diff-grok 1.0.9 → 1.0.10

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

@@ -2,17 +2,87 @@
 
 import {Callback} from './callbacks/callback-base';
 
-/** Right-hand side of IVP */
+/**
+ * Represents the right-hand side function **F(t, y)** of an ODE system.
+ *
+ * @param t - The independent variable.
+ * @param y - The current values of the system's state variables.
+ * @param output - A preallocated array where the computed derivatives
+ *   should be written. This approach avoids unnecessary memory allocations
+ *   and improves performance.
+ */
 export type Func = (t: number, y: Float64Array, output: Float64Array) => void;
 
-/** Solver optional settings */
+/**
+ * Optional configuration settings of the numerical solver of an initial value problem (ODE).
+ *
+ * @property maxIterations - The maximum number of iterations allowed.
+ * @property maxTimeMs - The maximum time in milliseconds allowed for the solver.
+ * @property method - The name of the numerical method to use.
+ */
 export type SolverOptions = {
   maxIterations: number,
   maxTimeMs: number,
   method: string,
 };
 
-/** Initial Value Problem (IVP) type */
+/**
+ * Specifies a single-stage ODE model.
+ *
+ * @property name - The name of the model.
+ * @property initial - The initial values of the state variables. Can be
+ *   an array or typed array.
+ * @property solutionColNames - Names of the columns in the model's output.
+ * @property tolerance - Tolerance for the numerical solver.
+ * @property func - The function representing the right-hand side F(t, y)
+ *   of the ODE system.
+ * @property arg - Specification of the independent variable:
+ *   - name: the variable's name
+ *   - start: starting value
+ *   - finish: ending value
+ *   - step: step size for the grid
+ * * Example: Solve a simple initial value problem (IVP)
+ *
+ * @example
+ * // 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 'diff-grok';
+ *
+ * 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 using the MRT method
+ *   const solution = mrt(task);
+ *
+ *   // Print a table with the 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!');
+ * }
+ * ```
+ */
 export type ODEs = {
   name: string,
   arg: {
@@ -76,25 +146,33 @@ export function jacobian(t: number, y: Float64Array, f: Func, eps: number,
   }
 }
 
-/** Error messeges */
+/** Error messeges
+ * @internal
+*/
 export enum ERROR_MSG {
   MRT_FAILS = 'The modified Rosenbrock triple method fails',
   ROS3PRW_FAILS = 'The ROS3PRw method fails',
   ROS34PRW_FAILS = 'The ROS34PRw method fails',
 };
 
-/** Callback action */
+/** Callback action
+ * @internal
+ */
 export class CallbackAction extends Error {
   constructor(msg: string) {
     super(msg);
   }
 }
 
-/** Default options of the solver */
+/** Default options of the solver
+ * @internal
+ */
 export enum DEFAULT_OPTIONS {
   SCRIPTING = '{maxIterations: 1}',
   NO_CHECKS = '{ }',
 }
 
-/** IVP solving method */
+/** IVP solving method
+ * @internal
+ */
 export type SolverMethod = (odes: ODEs, callback?: Callback) => Float64Array[];

package/src/worker-tools/scripting.js

@@ -1,3 +1,4 @@
+/* eslint-disable max-len */
 // Scripting tools for solving IVPs in web-workers
 import { MATH_CONSTS, POW_IDX, MATH_FUNCS } from '../scripting-tools/scripting-tools';
 const DEFAULT_METHOD = 'ros34prw';
@@ -45,7 +46,100 @@ function getFuncMainBody(ivp) {
     ivp.deqs.solutionNames.forEach((name, idx) => lines.push(`arguments[2][${idx}] = ${ivp.deqs.equations.get(name)};`));
     return lines.join('\n');
 }
-/** Return IVP-structure to be passed to web-worker */
+/** Return IVP-structure to be passed to web-worker
+ * @param ivp - initial value problem to be solved
+ * @example
+ *  // Here, we consider modeling queues: https://en.wikipedia.org/wiki/M/M/c_queue
+ * import * as DGL from 'diff-grok';
+ *
+ * // 1. Model specification: the M|M|2|2 model
+ * const model = `#name: M|M|2|2
+ * #description: Modelling the system with two servers & two waiting places (EXPLAINED)
+ *
+ * #equations:
+ *   dp0/dt = -la * p0 + mu * p1
+ *   dp1/dt = la * p0 - (la + mu) * p1 + 2 * mu * p2
+ *   dp2/dt = la * p1 - (la + 2 * mu) * p2 + 2 * mu * p3
+ *   dp3/dt = la * p2 - (la + 2 * mu) * p3 + 2 * mu * p4
+ *
+ * #expressions:
+ *   la = 1 / arrival
+ *   mu = 1 / service
+ *   p4 = 1 - p0 - p1 - p2 - p3
+ *   busy = 1 - p0 - p1
+ *   queue = p3 + 2 * p4
+ *
+ * #argument: t
+ *   _t0 = 0     {min: 0;      max: 10;   caption: start;   category: Time; units: min}  [Initial time of simulation]
+ *   _t1 = 60    {min: 20;     max: 100;  caption: finish;  category: Time; units: min}  [Final time of simulation]
+ *   _h  = 1     {min: 0.01;   max: 0.1;  caption: step;    category: Time; units: min}  [Time step of simulation]
+ *
+ * #inits:
+ *   p0 = 1   {min: 0; max: 1; category: Initial state; caption: empty}   [Probability that initially there are NO customers]
+ *   p1 = 0   {min: 0; max: 1; category: Initial state; caption: single}  [Probability that initially there is ONE customer]
+ *   p2 = 0   {min: 0; max: 1; category: Initial state; caption: two}     [Probability that initially there are TWO customers]
+ *   p3 = 0   {min: 0; max: 1; category: Initial state; caption: three}   [Probability that initially there are THREE customers]
+ *
+ * #output:
+ *   t     {caption: Time, min}
+ *   p0    {caption: P(Empty)}
+ *   busy  {caption: P(Full load)}
+ *   queue {caption: E(Queue)}
+ *
+ * #parameters:
+ *   arrival = 10   {min: 1; max: 100; category: Means; caption: arrival;  units: min} [Mean arrival time]
+ *   service = 100  {min: 1; max: 100; category: Means; caption: service; units: min} [Mean service time]`;
+ *
+ * // 2. Generate IVP-objects: for the main thread & for computations in webworkers
+ * const ivp = DGL.getIVP(model);
+ * const ivpWW = DGL.getIvp2WebWorker(ivp);
+ *
+ *  // 3. Perform computations
+ * try {
+ *   // 3.1) Extract names of outputs
+ *   const outputNames = DGL.getOutputNames(ivp);
+ *   const outSize = outputNames.length;
+ *
+ *   // 3.2) Set model inputs
+ *   const inputs = {
+ *     _t0: 0, // Initial time of simulation
+ *     _t1: 60, // Final time of simulation
+ *     _h: 1, // Time step of simulation
+ *     p0: 1, // Probability that initially there are NO customers
+ *     p1: 0, // Probability that initially there is ONE customer
+ *     p2: 0, // Probability that initially there are TWO customers
+ *     p3: 0, // Probability that initially there are THREE customers
+ *     arrival: 10, // Mean arrival time
+ *     service: 100, // Mean service time
+ *   };
+ *   const inputVector = DGL.getInputVector(inputs, ivp);
+ *
+ *  // 3.3) Create a pipeline
+ *   const creator = DGL.getPipelineCreator(ivp);
+ *   const pipeline = creator.getPipeline(inputVector);
+ *
+ *   // 3.4) Apply pipeline to perform computations
+ *   const solution = DGL.applyPipeline(pipeline, ivpWW, inputVector);
+ *   // 3.5) Print results
+ *
+ *   // 3.5.1) Table header
+ *   let line = '';
+ *   outputNames.forEach((name) => line += name + '      ');
+ *   console.log(line);
+ *
+ *   // 3.5.2) Table with solution
+ *   const length = solution[0].length;
+ *   for (let i = 0; i < length; ++i) {
+ *     line = '';
+ *
+ *     for (let j = 0; j < outSize; ++j)
+ *       line += solution[j][i].toFixed(8) + '     ';
+ *     console.log(line);
+ *   }
+ * } catch (err) {
+ *   console.log('Simulation failed: ', err instanceof Error ? err.message : 'Unknown problem!');
+ * }
+ */
 export function getIvp2WebWorker(ivp) {
     const paramNames = [];
     if (ivp.params !== null)

package/src/worker-tools/scripting.js.map

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package/src/worker-tools/scripting.ts

@@ -1,9 +1,18 @@
+/* eslint-disable max-len */
 // Scripting tools for solving IVPs in web-workers
 
 import {IVP, MATH_CONSTS, POW_IDX, MATH_FUNCS} from '../scripting-tools/scripting-tools';
 import {SolverOptions} from '../solver-tools/solver-defs';
 
-/** Initial value problem structure to be passed to web-worker */
+/**
+ * Represents a fully parsed simulation prepared for execution in Web Workers.
+ *
+ * @property deqsCount - The number of differential equations in the system.
+ * @property funcMainBody - The main body of the function implementing the ODE system.
+ * @property paramNames - Names of the model parameters.
+ * @property solverOpts - Configuration options for the numerical solver (partial).
+ * @property tolerance - Tolerance for the numerical solver.
+ */
 export type IVP2WebWorker = {
     tolerance: number,
     solverOpts: Partial<SolverOptions>,
@@ -68,7 +77,100 @@ function getFuncMainBody(ivp: IVP): string {
   return lines.join('\n');
 }
 
-/** Return IVP-structure to be passed to web-worker */
+/** Return IVP-structure to be passed to web-worker
+ * @param ivp - initial value problem to be solved
+ * @example
+ *  // Here, we consider modeling queues: https://en.wikipedia.org/wiki/M/M/c_queue
+ * import * as DGL from 'diff-grok';
+ *
+ * // 1. Model specification: the M|M|2|2 model
+ * const model = `#name: M|M|2|2
+ * #description: Modelling the system with two servers & two waiting places (EXPLAINED)
+ *
+ * #equations:
+ *   dp0/dt = -la * p0 + mu * p1
+ *   dp1/dt = la * p0 - (la + mu) * p1 + 2 * mu * p2
+ *   dp2/dt = la * p1 - (la + 2 * mu) * p2 + 2 * mu * p3
+ *   dp3/dt = la * p2 - (la + 2 * mu) * p3 + 2 * mu * p4
+ *
+ * #expressions:
+ *   la = 1 / arrival
+ *   mu = 1 / service
+ *   p4 = 1 - p0 - p1 - p2 - p3
+ *   busy = 1 - p0 - p1
+ *   queue = p3 + 2 * p4
+ *
+ * #argument: t
+ *   _t0 = 0     {min: 0;      max: 10;   caption: start;   category: Time; units: min}  [Initial time of simulation]
+ *   _t1 = 60    {min: 20;     max: 100;  caption: finish;  category: Time; units: min}  [Final time of simulation]
+ *   _h  = 1     {min: 0.01;   max: 0.1;  caption: step;    category: Time; units: min}  [Time step of simulation]
+ *
+ * #inits:
+ *   p0 = 1   {min: 0; max: 1; category: Initial state; caption: empty}   [Probability that initially there are NO customers]
+ *   p1 = 0   {min: 0; max: 1; category: Initial state; caption: single}  [Probability that initially there is ONE customer]
+ *   p2 = 0   {min: 0; max: 1; category: Initial state; caption: two}     [Probability that initially there are TWO customers]
+ *   p3 = 0   {min: 0; max: 1; category: Initial state; caption: three}   [Probability that initially there are THREE customers]
+ *
+ * #output:
+ *   t     {caption: Time, min}
+ *   p0    {caption: P(Empty)}
+ *   busy  {caption: P(Full load)}
+ *   queue {caption: E(Queue)}
+ *
+ * #parameters:
+ *   arrival = 10   {min: 1; max: 100; category: Means; caption: arrival;  units: min} [Mean arrival time]
+ *   service = 100  {min: 1; max: 100; category: Means; caption: service; units: min} [Mean service time]`;
+ *
+ * // 2. Generate IVP-objects: for the main thread & for computations in webworkers
+ * const ivp = DGL.getIVP(model);
+ * const ivpWW = DGL.getIvp2WebWorker(ivp);
+ *
+ *  // 3. Perform computations
+ * try {
+ *   // 3.1) Extract names of outputs
+ *   const outputNames = DGL.getOutputNames(ivp);
+ *   const outSize = outputNames.length;
+ *
+ *   // 3.2) Set model inputs
+ *   const inputs = {
+ *     _t0: 0, // Initial time of simulation
+ *     _t1: 60, // Final time of simulation
+ *     _h: 1, // Time step of simulation
+ *     p0: 1, // Probability that initially there are NO customers
+ *     p1: 0, // Probability that initially there is ONE customer
+ *     p2: 0, // Probability that initially there are TWO customers
+ *     p3: 0, // Probability that initially there are THREE customers
+ *     arrival: 10, // Mean arrival time
+ *     service: 100, // Mean service time
+ *   };
+ *   const inputVector = DGL.getInputVector(inputs, ivp);
+ *
+ *  // 3.3) Create a pipeline
+ *   const creator = DGL.getPipelineCreator(ivp);
+ *   const pipeline = creator.getPipeline(inputVector);
+ *
+ *   // 3.4) Apply pipeline to perform computations
+ *   const solution = DGL.applyPipeline(pipeline, ivpWW, inputVector);
+ *   // 3.5) Print results
+ *
+ *   // 3.5.1) Table header
+ *   let line = '';
+ *   outputNames.forEach((name) => line += name + '      ');
+ *   console.log(line);
+ *
+ *   // 3.5.2) Table with solution
+ *   const length = solution[0].length;
+ *   for (let i = 0; i < length; ++i) {
+ *     line = '';
+ *
+ *     for (let j = 0; j < outSize; ++j)
+ *       line += solution[j][i].toFixed(8) + '     ';
+ *     console.log(line);
+ *   }
+ * } catch (err) {
+ *   console.log('Simulation failed: ', err instanceof Error ? err.message : 'Unknown problem!');
+ * }
+ */
 export function getIvp2WebWorker(ivp: IVP): IVP2WebWorker {
   const paramNames: string[] = [];
   if (ivp.params !== null)

package/src/worker-tools/solving.js

@@ -22,7 +22,11 @@ function checkInputs(ivp, inputs) {
     if (expected > inputs.length)
         throw new Error(`Incorrect inputs count, expected: ${expected}, current: ${inputs.length}`);
 }
-/** Return solution of IVP with a specified inputs */
+/** Return solution of IVP with a specified inputs
+ * @param ivp - initial value problem to be solved
+ * @param inputs - vector of input values
+ * @returns solution of the given initial value problem
+ */
 export function solveIvp(ivp, inputs) {
     checkInputs(ivp, inputs);
     const nonParamInputsCount = inputs.length - ivp.paramNames.length;

package/src/worker-tools/solving.js.map

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package/src/worker-tools/solving.ts

@@ -31,7 +31,11 @@ function checkInputs(ivp: IVP2WebWorker, inputs: Float64Array): void {
     throw new Error(`Incorrect inputs count, expected: ${expected}, current: ${inputs.length}`);
 }
 
-/** Return solution of IVP with a specified inputs */
+/** Return solution of IVP with a specified inputs
+ * @param ivp - initial value problem to be solved
+ * @param inputs - vector of input values
+ * @returns solution of the given initial value problem
+ */
 export function solveIvp(ivp: IVP2WebWorker, inputs: Float64Array): Float64Array[] {
   checkInputs(ivp, inputs);
   const nonParamInputsCount = inputs.length - ivp.paramNames.length;

package/typedoc.json

@@ -0,0 +1,8 @@
+{
+  "entryPoints": ["index.ts"],
+  "out": "docs",
+  "includeVersion": true,
+  "excludePrivate": true,
+  "excludeProtected": true,
+  "excludeInternal": true
+}