diff-grok 1.0.10 → 1.2.0

package/src/solver-tools/ros3prw-method.js.map

@@ -1 +1 @@
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package/src/solver-tools/ros3prw-method.ts

@@ -328,7 +328,7 @@ export function ros3prw(odes: ODEs, callback?: Callback): Float64Array[] {
     yArrs[i][rowCount - 1] = y[i];
 
   // 4. prepare output
-  const solution = Array<Float64Array>(dim);
+  const solution = Array<Float64Array>(dim + 1);
 
   // independent variable
   solution[0] = tArr;

package/src/solver-tools/solver-defs.js

@@ -43,6 +43,13 @@ export var ERROR_MSG;
     ERROR_MSG["MRT_FAILS"] = "The modified Rosenbrock triple method fails";
     ERROR_MSG["ROS3PRW_FAILS"] = "The ROS3PRw method fails";
     ERROR_MSG["ROS34PRW_FAILS"] = "The ROS34PRw method fails";
+    ERROR_MSG["RK4_FAILS"] = "The Runge-Kutta-Fehlberg 4(5) method fails";
+    ERROR_MSG["AB5_FAILS"] = "The Adams-Bashforth-Moulton 5 method fails";
+    ERROR_MSG["AB4_FAILS"] = "The Adams-Bashforth-Moulton 4 method fails";
+    ERROR_MSG["RKDP_FAILS"] = "The Dormand-Prince 5(4) method fails";
+    ERROR_MSG["RK3_FAILS"] = "The Bogacki-Shampine 3(2) method fails";
+    ERROR_MSG["LSODA_FAILS"] = "The LSODA method fails";
+    ERROR_MSG["CVODE_FAILS"] = "The CVODE method fails";
 })(ERROR_MSG || (ERROR_MSG = {}));
 ;
 /** Callback action

package/src/solver-tools/solver-defs.js.map

@@ -1 +1 @@
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package/src/solver-tools/solver-defs.ts

@@ -153,6 +153,13 @@ export enum ERROR_MSG {
   MRT_FAILS = 'The modified Rosenbrock triple method fails',
   ROS3PRW_FAILS = 'The ROS3PRw method fails',
   ROS34PRW_FAILS = 'The ROS34PRw method fails',
+  RK4_FAILS = 'The Runge-Kutta-Fehlberg 4(5) method fails',
+  AB5_FAILS = 'The Adams-Bashforth-Moulton 5 method fails',
+  AB4_FAILS = 'The Adams-Bashforth-Moulton 4 method fails',
+  RKDP_FAILS = 'The Dormand-Prince 5(4) method fails',
+  RK3_FAILS = 'The Bogacki-Shampine 3(2) method fails',
+  LSODA_FAILS = 'The LSODA method fails',
+  CVODE_FAILS = 'The CVODE method fails',
 };
 
 /** Callback action

package/src/tests/correctness.test.js

@@ -3,10 +3,12 @@ import { corrProbs } from '../../index';
 import { getError } from './test-utils';
 import { methods, MAX_MAD } from './test-defs';
 methods.forEach((method, name) => {
-    corrProbs.forEach((problem) => {
-        test(`Correctness: method - ${name}, problem - ${problem.odes.name}`, () => {
-            const error = getError(method, problem);
-            expect(error).toBeLessThan(MAX_MAD);
+    describe(`${name}`, () => {
+        corrProbs.forEach((problem) => {
+            test(`${problem.odes.name}`, () => {
+                const error = getError(method, problem);
+                expect(error).toBeLessThan(MAX_MAD);
+            });
         });
     });
 });

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package/src/tests/correctness.test.ts

@@ -5,10 +5,12 @@ import {getError} from './test-utils';
 import {methods, MAX_MAD} from './test-defs';
 
 methods.forEach((method, name) => {
-  corrProbs.forEach((problem) => {
-    test(`Correctness: method - ${name}, problem - ${problem.odes.name}`, () => {
-      const error = getError(method, problem);
-      expect(error).toBeLessThan(MAX_MAD);
+  describe(`${name}`, () => {
+    corrProbs.forEach((problem) => {
+      test(`${problem.odes.name}`, () => {
+        const error = getError(method, problem);
+        expect(error).toBeLessThan(MAX_MAD);
+      });
     });
   });
 });

package/src/tests/cvode-lib-correctness.test.js

@@ -0,0 +1,404 @@
+import { Cvode, cvodeCreate, cvodeInit, cvode, cvodeSStolerances, cvodeSVtolerances, cvodeSetLinearSolver, CV_BDF, CV_NORMAL, CV_SUCCESS, CV_ROOT_RETURN, CV_TOO_MUCH_WORK, } from '../solver-tools/cvode';
+import { corrProbs } from '../examples/corr-probs';
+// ─── Robertson chemical kinetics (original test) ────────────────────────────
+function robertsonRhs(t, y, ydot) {
+    ydot[0] = 1.0e4 * y[1] * y[2] - 0.04 * y[0];
+    ydot[2] = 3.0e7 * y[1] * y[1];
+    ydot[1] = -(ydot[0] + ydot[2]);
+}
+/** Low-level RHS for Robertson (returns int). */
+function robertsonRhsLowLevel(t, y, ydot, _userData) {
+    robertsonRhs(t, y, ydot);
+    return 0;
+}
+const robertsonExpected = [
+    { t: 4.0000e-01, y: [9.851712e-01, 3.386380e-05, 1.479493e-02] },
+    { t: 4.0000e+00, y: [9.055333e-01, 2.240655e-05, 9.444430e-02] },
+    { t: 4.0000e+01, y: [7.158403e-01, 9.186334e-06, 2.841505e-01] },
+    { t: 4.0000e+02, y: [4.505250e-01, 3.222964e-06, 5.494717e-01] },
+    { t: 4.0000e+03, y: [1.831976e-01, 8.941773e-07, 8.168015e-01] },
+    { t: 4.0000e+04, y: [3.898729e-02, 1.621940e-07, 9.610125e-01] },
+    { t: 4.0000e+05, y: [4.936362e-03, 1.984221e-08, 9.950636e-01] },
+    { t: 4.0000e+06, y: [5.161833e-04, 2.065787e-09, 9.994838e-01] },
+    { t: 4.0000e+07, y: [5.179804e-05, 2.072027e-10, 9.999482e-01] },
+    { t: 4.0000e+08, y: [5.283675e-06, 2.113481e-11, 9.999947e-01] },
+    { t: 4.0000e+09, y: [4.658667e-07, 1.863468e-12, 9.999995e-01] },
+    { t: 4.0000e+10, y: [1.431100e-08, 5.724404e-14, 1.000000e+00] },
+];
+// Robertson solver tolerances for CVODE.
+const ROBERTSON_SOLVER_RTOL = 1e-8;
+const ROBERTSON_SOLVER_ATOL = new Float64Array([1e-10, 1e-14, 1e-10]);
+// Number of Robertson output points to check with strict relative tolerance.
+// At very late times (t>=4e8) the solution components become extremely small
+// (y1~1e-5, y2~1e-10) and accumulated integration error over many orders of
+// magnitude of time makes pure relative error checks impractical. We check
+// the first 9 points (up to t=4e7) with strict tolerance and use qualitative
+// checks for the remaining points.
+const ROBERTSON_STRICT_POINTS = 9;
+const ROBERTSON_CHECK_TOL = 5e-3;
+// ─── Helpers ─────────────────────────────────────────────────────────────────
+function relError(computed, reference) {
+    if (reference === 0)
+        return Math.abs(computed);
+    return Math.abs((computed - reference) / reference);
+}
+/**
+ * Solves an ODE with the Cvode class and checks against exact solution at the final time.
+ * Uses combined absolute + relative tolerance: |computed - exact| < checkTol * |exact| + checkAbsTol.
+ */
+function solveAndCheck(ode, exactSolution, lmm, checkTol = 1e-3, checkAbsTol = 1e-6) {
+    const neq = ode.initial.length;
+    const tol = ode.tolerance;
+    const solver = new Cvode(ode.func, neq, ode.arg.start, Float64Array.from(ode.initial), {
+        lmm,
+        rtol: tol,
+        atol: tol,
+    });
+    let t = ode.arg.start;
+    const step = ode.arg.step;
+    const finish = ode.arg.finish;
+    let result;
+    let tout = t + step;
+    while (tout <= finish + step / 2) {
+        result = solver.solve(tout);
+        expect(result.flag).toBe(CV_SUCCESS);
+        t = result.t;
+        tout += step;
+    }
+    // Check final solution against exact
+    const exact = exactSolution(t);
+    const y = result.y;
+    for (let j = 0; j < neq; j++) {
+        const absErr = Math.abs(y[j] - exact[j]);
+        const allowed = checkTol * Math.abs(exact[j]) + checkAbsTol;
+        expect(absErr).toBeLessThan(allowed);
+    }
+}
+/**
+ * Dense output helper: solve an ODE to evenly spaced output points, then use getDky
+ * to verify the interpolation matches the exact solution.
+ */
+function denseExactCheck(ode, exactSolution, lmm, checkTol = 1e-3, checkAbsTol = 1e-6) {
+    const neq = ode.initial.length;
+    const tol = ode.tolerance;
+    const solver = new Cvode(ode.func, neq, ode.arg.start, Float64Array.from(ode.initial), {
+        lmm,
+        rtol: tol,
+        atol: tol,
+    });
+    const start = ode.arg.start;
+    const finish = ode.arg.finish;
+    const nOutputPts = 100;
+    let nChecked = 0;
+    for (let i = 1; i <= nOutputPts; i++) {
+        const tout = start + (finish - start) * i / nOutputPts;
+        const result = solver.solve(tout);
+        expect(result.flag).toBe(CV_SUCCESS);
+        // getDky at the output time should match the solve result
+        const dky = solver.getDky(result.t, 0);
+        const exact = exactSolution(result.t);
+        for (let j = 0; j < neq; j++) {
+            // Dense output should match the direct solve result
+            expect(Math.abs(dky[j] - result.y[j])).toBeLessThan(1e-12);
+            // Dense output should match the exact solution
+            const absErr = Math.abs(dky[j] - exact[j]);
+            const allowed = checkTol * Math.abs(exact[j]) + checkAbsTol;
+            expect(absErr).toBeLessThan(allowed);
+        }
+        nChecked++;
+    }
+    // Ensure we actually checked points
+    expect(nChecked).toBe(nOutputPts);
+}
+// ─── Tests ───────────────────────────────────────────────────────────────────
+const nonStiffProbs = corrProbs.filter((p) => p.odes.name.startsWith('non-stiff'));
+const stiffProbs = corrProbs.filter((p) => p.odes.name.startsWith('stiff'));
+describe('CVODE LIB', () => {
+    it('should solve Robertson chemical kinetics with Cvode class', () => {
+        const neq = 3;
+        const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+            lmm: 'bdf',
+            rtol: ROBERTSON_SOLVER_RTOL,
+            atol: ROBERTSON_SOLVER_ATOL,
+        });
+        let tout = 0.4;
+        for (let iout = 0; iout < 12; iout++) {
+            const result = solver.solve(tout);
+            expect(result.flag).toBe(CV_SUCCESS);
+            const exp = robertsonExpected[iout];
+            if (iout < ROBERTSON_STRICT_POINTS) {
+                for (let j = 0; j < 3; j++) {
+                    const err = relError(result.y[j], exp.y[j]);
+                    expect(err).toBeLessThanOrEqual(ROBERTSON_CHECK_TOL);
+                }
+            }
+            else {
+                const sum = result.y[0] + result.y[1] + result.y[2];
+                expect(Math.abs(sum - 1.0)).toBeLessThan(1e-4);
+                expect(result.y[2]).toBeGreaterThan(0.999);
+            }
+            tout *= 10.0;
+        }
+    });
+    it('should solve Robertson chemical kinetics with the low-level API', () => {
+        const neq = 3;
+        const y0 = Float64Array.from([1.0, 0.0, 0.0]);
+        const mem = cvodeCreate(CV_BDF);
+        cvodeInit(mem, robertsonRhsLowLevel, 0.0, y0);
+        cvodeSVtolerances(mem, ROBERTSON_SOLVER_RTOL, ROBERTSON_SOLVER_ATOL);
+        cvodeSetLinearSolver(mem);
+        const yout = new Float64Array(neq);
+        let tout = 0.4;
+        for (let iout = 0; iout < 12; iout++) {
+            const { flag, t } = cvode(mem, tout, yout, CV_NORMAL);
+            expect(flag).toBe(CV_SUCCESS);
+            const exp = robertsonExpected[iout];
+            if (iout < ROBERTSON_STRICT_POINTS) {
+                for (let j = 0; j < 3; j++) {
+                    const err = relError(yout[j], exp.y[j]);
+                    expect(err).toBeLessThanOrEqual(ROBERTSON_CHECK_TOL);
+                }
+            }
+            else {
+                const sum = yout[0] + yout[1] + yout[2];
+                expect(Math.abs(sum - 1.0)).toBeLessThan(1e-4);
+                expect(yout[2]).toBeGreaterThan(0.999);
+            }
+            tout *= 10.0;
+        }
+    });
+    describe('non-stiff problems (Adams)', () => {
+        nonStiffProbs.forEach(({ odes, exact }) => {
+            it(`should solve ${odes.name} problem`, () => {
+                solveAndCheck(odes, exact, 'adams');
+            });
+        });
+    });
+    describe('stiff problems (BDF)', () => {
+        stiffProbs.forEach(({ odes, exact }) => {
+            it(`should solve ${odes.name} problem`, () => {
+                solveAndCheck(odes, exact, 'bdf');
+            });
+        });
+    });
+    // ─── Rootfinding ─────────────────────────────────────────────────────────
+    describe('rootfinding', () => {
+        it('should detect roots in Robertson system', () => {
+            const neq = 3;
+            // Root functions: g1 = y1 - 1e-4, g2 = y3 - 0.01
+            const rootFn = (t, y, gout) => {
+                gout[0] = y[0] - 1e-4;
+                gout[1] = y[2] - 0.01;
+            };
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+                rootFn,
+                nRootFns: 2,
+            });
+            const rootTimes = [];
+            const rootIndices = [];
+            // Advance through the problem, collecting root returns
+            let tout = 0.4;
+            const tEnd = 4e10;
+            while (tout <= tEnd) {
+                const result = solver.solve(tout);
+                if (result.flag === CV_ROOT_RETURN) {
+                    rootTimes.push(result.t);
+                    rootIndices.push(result.rootsFound);
+                    // Continue from the root time; do not advance tout yet
+                    continue;
+                }
+                expect(result.flag).toBe(CV_SUCCESS);
+                tout *= 10.0;
+            }
+            // Expect at least 2 roots: y3 reaches 0.01 first, then y1 drops to 1e-4
+            expect(rootTimes.length).toBeGreaterThanOrEqual(2);
+            // First root: y3 = 0.01, near t ~ 2.6391e-1
+            const tRoot1 = rootTimes[0];
+            expect(relError(tRoot1, 2.6391e-1)).toBeLessThan(2e-2);
+            // rootsFound should indicate root function index 1 (g2)
+            expect(rootIndices[0][1]).not.toBe(0);
+            // Second root: y1 = 1e-4, near t ~ 2.0790e+7
+            const tRoot2 = rootTimes[1];
+            expect(relError(tRoot2, 2.0790e7)).toBeLessThan(2e-2);
+            // rootsFound should indicate root function index 0 (g1)
+            expect(rootIndices[1][0]).not.toBe(0);
+        });
+    });
+    // ─── Dense output tests ─────────────────────────────────────────────────
+    describe('dense output (getDky)', () => {
+        it('consistency: getDky at output points should match solve results (Robertson)', () => {
+            const neq = 3;
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+            });
+            let tout = 0.4;
+            for (let iout = 0; iout < 12; iout++) {
+                const result = solver.solve(tout);
+                expect(result.flag).toBe(CV_SUCCESS);
+                // getDky at the output time should match the solve result
+                const dky = solver.getDky(result.t, 0);
+                for (let j = 0; j < neq; j++)
+                    expect(Math.abs(dky[j] - result.y[j])).toBeLessThan(1e-12);
+                tout *= 10.0;
+            }
+        });
+        it('monotonicity: getDky at successive output points should produce finite values', () => {
+            const neq = 3;
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+            });
+            // Solve to 1000 uniformly spaced points across [0.01, 1.0]
+            const n = 1000;
+            const tMin = 0.01;
+            const tMax = 1.0;
+            let prevT = 0.0;
+            for (let i = 0; i < n; i++) {
+                const tout = tMin + (tMax - tMin) * i / (n - 1);
+                const result = solver.solve(tout);
+                expect(result.flag).toBe(CV_SUCCESS);
+                // Time should advance monotonically
+                expect(result.t).toBeGreaterThan(prevT);
+                prevT = result.t;
+                // getDky at the output point should return finite values
+                const dky = solver.getDky(result.t, 0);
+                for (let j = 0; j < neq; j++)
+                    expect(Number.isFinite(dky[j])).toBe(true);
+            }
+        });
+        it('boundary: getDky at endpoints of the current step interval', () => {
+            const neq = 3;
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+            });
+            // Advance to a point to establish state
+            const result = solver.solve(0.4);
+            expect(result.flag).toBe(CV_SUCCESS);
+            // getDky at the last output time should succeed
+            const dkyEnd = solver.getDky(result.t, 0);
+            for (let j = 0; j < neq; j++)
+                expect(Number.isFinite(dkyEnd[j])).toBe(true);
+            // Query derivative (k=1) - first derivative at output time
+            const dkyDeriv = solver.getDky(result.t, 1);
+            for (let j = 0; j < neq; j++)
+                expect(Number.isFinite(dkyDeriv[j])).toBe(true);
+        });
+        corrProbs.forEach(({ odes, exact }) => {
+            const lmm = odes.name.startsWith('stiff') ? 'bdf' : 'adams';
+            it(`dense output on ${odes.name} problem should match exact solution`, () => {
+                denseExactCheck(odes, exact, lmm);
+            });
+        });
+    });
+    // ─── Error handling ─────────────────────────────────────────────────────
+    describe('error handling', () => {
+        it('should return error for negative tolerances (low-level API)', () => {
+            const mem = cvodeCreate(CV_BDF);
+            cvodeInit(mem, robertsonRhsLowLevel, 0.0, Float64Array.from([1.0, 0.0, 0.0]));
+            const flag = cvodeSStolerances(mem, -1e-4, 1e-6);
+            expect(flag).toBeLessThan(0);
+        });
+        it('should return CV_TOO_MUCH_WORK with maxSteps: 1', () => {
+            const neq = 3;
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+                maxSteps: 1,
+            });
+            const result = solver.solve(4e10);
+            expect(result.flag).toBe(CV_TOO_MUCH_WORK);
+        });
+        it('should return error flag when RHS function fails', () => {
+            const failingRhs = (_t, _y, ydot) => {
+                ydot[0] = NaN;
+            };
+            const solver = new Cvode(failingRhs, 1, 0.0, Float64Array.from([1.0]), {
+                lmm: 'bdf',
+                rtol: 1e-4,
+                atol: 1e-6,
+            });
+            const result = solver.solve(1.0);
+            expect(result.flag).toBeLessThan(0);
+        });
+    });
+    // ─── Cvode class features ──────────────────────────────────────────────
+    describe('Cvode class features', () => {
+        it('getStats should return valid integrator statistics', () => {
+            const neq = 3;
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+            });
+            // Solve to first output point
+            solver.solve(0.4);
+            const stats = solver.getStats();
+            expect(stats.nSteps).toBeGreaterThan(0);
+            expect(stats.nRhsEvals).toBeGreaterThan(0);
+            expect(stats.nLinSolvSetups).toBeGreaterThanOrEqual(0);
+            expect(stats.nErrTestFails).toBeGreaterThanOrEqual(0);
+            expect(stats.nNonlinSolvIters).toBeGreaterThan(0);
+            expect(stats.nNonlinSolvConvFails).toBeGreaterThanOrEqual(0);
+            expect(stats.nJacEvals).toBeGreaterThanOrEqual(0);
+            expect(stats.lastOrder).toBeGreaterThanOrEqual(1);
+            expect(stats.lastStep).toBeGreaterThan(0);
+            expect(stats.currentTime).toBeGreaterThan(0);
+        });
+        it('reInit should allow solving with new initial conditions', () => {
+            const neq = 3;
+            const solver = new Cvode(robertsonRhs, neq, 0.0, Float64Array.from([1.0, 0.0, 0.0]), {
+                lmm: 'bdf',
+                rtol: ROBERTSON_SOLVER_RTOL,
+                atol: ROBERTSON_SOLVER_ATOL,
+            });
+            // Solve to first output point
+            const result1 = solver.solve(0.4);
+            expect(result1.flag).toBe(CV_SUCCESS);
+            const y1 = new Float64Array(result1.y);
+            // Re-initialize with the same initial conditions and solve again
+            solver.reInit(0.0, Float64Array.from([1.0, 0.0, 0.0]));
+            const result2 = solver.solve(0.4);
+            expect(result2.flag).toBe(CV_SUCCESS);
+            // Results should match closely
+            for (let j = 0; j < neq; j++) {
+                const err = relError(result2.y[j], y1[j]);
+                expect(err).toBeLessThanOrEqual(1e-6);
+            }
+        });
+        it('reInit with different initial conditions should produce different results', () => {
+            const neq = 1;
+            const simpleRhs = (_t, y, ydot) => {
+                ydot[0] = -y[0]; // y' = -y, solution: y(t) = y0 * exp(-t)
+            };
+            const solver = new Cvode(simpleRhs, neq, 0.0, Float64Array.from([1.0]), {
+                lmm: 'adams',
+                rtol: 1e-10,
+                atol: 1e-12,
+            });
+            // Solve with y0 = 1
+            const result1 = solver.solve(1.0);
+            expect(result1.flag).toBe(CV_SUCCESS);
+            const y1 = result1.y[0]; // should be ~ exp(-1) ~ 0.3679
+            // Re-initialize with y0 = 2
+            solver.reInit(0.0, Float64Array.from([2.0]));
+            const result2 = solver.solve(1.0);
+            expect(result2.flag).toBe(CV_SUCCESS);
+            const y2 = result2.y[0]; // should be ~ 2*exp(-1) ~ 0.7358
+            // y2 should be approximately 2 * y1
+            expect(relError(y2, 2 * y1)).toBeLessThan(1e-6);
+            // Check against exact solutions
+            expect(relError(y1, Math.exp(-1))).toBeLessThan(1e-6);
+            expect(relError(y2, 2 * Math.exp(-1))).toBeLessThan(1e-6);
+        });
+    });
+});
+//# sourceMappingURL=cvode-lib-correctness.test.js.map

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