diff-grok 1.0.9 → 1.1.0

package/src/tests/lsoda-lib-performance.test.ts

@@ -0,0 +1,126 @@
+import {Lsoda} from '../solver-tools/lsoda';
+import {ODEs} from '../../index';
+import {robertson, robertsonReferencePoint} from '../examples/robertson';
+import {hires, hiresReferencePoint} from '../examples/hires';
+import {vdpol, vdpolReferencePoint} from '../examples/vdpol';
+import {orego, oregoReferencePoint} from '../examples/orego';
+import {e5, e5ReferencePoint} from '../examples/e5';
+import {pollution, pollutionReferencePoint} from '../examples/pollution';
+
+// ─── Helpers ─────────────────────────────────────────────────────────────────
+
+/** Wraps an ODEs func into an OdeFunction compatible with Lsoda (returns 0). */
+function wrapFunc(ode: ODEs): (t: number, y: Float64Array, ydot: Float64Array) => number {
+  return (t, y, ydot) => {
+    ode.func(t, y, ydot);
+    return 0;
+  };
+}
+
+interface SolverOpts {
+  mxstep?: number;
+  hmax?: number;
+  rtol?: Float64Array;
+  atol?: Float64Array;
+  /** Small initial tout to bootstrap very stiff problems before the main loop. */
+  warmupTout?: number;
+}
+
+/** Solves a benchmark problem, checks accuracy against the reference point, and verifies solver health. */
+function solveBenchmarkAndCheck(
+  ode: ODEs, referencePoint: Float64Array, relTol: number, absTol: number, opts?: SolverOpts,
+): void {
+  const neq = ode.initial.length;
+  const tol = ode.tolerance;
+  const rtol = opts?.rtol ?? new Float64Array(neq).fill(tol);
+  const atol = opts?.atol ?? new Float64Array(neq).fill(tol);
+
+  const solver = new Lsoda(wrapFunc(ode), neq, {
+    rtol, atol, itask: 1,
+    ...(opts?.mxstep ? {mxstep: opts.mxstep} : {}),
+    ...(opts?.hmax ? {hmax: opts.hmax} : {}),
+  });
+
+  let y: ArrayLike<number> = [...ode.initial];
+  let t = ode.arg.start;
+  const step = ode.arg.step;
+  const finish = ode.arg.finish;
+
+  // Warmup phase: bootstrap very stiff problems with a small initial tout
+  if (opts?.warmupTout !== undefined) {
+    const result = solver.solve(y, t, opts.warmupTout);
+    y = result.y;
+    t = result.t;
+    expect(solver.state).toBeGreaterThan(0);
+  }
+
+  let tout = t + step;
+  while (tout <= finish + step / 2) {
+    const result = solver.solve(y, t, tout);
+    y = result.y;
+    t = result.t;
+
+    if (solver.state <= 0)
+      throw new Error(`${ode.name}: solver failed at t=${t} with state=${solver.state}, error: ${solver.error}`);
+
+    tout += step;
+  }
+
+  // Check final solution against reference point
+  for (let j = 0; j < neq; j++) {
+    const absErr = Math.abs(y[j] - referencePoint[j]);
+    const allowed = relTol * Math.abs(referencePoint[j]) + absTol;
+    expect(absErr).toBeLessThan(allowed);
+  }
+}
+
+// ─── Performance tests ──────────────────────────────────────────────────────
+
+// Robertson: components span many orders of magnitude; use component-wise atol
+describe('Robertson', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(robertson, robertsonReferencePoint, 1e-2, 1e-7, {
+      mxstep: 50000,
+      atol: new Float64Array([1e-8, 1e-14, 1e-8]),
+      rtol: new Float64Array([1e-7, 1e-7, 1e-7]),
+    });
+  }, 60000);
+});
+
+describe('HIRES', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(hires, hiresReferencePoint, 1e-3, 1e-12);
+  }, 60000);
+});
+
+// Van der Pol (mu=1000): very stiff, needs many internal steps
+describe('van der Pol', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(vdpol, vdpolReferencePoint, 1e-3, 1e-6, {
+      mxstep: 50000,
+    });
+  }, 60000);
+});
+
+describe('OREGO', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(orego, oregoReferencePoint, 1e-2, 1e-6);
+  }, 60000);
+});
+
+// E5: extremely stiff (rate constants span 20 orders), needs warmup and many steps.
+// Reference values are near-zero (y1~1e-290, y2~1e-22), so absTol must be generous.
+describe('E5', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(e5, e5ReferencePoint, 1, 1e-6, {
+      mxstep: 50000,
+      warmupTout: 1e-5,
+    });
+  }, 60000);
+});
+
+describe('Pollution', () => {
+  it('should solve correctly', () => {
+    solveBenchmarkAndCheck(pollution, pollutionReferencePoint, 1e-2, 1e-10);
+  }, 60000);
+});

package/src/tests/performance.test.js

@@ -1,13 +1,15 @@
 // Performance tests
 import { perfProbs } from '../../index';
-import { methods, TIMEOUT_MS } from './test-defs';
-methods.forEach((method, name) => {
-    perfProbs.forEach((odes) => {
-        test(`Performance: method - ${name}, problem - ${odes.name}`, () => {
-            const start = performance.now();
-            method(odes);
-            const elapsed = performance.now() - start;
-            expect(elapsed).toBeLessThan(TIMEOUT_MS);
+import { implicitMethods, TIMEOUT_MS } from './test-defs';
+implicitMethods.forEach((method, name) => {
+    describe(`${name}`, () => {
+        perfProbs.forEach((odes) => {
+            test(`${odes.name}`, () => {
+                const start = performance.now();
+                method(odes);
+                const elapsed = performance.now() - start;
+                expect(elapsed).toBeLessThan(TIMEOUT_MS);
+            });
         });
     });
 });

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package/src/tests/performance.test.ts

@@ -1,15 +1,17 @@
 // Performance tests
 
 import {perfProbs} from '../../index';
-import {methods, TIMEOUT_MS} from './test-defs';
+import {implicitMethods, TIMEOUT_MS} from './test-defs';
 
-methods.forEach((method, name) => {
-  perfProbs.forEach((odes) => {
-    test(`Performance: method - ${name}, problem - ${odes.name}`, () => {
-      const start = performance.now();
-      method(odes);
-      const elapsed = performance.now() - start;
-      expect(elapsed).toBeLessThan(TIMEOUT_MS);
+implicitMethods.forEach((method, name) => {
+  describe(`${name}`, () => {
+    perfProbs.forEach((odes) => {
+      test(`${odes.name}`, () => {
+        const start = performance.now();
+        method(odes);
+        const elapsed = performance.now() - start;
+        expect(elapsed).toBeLessThan(TIMEOUT_MS);
+      });
     });
   });
 });

package/src/tests/test-defs.js

@@ -1,9 +1,22 @@
 /* eslint-disable max-len */
-import { mrt, ros3prw, ros34prw } from '../../index';
+import { mrt, ros3prw, ros34prw, rk4, ab5, ab4, rkdp, rk3, lsoda } from '../../index';
 export const methods = new Map([
     ['MRT', mrt],
     ['ROS3PRw', ros3prw],
     ['ROS34PRw', ros34prw],
+    ['RK4', rk4],
+    ['AB5', ab5],
+    ['AB4', ab4],
+    ['RKDP', rkdp],
+    ['RK3', rk3],
+    ['LSODA', lsoda],
+]);
+/** Implicit methods suitable for stiff performance benchmarks */
+export const implicitMethods = new Map([
+    ['MRT', mrt],
+    ['ROS3PRw', ros3prw],
+    ['ROS34PRw', ros34prw],
+    ['LSODA', lsoda],
 ]);
 export const MAX_MAD = 0.1;
 export const TIMEOUT_MS = 10000;

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package/src/tests/test-defs.ts

@@ -1,10 +1,24 @@
 /* eslint-disable max-len */
-import {mrt, ros3prw, ros34prw} from '../../index';
+import {mrt, ros3prw, ros34prw, rk4, ab5, ab4, rkdp, rk3, lsoda} from '../../index';
 
 export const methods = new Map([
   ['MRT', mrt],
   ['ROS3PRw', ros3prw],
   ['ROS34PRw', ros34prw],
+  ['RK4', rk4],
+  ['AB5', ab5],
+  ['AB4', ab4],
+  ['RKDP', rkdp],
+  ['RK3', rk3],
+  ['LSODA', lsoda],
+]);
+
+/** Implicit methods suitable for stiff performance benchmarks */
+export const implicitMethods = new Map([
+  ['MRT', mrt],
+  ['ROS3PRw', ros3prw],
+  ['ROS34PRw', ros34prw],
+  ['LSODA', lsoda],
 ]);
 
 export const MAX_MAD = 0.1;

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

@@ -1,5 +1,5 @@
 // Tools for solving IVPs in web-workers
-import { mrt, ros3prw, ros34prw, getCallback } from '../solver-tools';
+import { mrt, ros3prw, ros34prw, getCallback, rk4, ab5, ab4, rkdp, rk3, lsoda } from '../solver-tools';
 import { getFunc } from './scripting';
 const ARG_INIT = 0;
 const ARG_FINAL = 1;
@@ -12,6 +12,18 @@ function getMethod(name) {
             return mrt;
         case 'ros3prw':
             return ros3prw;
+        case 'rk4':
+            return rk4;
+        case 'ab5':
+            return ab5;
+        case 'ab4':
+            return ab4;
+        case 'rkdp':
+            return rkdp;
+        case 'rk3':
+            return rk3;
+        case 'lsoda':
+            return lsoda;
         default:
             return ros34prw;
     }
@@ -22,7 +34,11 @@ 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

@@ -1,6 +1,7 @@
 // Tools for solving IVPs in web-workers
 
-import {SolverMethod, mrt, ros3prw, ros34prw, ODEs, getCallback} from '../solver-tools';
+import {SolverMethod, mrt, ros3prw, ros34prw, ODEs, getCallback,
+  rk4, ab5, ab4, rkdp, rk3, lsoda} from '../solver-tools';
 import {Func} from '../solver-tools/solver-defs';
 import {IVP2WebWorker, getFunc} from './scripting';
 
@@ -18,6 +19,24 @@ function getMethod(name: string | undefined): SolverMethod {
   case 'ros3prw':
     return ros3prw;
 
+  case 'rk4':
+    return rk4;
+
+  case 'ab5':
+    return ab5;
+
+  case 'ab4':
+    return ab4;
+
+  case 'rkdp':
+    return rkdp;
+
+  case 'rk3':
+    return rk3;
+
+  case 'lsoda':
+    return lsoda;
+
   default:
     return ros34prw;
   }
@@ -31,7 +50,11 @@ 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
+}