diff-grok 1.0.8

package/README.MD

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+# Diff Grok
+
+A lightweight TypeScript library for solving initial value problem ([IVP](https://en.wikipedia.org/wiki/Initial_value_problem)) for ordinary differential equations ([ODEs](https://en.wikipedia.org/wiki/Ordinary_differential_equation)) using numerical methods. This library focuses on solving [stiff equations](https://en.wikipedia.org/wiki/Stiff_equation).
+
+## Features
+
+* Solving both [stiff](https://en.wikipedia.org/wiki/Stiff_equation) and non-stiff equations
+* Fast computations
+* A set of Rosenbrock–Wanner-type methods:
+  * The modified Rosenbrock triple ([MRT](https://doi.org/10.1137/S1064827594276424))
+  * The [ROS3PRw](https://doi.org/10.1016/j.cam.2015.03.010) method
+  * The [ROS34PRw](https://doi.org/10.1016/j.cam.2015.03.010) method
+* Scripting:
+  * declarative specification of models
+  * auto-generated JavaScript code
+* Integration with the [Datagrok](https://datagrok.ai) platform
+* Zero dependencies
+
+## Installation
+
+```bash
+npm i diff-grok
+```
+
+## Solving
+
+### General
+
+To find numerical solution of a problem:
+
+$$\frac{dy}{dt} = f(t, y)$$
+$$y(t_{0}) = y_0$$
+
+on the segment $[t_0, t_1]$ with the step $h$:
+
+1. Import `ODEs` and a desired numerical method:
+
+   * `mrt` - the [MRT](https://doi.org/10.1137/S1064827594276424) method
+   * `ros3prw`- the [ROS3PRw](https://doi.org/10.1016/j.cam.2015.03.010) method
+   * `ros34prw` - the [ROS34PRw](https://doi.org/10.1016/j.cam.2015.03.010) method
+
+2. Specify `ODEs` object that defines a problem:
+
+   * `name` - name of a model
+   * `arg` - independent variable specification. This is in object with fields:
+     * `name` - name of the argument, $t$
+     * `start` - initial value of the argument, $t_0$
+     * `finish` - final value of the argument, $t_1$
+     * `step` - solution grid step, $h$
+   * `initial` - initial values, $y_0$
+   * `func` - right-hand side of the system, $f(t, y)$. This is a function `(t: number, y: Float64Array, output: Float64Array) => void`:
+     * `t` - value of independent variable $t$
+     * `y` - values of $y$
+     * `output` - output values of $f(t, y)$
+
+   * `tolerance` - numerical tolerance
+   * `solutionColNames` - names of solutions, i.e. names of the vector $y$ elements
+
+3. Call numerical method. It returns `Float64Array`-arrays with values of an argument and approximate solutions.
+
+Diff Grok is designed to provide fast computations. Check [performance](#performance) for the details.
+
+### Example
+
+Consider the following problem:
+
+$$\begin{cases}
+\frac{dx}{dt} = x + y - t \\
+\frac{dy}{dt} = x y + t \\
+x(0) = 1 \\
+y(0) = -1
+\end{cases}$$
+
+To solve it on the segment $[0, 2]$ with the step $0.01$ using the [MRT](https://doi.org/10.1137/S1064827594276424) method with the tolerance $10^{-7}$, we start with imports:
+
+```typescript
+import {ODEs, mrt} from '@datagrok-ai/diff-studio-tools';
+```
+
+Next, we create
+
+```typescript
+const task: ODEs = {
+    name: 'Example', // name of your model
+    arg: {
+        name: 't',  // name of the argument
+        start: 0,   // initial value of the argument
+        finish: 2,  // final value of the argument
+        step: 0.01, // solution grid step
+    },
+    initial: [1, -1], // initial values
+    func: (t: number, y: Float64Array, output: Float64Array) => { // right-hand side of the system
+      output[0] = y[0] + y[1] - t; // 1-st equation
+      output[1] = y[0] * y[1] + t; // 2-nd equation
+    },
+    tolerance: 1e-7, // tolerance
+    solutionColNames: ['x', 'y'], // names of solution functions
+};
+```
+
+Finally, we call the specified numerical method to solve `task`:
+
+```typescript
+const solution = mrt(task);
+```
+
+Currently, `solution` contains:
+
+* `solution[0]` - values of $t$, i.e. the range $0..2$ with the step $0.01$
+* `solution[1]` - values of $x(t)$ at the points of this range
+* `solution[2]` - values of $y(t)$ at the points of the same range
+
+Find this example in [basic-use.ts](./src/examples/basic-use.ts).
+
+## Performance
+
+The following [classic problems](https://archimede.uniba.it/~testset/testsetivpsolvers/?page_id=26#ODE) are used to evaluate efficiency of Diff Grok methods:
+
+* [Rober](https://archimede.uniba.it/~testset/report/rober.pdf)
+  * a stiff system of 3 nonlinear ODEs
+  * describes the kinetics of an autocatalytic reaction given by Robertson
+  * [robertson.ts](./src/examples/robertson.ts)
+* [HIRES](https://archimede.uniba.it/~testset/report/hires.pdf)
+  * a stiff system of 8 non-linear equations
+  * explains the `High Irradiance Responses' (HIRES) of photomorphogenesis on the basis of phytochrome, by means of a chemical reaction   involving eight reactants
+  * [hires.ts](./src/examples/hires.ts)
+* [VDPOL](https://archimede.uniba.it/~testset/report/vdpol.pdf)
+  * a system of 2 ODEs proposed by B. van der Pol
+  * describes the behaviour of nonlinear vacuum tube circuits
+  * [vdpol.ts](./src/examples/vdpol.ts)
+* [OREGO](https://archimede.uniba.it/~testset/report/orego.pdf)
+  * a stiff system of 3 non-linear equations
+  * simulates Belousov-Zhabotinskii reaction
+  * [orego.ts](./src/examples/orego.ts)
+* [E5](https://archimede.uniba.it/~testset/report/e5.pdf)
+  * a stiff system of 4 non-linear ODEs
+  * represents a chemical pyrolysis model
+  * [e5.ts](./src/examples/e5.ts)
+* [Pollution](https://archimede.uniba.it/~testset/report/pollu.pdf)
+  * a stiff system of 20 non-linear equations
+  * describes a chemical reaction part of the air pollution model designed at The Dutch National Institute of Public Health and Environmental Protection
+  * [pollution.ts](./src/examples/pollution.ts)
+
+The MRT, ROS3PRw and ROS34PRw methods demonstrate the following time performance (AMD Ryzen 5 5600H 3.30 GHz CPU):
+
+|Problem|Segment|Points|Tolerance|MRT, ms|ROS3PRw, ms|ROS34PRw, ms|
+|-|-|-|-|-|-|-|
+|[Rober](https://archimede.uniba.it/~testset/report/rober.pdf)|[0, 10E+11]|40K|1E-7|103|446|285|
+|[HIRES](https://archimede.uniba.it/~testset/report/hires.pdf)|[0, 321.8122]|32K|1E-10|222|362|215|
+|[VDPOL](https://archimede.uniba.it/~testset/report/vdpol.pdf)|[0, 2000]|20K|1E-12|963|1576|760|
+|[OREGO](https://archimede.uniba.it/~testset/report/orego.pdf)|[0, 360]|36K|1E-8|381|483|199|
+|[E5](https://archimede.uniba.it/~testset/report/e5.pdf)|[0, 10E+13]|40K|1E-6|14|17|8|
+|[Pollution](https://archimede.uniba.it/~testset/report/pollu.pdf)|[0, 60]|30K|1E-6|36|50|23|
+
+Run [check-methods.ts](./src/examples/check-methods.ts) to check results.
+
+## Scripting
+
+The library provides tools for declarative specifying models defined by IVPs. This feature enables a development of "no-code" modeling tools seamlessly integrated with the [Datagrok](https://datagrok.ai) platform.
+
+### Model components and syntax
+
+Each **model** has a simple declarative syntax.
+
+#### Core blocks
+
+These blocks define the basic mathematical model and are required for any model:
+
+1. `#name`: Add a model identifier
+
+   ```python
+   #name: Problem
+   ```
+
+1. `#equations`: Define the system of ODEs to solve. Diff Grok supports any number of equations with single or multi-letter variable names
+  
+   ```python
+   #equations:
+     dx/dt = x + y + exp(t)
+     dy/dt = x - y - cos(t)
+   ```
+
+1. `#argument`: Defines
+   * independent variable
+   * its initial value (`initial`)
+   * final value (`final`), and
+   * grid step (`step`)
+
+   The solver calculates values at each step interval across the specified [_initial,final_] range.
+
+   ```python
+   #argument: t
+     initial = 0
+     final = 1
+     step = 0.01
+   ```
+
+1. `#inits`: Defines initial values for functions being solved
+
+   ```python
+   #inits:
+     x = 2
+     y = 5
+   ```
+
+#### Comments
+
+* `#comment`: Write a comment in any place of your model
+
+   ```python
+   #comment:
+     You can provide any text here. The lib ignores it.
+   ```
+
+* Place comments right in formulas using `//`
+
+   ```python
+   #equations:
+     dx/dt = x + y + exp(t) // 1-st equation
+     dy/dt = x - y - cos(t) // 2-nd equation
+   ```
+
+#### Model parameters
+
+These blocks define values used in equations. Choose type based on intended use:
+
+* `#parameters`: Generate UI controls for model exploration
+
+   ```python
+   #parameters:
+     P1 = 1
+     P2 = -1
+
+   ```
+
+* `#constants`: Use for fixed values in equations that don't require UI controls
+
+   ```python
+   #constants:
+     C1 = 1
+     C2 = 3
+   ```
+
+#### Auxiliary calculations
+
+This block defines mathematical functions using `#parameters`, `#constants`,
+`#argument`, and other functions. These are direct calculations (no ODEs involved). Use them to break
+down complex calculations and simplify your equations.
+
+* `#expressions`
+
+   ```python
+   #expressions:
+     E1 = C1 * t + P1
+     E2 = C2 * cos(2 * t) + P2
+   ```
+
+### JS-code generation
+
+To transform any model to JavaScript code with an appropriate specification of `ODEs` object, follow the steps:
+
+1. Import the parsing and code generating tools:
+
+```typescript
+import {getIVP, getJScode} from '@datagrok-ai/diff-studio-tools';
+```
+
+2. Define a string with a model specification, use a simple [model syntax](#model-components-and-syntax):
+
+```typescript
+const model = `
+#name: Example
+#equations:
+  dx/dt = x + y - cos(t)
+  dy/dt = x - y + sin(t)
+...
+`;
+```
+
+3. Parse formulas:
+
+```typescript
+const ivp = getIVP(model);
+```
+
+The method `getIVP` parses formulas and returns `IVP` object specifying a model.
+
+4. Generate JS-code:
+
+```typescript
+const lines = getJScode(ivp);
+```
+
+The method `getJScode` transforms `IVP` object to JavaScript code. It returns an array of strings with this code.
+
+Find this example in [scripting.ts](./src/examples/scripting.ts).
+
+### Pipelines
+
+Diff Grok **pipeline** is a powerful feature for complex process simulation and model analysis in webworkers. It wraps the main solver with a set of actions that perform pre- and post-processing of a model inputs & outputs. In addition, they provide an output customization.
+
+1. Start with imports:
+
+```typescript
+import * as DGL from '@datagrok/diff-grok';
+```
+
+2. Define your model:
+
+```typescript
+const model = `#name: My model
+#equations:
+  dx/dt = ...
+  dy/dt = ...
+  ...
+
+#inits:
+  x = 2
+  y = 3
+  ...
+```
+
+3. Generate IVP-objects:
+
+* for the main thread computations:
+
+```typescript
+const ivp = DGL.getIVP(model);
+```
+
+* for computations in workers:
+```typescript
+const ivpWW = DGL.getIvp2WebWorker(ivp);
+```
+
+4. Set model inputs:
+
+```typescript
+const inputs = {
+  x: 2,
+  y: 30,
+  ...
+};
+```
+
+5. Create typed input array:
+
+```typescript
+const inputVector = DGL.getInputVector(inputs, ivp);
+```
+
+6. Get a pipeline:
+
+```typescript
+const creator = DGL.getPipelineCreator(ivp);
+const pipeline = creator.getPipeline(inputVector);
+```
+
+You can pass `pipeline`, `ivpWW`, and `inputVector` to webworkers.
+
+7. Apply pipeline to perform computations:
+
+```typescript
+const solution = DGL.applyPipeline(pipeline, ivpWW, inputVector);
+```
+
+Find complete examples in these files:
+
+* [pipeline-use.ts](./src/examples/pipeline-use.ts) - A basic example demonstrating pipeline usage
+* [model-updates.ts](./src/examples/model-updates.ts) - A simulation of a multi-stage process using pipelines
+* [cyclic-model.ts](./src/examples/cyclic-model.ts) - A simulation of a cyclic process using pipelines
+
+## Integration with Datagrok
+
+[Datagrok](https://datagrok.ai) is a platform enabling powerful scientific computing capabilities. It provides next-generation environment for leveraging interactive visualizations, data access, machine learning, and enterprise features to enable developing, publishing, discovering, and using scientific applications.
+
+The library is seamlessly integrated to Datagrok via the [Diff Studio](https://github.com/datagrok-ai/public/tree/master/packages/DiffStudio) package. It provides
+
+* Numerical solving IVPs directly in the browser
+* "No-code" models development
+* Solving both stiff and non-stiff systems of ODEs
+* Automatic generation of user interfaces
+* Interactive visualization and model exploration
+* Sensitivity analysis and parameters optimization
+* Sharing models and computational results
+
+Run the Diff Studio [app](https://public.datagrok.ai/apps/DiffStudio) and check interactive modeling:
+
+![DiffStudio](images/acid-prod.gif)
+
+Learn more
+
+ * Diff Studio application [docs](https://datagrok.ai/help/compute/diff-studio)
+ * Diff Studio example [models](https://datagrok.ai/help/compute/models)
+ * [Parameters optimization](https://datagrok.ai/help/compute/function-analysis#parameter-optimization)
+ * [Sensitivity analysis](https://datagrok.ai/help/compute/function-analysis#sensitivity-analysis)

package/eslintrc.json

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+{
+  "env": {
+    "browser": true,
+    "es2022": true
+  },
+  "extends": [
+    "google"
+  ],
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+  "parserOptions": {
+    "ecmaVersion": 12,
+    "sourceType": "module"
+  },
+  "plugins": [
+    "@typescript-eslint"
+  ],
+  "rules": {
+    "no-unused-vars": "off",
+        "@typescript-eslint/no-unused-vars": ["warn", { "varsIgnorePattern": "^(_|ui$|grok$|DG$)", "argsIgnorePattern": "^_"}],
+    "indent": [
+      "error",
+      2
+    ],
+    "max-len": [
+      "error",
+      120
+    ],
+    "require-jsdoc": "off",
+    "valid-jsdoc": "off",
+    "spaced-comment": "off",
+    "linebreak-style": "off",
+    "curly": [
+      "error",
+      "multi-or-nest"
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+      {
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+    "block-spacing": 2
+  }
+}

package/index.js

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+export { mrt, ros3prw, ros34prw, CallbackAction, DEFAULT_OPTIONS, getCallback } from './src/solver-tools';
+export { perfProbs, corrProbs } from './src/examples';
+export { DF_NAME, CONTROL_EXPR, MAX_LINE_CHART, getIVP, getScriptLines, getScriptParams, getJScode, SCRIPTING, BRACE_OPEN, BRACE_CLOSE, BRACKET_OPEN, BRACKET_CLOSE, ANNOT_SEPAR, CONTROL_SEP, STAGE_COL_NAME, ARG_INPUT_KEYS, DEFAULT_SOLVER_SETTINGS, ModelError, getFunc4worker } from './src/scripting-tools';
+export { getIvp2WebWorker, solveIvp } from './src/worker-tools';
+export { applyPipeline, getOutputCode, getOutputNames, PipelineCreator, BasicModelPipelineCreator, getInputVector, getPipelineCreator, CyclicModelPipelineCreator, UpdatesModelPipelineCreator } from './src/pipeline';
+//# sourceMappingURL=index.js.map

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package/index.ts

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+export {ODEs, mrt, ros3prw, ros34prw, CallbackAction, DEFAULT_OPTIONS, SolverOptions,
+  getCallback, SolverMethod} from './src/solver-tools';
+
+export {perfProbs, corrProbs, CorrProblem} from './src/examples';
+
+export {DF_NAME, CONTROL_EXPR, MAX_LINE_CHART, getIVP, getScriptLines, getScriptParams, getJScode,
+  IVP, Input, SCRIPTING, BRACE_OPEN, BRACE_CLOSE, BRACKET_OPEN, BRACKET_CLOSE, ANNOT_SEPAR,
+  CONTROL_SEP, STAGE_COL_NAME, ARG_INPUT_KEYS, DEFAULT_SOLVER_SETTINGS, ModelError,
+  getFunc4worker} from './src/scripting-tools';
+
+export {IVP2WebWorker, getIvp2WebWorker, solveIvp} from './src/worker-tools';
+
+export {Pipeline, Wrapper, applyPipeline, getOutputCode, getOutputNames, PipelineCreator,
+  BasicModelPipelineCreator, getInputVector, getPipelineCreator, CyclicModelPipelineCreator,
+  UpdatesModelPipelineCreator} from './src/pipeline';

package/package.json

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+{
+  "name": "diff-grok",
+  "author": {
+    "name": "Viktor Makarichev",
+    "email": "vmakarichev@datagrok.ai"
+  },
+  "publishConfig": {
+    "access": "public"
+  },
+  "license": "MIT",
+  "version": "1.0.8",
+  "description": "Tools for solving initial value problem for ordinary differential equations",
+  "keywords": [
+    "initial value problem",
+    "ordinary differential equations",
+    "Rosenbrock-Wanner method"
+  ],
+  "devDependencies": {
+    "@types/wu": "^2.1.44",
+    "eslint-plugin-vue": "^9.29.0",
+    "@typescript-eslint/eslint-plugin": "^5.62.0",
+    "@typescript-eslint/parser": "^5.62.0",
+    "css-loader": "^6.7.3",
+    "eslint": "^8.56.0",
+    "eslint-config-eslint": "^9.0.0",
+    "eslint-config-google": "^0.14.0",
+    "eslint-plugin-react": "^7.33.2",
+    "style-loader": "^3.3.2",
+    "ts-loader": "^9.2.6",
+    "typescript": "^5.6.3",
+    "typescript-eslint": "^8.10.0"
+  },
+  "scripts": {
+    "link": "npm link",
+    "build-diff-studio": "git clean -f -X -d ./src && tsc",
+    "build": "tsc",
+    "lint": "eslint \"./src/**/*.ts\"",
+    "lint-fix": "eslint \"./src/**/*.ts\" --fix"
+  },
+  "repository": {
+    "type": "git",
+    "url": "git@github.com:datagrok-ai/DiffGrok.git",
+    "directory": ""
+  }
+}

package/src/examples/basic-use.js

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+/** Example. Solve the following initial value problem
+
+      dx / dt = x + y - t
+      dy / dt = x * y + t
+      x(0) = 1
+      y(0) = -1
+
+    on [0, 2] with the step 0.01.
+ */
+import { mrt } from '../../index';
+// Declare the problem
+const task = {
+    name: 'Example', // name of your model
+    arg: {
+        name: 't', // name of the argument
+        start: 0, // initial value of the argument
+        finish: 2, // final value of the argument
+        step: 0.01, // solution grid step
+    },
+    initial: [1, -1], // initial values
+    func: (t, y, output) => {
+        output[0] = y[0] + y[1] - t; // 1-st equation
+        output[1] = y[0] * y[1] + t; // 2-nd equation
+    },
+    tolerance: 1e-7, // tolerance
+    solutionColNames: ['x', 'y'], // names of solution functions
+};
+try {
+    // Solve the problem
+    const solution = mrt(task);
+    // Output results
+    console.log(task.arg.name, '    ', task.solutionColNames[0], '  ', task.solutionColNames[1]);
+    const length = solution[0].length;
+    for (let i = 0; i < length; ++i)
+        console.log(solution[0][i], '    ', solution[1][i], '  ', solution[2][i]);
+}
+catch (err) {
+    console.log('Solver failed: ', err instanceof Error ? err.message : 'Unknown problem!');
+}
+//# sourceMappingURL=basic-use.js.map

package/src/examples/basic-use.js.map

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package/src/examples/basic-use.ts

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+/** Example. Solve the following initial value problem
+
+      dx / dt = x + y - t
+      dy / dt = x * y + t
+      x(0) = 1
+      y(0) = -1
+
+    on [0, 2] with the step 0.01.
+ */
+
+import {ODEs, mrt} from '../../index';
+
+// Declare the problem
+const task: ODEs = {
+  name: 'Example', // name of your model
+  arg: {
+    name: 't', // name of the argument
+    start: 0, // initial value of the argument
+    finish: 2, // final value of the argument
+    step: 0.01, // solution grid step
+  },
+  initial: [1, -1], // initial values
+  func: (t: number, y: Float64Array, output: Float64Array) => { // right-hand side of the system
+    output[0] = y[0] + y[1] - t; // 1-st equation
+    output[1] = y[0] * y[1] + t; // 2-nd equation
+  },
+  tolerance: 1e-7, // tolerance
+  solutionColNames: ['x', 'y'], // names of solution functions
+};
+
+try {
+  // Solve the problem
+  const solution = mrt(task);
+
+  // Output results
+  console.log(task.arg.name, '    ', task.solutionColNames[0], '  ', task.solutionColNames[1]);
+
+  const length = solution[0].length;
+
+  for (let i = 0; i < length; ++i)
+    console.log(solution[0][i], '    ', solution[1][i], '  ', solution[2][i]);
+} catch (err) {
+  console.log('Solver failed: ', err instanceof Error ? err.message : 'Unknown problem!');
+}

package/src/examples/check-methods.js

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+// A script for checking performance
+import { corrProbs, mrt, ros3prw, ros34prw, perfProbs } from '../../index';
+/** Return numerical solution error: maximum absolute deviation between approximate & exact solutions */
+function getError(method, corProb) {
+    let error = 0;
+    // Get numerical solution
+    const approxSolution = method(corProb.odes);
+    const exact = corProb.exact;
+    const arg = approxSolution[0];
+    const pointsCount = arg.length;
+    const funcsCount = approxSolution.length - 1;
+    // Compute error
+    for (let i = 0; i < pointsCount; ++i) {
+        const exactSolution = exact(arg[i]);
+        for (let j = 0; j < funcsCount; ++j)
+            error = Math.max(error, Math.abs(exactSolution[j] - approxSolution[j + 1][i]));
+    }
+    return error;
+}
+const methods = new Map([
+    ['MRT', mrt],
+    ['ROS3PRw', ros3prw],
+    ['ROS34PRw', ros34prw],
+]);
+console.log('Performance:\n');
+methods.forEach((method, name) => {
+    console.log('  ', name);
+    perfProbs.forEach((odes) => {
+        const start = Date.now();
+        method(odes);
+        const finish = Date.now();
+        console.log(`     ${odes.name}: ${finish - start} ms.`);
+    });
+    console.log();
+});
+console.log('Correctness (maximum absolute deviation):\n');
+methods.forEach((method, name) => {
+    console.log('  ', name);
+    corrProbs.forEach((problem) => {
+        const error = getError(method, problem);
+        console.log(`     ${problem.odes.name}: ${error}`);
+    });
+    console.log();
+});
+//# sourceMappingURL=check-methods.js.map

package/src/examples/check-methods.js.map

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