@danielsimonjr/mathts-functions 0.54.0 → 0.55.0

package/dist/index.js

@@ -440,6 +440,7 @@ __export(typed_exports, {
   smallerEq: () => smallerEq,
   solveBVP: () => solveBVP,
   solveDAE: () => solveDAE,
+  solveDDE: () => solveDDE,
   solveODESystem: () => solveODESystem,
   solvePDE: () => solvePDE,
   solveParabolicPDE: () => solveParabolicPDE,
@@ -13507,6 +13508,172 @@ function solveDAE(f, g, tspan, y0, z0, options = {}) {
   };
 }
 
+// src/numeric/solveDDE.ts
+function _arr2(v) {
+  return Array.isArray(v) ? v.slice() : [v];
+}
+function _hermite2(ta, tb, ya, yb, fa, fb, t) {
+  const h = tb - ta;
+  const theta = h === 0 ? 0 : (t - ta) / h;
+  const th2 = theta * theta;
+  const th3 = th2 * theta;
+  const h00 = 2 * th3 - 3 * th2 + 1;
+  const h10 = th3 - 2 * th2 + theta;
+  const h01 = -2 * th3 + 3 * th2;
+  const h11 = th3 - th2;
+  return ya.map((_, i) => h00 * ya[i] + h10 * h * fa[i] + h01 * yb[i] + h11 * h * fb[i]);
+}
+function _wrms2(v, scale4) {
+  let s = 0;
+  for (let i = 0; i < v.length; i++) {
+    const q = v[i] / scale4[i];
+    s += q * q;
+  }
+  return Math.sqrt(s / v.length);
+}
+var _BS23_B = [2 / 9, 1 / 3, 4 / 9, 0];
+var _BS23_BP = [7 / 24, 1 / 4, 1 / 3, 1 / 8];
+var _BS23_DB = _BS23_B.map((b, i) => b - _BS23_BP[i]);
+function solveDDE(f, tspan, history, delays, options = {}) {
+  const t0 = tspan[0];
+  const tf = tspan[1];
+  if (!(typeof t0 === "number" && typeof tf === "number")) {
+    throw new Error("solveDDE: tspan must be [t0, T] numbers");
+  }
+  if (!(tf > t0)) {
+    throw new Error("solveDDE: require T > t0 (forward integration)");
+  }
+  if (!Array.isArray(delays) || delays.length === 0) {
+    throw new Error("solveDDE: at least one delay \u03C4 must be given");
+  }
+  if (!delays.every((d) => typeof d === "number" && d > 0)) {
+    throw new Error("solveDDE: every delay \u03C4 must be a positive number");
+  }
+  const histFn = typeof history === "function" ? (s) => _arr2(history(s)) : () => _arr2(history);
+  const y0raw = typeof history === "function" ? history(t0) : history;
+  const yScalar = !Array.isArray(y0raw);
+  const y0 = _arr2(y0raw);
+  const n = y0.length;
+  const minTau = Math.min(...delays);
+  const rtol = options.tol ?? 1e-6;
+  const atol = options.atol ?? rtol * 1e-3;
+  const maxIter = options.maxIter ?? 1e5;
+  const maxStep = options.maxStep ?? Infinity;
+  const minStepOpt = options.minStep ?? 0;
+  const Ts = [t0];
+  const Ys = [y0.slice()];
+  const Fs = [];
+  function _locate(s) {
+    let lo = 0;
+    let hi = Ts.length - 1;
+    if (s <= Ts[0]) return 0;
+    if (s >= Ts[hi]) return hi - 1;
+    while (hi - lo > 1) {
+      const mid = lo + hi >> 1;
+      if (Ts[mid] <= s) lo = mid;
+      else hi = mid;
+    }
+    return lo;
+  }
+  function delayedState(s) {
+    if (s <= t0) return histFn(s);
+    const i = _locate(s);
+    return _hermite2(Ts[i], Ts[i + 1], Ys[i], Ys[i + 1], Fs[i], Fs[i + 1], s);
+  }
+  function fEval(t2, y2) {
+    const yd = delays.map((tau2) => delayedState(t2 - tau2));
+    const r = f(t2, y2, yd);
+    const out = Array.isArray(r) ? r : [r];
+    if (out.length !== n) {
+      throw new Error(
+        `solveDDE: f must return ${n} value(s) (matching the state); got ${out.length}`
+      );
+    }
+    return out;
+  }
+  function nextBreakpoint(t2) {
+    let best = Infinity;
+    for (const tau2 of delays) {
+      let m = Math.floor((t2 - t0) / tau2) + 1;
+      let cand = t0 + m * tau2;
+      while (cand <= t2 + 1e-12 * Math.max(1, Math.abs(t2))) {
+        m += 1;
+        cand = t0 + m * tau2;
+      }
+      if (cand < best) best = cand;
+    }
+    return best;
+  }
+  Fs[0] = fEval(t0, y0);
+  const rms = (v) => Math.sqrt(v.reduce((a, x) => a + x * x, 0) / Math.max(1, v.length));
+  let h;
+  if (options.firstStep !== void 0) {
+    h = Math.abs(options.firstStep);
+  } else {
+    const d0 = rms(y0);
+    const d1 = rms(Fs[0]);
+    h = d0 < 1e-5 || d1 < 1e-5 ? 1e-6 : 0.01 * (d0 / d1);
+  }
+  h = Math.min(h, minTau, maxStep, tf - t0);
+  let t = t0;
+  let y = y0.slice();
+  let f0 = Fs[0];
+  let iter = 0;
+  while (t < tf && iter < maxIter) {
+    iter += 1;
+    const nb = nextBreakpoint(t);
+    let hmax = Math.min(minTau, maxStep, tf - t);
+    if (nb < tf) hmax = Math.min(hmax, nb - t);
+    if (h > hmax) h = hmax;
+    const minStep = Math.max(minStepOpt, 1e-13 * Math.max(1, Math.abs(t)));
+    if (h < minStep) h = Math.min(minStep, hmax);
+    const k1 = f0;
+    const k2 = fEval(
+      t + 0.5 * h,
+      y.map((yi, i) => yi + 0.5 * h * k1[i])
+    );
+    const k3 = fEval(
+      t + 0.75 * h,
+      y.map((yi, i) => yi + 0.75 * h * k2[i])
+    );
+    const yNew = y.map(
+      (yi, i) => yi + h * (_BS23_B[0] * k1[i] + _BS23_B[1] * k2[i] + _BS23_B[2] * k3[i])
+    );
+    const k4 = fEval(t + h, yNew);
+    const scale4 = y.map((yi, i) => atol + rtol * Math.max(Math.abs(yi), Math.abs(yNew[i])));
+    const err = yNew.map(
+      (_, i) => h * (_BS23_DB[0] * k1[i] + _BS23_DB[1] * k2[i] + _BS23_DB[2] * k3[i] + _BS23_DB[3] * k4[i])
+    );
+    const errNorm = _wrms2(err, scale4);
+    if (errNorm <= 1 || h <= minStep) {
+      t += h;
+      y = yNew;
+      f0 = k4;
+      Ts.push(t);
+      Ys.push(y.slice());
+      Fs.push(f0);
+    }
+    const factor2 = errNorm === 0 ? 5 : 0.9 * Math.pow(errNorm, -1 / 3);
+    h *= Math.min(5, Math.max(0.2, factor2));
+  }
+  if (iter >= maxIter) {
+    throw new Error(
+      "solveDDE: maximum number of steps reached \u2014 try loosening tol or raising maxIter"
+    );
+  }
+  const yInterp = (tq) => {
+    const s = tq <= t0 ? t0 : tq >= t ? t : tq;
+    const i = _locate(s);
+    const val = _hermite2(Ts[i], Ts[i + 1], Ys[i], Ys[i + 1], Fs[i], Fs[i + 1], s);
+    return yScalar ? val[0] : val;
+  };
+  return {
+    t: Ts,
+    y: yScalar ? Ys.map((v) => v[0]) : Ys,
+    yInterp
+  };
+}
+
 // src/typed/numeric.ts
 var NUMERIC_WASM_THRESHOLD = 16;
 function findRoot(f, a, b, opts) {
@@ -54641,6 +54808,7 @@ export {
   solveBVP,
   solveBanded,
   solveDAE,
+  solveDDE,
   solveODE,
   solveODESystem,
   solvePDE,

package/dist/numeric/solveDDE.d.ts

@@ -0,0 +1,107 @@
+/**
+ * Constant-delay delay differential equation (DDE) solver via the method of steps.
+ *
+ * Solves
+ *
+ *     y'(t) = f(t, y(t), [y(t−τ₁), y(t−τ₂), …])      on t ∈ [t0, T]
+ *
+ * with a **history function** `φ(t)` giving `y(t)` for `t ≤ t0` (the initial state
+ * is `y(t0) = φ(t0)`). The `τ_k` are fixed positive **constant delays**.
+ *
+ * ## Method — method of steps + continuous extension (Bellen–Zennaro)
+ *
+ * The system is integrated with the adaptive **BS23** (Bogacki–Shampine 3(2))
+ * embedded Runge–Kutta pair — the same explicit pair MATLAB's `dde23` uses. At each
+ * RK stage the delayed argument `y(t − τ_k)` is obtained from
+ *
+ *  - the **history function** `φ` when `t − τ_k ≤ t0`, or
+ *  - a **cubic-Hermite dense-output interpolant** of the already-computed solution
+ *    otherwise (a C¹, O(h⁴) continuous extension built from the stored per-step
+ *    `(t, y, y')` data — consistent with BS23's order).
+ *
+ * ### The step cap (standard MOS constraint)
+ *
+ * Each step is **capped at `h ≤ min(τ)`**. With that cap every delayed argument
+ * `t_stage − τ_k` lies in `[t0, t_n]` (already-accepted history), so the delayed
+ * value is always available and the method stays fully **explicit** — no implicit
+ * coupling of the current step to itself. Adaptive error control still chooses `h`
+ * freely within that cap.
+ *
+ * ### Discontinuity propagation
+ *
+ * `y'` is generically discontinuous at `t0` (the history need not satisfy the DDE),
+ * and that low-order discontinuity propagates to `t0 + τ_k`, `t0 + 2τ_k`, …. The
+ * integrator **lands exactly on each `t0 + m·τ_k` breakpoint** (the step is trimmed
+ * so it never *crosses* one), so no dense-output interval straddles a derivative
+ * jump and the smoothing order increases past each breakpoint as it should.
+ *
+ * Plain-number state only (the interpolation and error norms are numeric).
+ *
+ * @packageDocumentation
+ */
+/**
+ * Forcing function `y'(t) = f(t, y, yDelayed)`.
+ * - `y` is the current state (`number[]`; a length-1 array for a scalar DDE).
+ * - `yDelayed[k]` is `y(t − τ_k)` in the same shape as `y`, one entry per delay.
+ * Returns the derivative vector (a bare number is accepted for a scalar DDE).
+ */
+export type DDEForcing = (t: number, y: number[], yDelayed: number[][]) => number[] | number;
+/**
+ * History `φ(t)` giving `y(t)` for `t ≤ t0`. Either a function `(t) => state`
+ * (state as `number[]` or scalar `number`), or a constant (`number` / `number[]`)
+ * used for all `t ≤ t0`. The initial state is `φ(t0)`.
+ */
+export type DDEHistory = ((t: number) => number[] | number) | number | number[];
+/** Options for {@link solveDDE} (mirrors the `solveODE` option shape). */
+export interface SolveDDEOptions {
+    /** Relative tolerance for the adaptive local-error control (default `1e-6`). */
+    tol?: number;
+    /** Absolute tolerance (default `tol · 1e-3`). */
+    atol?: number;
+    /** Initial step size (default: Hairer heuristic, capped to `min(τ)`). */
+    firstStep?: number;
+    /** Minimum step size (a hard floor; below it a step is force-accepted). */
+    minStep?: number;
+    /** Maximum step size (further capped by `min(τ)` and the next breakpoint). */
+    maxStep?: number;
+    /** Maximum number of accepted steps (default `1e5`). */
+    maxIter?: number;
+}
+/**
+ * Solution returned by {@link solveDDE}.
+ *
+ * `y` is `number[][]` (one state vector per accepted time) when the history/initial
+ * state is a vector, and unwrapped to `number[]` when it is a scalar.
+ */
+export interface DDESolution {
+    /** Accepted output times, `t[0] = t0`, last entry `= T`. */
+    t: number[];
+    /** State at each accepted time (`number[]` for a scalar DDE, else `number[][]`). */
+    y: number[][] | number[];
+    /**
+     * Dense-output evaluator: the cubic-Hermite continuous extension `y(t)` for any
+     * `t ∈ [t0, T]` (clamped to that range). Returns the state in the same shape as
+     * `y` (scalar for a scalar DDE). C¹ and O(h⁴) between accepted steps.
+     */
+    yInterp: (t: number) => number[] | number;
+}
+/**
+ * Solve the constant-delay DDE `y'(t) = f(t, y(t), [y(t−τ₁), …])` on `[tspan[0],
+ * tspan[1]]` with a history `φ` and delays `τ_k`, by the method of steps (adaptive
+ * BS23 + cubic-Hermite continuous extension, step capped at `min(τ)`).
+ *
+ * @param f        Forcing `f(t, y, yDelayed) → y'`. `yDelayed[k] = y(t − τ_k)`.
+ * @param tspan    `[t0, T]` (forward integration; `T > t0`).
+ * @param history  `φ(t)` for `t ≤ t0` — a function or a constant. `y(t0) = φ(t0)`.
+ * @param delays   Positive constant delays `τ_k` (at least one).
+ * @param options  See {@link SolveDDEOptions}.
+ * @returns `{ t, y, yInterp }` — `y` unwrapped to `number[]` for a scalar DDE.
+ *
+ * @example
+ * // y'(t) = −y(t−1), history φ ≡ 1 on t ≤ 0. Method-of-steps solution:
+ * //   [0,1]: 1 − t,  [1,2]: t²/2 − 2t + 3/2, …
+ * const sol = solveDDE((t, y, yd) => [-yd[0][0]], [0, 3], 1, [1]);
+ * sol.yInterp(2.5); // dense output at t = 2.5
+ */
+export declare function solveDDE(f: DDEForcing, tspan: [number, number] | number[], history: DDEHistory, delays: number[], options?: SolveDDEOptions): DDESolution;
+//# sourceMappingURL=solveDDE.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/typed/numeric.d.ts

@@ -12,6 +12,7 @@
  */
 export { solveParabolicPDE, type SolveParabolicPDEOptions, type ParabolicPDESolution, type ParabolicBC, type SpaceCoefficient, type BoundaryDatum, type ParabolicSource, } from '../numeric/solveParabolicPDE.js';
 export { solveDAE, type SolveDAEOptions, type DAESolution, type DAEDifferential, type DAEConstraint, type DAEJacobianBlocks, } from '../numeric/solveDAE.js';
+export { solveDDE, type SolveDDEOptions, type DDESolution, type DDEForcing, type DDEHistory, } from '../numeric/solveDDE.js';
 type f64 = number;
 type i32 = number;
 /**

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

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@danielsimonjr/mathts-functions",
-  "version": "0.54.0",
+  "version": "0.55.0",
   "description": "Mathematical functions for MathTS - arithmetic, algebra, trigonometry, statistics, and more",
   "author": "Daniel Simon Jr.",
   "license": "MIT",