diff-grok 1.0.9 → 1.1.0

package/src/solver-tools/lsoda/dense.ts

@@ -0,0 +1,129 @@
+import {NordsieckSnapshot} from './common';
+
+/**
+ * Dense output interpolator. Given a sequence of Nordsieck snapshots
+ * captured during integration, evaluates the solution at arbitrary points
+ * via Taylor/Horner interpolation.
+ */
+export class DenseOutput {
+  private snaps: NordsieckSnapshot[];
+  private neq: number;
+
+  constructor(snapshots: NordsieckSnapshot[], neq: number) {
+    if (snapshots.length === 0)
+      throw new Error('[DenseOutput] no snapshots collected');
+    this.snaps = snapshots;
+    this.neq = neq;
+  }
+
+  /** Leftmost reachable time. */
+  get tMin(): number {
+    const s = this.snaps[0];
+    return s.tn - s.hu;
+  }
+
+  /** Rightmost reachable time. */
+  get tMax(): number {
+    return this.snaps[this.snaps.length - 1].tn;
+  }
+
+  /**
+   * Evaluate the solution at a single time point.
+   * Uses Horner's method on the Nordsieck array of the enclosing step.
+   */
+  evaluateAt(t: number): Float64Array {
+    const snap = this.findSnap(t);
+    return this.horner(snap, t, new Float64Array(this.neq));
+  }
+
+  /**
+   * Evaluate the solution at each point in a sorted ascending array.
+   * Uses a linear scan over snapshots for efficiency.
+   */
+  solveAtTimes(tArray: Float64Array): Float64Array[] {
+    if (tArray.length === 0) return [];
+    const snaps = this.snaps;
+
+    // Validate range
+    const tFirst = tArray[0];
+    const tLast = tArray[tArray.length - 1];
+    if (tFirst < this.tMin - 1e-14 * Math.abs(this.tMin))
+      throw new Error(`[DenseOutput] t=${tFirst} is before tMin=${this.tMin}`);
+    if (tLast > this.tMax + 1e-14 * Math.abs(this.tMax))
+      throw new Error(`[DenseOutput] t=${tLast} is after tMax=${this.tMax}`);
+
+    const dky = new Float64Array(this.neq);
+    const result: Float64Array[] = [];
+
+    for (let i = 0; i < this.neq; ++i)
+      result.push(new Float64Array(tArray.length));
+
+    let si = 0; // snapshot pointer
+
+    for (let qi = 0; qi < tArray.length; qi++) {
+      const t = tArray[qi];
+      // Advance snapshot pointer until we find an interval containing t
+      while (si < snaps.length - 1 && t > snaps[si].tn + 1e-14 * Math.abs(snaps[si].tn))
+        si++;
+
+      this.horner(snaps[si], t, dky);
+
+      for (let i = 0; i < this.neq; ++i)
+        result[i][qi] = dky[i];
+    }
+    return result;
+  }
+
+  /**
+   * Evaluate the solution on a uniform grid from tStart to tEnd with given step.
+   */
+  solveOnGrid(tStart: number, tEnd: number, step: number): { t: Float64Array, y: Float64Array[] } {
+    if (step <= 0)
+      throw new Error('[DenseOutput] step must be positive');
+
+    const n = Math.floor((tEnd - tStart) / step) + 1;
+    const tArr = new Float64Array(n);
+    for (let i = 0; i < n - 1; i++)
+      tArr[i] = tStart + i * step;
+    tArr[n - 1] = tEnd;
+
+    const t = tArr;
+    const y = this.solveAtTimes(t);
+    return {t, y};
+  }
+
+  /** Find the snapshot whose interval contains t via binary search. */
+  private findSnap(t: number): NordsieckSnapshot {
+    const snaps = this.snaps;
+
+    // Quick boundary checks
+    if (t <= snaps[0].tn) return snaps[0];
+    if (t >= snaps[snaps.length - 1].tn) return snaps[snaps.length - 1];
+
+    // Binary search: find first snap with tn >= t
+    let lo = 0; let hi = snaps.length - 1;
+    while (lo < hi) {
+      const mid = (lo + hi) >>> 1;
+      if (snaps[mid].tn < t)
+        lo = mid + 1;
+      else
+        hi = mid;
+    }
+    return snaps[lo];
+  }
+
+  /** Horner evaluation of the Nordsieck polynomial at time t. */
+  private horner(snap: NordsieckSnapshot, t: number, dky: Float64Array): Float64Array {
+    const {nq, h, yh} = snap;
+    const neq = this.neq;
+    const s = (t - snap.tn) / h;
+
+    for (let i = 0; i < neq; i++) {
+      let val = yh[nq][i];
+      for (let j = nq - 1; j >= 0; j--)
+        val = yh[j][i] + s * val;
+      dky[i] = val;
+    }
+    return dky;
+  }
+}

package/src/solver-tools/lsoda/index.js

@@ -0,0 +1,4 @@
+export { Lsoda, lsoda, lsodaPrepare, lsodaReset, lsodaFree } from './lsoda';
+export { LsodaContext } from './common';
+export { DenseOutput } from './dense';
+//# sourceMappingURL=index.js.map

package/src/solver-tools/lsoda/index.js.map

@@ -0,0 +1 @@
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package/src/solver-tools/lsoda/index.ts

@@ -0,0 +1,5 @@
+export {Lsoda, lsoda, lsodaPrepare, lsodaReset, lsodaFree} from './lsoda';
+export type {OdeFunction, LsodaSolveResult} from './lsoda';
+export type {LsodaOpt, LsodaFunc, NordsieckSnapshot} from './common';
+export {LsodaContext} from './common';
+export {DenseOutput} from './dense';

package/src/solver-tools/lsoda/intdy.js

@@ -0,0 +1,43 @@
+import { ETA } from './common';
+/**
+ * Interpolate solution at time t using Nordsieck history array.
+ * k: derivative order (0 for solution)
+ * dky: output array (1-indexed)
+ * Returns 0 on success, negative on error.
+ */
+export function intdy(ctx, t, k, dky) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    if (k < 0 || k > c.nq) {
+        console.error(`[intdy] k = ${k} illegal`);
+        return -1;
+    }
+    const tp = c.tn - c.hu - 100. * ETA * (c.tn + c.hu);
+    if ((t - tp) * (t - c.tn) > 0.) {
+        console.error(`intdy -- t = ${t} illegal. t not in interval tcur - hu to tcur`);
+        return -2;
+    }
+    const s = (t - c.tn) / c.h;
+    let ic = 1;
+    for (let jj = (c.nq + 1) - k; jj <= c.nq; jj++)
+        ic *= jj;
+    let cc = ic;
+    for (let i = 1; i <= neq; i++)
+        dky[i] = cc * c.yh[c.nq + 1][i];
+    for (let j = c.nq - 1; j >= k; j--) {
+        const jp1 = j + 1;
+        ic = 1;
+        for (let jj = jp1 - k; jj <= j; jj++)
+            ic *= jj;
+        cc = ic;
+        for (let i = 1; i <= neq; i++)
+            dky[i] = cc * c.yh[jp1][i] + s * dky[i];
+    }
+    if (k === 0)
+        return 0;
+    const r = Math.pow(c.h, -k);
+    for (let i = 1; i <= neq; i++)
+        dky[i] *= r;
+    return 0;
+}
+//# sourceMappingURL=intdy.js.map

package/src/solver-tools/lsoda/intdy.js.map

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package/src/solver-tools/lsoda/intdy.ts

@@ -0,0 +1,50 @@
+import {LsodaContext, ETA} from './common';
+
+/**
+ * Interpolate solution at time t using Nordsieck history array.
+ * k: derivative order (0 for solution)
+ * dky: output array (1-indexed)
+ * Returns 0 on success, negative on error.
+ */
+export function intdy(ctx: LsodaContext, t: number, k: number, dky: Float64Array): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+
+  if (k < 0 || k > c.nq) {
+    console.error(`[intdy] k = ${k} illegal`);
+    return -1;
+  }
+
+  const tp = c.tn - c.hu - 100. * ETA * (c.tn + c.hu);
+  if ((t - tp) * (t - c.tn) > 0.) {
+    console.error(`intdy -- t = ${t} illegal. t not in interval tcur - hu to tcur`);
+    return -2;
+  }
+
+  const s = (t - c.tn) / c.h;
+  let ic = 1;
+  for (let jj = (c.nq + 1) - k; jj <= c.nq; jj++)
+    ic *= jj;
+  let cc = ic;
+
+  for (let i = 1; i <= neq; i++)
+    dky[i] = cc * c.yh[c.nq + 1][i];
+
+  for (let j = c.nq - 1; j >= k; j--) {
+    const jp1 = j + 1;
+    ic = 1;
+    for (let jj = jp1 - k; jj <= j; jj++)
+      ic *= jj;
+    cc = ic;
+    for (let i = 1; i <= neq; i++)
+      dky[i] = cc * c.yh[jp1][i] + s * dky[i];
+  }
+
+  if (k === 0) return 0;
+
+  const r = Math.pow(c.h, -k);
+  for (let i = 1; i <= neq; i++)
+    dky[i] *= r;
+
+  return 0;
+}