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algorithms.jl
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262 lines (222 loc) · 9.81 KB
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abstract type OrdinaryDiffEqAlgorithm <: SciMLBase.AbstractODEAlgorithm end
abstract type OrdinaryDiffEqAdaptiveAlgorithm <: OrdinaryDiffEqAlgorithm end
abstract type OrdinaryDiffEqCompositeAlgorithm <: OrdinaryDiffEqAlgorithm end
# SDE/RODE algorithm type hierarchy (used by StochasticDiffEq)
abstract type StochasticDiffEqAlgorithm <: SciMLBase.AbstractSDEAlgorithm end
abstract type StochasticDiffEqAdaptiveAlgorithm <: StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqCompositeAlgorithm <: StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqRODEAlgorithm <: SciMLBase.AbstractRODEAlgorithm end
abstract type StochasticDiffEqRODEAdaptiveAlgorithm <: StochasticDiffEqRODEAlgorithm end
abstract type StochasticDiffEqRODECompositeAlgorithm <: StochasticDiffEqRODEAlgorithm end
# SDE Newton/Jump algorithm subtypes (used by StochasticDiffEq implicit solvers)
abstract type StochasticDiffEqNewtonAdaptiveAlgorithm{CS, AD, FDT, ST, CJ, Controller} <:
StochasticDiffEqAdaptiveAlgorithm end
abstract type StochasticDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ, Controller} <:
StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqJumpAlgorithm <: StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqJumpAdaptiveAlgorithm <: StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqJumpNewtonAdaptiveAlgorithm{
CS, AD, FDT, ST, CJ, Controller,
} <: StochasticDiffEqJumpAdaptiveAlgorithm end
abstract type StochasticDiffEqJumpDiffusionAlgorithm <: StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqJumpDiffusionAdaptiveAlgorithm <: StochasticDiffEqAlgorithm end
abstract type StochasticDiffEqJumpNewtonDiffusionAdaptiveAlgorithm{
CS, AD, FDT, ST, CJ, Controller,
} <: StochasticDiffEqJumpDiffusionAdaptiveAlgorithm end
# SDE/RODE cache type hierarchy (used by StochasticDiffEq)
abstract type StochasticDiffEqCache <: SciMLBase.DECache end
abstract type StochasticDiffEqConstantCache <: StochasticDiffEqCache end
abstract type StochasticDiffEqMutableCache <: StochasticDiffEqCache end
abstract type OrdinaryDiffEqAdaptiveImplicitAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAdaptiveAlgorithm end
abstract type OrdinaryDiffEqNewtonAdaptiveAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAdaptiveImplicitAlgorithm{CS, AD, FDT, ST, CJ} end
abstract type OrdinaryDiffEqRosenbrockAdaptiveAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAdaptiveImplicitAlgorithm{CS, AD, FDT, ST, CJ} end
abstract type OrdinaryDiffEqImplicitAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAlgorithm end
abstract type OrdinaryDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqImplicitAlgorithm{CS, AD, FDT, ST, CJ} end
abstract type OrdinaryDiffEqNewtonESDIRKAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ} end
abstract type OrdinaryDiffEqRosenbrockAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqImplicitAlgorithm{CS, AD, FDT, ST, CJ} end
const NewtonAlgorithm = Union{
OrdinaryDiffEqNewtonAlgorithm,
OrdinaryDiffEqNewtonAdaptiveAlgorithm,
}
const RosenbrockAlgorithm = Union{
OrdinaryDiffEqRosenbrockAlgorithm,
OrdinaryDiffEqRosenbrockAdaptiveAlgorithm,
}
abstract type OrdinaryDiffEqExponentialAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAlgorithm end
abstract type OrdinaryDiffEqAdaptiveExponentialAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAdaptiveAlgorithm end
abstract type OrdinaryDiffEqLinearExponentialAlgorithm <:
OrdinaryDiffEqExponentialAlgorithm{
0,
false,
Val{:forward},
Val{true},
nothing,
} end
const ExponentialAlgorithm = Union{
OrdinaryDiffEqExponentialAlgorithm,
OrdinaryDiffEqAdaptiveExponentialAlgorithm,
}
abstract type OrdinaryDiffEqAdamsVarOrderVarStepAlgorithm <: OrdinaryDiffEqAdaptiveAlgorithm end
# DAE Specific Algorithms
abstract type DAEAlgorithm{CS, AD, FDT, ST, CJ} <: SciMLBase.AbstractDAEAlgorithm end
# Partitioned ODE Specific Algorithms
abstract type OrdinaryDiffEqPartitionedAlgorithm <: OrdinaryDiffEqAlgorithm end
abstract type OrdinaryDiffEqAdaptivePartitionedAlgorithm <: OrdinaryDiffEqAdaptiveAlgorithm end
const PartitionedAlgorithm = Union{
OrdinaryDiffEqPartitionedAlgorithm,
OrdinaryDiffEqAdaptivePartitionedAlgorithm,
}
# Second order ODE Specific Algorithms
abstract type OrdinaryDiffEqImplicitSecondOrderAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqImplicitAlgorithm{CS, AD, FDT, ST, CJ} end
abstract type OrdinaryDiffEqAdaptiveImplicitSecondOrderAlgorithm{CS, AD, FDT, ST, CJ} <:
OrdinaryDiffEqAdaptiveImplicitAlgorithm{CS, AD, FDT, ST, CJ} end
const ImplicitSecondOrderAlgorithm = Union{
OrdinaryDiffEqImplicitSecondOrderAlgorithm,
OrdinaryDiffEqAdaptiveImplicitSecondOrderAlgorithm,
}
function SciMLBase.remake(thing::OrdinaryDiffEqAlgorithm; kwargs...)
T = SciMLBase.remaker_of(thing)
return T(; SciMLBase.struct_as_namedtuple(thing)..., kwargs...)
end
@inline function SciMLBase.remake(
thing::Union{
OrdinaryDiffEqAdaptiveImplicitAlgorithm{
CS, AD, FDT,
ST, CJ,
},
OrdinaryDiffEqImplicitAlgorithm{
CS, AD, FDT, ST, CJ,
},
DAEAlgorithm{CS, AD, FDT, ST, CJ},
};
kwargs...
) where {CS, AD, FDT, ST, CJ}
if haskey(kwargs, :autodiff) && kwargs[:autodiff] isa AutoForwardDiff
chunk_size = _get_fwd_chunksize(kwargs[:autodiff])
else
chunk_size = Val{CS}()
end
T = SciMLBase.remaker_of(thing)
return T(;
SciMLBase.struct_as_namedtuple(thing)...,
chunk_size = chunk_size, autodiff = thing.autodiff, standardtag = Val{ST}(),
concrete_jac = CJ === nothing ? CJ : Val{CJ}(),
kwargs...
)
end
###############################################################################
################################################################################
@inline trivial_limiter!(u, integrator, p, t) = nothing
################################################################################
################################################################################
################################################################################
######################################
#########################################
#########################################
"""
CompositeAlgorithm(algs, choice_function)
A composite algorithm that chooses between multiple ODE solvers based on a user-defined choice function.
This allows for adaptive algorithm switching based on problem characteristics or performance metrics.
# Arguments
- `algs`: Tuple or array of ODE algorithms to choose from
- `choice_function`: Function that determines which algorithm to use at each step
The choice function receives the integrator and should return an index indicating which algorithm to use.
This enables sophisticated algorithm switching strategies based on solution behavior, step size, or other criteria.
"""
struct CompositeAlgorithm{CS, T, F} <: OrdinaryDiffEqCompositeAlgorithm
algs::T
choice_function::F
function CompositeAlgorithm(algs::T, choice_function::F) where {T, F}
CS = mapreduce(alg -> 0, max, algs)
return new{CS, T, F}(algs, choice_function)
end
end
@truncate_stacktrace CompositeAlgorithm 1
if isdefined(Base, :Experimental) && isdefined(Base.Experimental, :silence!)
Base.Experimental.silence!(CompositeAlgorithm)
end
mutable struct AutoSwitchCache{nAlg, sAlg, tolType, T}
count::Int
successive_switches::Int
nonstiffalg::nAlg
stiffalg::sAlg
is_stiffalg::Bool
maxstiffstep::Int
maxnonstiffstep::Int
nonstifftol::tolType
stifftol::tolType
dtfac::T
stiffalgfirst::Bool
switch_max::Int
current::Int
function AutoSwitchCache(
count::Int,
successive_switches::Int,
nonstiffalg::nAlg,
stiffalg::sAlg,
is_stiffalg::Bool,
maxstiffstep::Int,
maxnonstiffstep::Int,
nonstifftol::tolType,
stifftol::tolType,
dtfac::T,
stiffalgfirst::Bool,
switch_max::Int,
current::Int = 0
) where {nAlg, sAlg, tolType, T}
return new{nAlg, sAlg, tolType, T}(
count,
successive_switches,
nonstiffalg,
stiffalg,
is_stiffalg,
maxstiffstep,
maxnonstiffstep,
nonstifftol,
stifftol,
dtfac,
stiffalgfirst,
switch_max,
current
)
end
end
"""
AutoSwitch(nonstiffalg, stiffalg; kwargs...)
An automatic algorithm switching method that dynamically chooses between a nonstiff and stiff solver
based on the problem's stiffness detection. This provides robust performance across a wide range of problems
without requiring the user to know the problem's stiffness characteristics a priori.
# Arguments
- `nonstiffalg`: Algorithm to use for nonstiff regions (default: Tsit5())
- `stiffalg`: Algorithm to use for stiff regions (default: Rodas5P())
# Keywords
- `maxstiffstep`: Maximum number of consecutive steps before switching from nonstiff to stiff (default: 10)
- `maxnonstiffstep`: Maximum number of consecutive steps before switching from stiff to nonstiff (default: 3)
- `nonstifftol`: Tolerance for detecting nonstiff behavior (default: 3//4)
- `stifftol`: Tolerance for detecting stiff behavior (default: 9//10)
- `dtfac`: Factor for step size adjustment during switches (default: 2.0)
- `stiffalgfirst`: Whether to start with the stiff algorithm (default: false)
- `switch_max`: Maximum number of algorithm switches allowed (default: 10)
The switching decision is based on step size rejections and stability estimates.
"""
struct AutoSwitch{nAlg, sAlg, tolType, T}
nonstiffalg::nAlg
stiffalg::sAlg
maxstiffstep::Int
maxnonstiffstep::Int
nonstifftol::tolType
stifftol::tolType
dtfac::T
stiffalgfirst::Bool
switch_max::Int
end