Add StiffInitDt: component-wise initial step size algorithm for all implicit solvers

lib/OrdinaryDiffEqBDF/test/runtests.jl

@@ -13,6 +13,7 @@ if TEST_GROUP != "QA"
     @time @safetestset "BDF Inference Tests" include("inference_tests.jl")
     @time @safetestset "BDF Convergence Tests" include("bdf_convergence_tests.jl")
     @time @safetestset "BDF Regression Tests" include("bdf_regression_tests.jl")
+    @time @safetestset "CVHin InitDt Tests" include("stiff_initdt_tests.jl")
 end
 
 # Run QA tests (AllocCheck, JET, Aqua) - skip on pre-release Julia

lib/OrdinaryDiffEqBDF/test/stiff_initdt_tests.jl

@@ -0,0 +1,125 @@
+using Test
+using OrdinaryDiffEqBDF
+using OrdinaryDiffEqSDIRK
+
+@testset "CVHin Initial Step Size Algorithm" begin
+
+    @testset "Simple exponential decay (in-place)" begin
+        function f_exp!(du, u, p, t)
+            du[1] = -u[1]
+        end
+        prob = ODEProblem(f_exp!, [1.0], (0.0, 10.0))
+        sol = solve(prob, FBDF())
+        @test sol.retcode == ReturnCode.Success
+        @test isapprox(sol.u[end][1], exp(-10.0), rtol = 1.0e-2)
+    end
+
+    @testset "Simple exponential decay (out-of-place)" begin
+        f_exp(u, p, t) = [-u[1]]
+        prob = ODEProblem(f_exp, [1.0], (0.0, 10.0))
+        sol = solve(prob, FBDF())
+        @test sol.retcode == ReturnCode.Success
+        @test isapprox(sol.u[end][1], exp(-10.0), rtol = 1.0e-2)
+    end
+
+    @testset "Multi-scale with zero states and tiny abstol (in-place)" begin
+        # This is the pathological case from issue #1496:
+        # Some species start at 0 with tiny abstol, causing the Hairer algorithm
+        # to produce catastrophically small initial dt.
+        function f_ms!(du, u, p, t)
+            du[1] = -100.0 * u[1] + 1.0
+            du[2] = 0.1 * u[1]
+            du[3] = 1.84  # mimics TH2S
+        end
+        u0 = [1.0, 0.0, 0.0]
+        prob = ODEProblem(f_ms!, u0, (0.0, 100.0))
+
+        # With FBDF - should succeed efficiently
+        sol_fbdf = solve(prob, FBDF(), abstol = 1.0e-15, reltol = 1.0e-8)
+        @test sol_fbdf.retcode == ReturnCode.Success
+        @test sol_fbdf.t[end] == 100.0
+
+        # The CVHin algorithm should produce an initial dt much larger than the
+        # catastrophically small ~5e-25 that the old Hairer algorithm would give.
+        # With abstol=1e-15 and u0=0, it computes ~3.5e-15
+        # (10 orders of magnitude larger).
+        dt_fbdf = sol_fbdf.t[2] - sol_fbdf.t[1]
+        @test dt_fbdf > 1.0e-20  # Much larger than the ~5e-25 Hairer would give
+    end
+
+    @testset "Multi-scale with zero states and tiny abstol (out-of-place)" begin
+        function f_ms(u, p, t)
+            return [-100.0 * u[1] + 1.0, 0.1 * u[1], 1.84]
+        end
+        u0 = [1.0, 0.0, 0.0]
+        prob = ODEProblem(f_ms, u0, (0.0, 100.0))
+
+        sol = solve(prob, FBDF(), abstol = 1.0e-15, reltol = 1.0e-8)
+        @test sol.retcode == ReturnCode.Success
+        @test sol.t[end] == 100.0
+    end
+
+    @testset "Stiff Robertson problem" begin
+        # Classic stiff test problem
+        function robertson!(du, u, p, t)
+            du[1] = -0.04 * u[1] + 1.0e4 * u[2] * u[3]
+            du[2] = 0.04 * u[1] - 1.0e4 * u[2] * u[3] - 3.0e7 * u[2]^2
+            du[3] = 3.0e7 * u[2]^2
+        end
+        u0 = [1.0, 0.0, 0.0]
+        prob = ODEProblem(robertson!, u0, (0.0, 1.0e5))
+
+        sol = solve(prob, FBDF(), abstol = 1.0e-8, reltol = 1.0e-8)
+        @test sol.retcode == ReturnCode.Success
+        @test sol.t[end] == 1.0e5
+
+        # Conservation law: u1 + u2 + u3 = 1
+        @test isapprox(sum(sol.u[end]), 1.0, atol = 1.0e-6)
+    end
+
+    @testset "Backward integration" begin
+        function f_back!(du, u, p, t)
+            du[1] = -u[1]
+        end
+        prob = ODEProblem(f_back!, [exp(-10.0)], (10.0, 0.0))
+        sol = solve(prob, FBDF())
+        @test sol.retcode == ReturnCode.Success
+        @test isapprox(sol.u[end][1], 1.0, rtol = 2.0e-2)
+    end
+
+    @testset "User-specified dt still works" begin
+        function f_dt!(du, u, p, t)
+            du[1] = -u[1]
+        end
+        prob = ODEProblem(f_dt!, [1.0], (0.0, 1.0))
+        # When user specifies dt, initdt should not be called
+        sol = solve(prob, FBDF(), dt = 0.01)
+        @test sol.retcode == ReturnCode.Success
+    end
+
+    @testset "QNDF with multi-scale problem" begin
+        function f_qndf!(du, u, p, t)
+            du[1] = -100.0 * u[1] + 1.0
+            du[2] = 0.0  # starts at 0, stays at 0
+        end
+        u0 = [1.0, 0.0]
+        prob = ODEProblem(f_qndf!, u0, (0.0, 1.0))
+
+        sol = solve(prob, QNDF(), abstol = 1.0e-12, reltol = 1.0e-8)
+        @test sol.retcode == ReturnCode.Success
+        @test sol.t[end] == 1.0
+    end
+
+    @testset "ImplicitEuler initial step size" begin
+        function f_ie!(du, u, p, t)
+            du[1] = -100.0 * u[1] + 1.0
+            du[2] = 0.0
+        end
+        u0 = [1.0, 0.0]
+        prob = ODEProblem(f_ie!, u0, (0.0, 1.0))
+
+        sol = solve(prob, ImplicitEuler(), abstol = 1.0e-12, reltol = 1.0e-8)
+        @test sol.retcode == ReturnCode.Success
+        @test sol.t[end] == 1.0
+    end
+end