diff-grok 1.1.0 → 1.3.0

package/{src → dist/src}/solver-tools/lsoda/stoda.js

@@ -1,3 +1,14 @@
+/**
+ * TypeScript port of liblsoda (https://github.com/sdwfrost/liblsoda)
+ * Original LSODA algorithm by Linda Petzold & Alan Hindmarsh (1983)
+ *
+ * Copyright (c) 2011 Yu Feng, McWilliam Cosmology Center, Carnegie Mellon University
+ * Copyright (c) 2016 Simon Frost
+ * Copyright (c) 2026 Datagrok
+ *
+ * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
+ * license text and provenance chain of the original code.
+ */
 import { CCMAX, MSBP } from './common';
 import { vmnorm } from './blas';
 import { cfode } from './cfode';

package/dist/src/solver-tools/lsoda/stoda.js.map

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda-method.d.ts

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the LSODA library method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the LSODA method:
+ * //   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, lsoda } 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 LSODA method
+ *   const solution = lsoda(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 declare function lsoda(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/lsoda-method.js

@@ -77,23 +77,37 @@ export function lsoda(odes, callback) {
     // 3. Integrate through checkpoints, collecting Nordsieck snapshots for dense output.
     //    Checkpoints are spaced coarsely (up to 1000) so the solver handles adaptive
     //    stepping internally; mxstep per call stays within bounds.
-    if (callback)
-        callback.onIterationStart();
     let y = [...odes.initial];
     let t = t0;
-    // Warmup: a tiny initial step bootstraps the BDF method for extremely stiff problems
-    const warmupTout = t0 + Math.min(step, 1.0) * 1e-5;
-    if (warmupTout > t0 && warmupTout < t1) {
+    // Warmup: a tiny initial step bootstraps the BDF method for extremely stiff problems.
+    // Try 1e-k for k from 4 to 10, picking the largest step that succeeds.
+    const base = Math.min(step, 1.0);
+    let warmupOk = false;
+    for (let k = 5; k <= 10; k++) {
+        const warmupTout = t0 + base * Math.pow(10, -k);
+        if (warmupTout <= t0 || warmupTout >= t1)
+            continue;
         const wr = solver.solve(y, t, warmupTout);
-        y = wr.y;
-        t = wr.t;
-        if (solver.state <= 0)
-            throw new Error(ERROR_MSG.LSODA_FAILS);
+        if (solver.state > 0) {
+            y = wr.y;
+            t = wr.t;
+            warmupOk = true;
+            break;
+        }
+        // Reset solver to retry with a smaller warmup step
+        solver.reset();
+        y = [...odes.initial];
+        t = t0;
     }
+    if (!warmupOk && t === t0)
+        throw new Error(ERROR_MSG.LSODA_FAILS);
     const gridPoints = Math.trunc((t1 - t0) / step) + 1;
     const numCheckpoints = Math.min(gridPoints, 1000);
     const cpStep = (t1 - t0) / numCheckpoints;
     for (let i = 1; i <= numCheckpoints; i++) {
+        // check whether to go on computations
+        if (callback)
+            callback.onIterationStart();
         const tout = (i < numCheckpoints) ? t0 + i * cpStep : t1;
         const result = solver.solve(y, t, tout);
         y = result.y;

package/dist/src/solver-tools/lsoda-method.js.map

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package/dist/src/solver-tools/mrt-method.d.ts

@@ -0,0 +1,47 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem the modified Rosenbrock triple (MRT) method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the MRT method:
+ * //   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 declare function mrt(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/mrt-method.js

@@ -261,14 +261,14 @@ export function mrt(odes, callback) {
             // adaptive step size control (see MRT.md, Section 6)
             if (errmax > 1) {
                 // step rejected: reduce step size, but not below ALPHA_MIN factor
-                h = h * max(ALPHA_MIN, SAFETY * Math.pow(errmax, (-1 / 3)));
+                h = h * max(ALPHA_MIN, SAFETY * errmax ** (-1 / 3));
                 tNew = t + h;
                 if (tNew == t)
                     throw new Error(ERROR_MSG.MRT_FAILS);
             }
             else {
                 // step accepted: grow step size, but not above ALPHA_MAX factor
-                hNext = h * min(ALPHA_MAX, SAFETY * Math.pow(errmax, (-1 / 3)));
+                hNext = h * min(ALPHA_MAX, SAFETY * errmax ** (-1 / 3));
                 t = t + h;
                 for (let i = 0; i < dim; ++i)
                     y[i] = yTemp[i];

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package/dist/src/solver-tools/rk3-method.d.ts

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the Bogacki-Shampine 3(2) method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the RK3 method:
+ * //   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, rk3 } 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 RK3 method
+ *   const solution = rk3(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 declare function rk3(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/rk3-method.js

@@ -157,7 +157,7 @@ export function rk3(odes, callback) {
             errmax /= tolerance;
             // processing the error obtained
             if (errmax > 1) {
-                hTemp = SAFETY * h * Math.pow(errmax, PSHRNK);
+                hTemp = SAFETY * h * errmax ** PSHRNK;
                 h = max(hTemp, REDUCE_COEF * h);
                 tNew = t + h;
                 if (tNew == t)
@@ -165,7 +165,7 @@ export function rk3(odes, callback) {
             }
             else {
                 if (errmax > ERR_CONTR)
-                    hNext = SAFETY * h * Math.pow(errmax, PSGROW);
+                    hNext = SAFETY * h * errmax ** PSGROW;
                 else
                     hNext = GROW_COEF * h;
                 if (hNext > hMax)

package/dist/src/solver-tools/rk3-method.js.map

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package/dist/src/solver-tools/rk4-method.d.ts

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the Runge-Kutta-Fehlberg 4(5) method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the RK4 method:
+ * //   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, rk4 } 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 RK4 method
+ *   const solution = rk4(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 declare function rk4(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/rk4-method.js

@@ -183,7 +183,7 @@ export function rk4(odes, callback) {
             errmax /= tolerance;
             // processing the error obtained
             if (errmax > 1) {
-                hTemp = SAFETY * h * Math.pow(errmax, PSHRNK);
+                hTemp = SAFETY * h * errmax ** PSHRNK;
                 h = max(hTemp, REDUCE_COEF * h);
                 tNew = t + h;
                 if (tNew == t)
@@ -191,7 +191,7 @@ export function rk4(odes, callback) {
             }
             else {
                 if (errmax > ERR_CONTR)
-                    hNext = SAFETY * h * Math.pow(errmax, PSGROW);
+                    hNext = SAFETY * h * errmax ** PSGROW;
                 else
                     hNext = GROW_COEF * h;
                 if (hNext > hMax)

package/dist/src/solver-tools/rk4-method.js.map

@@ -0,0 +1 @@
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package/dist/src/solver-tools/rkdp-method.d.ts

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the Dormand-Prince 5(4) method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the RKDP method:
+ * //   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, rkdp } 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 RKDP method
+ *   const solution = rkdp(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 declare function rkdp(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/rkdp-method.js

@@ -194,7 +194,7 @@ export function rkdp(odes, callback) {
             errmax /= tolerance;
             // processing the error obtained
             if (errmax > 1) {
-                hTemp = SAFETY * h * Math.pow(errmax, PSHRNK);
+                hTemp = SAFETY * h * errmax ** PSHRNK;
                 h = max(hTemp, REDUCE_COEF * h);
                 tNew = t + h;
                 if (tNew == t)
@@ -202,7 +202,7 @@ export function rkdp(odes, callback) {
             }
             else {
                 if (errmax > ERR_CONTR)
-                    hNext = SAFETY * h * Math.pow(errmax, PSGROW);
+                    hNext = SAFETY * h * errmax ** PSGROW;
                 else
                     hNext = GROW_COEF * h;
                 if (hNext > hMax)

package/dist/src/solver-tools/rkdp-method.js.map

@@ -0,0 +1 @@
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package/dist/src/solver-tools/ros34prw-method.d.ts

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the ROS34PRw method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the ROS34PRw method:
+ * //   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, ros34prw } 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 ROS34PRw method
+ *   const solution = ros34prw(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 declare function ros34prw(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/ros34prw-method.js

@@ -243,7 +243,7 @@ export function ros34prw(odes, callback) {
             errmax /= tolerance;
             // processing the error obtained
             if (errmax > 1) {
-                hTemp = SAFETY * h * Math.pow(errmax, PSHRNK);
+                hTemp = SAFETY * h * errmax ** PSHRNK;
                 h = max(hTemp, REDUCE_COEF * h);
                 tNew = t + h;
                 if (tNew == t)
@@ -251,7 +251,7 @@ export function ros34prw(odes, callback) {
             }
             else {
                 if (errmax > ERR_CONTR)
-                    hNext = SAFETY * h * Math.pow(errmax, PSGROW);
+                    hNext = SAFETY * h * errmax ** PSGROW;
                 else
                     hNext = GROW_COEF * h;
                 t = t + h;

package/dist/src/solver-tools/ros34prw-method.js.map

@@ -0,0 +1 @@
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