diff-grok 1.1.0 → 1.2.0

package/docs/media/CONTRIBUTING.md

@@ -0,0 +1,74 @@
+# Contributing to diff-grok 🚀
+
+Thank you for your interest in contributing to diff-grok!  
+We welcome bug reports, documentation improvements, new features, and help with tests or examples.
+
+## ✅ How to contribute
+
+### Reporting issues
+
+- Please search existing issues before creating a new one — your problem or idea may already be discussed or solved.  
+- When reporting a bug, include as much information as possible: error messages, minimal reproducible example, environment (Node version, OS, TypeScript version), and expected vs actual behavior.  
+- For feature requests — describe the motivation, proposed API (if relevant), and possible use-cases.
+
+### Submitting pull requests (PR)
+
+1. Fork the repository and create a branch:  
+   `feat/your-feature` or `fix/bug-description` or `docs/update-readme`  
+2. Make sure your code follows the existing style (TypeScript, ESLint, Prettier — as used in the repo).  
+3. Add or update tests/examples if applicable.  
+4. Run linter and tests before committing:
+
+```bash
+   npm install  
+   npm run lint  
+   npm test
+```
+
+5. Commit with a clear message. Prefer descriptive messages, e.g.:
+
+```bash
+feat: add new Rosenbrock method,
+fix: correct edge behaviour in solver,
+docs: improve README example for ODE usage.
+```
+
+6. Rebase or merge main upstream if needed; make sure no conflicts remain.
+
+7. Create a PR, describing what you’ve changed and referencing related issues (if any).
+
+## 🧑‍💻 Code style & conventions
+
+Project uses TypeScript.
+
+Follow the existing coding conventions and folder structure.
+
+Keep changes focused and minimal — avoid mixing unrelated changes (e.g. code + formatting + docs) in one PR.
+
+Write clear, self-contained commits.
+
+## 📚 Documentation & Examples
+
+If you fix or add public API — update README or add an example.
+
+For new features — prefer adding minimal examples or tests demonstrating usage.
+
+If you change behavior in edge cases — mention it clearly in docs/README.
+
+## 🗣 Communication & Etiquette
+
+Use GitHub Issues and Pull Requests for all discussions.
+
+Be respectful and patient: contributors and maintainers may be in different timezones or busy.
+
+Before opening an Issue or PR — read existing content (README, issues, pull requests) to avoid duplicates.
+
+## 🔧 CI, Tests, and Quality
+
+Ensure all existing tests pass; add new tests if adding functionality.
+
+Code should pass linting/formatting checks.
+
+If your change is substantial — consider adding a test or example illustrating it.
+
+Thank you for helping make diff-grok better! 🎉

package/docs/media/basic-use.js

@@ -0,0 +1,40 @@
+/** 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/docs/media/basic-use.js.map

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package/docs/media/basic-use.ts

@@ -0,0 +1,44 @@
+/** 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/docs/media/check-methods.js

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+// A script for checking performance
+import { corrProbs, mrt, ros3prw, ros34prw, perfProbs, refPoints } 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;
+} // getError
+function getDeviationFromReferencePoint(solution, refPoint) {
+    let absolute = 0;
+    const lastIdx = solution[0].length - 1;
+    let cur = 0;
+    for (let k = 0; k < solution.length; ++k) {
+        cur = Math.abs(solution[k][lastIdx] - refPoint[k]);
+        absolute = Math.max(cur, absolute);
+    }
+    return absolute;
+} // getDeviationFromReferencePoint
+const methods = new Map([
+    ['MRT', mrt],
+    ['ROS3PRw', ros3prw],
+    ['ROS34PRw', ros34prw],
+]);
+console.log('Performance\n');
+methods.forEach((method, name) => {
+    console.log(' ', name);
+    console.log('           PROBLEM   TIME,MS   ERR*');
+    perfProbs.forEach((odes, idx) => {
+        const start = Date.now();
+        const solution = method(odes);
+        const absErr = getDeviationFromReferencePoint(solution.slice(1), refPoints[idx]).toExponential(2);
+        const finish = Date.now();
+        console.log(`  ${odes.name}     ${finish - start}     ${absErr}`.padStart(37));
+    });
+    console.log();
+});
+console.log('* approximate vs. reference (also, numerical)\n\n');
+console.log('Correctness (maximum absolute deviation): approximate vs. exact\n');
+methods.forEach((method, name) => {
+    console.log('  ', name);
+    console.log('          PROBLEM   ERR');
+    corrProbs.forEach((problem) => {
+        const error = getError(method, problem);
+        console.log(`     ${problem.odes.name}    ${error.toExponential(2)}`.padStart(28));
+    });
+    console.log();
+});
+//# sourceMappingURL=check-methods.js.map

package/docs/media/check-methods.js.map

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package/docs/media/check-methods.ts

@@ -0,0 +1,81 @@
+// A script for checking performance
+
+import {ODEs, corrProbs, CorrProblem, mrt, ros3prw, ros34prw, perfProbs, refPoints} from '../../index';
+
+/** Return numerical solution error: maximum absolute deviation between approximate & exact solutions */
+function getError(method: (odes: ODEs) => Float64Array[], corProb: CorrProblem): number {
+  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;
+} // getError
+
+function getDeviationFromReferencePoint(solution: Float64Array[], refPoint: Float64Array): number {
+  let absolute = 0;
+  const lastIdx = solution[0].length - 1;
+  let cur = 0;
+
+  for (let k = 0; k < solution.length; ++k) {
+    cur = Math.abs(solution[k][lastIdx] - refPoint[k]);
+    absolute = Math.max(cur, absolute);
+  }
+
+  return absolute;
+} // getDeviationFromReferencePoint
+
+const methods = new Map([
+  ['MRT', mrt],
+  ['ROS3PRw', ros3prw],
+  ['ROS34PRw', ros34prw],
+]);
+
+console.log('Performance\n');
+
+methods.forEach((method, name) => {
+  console.log(' ', name);
+
+  console.log('           PROBLEM   TIME,MS   ERR*');
+
+  perfProbs.forEach((odes, idx) => {
+    const start = Date.now();
+    const solution = method(odes);
+    const absErr = getDeviationFromReferencePoint(solution.slice(1), refPoints[idx]).toExponential(2);
+    const finish = Date.now();
+    console.log(`  ${odes.name}     ${finish - start}     ${absErr}`.padStart(37));
+  });
+
+  console.log();
+});
+
+console.log('* approximate vs. reference (also, numerical)\n\n');
+
+console.log('Correctness (maximum absolute deviation): approximate vs. exact\n');
+
+methods.forEach((method, name) => {
+  console.log('  ', name);
+  console.log('          PROBLEM   ERR');
+
+  corrProbs.forEach((problem) => {
+    const error = getError(method, problem);
+    console.log(`     ${problem.odes.name}    ${error.toExponential(2)}`.padStart(28));
+  });
+
+  console.log();
+});

package/docs/media/corr-probs.js

@@ -0,0 +1,132 @@
+// Problems with known exact solution (for testing correctness)
+/** Non-stiff 1D test problem: equation (see [1], p. 736) */
+const nonStiff1D = {
+    name: 'non-stiff 1D',
+    arg: { name: 't', start: 0, finish: 4, step: 0.01 },
+    initial: [2],
+    func: (t, y, output) => {
+        output[0] = 4 * Math.exp(0.8 * t) - 0.5 * y[0];
+    },
+    tolerance: 0.00001,
+    solutionColNames: ['y'],
+};
+/** Non-stiff 1D test problem: exact solution (see [1], p. 736) */
+const exactNonStiff1D = (t) => {
+    return new Float64Array([
+        (Math.exp(0.8 * t) - Math.exp(-0.5 * t)) * 4 / 1.3 + 2 * Math.exp(-0.5 * t),
+    ]);
+};
+/** Non-stiff 2D test problem: equation */
+const nonStiff2D = {
+    name: 'non-stiff 2D',
+    arg: { name: 't', start: 0, finish: 4, step: 0.01 },
+    initial: [1, 1],
+    func: (t, y, output) => {
+        output[0] = y[0] + y[1];
+        output[1] = y[1] - y[0];
+    },
+    tolerance: 0.000000001,
+    solutionColNames: ['x', 'y'],
+};
+/** Non-stiff 2D test problem: exact solution */
+const exactNonStiff2D = (t) => {
+    return new Float64Array([
+        Math.exp(t) * (Math.cos(t) + Math.sin(t)),
+        Math.exp(t) * (Math.cos(t) - Math.sin(t)),
+    ]);
+};
+/** Non-stiff 3D test problem: equations */
+const nonStiff3D = {
+    name: 'non-stiff 3D',
+    arg: { name: 't', start: 0, finish: 2, step: 0.001 },
+    initial: [0.3, -0.8, 0],
+    func: (t, y, output) => {
+        output[0] = 5 * y[0] + 2 * y[1] + Math.sin(t);
+        output[1] = -4 * y[0] - y[1] + Math.exp(2 * t);
+        output[2] = 5 * Math.pow(t, 4) - 3 * Math.pow(t, 2) + 2 * t;
+    },
+    tolerance: 0.00000001,
+    solutionColNames: ['x', 'y', 'z'],
+};
+/** Non-stiff 3D test problem: exact solution */
+const exactNonStiff3D = (t) => {
+    const e1 = Math.exp(t);
+    const e2 = Math.exp(2 * t);
+    const e3 = Math.exp(3 * t);
+    const c = Math.cos(t);
+    const s = Math.sin(t);
+    return new Float64Array([
+        e1 + e3 + 0.1 * (3 * c - s) - 2 * e2,
+        -2 * e1 - e3 - 0.2 * (2 * s + 4 * c) + 3 * e2,
+        Math.pow(t, 5) - Math.pow(t, 3) + Math.pow(t, 2),
+    ]);
+};
+/** Stiff 1D test problem: equation (see [1], p. 767) */
+const stiff1D = {
+    name: 'stiff 1D',
+    arg: { name: 't', start: 0, finish: 4, step: 0.01 },
+    initial: [0],
+    func: (t, y, output) => {
+        output[0] = -1000 * y[0] + 3000 - 2000 * Math.exp(-t);
+    },
+    tolerance: 0.0000005,
+    solutionColNames: ['y'],
+};
+/** Stiff 1D test problem: exact solution (see [1], p. 767) */
+const exactStiff1D = (t) => {
+    return new Float64Array([
+        3 - 0.998 * Math.exp(-1000 * t) - 2.002 * Math.exp(-t),
+    ]);
+};
+/** Stiff 2D test problem: equations (see [1], p. 770) */
+const stiff2D = {
+    name: 'stiff 2D',
+    arg: { name: 't', start: 0, finish: 4, step: 0.01 },
+    initial: [52.29, 83.82],
+    func: (t, y, output) => {
+        output[0] = -5 * y[0] + 3 * y[1];
+        output[1] = 100 * y[0] - 301 * y[1];
+    },
+    tolerance: 0.0000005,
+    solutionColNames: ['x', 'y'],
+};
+/** Stiff 2D test problem: exact solution (see [1], p. 770) */
+const exactStiff2D = (t) => {
+    return new Float64Array([
+        52.96 * Math.exp(-3.9899 * t) - 0.67 * Math.exp(-302.0101 * t),
+        17.83 * Math.exp(-3.9899 * t) + 65.99 * Math.exp(-302.0101 * t),
+    ]);
+};
+/** Stiff 3D test problem: equations */
+const stiff3D = {
+    name: 'stiff 3D',
+    arg: { name: 't', start: 0, finish: 4, step: 0.01 },
+    initial: [2, 1, 0],
+    func: (t, y, output) => {
+        output[0] = -100 * y[0] + 100 * y[1] + y[2];
+        output[1] = y[2];
+        output[2] = -y[1];
+    },
+    tolerance: 0.00000001,
+    solutionColNames: ['x', 'y', 'z'],
+};
+/** Stiff 3D test problem: exact solution */
+const exactStiff3D = (t) => {
+    return new Float64Array([
+        Math.exp(-100 * t) + Math.cos(t),
+        Math.cos(t),
+        -Math.sin(t),
+    ]);
+};
+/** Problems for testing correctness
+ * @internal
+ */
+export const corrProbs = [
+    { odes: nonStiff1D, exact: exactNonStiff1D },
+    { odes: nonStiff2D, exact: exactNonStiff2D },
+    { odes: nonStiff3D, exact: exactNonStiff3D },
+    { odes: stiff1D, exact: exactStiff1D },
+    { odes: stiff2D, exact: exactStiff2D },
+    { odes: stiff3D, exact: exactStiff3D },
+];
+//# sourceMappingURL=corr-probs.js.map

package/docs/media/corr-probs.js.map

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package/docs/media/corr-probs.ts

@@ -0,0 +1,155 @@
+// Problems with known exact solution (for testing correctness)
+
+import {ODEs} from '../../index';
+
+/** Non-stiff 1D test problem: equation (see [1], p. 736) */
+const nonStiff1D: ODEs = {
+  name: 'non-stiff 1D',
+  arg: {name: 't', start: 0, finish: 4, step: 0.01},
+  initial: [2],
+  func: (t: number, y: Float64Array, output: Float64Array) => {
+    output[0] = 4 * Math.exp(0.8 * t) - 0.5 * y[0];
+  },
+  tolerance: 0.00001,
+  solutionColNames: ['y'],
+};
+
+/** Non-stiff 1D test problem: exact solution (see [1], p. 736) */
+const exactNonStiff1D = (t: number) => {
+  return new Float64Array([
+    (Math.exp(0.8 * t) - Math.exp(-0.5 * t)) * 4 / 1.3 + 2 * Math.exp(-0.5 * t),
+  ]);
+};
+
+/** Non-stiff 2D test problem: equation */
+const nonStiff2D: ODEs = {
+  name: 'non-stiff 2D',
+  arg: {name: 't', start: 0, finish: 4, step: 0.01},
+  initial: [1, 1],
+  func: (t: number, y: Float64Array, output: Float64Array) => {
+    output[0] = y[0] + y[1];
+    output[1] = y[1] - y[0];
+  },
+  tolerance: 0.000000001,
+  solutionColNames: ['x', 'y'],
+};
+
+/** Non-stiff 2D test problem: exact solution */
+const exactNonStiff2D = (t: number) => {
+  return new Float64Array([
+    Math.exp(t) * (Math.cos(t) + Math.sin(t)),
+    Math.exp(t) * (Math.cos(t) - Math.sin(t)),
+  ]);
+};
+
+/** Non-stiff 3D test problem: equations */
+const nonStiff3D: ODEs = {
+  name: 'non-stiff 3D',
+  arg: {name: 't', start: 0, finish: 2, step: 0.001},
+  initial: [0.3, -0.8, 0],
+  func: (t: number, y: Float64Array, output: Float64Array) => {
+    output[0] = 5 * y[0] + 2 * y[1] + Math.sin(t);
+    output[1] = -4 * y[0] - y[1] + Math.exp(2 * t);
+    output[2] = 5 * t**4 - 3 * t**2 + 2 * t;
+  },
+  tolerance: 0.00000001,
+  solutionColNames: ['x', 'y', 'z'],
+};
+
+/** Non-stiff 3D test problem: exact solution */
+const exactNonStiff3D = (t: number) => {
+  const e1 = Math.exp(t);
+  const e2 = Math.exp(2 * t);
+  const e3 = Math.exp(3 * t);
+  const c = Math.cos(t);
+  const s = Math.sin(t);
+
+  return new Float64Array([
+    e1 + e3 + 0.1 * (3 * c - s) - 2 * e2,
+    -2 * e1 - e3 - 0.2 * (2 * s + 4 * c) + 3 * e2,
+    t**5 - t**3 + t**2,
+  ]);
+};
+
+/** Stiff 1D test problem: equation (see [1], p. 767) */
+const stiff1D: ODEs = {
+  name: 'stiff 1D',
+  arg: {name: 't', start: 0, finish: 4, step: 0.01},
+  initial: [0],
+  func: (t: number, y: Float64Array, output: Float64Array) => {
+    output[0] = -1000 * y[0] + 3000 - 2000 * Math.exp(-t);
+  },
+  tolerance: 0.0000005,
+  solutionColNames: ['y'],
+};
+
+/** Stiff 1D test problem: exact solution (see [1], p. 767) */
+const exactStiff1D = (t: number) => {
+  return new Float64Array([
+    3 - 0.998 * Math.exp(-1000 * t) - 2.002 * Math.exp(-t),
+  ]);
+};
+
+/** Stiff 2D test problem: equations (see [1], p. 770) */
+const stiff2D: ODEs = {
+  name: 'stiff 2D',
+  arg: {name: 't', start: 0, finish: 4, step: 0.01},
+  initial: [52.29, 83.82],
+  func: (t: number, y: Float64Array, output: Float64Array) => {
+    output[0] = -5 * y[0] + 3 * y[1];
+    output[1] = 100 * y[0] - 301 * y[1];
+  },
+  tolerance: 0.0000005,
+  solutionColNames: ['x', 'y'],
+};
+
+/** Stiff 2D test problem: exact solution (see [1], p. 770) */
+const exactStiff2D = (t: number) => {
+  return new Float64Array([
+    52.96 * Math.exp(-3.9899 * t) - 0.67 * Math.exp(-302.0101 * t),
+    17.83 * Math.exp(-3.9899 * t) + 65.99 * Math.exp(-302.0101 * t),
+  ]);
+};
+
+/** Stiff 3D test problem: equations */
+const stiff3D: ODEs = {
+  name: 'stiff 3D',
+  arg: {name: 't', start: 0, finish: 4, step: 0.01},
+  initial: [2, 1, 0],
+  func: (t: number, y: Float64Array, output: Float64Array) => {
+    output[0] = -100 * y[0] + 100 * y[1] + y[2];
+    output[1] = y[2];
+    output[2] = -y[1];
+  },
+  tolerance: 0.00000001,
+  solutionColNames: ['x', 'y', 'z'],
+};
+
+/** Stiff 3D test problem: exact solution */
+const exactStiff3D = (t: number) => {
+  return new Float64Array([
+    Math.exp(-100 * t) + Math.cos(t),
+    Math.cos(t),
+    -Math.sin(t),
+  ]);
+};
+
+/** Correctness problem
+ * @internal
+ */
+export type CorrProblem = {
+    odes: ODEs,
+    exact: (t: number) => Float64Array,
+  };
+
+/** Problems for testing correctness
+ * @internal
+ */
+export const corrProbs = [
+  {odes: nonStiff1D, exact: exactNonStiff1D},
+  {odes: nonStiff2D, exact: exactNonStiff2D},
+  {odes: nonStiff3D, exact: exactNonStiff3D},
+  {odes: stiff1D, exact: exactStiff1D},
+  {odes: stiff2D, exact: exactStiff2D},
+  {odes: stiff3D, exact: exactStiff3D},
+];