diff-grok 1.1.0 → 1.3.0

package/src/solver-tools/ab5-method.ts

@@ -1,397 +0,0 @@
-/* The Adams-Bashforth-Moulton predictor-corrector method of order 5 (AB5).
-
-   Uses the 5-step Adams-Bashforth formula as predictor and the 4-step
-   Adams-Moulton formula as corrector in PECE mode (Predict-Evaluate-
-   Correct-Evaluate), with Milne's device for local error estimation.
-   Bootstrapping is performed using the Runge-Kutta-Fehlberg 4(5) method.
-
-   References:
-   [1] E. Hairer, S.P. Norsett, G. Wanner, "Solving Ordinary Differential
-       Equations I: Nonstiff Problems", Springer, 2nd ed., 1993.
-   [2] L.F. Shampine, M.K. Gordon, "Computer Solution of Ordinary Differential
-       Equations: The Initial Value Problem", W.H. Freeman, 1975.
-*/
-
-import {ODEs, max, abs, SAFETY, PSHRNK, PSGROW, REDUCE_COEF, GROW_COEF,
-  ERR_CONTR, TINY, ERROR_MSG} from './solver-defs';
-import {Callback} from './callbacks/callback-base';
-
-// Adams-Bashforth 5-step coefficients (pre-divided by 720)
-// y_{n+1} = y_n + h * (AB0*f_n + AB1*f_{n-1} + AB2*f_{n-2} + AB3*f_{n-3} + AB4*f_{n-4})
-const AB0 = 1901.0 / 720.0;
-const AB1 = -2774.0 / 720.0;
-const AB2 = 2616.0 / 720.0;
-const AB3 = -1274.0 / 720.0;
-const AB4 = 251.0 / 720.0;
-
-// Adams-Moulton 4-step coefficients (pre-divided by 720)
-// y_{n+1} = y_n + h * (AM_NEW*f_{n+1} + AM0*f_n + AM1*f_{n-1} + AM2*f_{n-2} + AM3*f_{n-3})
-const AM_NEW = 251.0 / 720.0;
-const AM0 = 646.0 / 720.0;
-const AM1 = -264.0 / 720.0;
-const AM2 = 106.0 / 720.0;
-const AM3 = -19.0 / 720.0;
-
-// Milne error estimation coefficient for the AB5-AM4 pair: 2/27 = 38/513
-const MILNE = 2.0 / 27.0;
-
-// Number of uniformly-spaced history points required for AB5
-const HIST_LEN = 5;
-
-// Fehlberg 4(5) Butcher tableau coefficients (used during bootstrap phase)
-const C2 = 1.0 / 4.0;
-const C3 = 3.0 / 8.0;
-const C4 = 12.0 / 13.0;
-const C6 = 1.0 / 2.0;
-
-const A21 = 1.0 / 4.0;
-const A31 = 3.0 / 32.0;
-const A32 = 9.0 / 32.0;
-const A41 = 1932.0 / 2197.0;
-const A42 = -7200.0 / 2197.0;
-const A43 = 7296.0 / 2197.0;
-const A51 = 439.0 / 216.0;
-const A52 = -8.0;
-const A53 = 3680.0 / 513.0;
-const A54 = -845.0 / 4104.0;
-const A61 = -8.0 / 27.0;
-const A62 = 2.0;
-const A63 = -3544.0 / 2565.0;
-const A64 = 1859.0 / 4104.0;
-const A65 = -11.0 / 40.0;
-
-const B1 = 25.0 / 216.0;
-const B3 = 1408.0 / 2565.0;
-const B4 = 2197.0 / 4104.0;
-const B5 = -1.0 / 5.0;
-
-const RKE1 = 1.0 / 360.0;
-const RKE3 = -128.0 / 4275.0;
-const RKE4 = -2197.0 / 75240.0;
-const RKE5 = 1.0 / 50.0;
-const RKE6 = 2.0 / 55.0;
-
-/** Solve initial value problem using the Adams-Bashforth-Moulton predictor-corrector method of order 5
- * @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 AB5 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, ab5 } 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 AB5 method
- *   const solution = ab5(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 function ab5(odes: ODEs, callback?: Callback): Float64Array[] {
-  const f = odes.func;
-
-  // operating variables
-  const t0 = odes.arg.start;
-  const t1 = odes.arg.finish;
-  let h = odes.arg.step;
-  const hDataframe = h;
-  const hMax = hDataframe * 10;
-  const tolerance = odes.tolerance;
-
-  const rowCount = Math.trunc((t1 - t0) / h) + 1;
-  const dim = odes.initial.length;
-
-  // result arrays
-  const tArr = new Float64Array(rowCount);
-  const yArrs = Array<Float64Array>(dim);
-
-  for (let i = 0; i < dim; ++i)
-    yArrs[i] = new Float64Array(rowCount);
-
-  // method routine
-  let timeDataframe = t0 + hDataframe;
-  let t = t0;
-  let tPrev = t0;
-  let hNext = 0.0;
-  let flag = true;
-  let index = 1;
-  let errmax = 0;
-  let hTemp = 0;
-  let tNew = 0;
-
-  // working buffers
-  const y = new Float64Array(odes.initial);
-  const yPrev = new Float64Array(odes.initial);
-  const dydt = new Float64Array(dim);
-  const yScale = new Float64Array(dim);
-  const yTemp = new Float64Array(dim);
-  const yErr = new Float64Array(dim);
-
-  // AB5-AM4 history: fBuf[0] = f(t_n, y_n), fBuf[4] = f(t_{n-4}, y_{n-4})
-  const fBuf: Float64Array[] = [];
-  for (let i = 0; i < HIST_LEN; ++i)
-    fBuf[i] = new Float64Array(dim);
-  let histCount = 0;
-  let lastH = 0;
-
-  // AB5-AM4 corrector buffers
-  const yCorr = new Float64Array(dim);
-  const fPred = new Float64Array(dim);
-
-  // RKF45 stage buffers (bootstrap)
-  const k1 = new Float64Array(dim);
-  const k2 = new Float64Array(dim);
-  const k3 = new Float64Array(dim);
-  const k4 = new Float64Array(dim);
-  const k5 = new Float64Array(dim);
-  const k6 = new Float64Array(dim);
-
-  // store initial f-value
-  f(t, y, fBuf[0]);
-  histCount = 1;
-
-  // 1. SOLUTION AT THE POINT t0
-  tArr[0] = t0;
-  for (let i = 0; i < dim; ++i)
-    yArrs[i][0] = y[i];
-
-  // 2. COMPUTE NUMERICAL SOLUTION FOR THE POINTS FROM THE INTERVAL (t0, t1)
-  while (flag) {
-    // compute derivative
-    f(t, y, dydt);
-
-    // check whether to go on computations
-    if (callback)
-      callback.onIterationStart();
-
-    // compute scale vector
-    for (let i = 0; i < dim; ++i)
-      yScale[i] = abs(y[i]) + h * abs(dydt[i]) + TINY;
-
-    // check end point
-    if (t + h > t1) {
-      h = t1 - t;
-      flag = false;
-    }
-
-    // if step size changed, history is invalid (AB5 needs uniform spacing)
-    if (histCount > 1 && h !== lastH) {
-      histCount = 1;
-      f(t, y, fBuf[0]);
-    }
-
-    // adaptive step loop
-    while (true) {
-      if (histCount < HIST_LEN) {
-        // BOOTSTRAP PHASE: RKF45 single step to build up history
-
-        // Stage 1: k1 = f(t, y)
-        f(t, y, k1);
-
-        // Stage 2: k2 = f(t + C2*h, y + h*A21*k1)
-        for (let i = 0; i < dim; ++i)
-          yTemp[i] = y[i] + h * A21 * k1[i];
-        f(t + C2 * h, yTemp, k2);
-
-        // Stage 3: k3 = f(t + C3*h, y + h*(A31*k1 + A32*k2))
-        for (let i = 0; i < dim; ++i)
-          yTemp[i] = y[i] + h * (A31 * k1[i] + A32 * k2[i]);
-        f(t + C3 * h, yTemp, k3);
-
-        // Stage 4: k4 = f(t + C4*h, y + h*(A41*k1 + A42*k2 + A43*k3))
-        for (let i = 0; i < dim; ++i)
-          yTemp[i] = y[i] + h * (A41 * k1[i] + A42 * k2[i] + A43 * k3[i]);
-        f(t + C4 * h, yTemp, k4);
-
-        // Stage 5: k5 = f(t + h, y + h*(A51*k1 + A52*k2 + A53*k3 + A54*k4))
-        for (let i = 0; i < dim; ++i)
-          yTemp[i] = y[i] + h * (A51 * k1[i] + A52 * k2[i] + A53 * k3[i] + A54 * k4[i]);
-        f(t + h, yTemp, k5);
-
-        // Stage 6: k6 = f(t + C6*h, y + h*(A61*k1 + A62*k2 + A63*k3 + A64*k4 + A65*k5))
-        for (let i = 0; i < dim; ++i)
-          yTemp[i] = y[i] + h * (A61 * k1[i] + A62 * k2[i] + A63 * k3[i] + A64 * k4[i] + A65 * k5[i]);
-        f(t + C6 * h, yTemp, k6);
-
-        // 4th-order solution
-        for (let i = 0; i < dim; ++i)
-          yTemp[i] = y[i] + h * (B1 * k1[i] + B3 * k3[i] + B4 * k4[i] + B5 * k5[i]);
-
-        // Error estimate: difference between 4th and 5th order solutions
-        for (let i = 0; i < dim; ++i)
-          yErr[i] = h * (RKE1 * k1[i] + RKE3 * k3[i] + RKE4 * k4[i] + RKE5 * k5[i] + RKE6 * k6[i]);
-
-        // estimating error
-        errmax = 0;
-        for (let i = 0; i < dim; ++i)
-          errmax = max(errmax, abs(yErr[i] / yScale[i]));
-        errmax /= tolerance;
-
-        // processing the error obtained
-        if (errmax > 1) {
-          hTemp = SAFETY * h * errmax**PSHRNK;
-          h = max(hTemp, REDUCE_COEF * h);
-          tNew = t + h;
-          if (tNew == t)
-            throw new Error(ERROR_MSG.AB5_FAILS);
-          // step size changed, reset history if needed
-          if (histCount > 1) {
-            histCount = 1;
-            f(t, y, fBuf[0]);
-          }
-        } else {
-          // step accepted
-          t = t + h;
-
-          for (let i = 0; i < dim; ++i)
-            y[i] = yTemp[i];
-
-          // shift history and store new f-value
-          for (let j = Math.min(histCount, HIST_LEN - 1); j > 0; --j)
-            fBuf[j].set(fBuf[j - 1]);
-          f(t, y, fBuf[0]);
-          histCount++;
-          lastH = h;
-
-          // during bootstrap, keep h constant for uniform spacing
-          hNext = h;
-          if (hNext > hMax)
-            hNext = hMax;
-
-          break;
-        }
-      } else {
-        // AB5-AM4 PHASE: Predictor-Corrector (PECE)
-
-        // Predict (Adams-Bashforth 5-step)
-        for (let i = 0; i < dim; ++i) {
-          yTemp[i] = y[i] + h * (AB0 * fBuf[0][i] + AB1 * fBuf[1][i] +
-            AB2 * fBuf[2][i] + AB3 * fBuf[3][i] + AB4 * fBuf[4][i]);
-        }
-
-        // Evaluate f at predicted point
-        f(t + h, yTemp, fPred);
-
-        // Correct (Adams-Moulton 4-step)
-        for (let i = 0; i < dim; ++i) {
-          yCorr[i] = y[i] + h * (AM_NEW * fPred[i] + AM0 * fBuf[0][i] +
-            AM1 * fBuf[1][i] + AM2 * fBuf[2][i] + AM3 * fBuf[3][i]);
-        }
-
-        // Error estimate (Milne's device)
-        for (let i = 0; i < dim; ++i)
-          yErr[i] = MILNE * (yCorr[i] - yTemp[i]);
-
-        // estimating error
-        errmax = 0;
-        for (let i = 0; i < dim; ++i)
-          errmax = max(errmax, abs(yErr[i] / yScale[i]));
-        errmax /= tolerance;
-
-        // processing the error obtained
-        if (errmax > 1) {
-          // step rejected: shrink step and re-bootstrap
-          hTemp = SAFETY * h * errmax**PSHRNK;
-          h = max(hTemp, REDUCE_COEF * h);
-          tNew = t + h;
-          if (tNew == t)
-            throw new Error(ERROR_MSG.AB5_FAILS);
-          histCount = 1;
-          f(t, y, fBuf[0]);
-        } else {
-          if (errmax > ERR_CONTR)
-            hNext = SAFETY * h * errmax**PSGROW;
-          else
-            hNext = GROW_COEF * h;
-
-          if (hNext > hMax)
-            hNext = hMax;
-
-          t = t + h;
-
-          for (let i = 0; i < dim; ++i)
-            y[i] = yCorr[i];
-
-          // shift history and store f at corrected point (PECE final evaluate)
-          const recycled = fBuf[HIST_LEN - 1];
-          for (let j = HIST_LEN - 1; j > 0; --j)
-            fBuf[j] = fBuf[j - 1];
-          fBuf[0] = recycled;
-          f(t, y, fBuf[0]);
-          lastH = h;
-
-          break;
-        }
-      }
-    } // while (true)
-
-    // compute linearly interpolated results and store them in dataframe
-    while (timeDataframe < t) {
-      const cLeft = (t - timeDataframe) / (t - tPrev);
-      const cRight = 1.0 - cLeft;
-
-      tArr[index] = timeDataframe;
-
-      for (let j = 0; j < dim; ++j)
-        yArrs[j][index] = cRight * y[j] + cLeft * yPrev[j];
-
-      timeDataframe += hDataframe;
-      ++index;
-    }
-
-    h = hNext;
-    tPrev = t;
-
-    for (let i = 0; i < dim; ++i)
-      yPrev[i] = y[i];
-  } // while (flag)
-
-  // perform final callback actions
-  if (callback)
-    callback.onComputationsCompleted();
-
-  // 3. solution at the point t1
-  tArr[rowCount - 1] = t1;
-
-  for (let i = 0; i < dim; ++i)
-    yArrs[i][rowCount - 1] = y[i];
-
-  // 4. prepare output
-  const solution = Array<Float64Array>(dim + 1);
-
-  // independent variable
-  solution[0] = tArr;
-
-  // functions
-  for (let i = 0; i < dim; ++i)
-    solution[i + 1] = yArrs[i];
-
-  return solution;
-} // ab5

package/src/solver-tools/callbacks/callback-base.js.map

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package/src/solver-tools/callbacks/callback-base.ts

@@ -1,12 +0,0 @@
-// Solver's callback base
-
-/** Solver callback */
-export class Callback {
-  constructor() {};
-
-  /** Action performed on the numerical method iteration start */
-  public onIterationStart(): void {}
-
-  /** Action performed on computations end */
-  public onComputationsCompleted(): void {}
-};

package/src/solver-tools/callbacks/callback-tools.js.map

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package/src/solver-tools/callbacks/callback-tools.ts

@@ -1,22 +0,0 @@
-// Manager of callbacks
-
-import {SolverOptions} from '../solver-defs';
-import {Callback} from './callback-base';
-import {TimeCheckerCallback} from './time-checker-callback';
-import {IterCheckerCallback} from './iter-checker-callback';
-
-/** Return callback corresponding to the given options
- * @param options - options of the numerical method
-*/
-export function getCallback(options?: Partial<SolverOptions>): Callback | undefined {
-  if (options === undefined)
-    return undefined;
-
-  if (options.maxIterations !== undefined)
-    return new IterCheckerCallback(options.maxIterations);
-
-  if (options.maxTimeMs !== undefined)
-    return new TimeCheckerCallback(options.maxTimeMs);
-
-  return undefined;
-}

package/src/solver-tools/callbacks/iter-checker-callback.js.map

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package/src/solver-tools/callbacks/iter-checker-callback.ts

@@ -1,25 +0,0 @@
-import {Callback} from './callback-base';
-import {CallbackAction} from '../solver-defs';
-
-/** This callback terminates computations if the maximum iterations is exceeded */
-export class IterCheckerCallback extends Callback {
-  private maxIter: number;
-  private currentIter: number;
-
-  /**
-   * @param maxIter - the maximum number of iterations
-   */
-  constructor(maxIter: number) {
-    super();
-    this.maxIter = maxIter;
-    this.currentIter = 0;
-  }
-
-  /** Action performed on iteration start of numerical method */
-  public onIterationStart(): void {
-    ++this.currentIter;
-
-    if (this.currentIter > this.maxIter)
-      throw new CallbackAction(`Max iterations count exceeded (${this.maxIter})`);
-  }
-}

package/src/solver-tools/callbacks/time-checker-callback.js.map

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package/src/solver-tools/callbacks/time-checker-callback.ts

@@ -1,23 +0,0 @@
-import {Callback} from './callback-base';
-import {CallbackAction} from '../solver-defs';
-
-/** This callback terminates computations if the maximum calculation time is exceeded */
-export class TimeCheckerCallback extends Callback {
-  private maxTime = 0;
-  private startingTime = 0;
-
-  /**
-   * @param maxTime - the maximum time of computations
-   */
-  constructor(maxTime: number) {
-    super();
-    this.maxTime = maxTime;
-    this.startingTime = performance.now();
-  }
-
-  /** The action performed at the start of numerical method iteration */
-  public onIterationStart(): void {
-    if (performance.now() - this.startingTime > this.maxTime)
-      throw new CallbackAction(`Max time exceeded (${this.maxTime} ms)`);
-  }
-}

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

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

@@ -1,15 +0,0 @@
-export {ODEs, Func} from './solver-defs';
-export {mrt} from './mrt-method';
-export {ros3prw} from './ros3prw-method';
-export {ros34prw} from './ros34prw-method';
-export {rk4} from './rk4-method';
-export {ab5} from './ab5-method';
-export {ab4} from './ab4-method';
-export {rkdp} from './rkdp-method';
-export {rk3} from './rk3-method';
-export {lsoda} from './lsoda-method';
-export {CallbackAction, DEFAULT_OPTIONS, SolverOptions, SolverMethod} from './solver-defs';
-export {getCallback} from './callbacks/callback-tools';
-export {Callback} from './callbacks/callback-base';
-export {IterCheckerCallback} from './callbacks/iter-checker-callback';
-export {TimeCheckerCallback} from './callbacks/time-checker-callback';

package/src/solver-tools/lin-alg-tools.js.map

@@ -1 +0,0 @@
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package/src/solver-tools/lin-alg-tools.ts

@@ -1,75 +0,0 @@
-// LU-decomposition tools
-
-/** Compute LU-decomposition of matrix */
-export function luDecomp(A: Float64Array, L: Float64Array, U: Float64Array, n: number) {
-  L.fill(0);
-  U.fill(0);
-
-  for (let i = 0; i < n; ++i)
-    L[i * n + i] = 1;
-
-  let sumU = 0;
-  let sumL = 0;
-  let k = 0;
-  let j = 0;
-  let p = 0;
-  let i =0;
-
-  for (k = 0; k < n; ++k) {
-    for (j = k; j < n; ++j) {
-      sumU = 0;
-
-      for (p = 0; p < k; ++p)
-        sumU += L[k * n + p] * U[p * n + j];
-
-      U[k * n + j] = A[k * n +j] - sumU;
-    }
-
-    for (i = k + 1; i < n; ++i) {
-      sumL = 0;
-
-      for (p = 0; p < k; ++p)
-        sumL += L[i * n + p] * U[p * n + k];
-
-      L[i * n + k] = (A[i * n + k] - sumL) / U[k * n + k];
-    }
-  }
-} // luDecomp
-
-/** Solve the system Ax = b using pre-computed LU-decomposition */
-export function luSolve(L: Float64Array, U: Float64Array, b: Float64Array, y: Float64Array,
-  x: Float64Array, n: number) {
-  let sumLy = 0;
-
-  for (let i = 0; i < n; ++i) {
-    sumLy = 0;
-
-    for (let j = 0; j < i; ++j)
-      sumLy += L[i * n + j] * y[j];
-
-    y[i] = (b[i] - sumLy) / L[i * n + i];
-  }
-
-  let sumUx = 0;
-
-  for (let i = n - 1; i > -1; --i) {
-    sumUx = 0;
-
-    for (let j = i + 1; j < n; ++j)
-      sumUx += U[i * n + j] * x[j];
-
-    x[i] = (y[i] - sumUx) / U[i * n + i];
-  }
-} // luSolve
-
-/** Solve Ax = b for 1D & 2D cases */
-export function solve1d2d(A: Float64Array, b: Float64Array, x: Float64Array) {
-  if (x.length === 1) {
-    x[0] = b[0] / A[0];
-    return;
-  }
-
-  const delta = A[0] * A[3] - A[1] * A[2];
-  x[0] = (b[0] * A[3] - b[1] * A[1]) / delta;
-  x[1] = (A[0] * b[1] - A[2] * b[0]) / delta;
-}

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

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