@johnhenry/math-sample 0.0.1 → 0.1.0

package/dist/ode.js

@@ -0,0 +1,466 @@
+import { assertCount, assertRange, Meter, progress } from "./budget.js";
+import { SampleCancelledError } from "./sample.js";
+/** Evaluate the slope field of `dy/dx = f(x, y)` on a `columns` x `rows` grid including both edges. */
+export function sampleSlopeField(f, xDomain, yDomain, options = {}) {
+    const columns = options.columns ?? 20;
+    const rows = options.rows ?? 20;
+    assertCount("columns", columns);
+    assertCount("rows", rows);
+    assertRange("x domain", xDomain);
+    assertRange("y domain", yDomain);
+    const meter = new Meter(options, options);
+    const n = columns * rows;
+    const x = new Float64Array(n);
+    const y = new Float64Array(n);
+    const slope = new Float64Array(n).fill(Number.NaN);
+    const dirX = new Float64Array(n).fill(Number.NaN);
+    const dirY = new Float64Array(n).fill(Number.NaN);
+    let done = 0;
+    let reason;
+    for (let j = 0; j < rows; j++) {
+        reason = meter.check(columns);
+        if (reason)
+            break;
+        const yy = j === rows - 1 ? yDomain.max : yDomain.min + ((yDomain.max - yDomain.min) * j) / (rows - 1);
+        for (let i = 0; i < columns; i++) {
+            const xx = i === columns - 1 ? xDomain.max : xDomain.min + ((xDomain.max - xDomain.min) * i) / (columns - 1);
+            const k = j * columns + i;
+            x[k] = xx;
+            y[k] = yy;
+            const m = f(xx, yy);
+            slope[k] = m;
+            if (Number.isNaN(m))
+                continue;
+            if (!Number.isFinite(m)) {
+                dirX[k] = 0;
+                dirY[k] = m > 0 ? 1 : -1;
+            }
+            else {
+                const len = Math.hypot(1, m);
+                dirX[k] = 1 / len;
+                dirY[k] = m / len;
+            }
+        }
+        meter.spend(columns);
+        done++;
+    }
+    const m = columns * done;
+    return {
+        columns,
+        rows: done,
+        x: x.slice(0, m),
+        y: y.slice(0, m),
+        slope: slope.slice(0, m),
+        dirX: dirX.slice(0, m),
+        dirY: dirY.slice(0, m),
+        progress: progress(done, rows, reason),
+    };
+}
+function bad(y, limit) {
+    for (const v of y)
+        if (!Number.isFinite(v) || Math.abs(v) > limit)
+            return true;
+    return false;
+}
+function collect(ts, ys, dim, reason) {
+    return { t: Float64Array.from(ts), y: Float64Array.from(ys), dim, steps: ts.length, reason };
+}
+function check(opts) {
+    if (opts.signal?.aborted || opts.isCancelled?.())
+        throw new SampleCancelledError();
+}
+/** One classical RK4 step. */
+function rk4Step(f, t, y, h) {
+    const n = y.length;
+    const k1 = f(t, y);
+    const k2 = f(t + h / 2, y.map((v, i) => v + (h / 2) * k1[i]));
+    const k3 = f(t + h / 2, y.map((v, i) => v + (h / 2) * k2[i]));
+    const k4 = f(t + h, y.map((v, i) => v + h * k3[i]));
+    const out = new Array(n);
+    for (let i = 0; i < n; i++)
+        out[i] =
+            y[i] +
+                (h / 6) * (k1[i] + 2 * k2[i] + 2 * k3[i] + k4[i]);
+    return out;
+}
+/**
+ * Fixed-step classical Runge-Kutta (order 4) for a system `y' = f(t, y)` from `t0` to `tEnd` (which may be
+ * smaller than `t0`: integrates backward). Stops early, with a reason, on blow-up or `options.stop`.
+ */
+export function integrateRk4(f, t0, y0, tEnd, options = {}) {
+    const steps = options.steps ?? 200;
+    assertCount("steps", steps, 1);
+    if (!Number.isFinite(t0) || !Number.isFinite(tEnd))
+        throw new RangeError("t0 and tEnd must be finite");
+    const limit = options.blowup ?? 1e12;
+    const maxSteps = Math.max(options.maxSteps ?? 100000, steps + 1); // never truncate a run the caller asked for
+    const dim = y0.length;
+    const h = (tEnd - t0) / steps;
+    const ts = [t0];
+    const ys = [...y0];
+    let y = y0;
+    let reason = "end";
+    for (let k = 0; k < steps; k++) {
+        if (ts.length >= maxSteps) {
+            reason = "maxSteps";
+            break;
+        }
+        if (k % 64 === 0)
+            check(options);
+        const t = t0 + k * h;
+        const next = rk4Step(f, t, y, h);
+        if (bad(next, limit)) {
+            reason = "blowup";
+            break;
+        }
+        y = next;
+        const tn = k === steps - 1 ? tEnd : t0 + (k + 1) * h;
+        ts.push(tn);
+        ys.push(...y);
+        if (options.stop?.(tn, y)) {
+            reason = "stopped";
+            break;
+        }
+    }
+    return collect(ts, ys, dim, reason);
+}
+// Dormand-Prince 5(4)
+const C = [0, 1 / 5, 3 / 10, 4 / 5, 8 / 9, 1, 1];
+const 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],
+];
+const B5 = [35 / 384, 0, 500 / 1113, 125 / 192, -2187 / 6784, 11 / 84, 0];
+const B4 = [5179 / 57600, 0, 7571 / 16695, 393 / 640, -92097 / 339200, 187 / 2100, 1 / 40];
+/**
+ * Adaptive Dormand-Prince (RK45) with error control, forward or backward in `t`. Stops with `"blowup"` near a
+ * finite-time singularity, or `"stepTooSmall"` when the step would fall below `hMin`.
+ */
+export function integrateAdaptive(f, t0, y0, tEnd, options = {}) {
+    if (!Number.isFinite(t0) || !Number.isFinite(tEnd))
+        throw new RangeError("t0 and tEnd must be finite");
+    const span = Math.abs(tEnd - t0);
+    const dir = tEnd >= t0 ? 1 : -1;
+    const dim = y0.length;
+    const atol = options.atol ?? 1e-8;
+    const rtol = options.rtol ?? 1e-6;
+    const limit = options.blowup ?? 1e12;
+    const maxSteps = options.maxSteps ?? 100000;
+    const hMin = options.hMin ?? span * 1e-12;
+    const hMax = options.hMax ?? span;
+    let h = Math.min(options.h0 ?? span / 100, hMax);
+    const ts = [t0];
+    const ys = [...y0];
+    if (span === 0)
+        return collect(ts, ys, dim, "end");
+    let t = t0;
+    let y = y0;
+    let reason = "end";
+    let iterations = 0;
+    let badSteps = 0;
+    let sinceBad = Number.POSITIVE_INFINITY;
+    while (dir * (tEnd - t) > 0) {
+        if (ts.length >= maxSteps || iterations++ > maxSteps * 20) {
+            reason = "maxSteps";
+            break;
+        }
+        if (iterations % 64 === 0)
+            check(options);
+        if (h < hMin) {
+            reason = "stepTooSmall";
+            break;
+        }
+        const last = dir * (t + dir * h - tEnd) >= 0;
+        const hh = last ? Math.abs(tEnd - t) : h;
+        const step = dir * hh;
+        const k = [];
+        for (let s = 0; s < 7; s++) {
+            const arg = y.map((v, i) => {
+                let acc = 0;
+                for (let m = 0; m < s; m++)
+                    acc += A[s]?.[m] * k[m][i];
+                return v + step * acc;
+            });
+            k.push(f(t + C[s] * step, arg));
+        }
+        const y5 = y.map((v, i) => v + step * B5.reduce((acc, b, s) => acc + b * k[s][i], 0));
+        const y4 = y.map((v, i) => v + step * B4.reduce((acc, b, s) => acc + b * k[s][i], 0));
+        if (bad(y5, limit)) {
+            // may be a bad step rather than a blow-up: try smaller before giving up
+            // bad steps count only while they recur within 10 accepted steps (a Zeno approach to the limit);
+            // isolated ones over a long run are forgiven
+            if (sinceBad > 10)
+                badSteps = 0;
+            sinceBad = 0;
+            if (++badSteps > 12 || hh <= hMin * 2) {
+                reason = "blowup";
+                break;
+            }
+            h = hh / 4;
+            continue;
+        }
+        let err = 0;
+        for (let i = 0; i < dim; i++) {
+            const sc = atol + rtol * Math.max(Math.abs(y[i]), Math.abs(y5[i]));
+            err = Math.max(err, Math.abs(y5[i] - y4[i]) / sc);
+        }
+        if (err <= 1 || hh <= hMin) {
+            t = last ? tEnd : t + step;
+            y = y5;
+            sinceBad++;
+            ts.push(t);
+            ys.push(...y);
+            if (options.stop?.(t, y)) {
+                reason = "stopped";
+                break;
+            }
+        }
+        const factor = err === 0 ? 5 : Math.min(5, Math.max(0.2, 0.9 * err ** -0.2));
+        h = Math.min(hMax, hh * factor);
+    }
+    return collect(ts, ys, dim, reason);
+}
+/**
+ * The solution curve of `dy/dx = f(x, y)` through `(x0, y0)`, extended both ways across `xDomain`, as
+ * `Samples` (x ascending). It ends where the solution blows up, so a vertical asymptote leaves a clean
+ * end, not a spike. `reasonBefore` / `reasonAfter` say why each side stopped.
+ */
+export function sampleSolutionCurve(f, x0, y0, xDomain, options = {}) {
+    assertRange("x domain", xDomain);
+    const sys = (t, y) => [f(t, y[0])];
+    const limit = options.yLimit ?? 1e6;
+    const run = (end) => {
+        const o = { ...options, blowup: limit };
+        return options.method === "rk4"
+            ? integrateRk4(sys, x0, [y0], end, { ...o, steps: options.steps ?? 200 })
+            : integrateAdaptive(sys, x0, [y0], end, o);
+    };
+    const xs = [];
+    const ys = [];
+    let reasonBefore = "end";
+    let reasonAfter = "end";
+    // A start outside the window is first carried to the nearest edge, so the curve begins exactly at the edge.
+    if (x0 < xDomain.min || x0 > xDomain.max) {
+        const edge = x0 < xDomain.min ? xDomain.min : xDomain.max;
+        const toEdge = run(edge);
+        if (toEdge.reason !== "end") {
+            const r = toEdge.reason;
+            return { x: new Float64Array(0), y: new Float64Array(0), reasonBefore: r, reasonAfter: r };
+        }
+        x0 = edge;
+        y0 = toEdge.y[toEdge.steps - 1];
+    }
+    if (x0 > xDomain.min) {
+        const back = run(xDomain.min);
+        reasonBefore = back.reason;
+        for (let k = back.steps - 1; k >= 1; k--) {
+            xs.push(back.t[k]);
+            ys.push(back.y[k]);
+        }
+    }
+    xs.push(x0);
+    ys.push(y0);
+    if (x0 < xDomain.max) {
+        const fwd = run(xDomain.max);
+        reasonAfter = fwd.reason;
+        for (let k = 1; k < fwd.steps; k++) {
+            xs.push(fwd.t[k]);
+            ys.push(fwd.y[k]);
+        }
+    }
+    return { x: Float64Array.from(xs), y: Float64Array.from(ys), reasonBefore, reasonAfter };
+}
+/** Numerical Jacobian of a planar field at a point, by central differences. */
+export function jacobian2(F, x, y) {
+    const h = 1e-6 * Math.max(1, Math.abs(x), Math.abs(y));
+    const xp = F(x + h, y);
+    const xm = F(x - h, y);
+    const yp = F(x, y + h);
+    const ym = F(x, y - h);
+    return [
+        [(xp[0] - xm[0]) / (2 * h), (yp[0] - ym[0]) / (2 * h)],
+        [(xp[1] - xm[1]) / (2 * h), (yp[1] - ym[1]) / (2 * h)],
+    ];
+}
+/** Classify an equilibrium from its 2x2 Jacobian (linearisation; `tolerance` is the zero threshold, default 1e-7). */
+export function classifyFixedPoint(J, tolerance = 1e-7) {
+    const tr = J[0][0] + J[1][1];
+    const det = J[0][0] * J[1][1] - J[0][1] * J[1][0];
+    const disc = tr * tr - 4 * det;
+    const scale = Math.max(1, Math.abs(tr), Math.abs(det));
+    let eigenvalues;
+    if (disc >= 0) {
+        const s = Math.sqrt(disc);
+        eigenvalues = [
+            [(tr + s) / 2, 0],
+            [(tr - s) / 2, 0],
+        ];
+    }
+    else {
+        const s = Math.sqrt(-disc) / 2;
+        eigenvalues = [
+            [tr / 2, s],
+            [tr / 2, -s],
+        ];
+    }
+    let type;
+    if (Math.abs(det) <= tolerance * scale)
+        type = "non-hyperbolic";
+    else if (det < 0)
+        type = "saddle";
+    else if (Math.abs(tr) <= tolerance * scale)
+        type = "center";
+    else if (disc > tolerance * scale * scale)
+        type = tr < 0 ? "stable node" : "unstable node";
+    else if (disc >= -tolerance * scale * scale)
+        type = tr < 0 ? "stable star or degenerate node" : "unstable star or degenerate node";
+    else
+        type = tr < 0 ? "stable spiral" : "unstable spiral";
+    return { trace: tr, determinant: det, eigenvalues, type };
+}
+/**
+ * Phase portrait of an autonomous planar system: the vector field on a grid, trajectories from seed points
+ * (forward and backward, cut at the window's margin or at blow-up), and fixed points classified from the Jacobian.
+ * With a budget, `progress.rows` counts field rows and the trajectories and fixed points are only computed
+ * when the field finished.
+ */
+export function samplePhasePortrait(F, xDomain, yDomain, options = {}) {
+    assertRange("x domain", xDomain);
+    assertRange("y domain", yDomain);
+    const g = options.grid ?? 15;
+    const [columns, rows] = typeof g === "number" ? [g, g] : g;
+    assertCount("columns", columns);
+    assertCount("rows", rows);
+    const meter = new Meter(options, options);
+    const n = columns * rows;
+    const fx = new Float64Array(n);
+    const fy = new Float64Array(n);
+    const u = new Float64Array(n).fill(Number.NaN);
+    const v = new Float64Array(n).fill(Number.NaN);
+    const mag = new Float64Array(n).fill(Number.NaN);
+    let done = 0;
+    let reason;
+    for (let j = 0; j < rows; j++) {
+        reason = meter.check(columns);
+        if (reason)
+            break;
+        const y = j === rows - 1 ? yDomain.max : yDomain.min + ((yDomain.max - yDomain.min) * j) / (rows - 1);
+        for (let i = 0; i < columns; i++) {
+            const x = i === columns - 1 ? xDomain.max : xDomain.min + ((xDomain.max - xDomain.min) * i) / (columns - 1);
+            const k = j * columns + i;
+            fx[k] = x;
+            fy[k] = y;
+            const w = F(x, y);
+            if (Number.isFinite(w[0]) && Number.isFinite(w[1])) {
+                u[k] = w[0];
+                v[k] = w[1];
+                mag[k] = Math.hypot(w[0], w[1]);
+            }
+        }
+        meter.spend(columns);
+        done++;
+    }
+    const m = columns * done;
+    const out = {
+        field: {
+            columns,
+            rows: done,
+            x: fx.slice(0, m),
+            y: fy.slice(0, m),
+            u: u.slice(0, m),
+            v: v.slice(0, m),
+            magnitude: mag.slice(0, m),
+        },
+        trajectories: [],
+        fixedPoints: [],
+        progress: progress(done, rows, reason),
+    };
+    if (reason)
+        return out;
+    const w = xDomain.max - xDomain.min;
+    const hgt = yDomain.max - yDomain.min;
+    const mar = options.margin ?? 0.5;
+    const inside = (x, y) => x >= xDomain.min - mar * w &&
+        x <= xDomain.max + mar * w &&
+        y >= yDomain.min - mar * hgt &&
+        y <= yDomain.max + mar * hgt;
+    const sys = (_t, s) => {
+        const r = F(s[0], s[1]);
+        return [r[0], r[1]];
+    };
+    const tMax = options.tMax ?? 10;
+    const seeds = options.seeds ??
+        Array.from({ length: 25 }, (_, q) => [
+            xDomain.min + (w * ((q % 5) + 0.5)) / 5,
+            yDomain.min + (hgt * (Math.floor(q / 5) + 0.5)) / 5,
+        ]);
+    for (const seed of seeds) {
+        const o = {
+            ...options,
+            stop: (_t, s) => !inside(s[0], s[1]),
+            hMax: tMax / 20,
+        };
+        const fwd = integrateAdaptive(sys, 0, seed, tMax, o);
+        const bwd = integrateAdaptive(sys, 0, seed, -tMax, o);
+        const xs = [];
+        const ys = [];
+        for (let k = bwd.steps - 1; k >= 1; k--) {
+            xs.push(bwd.y[2 * k]);
+            ys.push(bwd.y[2 * k + 1]);
+        }
+        for (let k = 0; k < fwd.steps; k++) {
+            xs.push(fwd.y[2 * k]);
+            ys.push(fwd.y[2 * k + 1]);
+        }
+        out.trajectories.push({
+            seed,
+            x: Float64Array.from(xs),
+            y: Float64Array.from(ys),
+            reasonBefore: bwd.reason,
+            reasonAfter: fwd.reason,
+        });
+    }
+    const starts = options.fixedPointStarts ?? 8;
+    const eps = 1e-8 * Math.max(w, hgt);
+    for (let a = 0; a < starts && starts > 0; a++) {
+        for (let b = 0; b < starts; b++) {
+            let x = xDomain.min + (w * (a + 0.5)) / starts;
+            let y = yDomain.min + (hgt * (b + 0.5)) / starts;
+            let ok = false;
+            for (let it = 0; it < 50; it++) {
+                const r = F(x, y);
+                if (!Number.isFinite(r[0]) || !Number.isFinite(r[1]))
+                    break;
+                const J = jacobian2(F, x, y);
+                const det = J[0][0] * J[1][1] - J[0][1] * J[1][0];
+                if (!Number.isFinite(det) || Math.abs(det) < 1e-14)
+                    break;
+                const dx = (J[1][1] * r[0] - J[0][1] * r[1]) / det;
+                const dy = (-J[1][0] * r[0] + J[0][0] * r[1]) / det;
+                x -= dx;
+                y -= dy;
+                if (Math.hypot(dx, dy) < eps) {
+                    ok = true;
+                    break;
+                }
+            }
+            if (!ok || !inside(x, y) || x < xDomain.min || x > xDomain.max || y < yDomain.min || y > yDomain.max)
+                continue;
+            const r = F(x, y);
+            if (Math.hypot(r[0], r[1]) > 1e-6)
+                continue;
+            if (out.fixedPoints.some((p) => Math.hypot(p.x - x, p.y - y) < 1e-5 * Math.max(w, hgt)))
+                continue;
+            const J = jacobian2(F, x, y);
+            out.fixedPoints.push({ x, y, jacobian: J, ...classifyFixedPoint(J) });
+        }
+    }
+    out.fixedPoints.sort((p, q) => p.x - q.x || p.y - q.y);
+    return out;
+}
+//# sourceMappingURL=ode.js.map

package/dist/ode.js.map

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

@@ -0,0 +1,53 @@
+import type { Domain, Samples } from "./sample.ts";
+/** Evaluate `sum a_k (x - x0)^k` for `k <= order` by Horner's rule. */
+export declare function evaluateTaylor(coefficients: ArrayLike<number>, x0: number, x: number, order?: number): number;
+export interface PartialSumCurves {
+    /** The orders requested, ascending as given. */
+    orders: number[];
+    /** One `Samples` per order; `y` is `NaN` where the partial sum is not finite (gap rules as in 1D). */
+    curves: Samples[];
+}
+/**
+ * Taylor partial sums of the given coefficients (`a_k = f^(k)(x0) / k!`) about `x0`, one curve per requested
+ * order, over a uniform grid. With `@johnhenry/math`, `taylorCoefficients` in `@johnhenry/math-sample/expr`
+ * produces the coefficients from an expression.
+ */
+export declare function sampleTaylorPartialSums(coefficients: ArrayLike<number>, x0: number, domain: Domain, orders: number[], samples?: number): PartialSumCurves;
+/**
+ * Partial sums of a function series `sum_{k=from}^{n} term(k, x)`, one curve per order `n`, computed
+ * in a single pass over `k` so each term is evaluated once per sample.
+ */
+export declare function sampleSeriesPartialSums(term: (k: number, x: number) => number, from: number, domain: Domain, orders: number[], samples?: number): PartialSumCurves;
+export interface NumericSeries {
+    /** `partial[n - from]` is the sum of terms `from..n`. */
+    partial: Float64Array;
+    from: number;
+    /** Aitken delta-squared extrapolation of the last three partial sums; `NaN` when it cannot be formed. A hint, not a proof of convergence. */
+    limitEstimate: number;
+}
+/** Partial sums of the numeric series `sum_{k=from}^{to} term(k)`, with an Aitken limit estimate. */
+export declare function partialSums(term: (k: number) => number, from: number, to: number): NumericSeries;
+export interface FourierCoefficients {
+    /** Half-period `L`: the function has period `2L`. */
+    halfPeriod: number;
+    /** The centre of the period interval used `[center - L, center + L]`. */
+    center: number;
+    /** Constant term `a0 / 2` is `a0 / 2`; `a0` is `(1/L) * integral f`. */
+    a0: number;
+    /** `a[k - 1]` multiplies `cos(k pi (x - center) / L)`. */
+    a: Float64Array;
+    /** `b[k - 1]` multiplies `sin(k pi (x - center) / L)`. */
+    b: Float64Array;
+}
+/**
+ * Fourier coefficients of `f` on `[a, b]` taken as one period, by the midpoint rule on `samples` points
+ * (exact for trig polynomials below the Nyquist order, being a full-period rule; for a function with jumps the coefficients carry
+ * ordinary O(1/samples) quadrature error). `terms` is the highest harmonic. Trig form:
+ * `a0/2 + sum a_k cos(k w x) + b_k sin(k w x)` about the interval centre.
+ */
+export declare function fourierCoefficients(f: (x: number) => number, period: Domain, terms: number, samples?: number): FourierCoefficients;
+/** Value of the Fourier partial sum with harmonics up to `n` at `x`. */
+export declare function evaluateFourier(c: FourierCoefficients, x: number, n?: number): number;
+/** One curve per harmonic count in `orders` (0 = just the constant term). */
+export declare function sampleFourierPartialSums(c: FourierCoefficients, domain: Domain, orders: number[], samples?: number): PartialSumCurves;
+//# sourceMappingURL=series.d.ts.map

package/dist/series.d.ts.map

@@ -0,0 +1 @@
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