diff-grok 1.2.0 → 1.3.0

package/src/solver-tools/ros3prw-method.js.map

@@ -1 +0,0 @@
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package/src/solver-tools/ros3prw-method.ts

@@ -1,342 +0,0 @@
-/* The ROS3PRw method implementation
-
-   References:
-     [1] https://doi.org/10.1016/j.cam.2015.03.010 */
-
-import {ODEs, max, abs, SAFETY, PSHRNK, PSGROW, REDUCE_COEF, GROW_COEF,
-  ERR_CONTR, TINY, EPS, tDerivative, jacobian, ERROR_MSG} from './solver-defs';
-import {Callback} from './callbacks/callback-base';
-import {luDecomp, luSolve, solve1d2d} from './lin-alg-tools';
-
-// The method specific constants (see Table 2 [1])
-const GAMMA = 0.78867513459481287;
-
-const GAMMA_21 = -2.3660254037844388;
-const GAMMA_21_SCALED = GAMMA_21 / GAMMA;
-const GAMMA_2 = GAMMA_21 + GAMMA;
-
-const GAMMA_31 = -0.86791218280355165;
-const GAMMA_31_SCALED = GAMMA_31 / GAMMA;
-const GAMMA_32 = -0.87306695894642317;
-const GAMMA_32_SCALED = GAMMA_32 / GAMMA;
-const GAMMA_3 = GAMMA_31 + GAMMA_32 + GAMMA;
-
-const ALPHA_21 = 2.3660254037844388;
-const ALPHA_2 = ALPHA_21;
-const ALPHA_31 = 0.5;
-const ALPHA_32 = 0.76794919243112270;
-const ALPHA_3 = ALPHA_31 + ALPHA_32;
-
-const B_1 = 0.50544867840851759;
-const B_2 = -0.11571687603637559;
-const B_3 = 0.610268197627858;
-
-const B_HAT_1 = 0.28973180237214197;
-const B_HAT_2 = 0.10000000000000001;
-const B_HAT_3 = 0.610268197627858;
-
-const R_1 = B_1 - B_HAT_1;
-const R_2 = B_2 - B_HAT_2;
-const R_3 = B_3 - B_HAT_3;
-
-
-/** Solve initial value problem using the ROS3PRw 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 ROS3PRw 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, ros3prw } 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 ROS3PRw method
- *   const solution = ros3prw(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 ros3prw(odes: ODEs, callback?: Callback): Float64Array[] {
-  /** right-hand side of the IVP solved */
-  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 tolerance = odes.tolerance;
-
-  /** number of solution dataframe rows */
-  const rowCount = Math.trunc((t1 - t0) / h) + 1;
-
-  /** dimension of the problem */
-  const dim = odes.initial.length;
-  const dimSquared = dim * dim;
-
-  /** independent variable values */
-  const tArr = new Float64Array(rowCount);
-
-  /** arrays of solution values */
-  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 flag = true;
-  let index = 1;
-  let errmax = 0;
-  let hTemp = 0;
-  let tNew = 0;
-  let hNext = 0.0;
-
-  // 0 BUFFERS & TEMP STRUCTURES
-
-  /** identity matrix */
-  const I = new Float64Array(dim * dim);
-
-  // compute identity matrix
-  for (let i = 0; i < dim; ++i) {
-    for (let j = 0; j < dim; ++j)
-      I[j + i * dim] = (i === j) ? 1 : 0;
-  }
-
-  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);
-
-  const W = new Float64Array(dimSquared);
-
-  const k1 = new Float64Array(dim);
-  const k2 = new Float64Array(dim);
-  const k3 = new Float64Array(dim);
-  const HT = new Float64Array(dim);
-
-  const f0Buf = new Float64Array(dim);
-  const f1Buf = new Float64Array(dim);
-
-  let hByGamma = 0;
-  const fBuf = new Float64Array(dim);
-  const kBuf = new Float64Array(dim);
-
-  const L = new Float64Array(dimSquared);
-  const U = new Float64Array(dimSquared);
-  const luBuf = new Float64Array(dim);
-  const bBuf = new Float64Array(dim);
-  const toUseLU = dim > 2;
-
-  // 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;
-    }
-
-    // call of adaptive step the ROS3Pw [1] method
-    // computation of solution (y), time (t) and next step (hNext)
-    while (true) {
-      hByGamma = h * GAMMA;
-
-      // one stage of the ROS3Pw method
-
-      // 1) Jacobian & dF/dt matrices
-      jacobian(t, y, f, EPS, f0Buf, f1Buf, W);
-      tDerivative(t, y, f, EPS, f0Buf, f1Buf, HT);
-
-      // 2) W & LU-decomposition
-      for (let i = 0; i < dimSquared; ++i)
-        W[i] = I[i] - hByGamma * W[i];
-
-      if (toUseLU)
-        luDecomp(W, L, U, dim);
-
-      // 3) Scale dF/dt: HT = j * T
-      for (let i = 0; i < dim; ++i)
-        HT[i] *= h;
-
-      // 4) F1 = F(t, y)  <-- Fbuf
-      f(t, y, fBuf);
-
-      // 5) k1 = W_inv * (F1 + gamma * HT)
-      for (let i = 0; i < dim; ++i)
-        bBuf[i] = fBuf[i] + GAMMA * HT[i];
-
-      if (toUseLU)
-        luSolve(L, U, bBuf, luBuf, k1, dim);
-      else
-        solve1d2d(W, bBuf, k1);
-
-      // 6) F2 = F(t + alpha2 * h, y + alpha21 * k1)   <-- Fbuf
-      for (let i = 0; i < dim; ++i)
-        kBuf[i] = y[i] + ALPHA_21 * h * k1[i];
-
-      f(t + ALPHA_2 * h, kBuf, fBuf);
-
-      // 7) kBuf = gamma21 / gamma * k1
-      for (let i = 0; i < dim; ++i)
-        kBuf[i] = GAMMA_21_SCALED * k1[i];
-
-      // 8) k2 = W_inv * [Fbuf + kBuf + gamma2 * HT] - kBuf
-      for (let i = 0; i < dim; ++i)
-        bBuf[i] = fBuf[i] + kBuf[i] + GAMMA_2 * HT[i];
-
-      if (toUseLU)
-        luSolve(L, U, bBuf, luBuf, k2, dim);
-      else
-        solve1d2d(W, bBuf, k2);
-
-      for (let i = 0; i < dim; ++i)
-        k2[i] -= kBuf[i];
-
-      // 9) F3 = F(t + alpha3 * h, y + h * (alpha31 * k1 + alpha32 * k2))  <-- Fbuf
-      for (let i = 0; i < dim; ++i)
-        kBuf[i] = y[i] + h * (ALPHA_31 * k1[i] + ALPHA_32 * k2[i]);
-
-      f(t + ALPHA_3 * h, kBuf, fBuf);
-
-      // 10) kBuf = gamma31 / gamma * k1 + gamma32 / gamma * k2
-      for (let i = 0; i < dim; ++i)
-        kBuf[i] = GAMMA_31_SCALED * k1[i] + GAMMA_32_SCALED * k2[i];
-
-      // 11) k3 = W_inv * (F3 + kBuf + gamma3 * HT) - kBuf
-      for (let i = 0; i < dim; ++i)
-        bBuf[i] = fBuf[i] + kBuf[i] + GAMMA_3 * HT[i];
-
-      if (toUseLU)
-        luSolve(L, U, bBuf, luBuf, k3, dim);
-      else
-        solve1d2d(W, bBuf, k3);
-
-      for (let i = 0; i < dim; ++i)
-        k3[i] -= kBuf[i];
-
-      // 12) yNext = y + h * (b1 * k1 + b2 * k2 + b3 * k3)   <-- yTemp
-      for (let i = 0; i < dim; ++i)
-        yTemp[i] = y[i] + h * (B_1 * k1[i] + B_2 * k2[i] + B_3 * k3[i]);
-
-      // 13) yErr = h * (r1 * k1 + r2 * k2 + r3 * k3)
-      for (let i = 0; i < dim; ++i)
-        yErr[i] = h * (R_1 * k1[i] + R_2 * k2[i] + R_3 * k3[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.ROS3PRW_FAILS);
-      } else {
-        if (errmax > ERR_CONTR)
-          hNext = SAFETY * h * errmax**PSGROW;
-        else
-          hNext = GROW_COEF * h;
-        t = t + h;
-
-        for (let i = 0; i < dim; ++i)
-          y[i] = yTemp[i];
-
-        break;
-      }
-    } // while (true)
-
-    // compute lineraly 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;
-  //return [tArr].concat(yArrs);
-} // ros3prw

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

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package/src/tests/correctness.test.js

@@ -1,15 +0,0 @@
-// Correctness tests
-import { corrProbs } from '../../index';
-import { getError } from './test-utils';
-import { methods, MAX_MAD } from './test-defs';
-methods.forEach((method, name) => {
-    describe(`${name}`, () => {
-        corrProbs.forEach((problem) => {
-            test(`${problem.odes.name}`, () => {
-                const error = getError(method, problem);
-                expect(error).toBeLessThan(MAX_MAD);
-            });
-        });
-    });
-});
-//# sourceMappingURL=correctness.test.js.map

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package/src/tests/correctness.test.ts

@@ -1,16 +0,0 @@
-// Correctness tests
-
-import {corrProbs} from '../../index';
-import {getError} from './test-utils';
-import {methods, MAX_MAD} from './test-defs';
-
-methods.forEach((method, name) => {
-  describe(`${name}`, () => {
-    corrProbs.forEach((problem) => {
-      test(`${problem.odes.name}`, () => {
-        const error = getError(method, problem);
-        expect(error).toBeLessThan(MAX_MAD);
-      });
-    });
-  });
-});