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Harsh SinghHarsh Singh
Harsh Singh
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Harsh Singh
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Add IMEX Runge-Kutta solvers (ARS, SSP, BHR) with ESDIRK implicit structure and proper cache handling
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Lines changed: 1452 additions & 1 deletion

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‎lib/OrdinaryDiffEqSDIRK/src/OrdinaryDiffEqSDIRK.jl‎

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -44,7 +44,8 @@ export ImplicitEuler, ImplicitMidpoint, Trapezoid, TRBDF2, SDIRK2, SDIRK22,
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SFSDIRK5, CFNLIRK3, SFSDIRK6, SFSDIRK7, SFSDIRK8, Kvaerno5, KenCarp4, KenCarp5,
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SFSDIRK4, SFSDIRK5, CFNLIRK3, SFSDIRK6,
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SFSDIRK7, SFSDIRK8, ESDIRK436L2SA2, ESDIRK437L2SA, ESDIRK547L2SA2, ESDIRK659L2SA,
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IMEXSSP222, IMEXSSP2322, IMEXSSP3332, IMEXSSP3433
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IMEXSSP222, IMEXSSP2322, IMEXSSP3332, IMEXSSP3433,
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ARS222, ARS232, ARS443, BHR553
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import PrecompileTools
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import Preferences

‎lib/OrdinaryDiffEqSDIRK/src/alg_utils.jl‎

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Original file line numberDiff line numberDiff line change
@@ -51,6 +51,11 @@ ssp_coefficient(alg::SSPSDIRK2) = 4
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isesdirk(alg::TRBDF2) = true
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isesdirk(alg::ARS222) = true
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isesdirk(alg::ARS232) = true
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isesdirk(alg::ARS443) = true
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isesdirk(alg::BHR553) = true
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issplit(alg::KenCarp3) = true
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issplit(alg::KenCarp4) = true
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issplit(alg::KenCarp47) = true
@@ -62,7 +67,17 @@ issplit(alg::IMEXSSP2322) = true
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issplit(alg::IMEXSSP3332) = true
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issplit(alg::IMEXSSP3433) = true
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issplit(alg::ARS222) = true
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issplit(alg::ARS232) = true
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issplit(alg::ARS443) = true
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issplit(alg::BHR553) = true
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alg_order(alg::IMEXSSP222) = 2
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alg_order(alg::IMEXSSP2322) = 2
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alg_order(alg::IMEXSSP3332) = 2
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alg_order(alg::IMEXSSP3433) = 3
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alg_order(alg::ARS222) = 2
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alg_order(alg::ARS232) = 2
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alg_order(alg::ARS443) = 3
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alg_order(alg::BHR553) = 3

‎lib/OrdinaryDiffEqSDIRK/src/algorithms.jl‎

Lines changed: 166 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1773,3 +1773,169 @@ function IMEXSSP3433(;
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_unwrap_val(concrete_jac), typeof(step_limiter!),
17741774
}(linsolve, nlsolve, precs, extrapolant, step_limiter!, AD_choice)
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end
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const _ARS_BHR_REFERENCE = "@article{ascher1997implicit,
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title={Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations},
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author={Ascher, Uri M and Ruuth, Steven J and Spiteri, Raymond J},
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journal={Applied Numerical Mathematics},
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volume={25},
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number={2-3},
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pages={151--167},
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year={1997},
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publisher={Elsevier}}"
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@doc SDIRK_docstring(
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"3-stage 2nd-order IMEX ESDIRK method (ARS(2,2,2)) for split ODEs. From Ascher, Ruuth & Spiteri (1997), Table II.",
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"ARS222";
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references = _ARS_BHR_REFERENCE,
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extra_keyword_description = """
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- `extrapolant`: TBD
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- `step_limiter!`: function of the form `limiter!(u, integrator, p, t)`
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""",
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extra_keyword_default = """
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extrapolant = :linear,
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step_limiter! = trivial_limiter!,
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"""
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)
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struct ARS222{CS, AD, F, F2, P, FDT, ST, CJ, StepLimiter} <:
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OrdinaryDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ}
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linsolve::F
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nlsolve::F2
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precs::P
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extrapolant::Symbol
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step_limiter!::StepLimiter
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autodiff::AD
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end
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function ARS222(;
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chunk_size = Val{0}(), autodiff = AutoForwardDiff(),
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standardtag = Val{true}(), concrete_jac = nothing,
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diff_type = Val{:forward}(),
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linsolve = nothing, precs = DEFAULT_PRECS, nlsolve = NLNewton(),
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extrapolant = :linear, step_limiter! = trivial_limiter!
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)
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AD_choice, chunk_size, diff_type = _process_AD_choice(autodiff, chunk_size, diff_type)
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return ARS222{
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_unwrap_val(chunk_size), typeof(AD_choice), typeof(linsolve),
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typeof(nlsolve), typeof(precs), diff_type, _unwrap_val(standardtag),
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_unwrap_val(concrete_jac), typeof(step_limiter!),
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}(linsolve, nlsolve, precs, extrapolant, step_limiter!, AD_choice)
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end
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@doc SDIRK_docstring(
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"3-stage 2nd-order IMEX ESDIRK method (ARS(2,3,2)) for split ODEs. From Ascher, Ruuth & Spiteri (1997).",
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"ARS232";
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references = _ARS_BHR_REFERENCE,
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extra_keyword_description = """
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- `extrapolant`: TBD
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- `step_limiter!`: function of the form `limiter!(u, integrator, p, t)`
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""",
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extra_keyword_default = """
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extrapolant = :linear,
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step_limiter! = trivial_limiter!,
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"""
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)
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struct ARS232{CS, AD, F, F2, P, FDT, ST, CJ, StepLimiter} <:
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OrdinaryDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ}
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linsolve::F
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nlsolve::F2
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precs::P
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extrapolant::Symbol
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step_limiter!::StepLimiter
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autodiff::AD
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end
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function ARS232(;
1847+
chunk_size = Val{0}(), autodiff = AutoForwardDiff(),
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standardtag = Val{true}(), concrete_jac = nothing,
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diff_type = Val{:forward}(),
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linsolve = nothing, precs = DEFAULT_PRECS, nlsolve = NLNewton(),
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extrapolant = :linear, step_limiter! = trivial_limiter!
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)
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AD_choice, chunk_size, diff_type = _process_AD_choice(autodiff, chunk_size, diff_type)
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return ARS232{
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_unwrap_val(chunk_size), typeof(AD_choice), typeof(linsolve),
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typeof(nlsolve), typeof(precs), diff_type, _unwrap_val(standardtag),
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_unwrap_val(concrete_jac), typeof(step_limiter!),
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}(linsolve, nlsolve, precs, extrapolant, step_limiter!, AD_choice)
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end
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@doc SDIRK_docstring(
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"5-stage 3rd-order IMEX ESDIRK method (ARS(4,4,3)) for split ODEs. From Ascher, Ruuth & Spiteri (1997), Table IV.",
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"ARS443";
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references = _ARS_BHR_REFERENCE,
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extra_keyword_description = """
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- `extrapolant`: TBD
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- `step_limiter!`: function of the form `limiter!(u, integrator, p, t)`
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""",
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extra_keyword_default = """
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extrapolant = :linear,
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step_limiter! = trivial_limiter!,
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"""
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)
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struct ARS443{CS, AD, F, F2, P, FDT, ST, CJ, StepLimiter} <:
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OrdinaryDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ}
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linsolve::F
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nlsolve::F2
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precs::P
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extrapolant::Symbol
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step_limiter!::StepLimiter
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autodiff::AD
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end
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function ARS443(;
1884+
chunk_size = Val{0}(), autodiff = AutoForwardDiff(),
1885+
standardtag = Val{true}(), concrete_jac = nothing,
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diff_type = Val{:forward}(),
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linsolve = nothing, precs = DEFAULT_PRECS, nlsolve = NLNewton(),
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extrapolant = :linear, step_limiter! = trivial_limiter!
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)
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AD_choice, chunk_size, diff_type = _process_AD_choice(autodiff, chunk_size, diff_type)
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return ARS443{
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_unwrap_val(chunk_size), typeof(AD_choice), typeof(linsolve),
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typeof(nlsolve), typeof(precs), diff_type, _unwrap_val(standardtag),
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_unwrap_val(concrete_jac), typeof(step_limiter!),
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}(linsolve, nlsolve, precs, extrapolant, step_limiter!, AD_choice)
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end
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@doc SDIRK_docstring(
1899+
"5-stage 3rd-order IMEX ESDIRK method (BHR(5,5,3)*) for split ODEs. From Boscarino & Russo (2009).",
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"BHR553";
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references = "@article{boscarino2009error,
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title={Error analysis of IMEX Runge-Kutta methods derived from differential-algebraic systems},
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author={Boscarino, Sebastiano and Russo, Giovanni},
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journal={SIAM Journal on Numerical Analysis},
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volume={49},
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number={4},
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pages={1600--1624},
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year={2009},
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publisher={SIAM}}",
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extra_keyword_description = """
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- `extrapolant`: TBD
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- `step_limiter!`: function of the form `limiter!(u, integrator, p, t)`
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""",
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extra_keyword_default = """
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extrapolant = :linear,
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step_limiter! = trivial_limiter!,
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"""
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)
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struct BHR553{CS, AD, F, F2, P, FDT, ST, CJ, StepLimiter} <:
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OrdinaryDiffEqNewtonAlgorithm{CS, AD, FDT, ST, CJ}
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linsolve::F
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nlsolve::F2
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precs::P
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extrapolant::Symbol
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step_limiter!::StepLimiter
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autodiff::AD
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end
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function BHR553(;
1929+
chunk_size = Val{0}(), autodiff = AutoForwardDiff(),
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standardtag = Val{true}(), concrete_jac = nothing,
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diff_type = Val{:forward}(),
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linsolve = nothing, precs = DEFAULT_PRECS, nlsolve = NLNewton(),
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extrapolant = :linear, step_limiter! = trivial_limiter!
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)
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AD_choice, chunk_size, diff_type = _process_AD_choice(autodiff, chunk_size, diff_type)
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return BHR553{
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_unwrap_val(chunk_size), typeof(AD_choice), typeof(linsolve),
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typeof(nlsolve), typeof(precs), diff_type, _unwrap_val(standardtag),
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_unwrap_val(concrete_jac), typeof(step_limiter!),
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}(linsolve, nlsolve, precs, extrapolant, step_limiter!, AD_choice)
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end

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