fn derivative<T: Scalar>(_t: T, y: Vector1<T>, _p: &()) -> Vector1<T> {
|
||||
y
|
||||
}
|
||||
|
||||
let y0 = Dual64::from_re(1.0).derivative();
|
||||
let mut halve = FnCallback {
|
||||
event: &|_t: Dual64, y: &Vector1<Dual64>, _p: &()| Dual64::lift(2.0) - y[0],
|
||||
effect: &|ode: &mut ODE<'_, Dual64, 1, ()>| ode.y /= Dual64::lift(2.0),
|
||||
};
|
||||
|
||||
let ode = ODE::new(
|
||||
&derivative,
|
||||
Dual64::lift(0.0),
|
||||
Dual64::lift(2.0),
|
||||
Vector1::new(y0),
|
||||
(),
|
||||
);
|
||||
let vern7 = Vern7::new().a_tol(1e-12).r_tol(1e-12);
|
||||
let mut problem =
|
||||
Problem::new(ode, vern7, PIController::default()).with_callback(&mut halve);
|
||||
let solution = problem.solve();
|
||||
let y = solution.states.last().unwrap()[0];
|
||||
|
||||
assert_relative_eq!(y.re, 2.0f64.exp() / 4.0, max_relative = 1e-10);
|
||||
assert_relative_eq!(y.eps, 2.0f64.exp() / 4.0, max_relative = 1e-10);
|
||||
}
|
||||
|
||||
/// The same, through Vern7 rather than Dormand-Prince, which exercises a
|
||||
/// path Dormand-Prince does not have: Vern7 keeps six of its sixteen stages
|
||||
/// back and computes them only when something interpolates inside a step.
|
||||
@@ -333,7 +375,13 @@ mod autodiff_tests {
|
||||
}
|
||||
|
||||
let y0 = Dual64::from_re(1.0).derivative();
|
||||
let ode = ODE::new(&derivative, Dual64::lift(0.0), Dual64::lift(2.0), Vector1::new(y0), ());
|
||||
let ode = ODE::new(
|
||||
&derivative,
|
||||
Dual64::lift(0.0),
|
||||
Dual64::lift(2.0),
|
||||
Vector1::new(y0),
|
||||
(),
|
||||
);
|
||||
let vern7 = Vern7::new().a_tol(1e-12).r_tol(1e-12);
|
||||
let mut problem = Problem::new(ode, vern7, PIController::default());
|
||||
let solution = problem.solve();
|
||||
|
||||
+12
@@ -23,6 +23,9 @@ pub struct ODE<'a, T: Scalar, const D: usize, P> {
|
||||
pub t0: T,
|
||||
pub t_end: T,
|
||||
pub h: T,
|
||||
|
||||
/// Set when the solution has been ended short of `t_end`, by a callback
|
||||
/// effect calling [`terminate`](ODE::terminate).
|
||||
pub finished: bool,
|
||||
}
|
||||
|
||||
@@ -45,6 +48,15 @@ impl<'a, T: Scalar, const D: usize, P> ODE<'a, T, D, P> {
|
||||
finished: false,
|
||||
}
|
||||
}
|
||||
|
||||
/// Ends the solution here, without disturbing `t_end`.
|
||||
///
|
||||
/// Meant for a callback effect: `Problem::solve` records the state at the
|
||||
/// crossing and then stops. [`stop`](crate::callback::stop) is this as a
|
||||
/// ready-made effect.
|
||||
pub fn terminate(&mut self) {
|
||||
self.finished = true;
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
|
||||
+908
-33
File diff suppressed because it is too large.
Load diff
+19
-72
@@ -7,84 +7,33 @@
|
||||
//! differencing and no extra right-hand-side evaluations beyond the ones the
|
||||
//! dual arithmetic performs anyway.
|
||||
//!
|
||||
//! [`Scalar`] is implemented for `f64` always, and for the dual numbers of the
|
||||
//! [`num_dual`] crate under the `autodiff` feature (on by default).
|
||||
//! [`Scalar`] extends the vocabulary [`num_dual`] already defines rather than
|
||||
//! restating it: [`DualNum`] carries the arithmetic, the transcendentals and
|
||||
//! `From<f64>`, and [`DualStruct`] carries [`re`](DualStruct::re). Both are
|
||||
//! implemented for `f64` as well as for every dual type, so one blanket impl
|
||||
//! covers all of them, and a crate depending on this one alongside another
|
||||
//! built on `num-dual` can satisfy both with a single bound.
|
||||
|
||||
use nalgebra::RealField;
|
||||
use num_dual::{DualNum, DualStruct};
|
||||
use num_traits::NumOps;
|
||||
|
||||
/// A scalar that an ODE's state, time and step size may take.
|
||||
pub trait Scalar: RealField + Copy + NumOps<f64, Self> {
|
||||
/// This value with all derivative information discarded.
|
||||
fn re(&self) -> f64;
|
||||
|
||||
///
|
||||
/// `re`, which discards derivative information, is inherited from
|
||||
/// [`DualStruct`]; this trait adds only [`lift`](Scalar::lift).
|
||||
pub trait Scalar:
|
||||
RealField + Copy + NumOps<f64, Self> + DualNum<Primitive = f64> + DualStruct<Real = f64>
|
||||
{
|
||||
/// A real constant as a value of this type, with zero derivative.
|
||||
fn lift(x: f64) -> Self;
|
||||
}
|
||||
|
||||
impl Scalar for f64 {
|
||||
#[inline(always)]
|
||||
fn re(&self) -> f64 {
|
||||
*self
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn lift(x: f64) -> Self {
|
||||
x
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(feature = "autodiff")]
|
||||
mod dual {
|
||||
use super::Scalar;
|
||||
use nalgebra::{Const, RealField};
|
||||
use num_dual::{DualNum, DualStruct};
|
||||
|
||||
/// Implements `Scalar` for one of `num-dual`'s dual number types.
|
||||
macro_rules! impl_scalar {
|
||||
($ty:ident) => {
|
||||
impl<T> Scalar for num_dual::$ty<T>
|
||||
where
|
||||
Self: RealField + Copy + DualNum<Primitive = f64> + DualStruct<Real = f64>,
|
||||
{
|
||||
#[inline(always)]
|
||||
fn re(&self) -> f64 {
|
||||
DualStruct::re(self)
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn lift(x: f64) -> Self {
|
||||
Self::from(x)
|
||||
}
|
||||
}
|
||||
};
|
||||
($ty:ident, $($n:ident),+) => {
|
||||
impl<T: nalgebra::Scalar, $(const $n: usize),+> Scalar
|
||||
for num_dual::$ty<T, $(Const<$n>),+>
|
||||
where
|
||||
Self: RealField + Copy + DualNum<Primitive = f64> + DualStruct<Real = f64>,
|
||||
|
||||
impl<T> Scalar for T where
|
||||
T: RealField + Copy + NumOps<f64, T> + DualNum<Primitive = f64> + DualStruct<Real = f64>
|
||||
{
|
||||
#[inline(always)]
|
||||
fn re(&self) -> f64 {
|
||||
DualStruct::re(self)
|
||||
}
|
||||
|
||||
#[inline(always)]
|
||||
fn lift(x: f64) -> Self {
|
||||
Self::from(x)
|
||||
}
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
impl_scalar!(Dual);
|
||||
impl_scalar!(Dual2);
|
||||
impl_scalar!(Dual3);
|
||||
impl_scalar!(HyperDual);
|
||||
impl_scalar!(HyperHyperDual);
|
||||
impl_scalar!(DualVec, N);
|
||||
impl_scalar!(Dual2Vec, N);
|
||||
impl_scalar!(HyperDualVec, M, N);
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
@@ -94,13 +43,12 @@ mod tests {
|
||||
#[test]
|
||||
fn test_f64_is_a_scalar() {
|
||||
assert_eq!(f64::lift(3.5), 3.5);
|
||||
assert_eq!(Scalar::re(&3.5), 3.5);
|
||||
assert_eq!(3.5f64.re(), 3.5);
|
||||
}
|
||||
|
||||
#[cfg(feature = "autodiff")]
|
||||
#[test]
|
||||
fn test_dual_projects_to_its_real_part() {
|
||||
use num_dual::{Dual64, DualNum};
|
||||
use num_dual::Dual64;
|
||||
|
||||
// A lifted constant has no derivative; a seeded variable does, and both
|
||||
// project back to the same real value.
|
||||
@@ -109,11 +57,10 @@ mod tests {
|
||||
assert_eq!(c.eps, 0.0);
|
||||
|
||||
let x = Dual64::from_re(3.5).derivative();
|
||||
assert_eq!(Scalar::re(&x), 3.5);
|
||||
assert_eq!(x.re(), 3.5);
|
||||
assert_eq!(x.eps, 1.0);
|
||||
|
||||
// d/dx x^3 = 3x^2 = 36.75 at x = 3.5
|
||||
assert_eq!(x.powi(3).eps, 3.0 * 3.5 * 3.5);
|
||||
}
|
||||
|
||||
}
|
||||
Reference in new issue
Block a user