@danielsimonjr/mathts-functions 0.50.0 → 0.51.0

package/dist/index.js

@@ -12199,6 +12199,446 @@ function rodasSolve(f, tspan, y0raw, options = {}) {
   }
   return { t: tOut, y: yOut };
 }
+var _EPS = Number.EPSILON;
+function _rms(v) {
+  let s = 0;
+  for (let i = 0; i < v.length; i++) s += v[i] * v[i];
+  return Math.sqrt(s / v.length);
+}
+function _selectInitialStep(f, t0, y0, tf, maxStep, f0, dir, order, rtol, atol) {
+  const interval2 = Math.abs(tf - t0);
+  if (interval2 === 0) return 0;
+  const scale4 = y0.map((yi) => atol + Math.abs(yi) * rtol);
+  const d0 = _rms(y0.map((yi, i) => yi / scale4[i]));
+  const d1 = _rms(f0.map((fi, i) => fi / scale4[i]));
+  let h0 = d0 < 1e-5 || d1 < 1e-5 ? 1e-6 : 0.01 * (d0 / d1);
+  h0 = Math.min(h0, interval2);
+  const y1 = y0.map((yi, i) => yi + h0 * dir * f0[i]);
+  const f1 = _fArr(f, t0 + h0 * dir, y1);
+  const d2 = _rms(f1.map((v, i) => (v - f0[i]) / scale4[i])) / h0;
+  const h1 = d1 <= 1e-15 && d2 <= 1e-15 ? Math.max(1e-6, h0 * 1e-3) : Math.pow(0.01 / Math.max(d1, d2), 1 / (order + 1));
+  return Math.min(100 * h0, h1, interval2, maxStep);
+}
+function _newtonTol(rtol) {
+  return Math.max(10 * _EPS / rtol, Math.min(0.03, Math.sqrt(rtol)));
+}
+function _minStep(t) {
+  return 10 * _EPS * Math.max(1, Math.abs(t));
+}
+function _matMul(A, B) {
+  const m = A.length;
+  const p = B[0].length;
+  const q = B.length;
+  const out = Array.from({ length: m }, () => new Array(p).fill(0));
+  for (let i = 0; i < m; i++) {
+    for (let k = 0; k < q; k++) {
+      const aik = A[i][k];
+      if (aik === 0) continue;
+      for (let j = 0; j < p; j++) out[i][j] += aik * B[k][j];
+    }
+  }
+  return out;
+}
+var BDF_MAX_ORDER = 5;
+var BDF_NEWTON_MAXITER = 4;
+var BDF_MIN_FACTOR = 0.2;
+var BDF_MAX_FACTOR = 10;
+var BDF_KAPPA = [0, -0.185, -1 / 9, -0.0823, -0.0415, 0];
+var BDF_GAMMA = (() => {
+  const g = [0];
+  let acc = 0;
+  for (let i = 1; i <= BDF_MAX_ORDER; i++) {
+    acc += 1 / i;
+    g.push(acc);
+  }
+  return g;
+})();
+var BDF_ALPHA = BDF_KAPPA.map((k, i) => (1 - k) * BDF_GAMMA[i]);
+var BDF_ERROR_CONST = BDF_KAPPA.map((k, i) => k * BDF_GAMMA[i] + 1 / (i + 1));
+function _bdfComputeR(order, factor2) {
+  const M = Array.from(
+    { length: order + 1 },
+    () => new Array(order + 1).fill(0)
+  );
+  for (let j = 0; j <= order; j++) M[0][j] = 1;
+  for (let i = 1; i <= order; i++) {
+    for (let j = 1; j <= order; j++) M[i][j] = (i - 1 - factor2 * j) / i;
+  }
+  for (let j = 0; j <= order; j++) {
+    for (let i = 1; i <= order; i++) M[i][j] *= M[i - 1][j];
+  }
+  return M;
+}
+function _bdfChangeD(D, order, factor2) {
+  const R = _bdfComputeR(order, factor2);
+  const U = _bdfComputeR(order, 1);
+  const RU = _matMul(R, U);
+  const n = D[0].length;
+  const newTop = Array.from({ length: order + 1 }, () => new Array(n).fill(0));
+  for (let i = 0; i <= order; i++) {
+    for (let j = 0; j <= order; j++) {
+      const c = RU[j][i];
+      if (c === 0) continue;
+      const Dj = D[j];
+      const row2 = newTop[i];
+      for (let k = 0; k < n; k++) row2[k] += c * Dj[k];
+    }
+  }
+  for (let i = 0; i <= order; i++) D[i] = newTop[i];
+}
+function _bdfNewton(f, tNew, yPredict, c, psi, solveW, scale4, tol) {
+  const n = yPredict.length;
+  const d = new Array(n).fill(0);
+  const y = yPredict.slice();
+  let dyNormOld = null;
+  let converged = false;
+  let k = 0;
+  for (; k < BDF_NEWTON_MAXITER; k++) {
+    const fv = _fArr(f, tNew, y);
+    if (!fv.every((v) => Number.isFinite(v))) break;
+    const rhs = fv.map((v, i) => c * v - psi[i] - d[i]);
+    const dy = solveW(rhs);
+    const dyNorm = _rms(dy.map((v, i) => v / scale4[i]));
+    const rate = dyNormOld === null ? null : dyNorm / dyNormOld;
+    if (rate !== null && (rate >= 1 || Math.pow(rate, BDF_NEWTON_MAXITER - k) / (1 - rate) * dyNorm > tol)) {
+      break;
+    }
+    for (let i = 0; i < n; i++) {
+      y[i] += dy[i];
+      d[i] += dy[i];
+    }
+    if (dyNorm === 0 || rate !== null && rate / (1 - rate) * dyNorm < tol) {
+      converged = true;
+      k++;
+      break;
+    }
+    dyNormOld = dyNorm;
+  }
+  return { converged, nIter: k, y, d };
+}
+function bdfSolve(f, tspan, y0raw, options = {}) {
+  const t0 = tspan[0];
+  const tf = tspan[1];
+  if (!(typeof t0 === "number" && typeof tf === "number")) {
+    throw new Error('The "BDF" stiff method requires numeric tspan');
+  }
+  if (!y0raw.every((v) => typeof v === "number")) {
+    throw new Error('The "BDF" stiff method requires plain-number state (y0)');
+  }
+  const y0 = y0raw;
+  const n = y0.length;
+  const dir = tf >= t0 ? 1 : -1;
+  const rtol = options.tol ? options.tol : 1e-4;
+  const atol = rtol * 1e-3;
+  const maxIter = options.maxIter ? options.maxIter : 1e5;
+  const maxStep = options.maxStep ?? Infinity;
+  const newtonTol = _newtonTol(rtol);
+  let t = t0;
+  let y = y0.slice();
+  const f0 = _fArr(f, t, y);
+  let hAbs = options.firstStep ? Math.abs(options.firstStep) : _selectInitialStep(f, t0, y0, tf, maxStep, f0, dir, 1, rtol, atol);
+  const D = Array.from(
+    { length: BDF_MAX_ORDER + 3 },
+    () => new Array(n).fill(0)
+  );
+  D[0] = y.slice();
+  D[1] = f0.map((v) => v * hAbs * dir);
+  let order = 1;
+  let nEqualSteps = 0;
+  const tOut = [t];
+  const yOut = [y.slice()];
+  let iter = 0;
+  while ((dir > 0 ? t < tf : t > tf) && iter < maxIter) {
+    iter++;
+    const minStep = _minStep(t);
+    if (hAbs > maxStep) {
+      _bdfChangeD(D, order, maxStep / hAbs);
+      hAbs = maxStep;
+      nEqualSteps = 0;
+    } else if (hAbs < minStep) {
+      _bdfChangeD(D, order, minStep / hAbs);
+      hAbs = minStep;
+      nEqualSteps = 0;
+    }
+    const F0 = _fArr(f, t, y);
+    const J = _jacobianAt(f, t, y, F0, options);
+    let stepAccepted = false;
+    let yNew = y;
+    let dVec = new Array(n).fill(0);
+    let errorNorm = 0;
+    let nIter = 1;
+    let scale4 = new Array(n).fill(1);
+    while (!stepAccepted) {
+      if (hAbs < minStep) {
+        throw new Error("Required step size is less than spacing between numbers (BDF)");
+      }
+      let h = hAbs * dir;
+      let tNew = t + h;
+      if (dir * (tNew - tf) > 0) {
+        tNew = tf;
+        _bdfChangeD(D, order, Math.abs(tNew - t) / hAbs);
+        nEqualSteps = 0;
+      }
+      h = tNew - t;
+      hAbs = Math.abs(h);
+      const yPredict = new Array(n).fill(0);
+      for (let j = 0; j <= order; j++) for (let k = 0; k < n; k++) yPredict[k] += D[j][k];
+      scale4 = yPredict.map((v) => atol + rtol * Math.abs(v));
+      const psi = new Array(n).fill(0);
+      for (let k = 0; k < n; k++) {
+        let s = 0;
+        for (let j = 1; j <= order; j++) s += D[j][k] * BDF_GAMMA[j];
+        psi[k] = s / BDF_ALPHA[order];
+      }
+      const c = h / BDF_ALPHA[order];
+      const W = J.map((rowv, i) => rowv.map((v, j) => (i === j ? 1 : 0) - c * v));
+      const solveW = _factorSolver(W, n);
+      const res = _bdfNewton(f, tNew, yPredict, c, psi, solveW, scale4, newtonTol);
+      if (!res.converged) {
+        hAbs *= 0.5;
+        _bdfChangeD(D, order, 0.5);
+        nEqualSteps = 0;
+        continue;
+      }
+      nIter = res.nIter;
+      yNew = res.y;
+      dVec = res.d;
+      const safety2 = 0.9 * (2 * BDF_NEWTON_MAXITER + 1) / (2 * BDF_NEWTON_MAXITER + nIter);
+      scale4 = yNew.map((v) => atol + rtol * Math.abs(v));
+      errorNorm = _rms(dVec.map((v, i) => BDF_ERROR_CONST[order] * v / scale4[i]));
+      if (errorNorm > 1) {
+        const factor3 = Math.max(BDF_MIN_FACTOR, safety2 * Math.pow(errorNorm, -1 / (order + 1)));
+        hAbs *= factor3;
+        _bdfChangeD(D, order, factor3);
+        nEqualSteps = 0;
+      } else {
+        stepAccepted = true;
+      }
+      if (stepAccepted) {
+        t = tNew;
+        y = yNew;
+        tOut.push(t);
+        yOut.push(y.slice());
+      }
+    }
+    nEqualSteps++;
+    const safety = 0.9 * (2 * BDF_NEWTON_MAXITER + 1) / (2 * BDF_NEWTON_MAXITER + nIter);
+    for (let k = 0; k < n; k++) {
+      D[order + 2][k] = dVec[k] - D[order + 1][k];
+      D[order + 1][k] = dVec[k];
+    }
+    for (let i = order; i >= 0; i--) for (let k = 0; k < n; k++) D[i][k] += D[i + 1][k];
+    if (nEqualSteps < order + 1) continue;
+    const errM = order > 1 ? _rms(D[order].map((v, i) => BDF_ERROR_CONST[order - 1] * v / scale4[i])) : Infinity;
+    const errP = order < BDF_MAX_ORDER ? _rms(D[order + 2].map((v, i) => BDF_ERROR_CONST[order + 1] * v / scale4[i])) : Infinity;
+    const errNorms = [errM, errorNorm, errP];
+    const factors = errNorms.map((e, i) => Math.pow(e, -1 / (order + i)));
+    let best = 0;
+    for (let i = 1; i < 3; i++) if (factors[i] > factors[best]) best = i;
+    order += best - 1;
+    const factor2 = Math.min(BDF_MAX_FACTOR, safety * factors[best]);
+    hAbs *= factor2;
+    _bdfChangeD(D, order, factor2);
+    nEqualSteps = 0;
+  }
+  if (iter >= maxIter) {
+    throw new Error("Maximum number of iterations reached, try changing options");
+  }
+  return { t: tOut, y: yOut };
+}
+var RADAU_NEWTON_MAXITER = 6;
+var RADAU_MIN_FACTOR = 0.2;
+var RADAU_MAX_FACTOR = 10;
+var _S6 = Math.sqrt(6);
+var RADAU_A = [
+  [(88 - 7 * _S6) / 360, (296 - 169 * _S6) / 1800, (-2 + 3 * _S6) / 225],
+  [(296 + 169 * _S6) / 1800, (88 + 7 * _S6) / 360, (-2 - 3 * _S6) / 225],
+  [(16 - _S6) / 36, (16 + _S6) / 36, 1 / 9]
+];
+var RADAU_C = [(4 - _S6) / 10, (4 + _S6) / 10, 1];
+var RADAU_E = [(-13 - 7 * _S6) / 3, (-13 + 7 * _S6) / 3, -1 / 3];
+var RADAU_MU_REAL = 3 + Math.pow(3, 2 / 3) - Math.pow(3, 1 / 3);
+function _radauPredictFactor(hAbs, hAbsOld, errNorm, errNormOld) {
+  const mult = errNormOld === null || hAbsOld === null || errNorm === 0 ? 1 : hAbs / hAbsOld * Math.pow(errNormOld / errNorm, 0.25);
+  return Math.min(1, mult) * Math.pow(errNorm, -0.25);
+}
+function _radauNewton(f, t, y, h, J, scale4, tol) {
+  const n = y.length;
+  const Z = [
+    new Array(n).fill(0),
+    new Array(n).fill(0),
+    new Array(n).fill(0)
+  ];
+  const big = Array.from({ length: 3 * n }, () => new Array(3 * n).fill(0));
+  for (let i = 0; i < 3; i++) {
+    for (let k2 = 0; k2 < 3; k2++) {
+      const a = h * RADAU_A[i][k2];
+      for (let r = 0; r < n; r++) {
+        for (let col = 0; col < n; col++) {
+          big[i * n + r][k2 * n + col] = (i === k2 && r === col ? 1 : 0) - a * J[r][col];
+        }
+      }
+    }
+  }
+  const solveBig = _factorSolver(big, 3 * n);
+  let dWNormOld = null;
+  let rate = 0;
+  let converged = false;
+  let k = 0;
+  for (; k < RADAU_NEWTON_MAXITER; k++) {
+    const F = [
+      _fArr(
+        f,
+        t + RADAU_C[0] * h,
+        y.map((yi, r) => yi + Z[0][r])
+      ),
+      _fArr(
+        f,
+        t + RADAU_C[1] * h,
+        y.map((yi, r) => yi + Z[1][r])
+      ),
+      _fArr(
+        f,
+        t + RADAU_C[2] * h,
+        y.map((yi, r) => yi + Z[2][r])
+      )
+    ];
+    if (!F.every((row2) => row2.every((v) => Number.isFinite(v)))) break;
+    const rhs = new Array(3 * n).fill(0);
+    for (let i = 0; i < 3; i++) {
+      for (let r = 0; r < n; r++) {
+        let acc = Z[i][r];
+        for (let j = 0; j < 3; j++) acc -= h * RADAU_A[i][j] * F[j][r];
+        rhs[i * n + r] = -acc;
+      }
+    }
+    const dZ = solveBig(rhs);
+    let sq = 0;
+    for (let i = 0; i < 3; i++) for (let r = 0; r < n; r++) sq += (dZ[i * n + r] / scale4[r]) ** 2;
+    const dWNorm = Math.sqrt(sq / (3 * n));
+    if (dWNormOld !== null) rate = dWNorm / dWNormOld;
+    if (dWNormOld !== null && (rate >= 1 || Math.pow(rate, RADAU_NEWTON_MAXITER - k) / (1 - rate) * dWNorm > tol)) {
+      break;
+    }
+    for (let i = 0; i < 3; i++) for (let r = 0; r < n; r++) Z[i][r] += dZ[i * n + r];
+    if (dWNorm === 0 || dWNormOld !== null && rate / (1 - rate) * dWNorm < tol) {
+      converged = true;
+      k++;
+      break;
+    }
+    dWNormOld = dWNorm;
+  }
+  return { converged, nIter: k, Z, rate };
+}
+function radauSolve(f, tspan, y0raw, options = {}) {
+  const t0 = tspan[0];
+  const tf = tspan[1];
+  if (!(typeof t0 === "number" && typeof tf === "number")) {
+    throw new Error('The "Radau" stiff method requires numeric tspan');
+  }
+  if (!y0raw.every((v) => typeof v === "number")) {
+    throw new Error('The "Radau" stiff method requires plain-number state (y0)');
+  }
+  const y0 = y0raw;
+  const n = y0.length;
+  const dir = tf >= t0 ? 1 : -1;
+  const rtol = options.tol ? options.tol : 1e-4;
+  const atol = rtol * 1e-3;
+  const maxIter = options.maxIter ? options.maxIter : 1e5;
+  const maxStep = options.maxStep ?? Infinity;
+  const newtonTol = _newtonTol(rtol);
+  let t = t0;
+  let y = y0.slice();
+  let hAbs = options.firstStep ? Math.abs(options.firstStep) : _selectInitialStep(f, t0, y0, tf, maxStep, _fArr(f, t, y), dir, 3, rtol, atol);
+  let hAbsOld = null;
+  let errNormOld = null;
+  const tOut = [t];
+  const yOut = [y.slice()];
+  let iter = 0;
+  while ((dir > 0 ? t < tf : t > tf) && iter < maxIter) {
+    iter++;
+    const minStep = _minStep(t);
+    let hEntry;
+    if (hAbs > maxStep) {
+      hEntry = maxStep;
+      hAbs = maxStep;
+      hAbsOld = null;
+      errNormOld = null;
+    } else if (hAbs < minStep) {
+      hEntry = minStep;
+      hAbs = minStep;
+      hAbsOld = null;
+      errNormOld = null;
+    } else {
+      hEntry = hAbs;
+    }
+    const f0 = _fArr(f, t, y);
+    const J = _jacobianAt(f, t, y, f0, options);
+    let stepAccepted = false;
+    let rejected = false;
+    let yNew = y;
+    let errNorm = 0;
+    let nIter = 1;
+    let tNew = t;
+    while (!stepAccepted) {
+      if (hAbs < minStep) {
+        throw new Error("Required step size is less than spacing between numbers (Radau)");
+      }
+      let h = hAbs * dir;
+      tNew = t + h;
+      if (dir * (tNew - tf) > 0) tNew = tf;
+      h = tNew - t;
+      hAbs = Math.abs(h);
+      const scale4 = y.map((yi) => atol + Math.abs(yi) * rtol);
+      const res = _radauNewton(f, t, y, h, J, scale4, newtonTol);
+      if (!res.converged) {
+        hAbs *= 0.5;
+        continue;
+      }
+      nIter = res.nIter;
+      const Z = res.Z;
+      yNew = y.map((yi, r) => yi + Z[2][r]);
+      const ze = new Array(n).fill(0);
+      for (let r = 0; r < n; r++) {
+        ze[r] = f0[r] + (RADAU_E[0] * Z[0][r] + RADAU_E[1] * Z[1][r] + RADAU_E[2] * Z[2][r]) / h;
+      }
+      const Merr = J.map((rowv, i) => rowv.map((v, j) => (i === j ? RADAU_MU_REAL / h : 0) - v));
+      const solveErr = _factorSolver(Merr, n);
+      let error = solveErr(ze);
+      const escale = y.map((yi, r) => atol + Math.max(Math.abs(yi), Math.abs(yNew[r])) * rtol);
+      errNorm = _rms(error.map((v, r) => v / escale[r]));
+      const safety2 = 0.9 * (2 * RADAU_NEWTON_MAXITER + 1) / (2 * RADAU_NEWTON_MAXITER + nIter);
+      if (rejected && errNorm > 1) {
+        const yErr = y.map((yi, r) => yi + error[r]);
+        const fErr = _fArr(f, t, yErr);
+        error = solveErr(fErr.map((v, r) => v + ze[r] - f0[r]));
+        errNorm = _rms(error.map((v, r) => v / escale[r]));
+      }
+      if (errNorm > 1) {
+        const factor3 = _radauPredictFactor(hAbs, hAbsOld, errNorm, errNormOld);
+        hAbs *= Math.max(RADAU_MIN_FACTOR, safety2 * factor3);
+        rejected = true;
+      } else {
+        stepAccepted = true;
+      }
+    }
+    const safety = 0.9 * (2 * RADAU_NEWTON_MAXITER + 1) / (2 * RADAU_NEWTON_MAXITER + nIter);
+    let factor2 = _radauPredictFactor(hAbs, hAbsOld, errNorm, errNormOld);
+    factor2 = Math.min(RADAU_MAX_FACTOR, safety * factor2);
+    if (factor2 < 1.2) factor2 = 1;
+    hAbsOld = hEntry;
+    errNormOld = errNorm;
+    t = tNew;
+    y = yNew;
+    tOut.push(t);
+    yOut.push(y.slice());
+    hAbs *= factor2;
+  }
+  if (iter >= maxIter) {
+    throw new Error("Maximum number of iterations reached, try changing options");
+  }
+  return { t: tOut, y: yOut };
+}
 var createSolveODE = /* @__PURE__ */ factory(
   name,
   dependencies,
@@ -12505,7 +12945,9 @@ var createSolveODE = /* @__PURE__ */ factory(
         RK23: _rk23,
         RK45: _rk45,
         ROSENBROCK: rosenbrockSolve,
-        RODAS: rodasSolve
+        RODAS: rodasSolve,
+        BDF: bdfSolve,
+        RADAU: radauSolve
       };
       if (method.toUpperCase() in methods) {
         const methodOptions = { ...opt };
@@ -13415,9 +13857,84 @@ function powerfit(xs, ys) {
   const lna = (sy - b * sx) / n;
   return [Math.exp(lna), b];
 }
+var _DP_C = [0, 1 / 5, 3 / 10, 4 / 5, 8 / 9, 1, 1];
+var _DP_A = [
+  [],
+  [1 / 5],
+  [3 / 40, 9 / 40],
+  [44 / 45, -56 / 15, 32 / 9],
+  [19372 / 6561, -25360 / 2187, 64448 / 6561, -212 / 729],
+  [9017 / 3168, -355 / 33, 46732 / 5247, 49 / 176, -5103 / 18656],
+  [35 / 384, 0, 500 / 1113, 125 / 192, -2187 / 6784, 11 / 84]
+];
+var _DP_B = [35 / 384, 0, 500 / 1113, 125 / 192, -2187 / 6784, 11 / 84, 0];
+var _DP_BHAT = [5179 / 57600, 0, 7571 / 16695, 393 / 640, -92097 / 339200, 187 / 2100, 1 / 40];
+function _adaptiveRK45System(f, y0, tspan, tol, maxSteps) {
+  const n = y0.length;
+  const [t0, tf] = tspan;
+  const dir = tf >= t0 ? 1 : -1;
+  const rtol = tol;
+  const atol = tol * 1e-3;
+  const ts = [t0];
+  const ys = [y0.slice()];
+  let t = t0;
+  let y = y0.slice();
+  const f0 = f(t, y);
+  const rms = (v) => {
+    let s = 0;
+    for (let i = 0; i < v.length; i++) s += v[i] * v[i];
+    return Math.sqrt(s / v.length);
+  };
+  const d0 = rms(y);
+  const d1 = rms(f0);
+  let h = dir * Math.min(d0 < 1e-5 || d1 < 1e-5 ? 1e-6 : 0.01 * (d0 / d1), Math.abs(tf - t0));
+  let steps = 0;
+  while ((dir > 0 ? t < tf : t > tf) && steps < maxSteps) {
+    steps++;
+    if (Math.abs(h) > Math.abs(tf - t)) h = tf - t;
+    const k = [f(t, y)];
+    for (let s = 1; s < 7; s++) {
+      const ys_ = y.slice();
+      for (let j = 0; j < s; j++) {
+        const aij = _DP_A[s][j];
+        if (aij === 0) continue;
+        for (let i = 0; i < n; i++) ys_[i] += h * aij * k[j][i];
+      }
+      k.push(f(t + _DP_C[s] * h, ys_));
+    }
+    const yNew = y.slice();
+    let errNorm = 0;
+    for (let i = 0; i < n; i++) {
+      let sum5 = 0;
+      let errI = 0;
+      for (let s = 0; s < 7; s++) {
+        sum5 += _DP_B[s] * k[s][i];
+        errI += (_DP_B[s] - _DP_BHAT[s]) * k[s][i];
+      }
+      yNew[i] = y[i] + h * sum5;
+      const sc = atol + rtol * Math.max(Math.abs(y[i]), Math.abs(yNew[i]));
+      errNorm += (h * errI / sc) ** 2;
+    }
+    errNorm = Math.sqrt(errNorm / n);
+    if (errNorm <= 1 || Math.abs(h) <= 1e-14 * Math.abs(t)) {
+      t += h;
+      y = yNew;
+      ts.push(t);
+      ys.push(y.slice());
+    }
+    h *= Math.min(5, Math.max(0.2, 0.9 * Math.pow(errNorm || 1e-10, -1 / 5)));
+  }
+  if (steps >= maxSteps) {
+    throw new Error("Maximum number of steps reached in solveODESystem, try changing options");
+  }
+  return { t: ts, y: ys };
+}
 function solveODESystem(f, y0, tspan, opts) {
+  if (opts?.dt === void 0) {
+    return _adaptiveRK45System(f, y0, tspan, opts?.tol ?? 1e-6, opts?.maxSteps ?? 1e5);
+  }
   const n = y0.length;
-  const dt = opts?.dt ?? (tspan[1] - tspan[0]) / 200;
+  const dt = opts.dt;
   const nSteps = Math.ceil((tspan[1] - tspan[0]) / dt);
   const h = (tspan[1] - tspan[0]) / nSteps;
   const ts = [tspan[0]];

package/dist/numeric/solveODE.d.ts

@@ -28,7 +28,7 @@ type ODEEvents = EventFunction | EventSpec | Array<EventFunction | EventSpec>;
  * Options for ODE solver
  */
 interface ODEOptions {
-    method?: 'RK23' | 'RK45' | 'Rosenbrock' | 'RODAS';
+    method?: 'RK23' | 'RK45' | 'Rosenbrock' | 'RODAS' | 'BDF' | 'Radau';
     tol?: number;
     firstStep?: number | Unit;
     minStep?: number | Unit;
@@ -90,6 +90,31 @@ export declare function rodasSolve(f: ForcingFunction, tspan: unknown[], y0raw:
     t: number[];
     y: number[][];
 };
+/**
+ * BDF variable-order (1–5) variable-step stiff solver — scipy's default `method='BDF'`. Adaptive
+ * local-error control drives step size and order (1–5) automatically; Newton iteration on the
+ * implicit BDF formula reuses the shared Jacobian machinery and the `(I − c·J)` dense LU solve
+ * (`_factorSolver`) the Rosenbrock/RODAS paths use. Plain-number state only.
+ *
+ * Module-level for the same reason as `rosenbrockSolve`/`rodasSolve`: a pure-numeric engine with no
+ * factory-scope dependency, routed from `createSolveODE`'s `BDF` method branch.
+ */
+export declare function bdfSolve(f: ForcingFunction, tspan: unknown[], y0raw: unknown[], options?: ODEOptions): {
+    t: number[];
+    y: number[][];
+};
+/**
+ * Radau IIA (order-5, L-stable) stiff solver — scipy's `method='Radau'`. Simplified-Newton on the
+ * real 3n×3n collocation system per step (Jacobian analytic via `options.jac` or finite-differenced,
+ * reused across the step's Newton iterations), third-order embedded error estimate for adaptive
+ * stepping. Plain-number state only.
+ *
+ * Module-level for the same reason as `rosenbrockSolve`/`rodasSolve`/`bdfSolve`.
+ */
+export declare function radauSolve(f: ForcingFunction, tspan: unknown[], y0raw: unknown[], options?: ODEOptions): {
+    t: number[];
+    y: number[][];
+};
 export declare const createSolveODE: import("../utils/factory.js").FactoryFunction<any, any>;
 export {};
 //# sourceMappingURL=solveODE.d.ts.map

package/dist/numeric/solveODE.d.ts.map

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package/dist/typed/numeric.d.ts

@@ -233,12 +233,18 @@ export interface ODESolution {
     y: number[][];
 }
 /**
- * Solve a system of ODEs dy/dt = f(t, y) using RK45 (Dormand-Prince).
+ * Solve a system of ODEs dy/dt = f(t, y).
+ *
+ * By default (no `dt`) it uses **adaptive** embedded RK45 (Dormand-Prince) with local-error control
+ * — the step size is chosen automatically to keep the scaled RMS error under `tol`. Passing an
+ * explicit `dt` selects the legacy **fixed-step** RK4 integrator instead (unchanged, for callers
+ * that want a prescribed step, e.g. the BVP shooting driver).
  *
  * @param f - System function (t, y) => dy/dt
  * @param y0 - Initial state vector
  * @param tspan - [t0, tf] time span
- * @param opts - Options (tol, maxIter for max steps)
+ * @param opts - Options: `tol` (adaptive local-error tolerance, default 1e-6), `maxSteps` (step
+ *   cap), `dt` (fixed step — selects the legacy fixed-step RK4 path)
  * @returns Solution { t, y }
  */
 export declare function solveODESystem(f: (t: f64, y: number[]) => number[], y0: number[], tspan: [f64, f64], opts?: {

package/dist/typed/numeric.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.50.0",
+  "version": "0.51.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",