@danielsimonjr/mathts-functions 0.52.0 → 0.53.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/dist/index.js
CHANGED
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@@ -441,6 +441,7 @@ __export(typed_exports, {
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441
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solveBVP: () => solveBVP,
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solveODESystem: () => solveODESystem,
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solvePDE: () => solvePDE,
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444
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solveParabolicPDE: () => solveParabolicPDE,
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spectrogram: () => spectrogram,
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sqrt: () => sqrt,
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square: () => square,
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@@ -13106,6 +13107,108 @@ function quad(f, a, b, opts) {
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13106
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return panel(a, b, 0);
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}
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13110
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// src/numeric/solveParabolicPDE.ts
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13111
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function asSpaceFn(c, dflt) {
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13112
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if (c === void 0) return () => dflt;
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13113
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return typeof c === "function" ? c : () => c;
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13114
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}
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function asTimeFn(g) {
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return typeof g === "function" ? g : () => g;
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}
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function solveParabolicPDE(options) {
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13119
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const { x0, x1, T, nx, u0, bcLeft, bcRight } = options;
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13120
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if (!(nx >= 3) || !Number.isInteger(nx)) {
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throw new Error("solveParabolicPDE: nx must be an integer \u2265 3");
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13122
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}
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13123
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if (!(x1 > x0)) {
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13124
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throw new Error("solveParabolicPDE: require x1 > x0");
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13125
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}
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13126
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if (!(T > 0)) {
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13127
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throw new Error("solveParabolicPDE: require T > 0");
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13128
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}
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13129
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const h = (x1 - x0) / (nx - 1);
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13130
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const D = asSpaceFn(options.diffusion, 0);
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13131
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const c = asSpaceFn(options.advection, 0);
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13132
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const f = options.source ?? (() => 0);
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13133
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const gL = asTimeFn(bcLeft.value);
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13134
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const gR = asTimeFn(bcRight.value);
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13135
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const x = new Array(nx);
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13136
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for (let i = 0; i < nx; i++) x[i] = x0 + i * h;
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13137
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const leftDirichlet = bcLeft.type === "dirichlet";
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13138
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const rightDirichlet = bcRight.type === "dirichlet";
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13139
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const freeIdx = [];
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13140
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if (!leftDirichlet) freeIdx.push(0);
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13141
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for (let i = 1; i < nx - 1; i++) freeIdx.push(i);
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13142
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if (!rightDirichlet) freeIdx.push(nx - 1);
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13143
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const m = freeIdx.length;
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13144
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const reconstruct = (t, U) => {
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13145
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const full = new Array(nx);
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13146
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if (leftDirichlet) full[0] = gL(t);
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13147
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if (rightDirichlet) full[nx - 1] = gR(t);
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for (let s = 0; s < m; s++) full[freeIdx[s]] = U[s];
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13149
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return full;
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13150
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};
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13151
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const rhs = (t, U) => {
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13152
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const full = reconstruct(t, U);
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13153
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const out = new Array(m);
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13154
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for (let s = 0; s < m; s++) {
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13155
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const i = freeIdx[s];
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13156
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const xi = x[i];
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13157
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let uxx;
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13158
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let ux;
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13159
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if (i === 0) {
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13160
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const g = gL(t);
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13161
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uxx = (2 * full[1] - 2 * full[0] - 2 * h * g) / (h * h);
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13162
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ux = g;
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13163
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} else if (i === nx - 1) {
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13164
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const g = gR(t);
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13165
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uxx = (2 * full[nx - 2] - 2 * full[nx - 1] + 2 * h * g) / (h * h);
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13166
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ux = g;
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13167
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} else {
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uxx = (full[i - 1] - 2 * full[i] + full[i + 1]) / (h * h);
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ux = (full[i + 1] - full[i - 1]) / (2 * h);
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}
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out[s] = D(xi) * uxx + c(xi) * ux + f(xi, t, full[i]);
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13172
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}
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13173
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return out;
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13174
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};
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13175
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const y0 = freeIdx.map((i) => u0(x[i]));
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13176
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const bdfOptions = {};
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13177
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if (options.tol !== void 0) bdfOptions.tol = options.tol;
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13178
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else bdfOptions.tol = 1e-6;
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13179
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if (options.maxStep !== void 0) bdfOptions.maxStep = options.maxStep;
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13180
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const sol = bdfSolve(rhs, [0, T], y0, bdfOptions);
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13181
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const stepT = sol.t;
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13182
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const stepY = sol.y;
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13183
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const requested = options.times;
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13184
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if (requested === void 0) {
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13185
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return { x, t: stepT.slice(), u: stepT.map((tk, k) => reconstruct(tk, stepY[k])) };
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13186
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}
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13187
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const u = requested.map((tq) => {
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13188
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const U = interpState(stepT, stepY, tq);
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13189
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return reconstruct(tq, U);
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13190
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});
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13191
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return { x, t: requested.slice(), u };
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13192
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}
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13193
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function interpState(stepT, stepY, tq) {
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13194
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const n = stepT.length;
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13195
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if (tq <= stepT[0]) return stepY[0].slice();
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13196
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if (tq >= stepT[n - 1]) return stepY[n - 1].slice();
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13197
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let lo = 0;
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13198
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let hi = n - 1;
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13199
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while (hi - lo > 1) {
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13200
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const mid = lo + hi >> 1;
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13201
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if (stepT[mid] <= tq) lo = mid;
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13202
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else hi = mid;
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13203
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}
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13204
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const t0 = stepT[lo];
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13205
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const t1 = stepT[lo + 1];
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13206
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const w = t1 === t0 ? 0 : (tq - t0) / (t1 - t0);
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13207
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const y0 = stepY[lo];
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13208
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const y1 = stepY[lo + 1];
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13209
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return y0.map((v, i) => v + w * (y1[i] - v));
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13210
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}
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13211
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// src/typed/numeric.ts
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var NUMERIC_WASM_THRESHOLD = 16;
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13111
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function findRoot(f, a, b, opts) {
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@@ -54242,6 +54345,7 @@ export {
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54242
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solveODE,
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solveODESystem,
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solvePDE,
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54348
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solveParabolicPDE,
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sort,
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sosfilt,
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sparse,
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@@ -0,0 +1,100 @@
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1
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/**
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* General 1-D parabolic PDE solver via the method of lines (MOL).
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*
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* Solves
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*
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* u_t = D(x)·u_xx + c(x)·u_x + f(x, t, u)
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*
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* on `x ∈ [x0, x1]`, `t ∈ [0, T]`, with initial condition `u(x,0) = u0(x)` and
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* Dirichlet or Neumann boundary conditions at each end.
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*
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* The spatial domain is discretised on a uniform grid of `nx` points (spacing
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* `h`). The second derivative uses the standard central second difference
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* `u_xx ≈ (u_{i-1} − 2u_i + u_{i+1})/h²` and the first derivative the central
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* difference `u_x ≈ (u_{i+1} − u_{i-1})/(2h)` — both second-order accurate, so
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* the scheme converges as `O(h²)` in space. This semi-discretisation turns the
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* PDE into a **stiff** ODE system `U'(t) = RHS(t, U)` in the nodal values (the
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* diffusion term gives the Jacobian eigenvalues ≈ −D/h², very stiff for fine
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* grids), which is integrated with the variable-order BDF stiff solver
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* ({@link bdfSolve}) — implicit, so there is no explicit-Euler CFL step cap.
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*
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* This is a NEW public entry point; the legacy explicit-Euler heat-only
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* {@link solvePDE} is intentionally left unchanged.
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*
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* @packageDocumentation
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*/
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/** A spatially-varying coefficient `D(x)` / `c(x)`; a plain number means constant. */
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export type SpaceCoefficient = number | ((x: number) => number);
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/** A time-varying boundary datum `g(t)`; a plain number means constant in time. */
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export type BoundaryDatum = number | ((t: number) => number);
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/**
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* Boundary condition at one end of the domain.
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* - `dirichlet`: prescribes the value `u = g(t)`.
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* - `neumann`: prescribes the spatial derivative `u_x = g(t)` (a second-order
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* ghost-node closure is used so overall `O(h²)` accuracy is preserved).
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*/
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export interface ParabolicBC {
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type: 'dirichlet' | 'neumann';
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value: BoundaryDatum;
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}
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/** Reaction / source term `f(x, t, u)`. */
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export type ParabolicSource = (x: number, t: number, u: number) => number;
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/** Options for {@link solveParabolicPDE}. */
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export interface SolveParabolicPDEOptions {
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/** Diffusion coefficient `D(x)` (constant if a number). Must be > 0 for a well-posed problem. */
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diffusion: SpaceCoefficient;
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/** Advection coefficient `c(x)` in `c(x)·u_x` (default 0 — pure diffusion/reaction). */
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advection?: SpaceCoefficient;
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/** Reaction/source `f(x, t, u)` (default 0). */
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source?: ParabolicSource;
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/** Left domain endpoint. */
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x0: number;
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/** Right domain endpoint (`x1 > x0`). */
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x1: number;
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/** Final integration time (`T > 0`). */
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T: number;
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/** Number of grid points including both boundaries (`nx ≥ 3`). Spacing `h = (x1−x0)/(nx−1)`. */
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nx: number;
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/** Initial condition `u0(x)`. */
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u0: (x: number) => number;
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/** Left (`x = x0`) boundary condition. */
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bcLeft: ParabolicBC;
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/** Right (`x = x1`) boundary condition. */
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bcRight: ParabolicBC;
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/** Relative tolerance for the BDF integrator (default 1e-6). */
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tol?: number;
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/** Maximum BDF step size (default: no cap). */
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maxStep?: number;
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/**
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* Explicit output times at which to report the solution (each in `[0, T]`).
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* When omitted the solver's own accepted time steps are returned (the last is
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* exactly `T`). When given, the free-node states are linearly interpolated
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72
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* between accepted steps and the boundary nodes evaluated exactly at each time.
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73
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*/
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times?: number[];
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75
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}
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76
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/** Solution returned by {@link solveParabolicPDE}. */
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export interface ParabolicPDESolution {
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78
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/** The `nx` spatial grid points. */
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79
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x: number[];
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/** The output times (length `nt`). */
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81
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t: number[];
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82
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/** Solution values `u[timeIndex][spaceIndex]`, full grid including boundary nodes. */
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u: number[][];
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}
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85
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/**
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86
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* Solve the general 1-D parabolic PDE `u_t = D(x)·u_xx + c(x)·u_x + f(x, t, u)`
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87
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* by the method of lines onto the BDF stiff ODE solver.
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*
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* @example
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90
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* // Heat equation u_t = u_xx, u(x,0)=sin(πx), Dirichlet 0 → u = e^{−π²t} sin(πx)
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* const sol = solveParabolicPDE({
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* diffusion: 1, x0: 0, x1: 1, T: 0.1, nx: 81,
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* u0: (x) => Math.sin(Math.PI * x),
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* bcLeft: { type: 'dirichlet', value: 0 },
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* bcRight: { type: 'dirichlet', value: 0 },
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* });
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* // sol.u[sol.t.length - 1] ≈ e^{−π²·0.1} sin(πx)
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*/
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export declare function solveParabolicPDE(options: SolveParabolicPDEOptions): ParabolicPDESolution;
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//# sourceMappingURL=solveParabolicPDE.d.ts.map
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@@ -0,0 +1 @@
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1
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{"version":3,"file":"solveParabolicPDE.d.ts","sourceRoot":"","sources":["../../src/numeric/solveParabolicPDE.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AAIH,sFAAsF;AACtF,MAAM,MAAM,gBAAgB,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,EAAE,MAAM,KAAK,MAAM,CAAC,CAAC;AAEhE,mFAAmF;AACnF,MAAM,MAAM,aAAa,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,EAAE,MAAM,KAAK,MAAM,CAAC,CAAC;AAE7D;;;;;GAKG;AACH,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,WAAW,GAAG,SAAS,CAAC;IAC9B,KAAK,EAAE,aAAa,CAAC;CACtB;AAED,2CAA2C;AAC3C,MAAM,MAAM,eAAe,GAAG,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,KAAK,MAAM,CAAC;AAE1E,6CAA6C;AAC7C,MAAM,WAAW,wBAAwB;IACvC,iGAAiG;IACjG,SAAS,EAAE,gBAAgB,CAAC;IAC5B,wFAAwF;IACxF,SAAS,CAAC,EAAE,gBAAgB,CAAC;IAC7B,gDAAgD;IAChD,MAAM,CAAC,EAAE,eAAe,CAAC;IACzB,4BAA4B;IAC5B,EAAE,EAAE,MAAM,CAAC;IACX,yCAAyC;IACzC,EAAE,EAAE,MAAM,CAAC;IACX,wCAAwC;IACxC,CAAC,EAAE,MAAM,CAAC;IACV,gGAAgG;IAChG,EAAE,EAAE,MAAM,CAAC;IACX,iCAAiC;IACjC,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,KAAK,MAAM,CAAC;IAC1B,0CAA0C;IAC1C,MAAM,EAAE,WAAW,CAAC;IACpB,2CAA2C;IAC3C,OAAO,EAAE,WAAW,CAAC;IACrB,gEAAgE;IAChE,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,+CAA+C;IAC/C,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB;;;;;OAKG;IACH,KAAK,CAAC,EAAE,MAAM,EAAE,CAAC;CAClB;AAED,sDAAsD;AACtD,MAAM,WAAW,oBAAoB;IACnC,oCAAoC;IACpC,CAAC,EAAE,MAAM,EAAE,CAAC;IACZ,sCAAsC;IACtC,CAAC,EAAE,MAAM,EAAE,CAAC;IACZ,sFAAsF;IACtF,CAAC,EAAE,MAAM,EAAE,EAAE,CAAC;CACf;AAaD;;;;;;;;;;;;;GAaG;AACH,wBAAgB,iBAAiB,CAAC,OAAO,EAAE,wBAAwB,GAAG,oBAAoB,CA8FzF"}
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package/dist/typed/numeric.d.ts
CHANGED
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@@ -10,6 +10,7 @@
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10
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*
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11
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* @packageDocumentation
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*/
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export { solveParabolicPDE, type SolveParabolicPDEOptions, type ParabolicPDESolution, type ParabolicBC, type SpaceCoefficient, type BoundaryDatum, type ParabolicSource, } from '../numeric/solveParabolicPDE.js';
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type f64 = number;
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type i32 = number;
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/**
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@@ -435,5 +436,4 @@ export declare function solvePDE(pde: {
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435
436
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x: number[];
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436
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u: number[];
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};
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-
export {};
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//# sourceMappingURL=numeric.d.ts.map
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@@ -1 +1 @@
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1
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-
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package/package.json
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