slangmath 1.0.6 → 1.1.0

package/slang-ode.js

@@ -0,0 +1,1082 @@
+/**
+ * SLaNg ODE Module
+ * 
+ * Numerical and symbolic solvers for Ordinary Differential Equations (ODEs).
+ * 
+ * Supported methods:
+ *  - Euler's method (1st order)
+ *  - Improved Euler / Heun's method (2nd order Runge-Kutta)
+ *  - Classical 4th-order Runge-Kutta (RK4) — default, most accurate
+ *  - Adaptive RK45 (Dormand-Prince) with error control
+ *  - Systems of ODEs (dx/dt = f(t, x, y, ...))
+ * 
+ * Supported equation types (symbolic):
+ *  - Separable ODEs
+ *  - First-order linear: y' + P(x)y = Q(x)
+ *  - Exact equations (detection + solution)
+ *  - Bernoulli equations
+ *  - Autonomous 2D systems (for phase portrait data)
+ * 
+ * Usage:
+ *  import { solveODE, solveSystem, rk4, euler } from './slang-ode.js';
+ */
+
+// ============================================================================
+// NUMERICAL ODE SOLVERS
+// ============================================================================
+
+/**
+ * Euler's method (1st order accuracy)
+ * dy/dt = f(t, y),  y(t0) = y0
+ * @param {Function} f - f(t, y) → dy/dt
+ * @param {number} t0  - Initial time
+ * @param {number} y0  - Initial value
+ * @param {number} tEnd - End time
+ * @param {number} h   - Step size
+ * @returns {{ t: number[], y: number[] }}
+ */
+export function euler(f, t0, y0, tEnd, h = 0.01) {
+    _validateODEInputs(t0, y0, tEnd, h);
+    const ts = [t0], ys = [y0];
+    let t = t0, y = y0;
+
+    while (t < tEnd - 1e-12) {
+        h = Math.min(h, tEnd - t);
+        y = y + h * f(t, y);
+        t = t + h;
+        ts.push(t);
+        ys.push(y);
+    }
+
+    return { t: ts, y: ys, method: 'euler' };
+}
+
+/**
+ * Heun's method (2nd order Runge-Kutta / improved Euler)
+ * @param {Function} f - f(t, y) → dy/dt
+ * @param {number} t0
+ * @param {number} y0
+ * @param {number} tEnd
+ * @param {number} h
+ * @returns {{ t: number[], y: number[] }}
+ */
+export function heun(f, t0, y0, tEnd, h = 0.01) {
+    _validateODEInputs(t0, y0, tEnd, h);
+    const ts = [t0], ys = [y0];
+    let t = t0, y = y0;
+
+    while (t < tEnd - 1e-12) {
+        h = Math.min(h, tEnd - t);
+        const k1 = f(t, y);
+        const yTilde = y + h * k1;
+        const k2 = f(t + h, yTilde);
+        y = y + (h / 2) * (k1 + k2);
+        t = t + h;
+        ts.push(t);
+        ys.push(y);
+    }
+
+    return { t: ts, y: ys, method: 'heun' };
+}
+
+/**
+ * Classical 4th-order Runge-Kutta (RK4) — recommended for most problems
+ * @param {Function} f - f(t, y) → dy/dt
+ * @param {number} t0
+ * @param {number} y0
+ * @param {number} tEnd
+ * @param {number} h
+ * @returns {{ t: number[], y: number[], method: string }}
+ */
+export function rk4(f, t0, y0, tEnd, h = 0.01) {
+    _validateODEInputs(t0, y0, tEnd, h);
+    const ts = [t0], ys = [y0];
+    let t = t0, y = y0;
+
+    while (t < tEnd - 1e-12) {
+        h = Math.min(h, tEnd - t);
+        const k1 = f(t,         y);
+        const k2 = f(t + h / 2, y + (h / 2) * k1);
+        const k3 = f(t + h / 2, y + (h / 2) * k2);
+        const k4 = f(t + h,     y + h * k3);
+        y = y + (h / 6) * (k1 + 2 * k2 + 2 * k3 + k4);
+        t = t + h;
+        ts.push(t);
+        ys.push(y);
+    }
+
+    return { t: ts, y: ys, method: 'rk4' };
+}
+
+/**
+ * Adaptive RK45 (Dormand-Prince) with error control.
+ * Automatically adjusts step size to maintain desired accuracy.
+ * 
+ * @param {Function} f - f(t, y) → dy/dt
+ * @param {number} t0
+ * @param {number} y0
+ * @param {number} tEnd
+ * @param {number} [tol=1e-6] - Absolute + relative tolerance
+ * @param {number} [hInit=0.1] - Initial step size
+ * @returns {{ t: number[], y: number[], steps: number, rejections: number }}
+ */
+export function rk45(f, t0, y0, tEnd, tol = 1e-6, hInit = 0.1) {
+    // Dormand-Prince coefficients
+    const c2=1/5, c3=3/10, c4=4/5, c5=8/9;
+    const a21=1/5;
+    const a31=3/40, a32=9/40;
+    const a41=44/45, a42=-56/15, a43=32/9;
+    const a51=19372/6561, a52=-25360/2187, a53=64448/6561, a54=-212/729;
+    const a61=9017/3168, a62=-355/33, a63=46732/5247, a64=49/176, a65=-5103/18656;
+    // 5th order weights
+    const e1=71/57600, e3=-71/16695, e4=71/1920, e5=-17253/339200, e6=22/525, e7=-1/40;
+
+    const ts = [t0], ys = [y0];
+    let t = t0, y = y0, h = hInit;
+    let steps = 0, rejections = 0;
+    const maxSteps = 1e5;
+
+    while (t < tEnd - 1e-12 && steps < maxSteps) {
+        h = Math.min(h, tEnd - t);
+
+        const k1 = f(t, y);
+        const k2 = f(t + c2*h, y + h*a21*k1);
+        const k3 = f(t + c3*h, y + h*(a31*k1 + a32*k2));
+        const k4 = f(t + c4*h, y + h*(a41*k1 + a42*k2 + a43*k3));
+        const k5 = f(t + c5*h, y + h*(a51*k1 + a52*k2 + a53*k3 + a54*k4));
+        const k6 = f(t + h,    y + h*(a61*k1 + a62*k2 + a63*k3 + a64*k4 + a65*k5));
+
+        // 4th order solution
+        const y4 = y + h*(35/384*k1 + 500/1113*k3 + 125/192*k4 - 2187/6784*k5 + 11/84*k6);
+        const k7 = f(t + h, y4);
+
+        // Error estimate (difference between 4th and 5th order)
+        const err = h * Math.abs(e1*k1 + e3*k3 + e4*k4 + e5*k5 + e6*k6 + e7*k7);
+        const errNorm = err / (tol * (1 + Math.abs(y)));
+
+        if (errNorm <= 1.0) {
+            // Accept step
+            t = t + h;
+            y = y4;
+            ts.push(t);
+            ys.push(y);
+            steps++;
+        } else {
+            rejections++;
+        }
+
+        // Adjust step size
+        const factor = Math.min(5.0, Math.max(0.2, 0.9 * Math.pow(1 / errNorm, 0.2)));
+        h = h * factor;
+    }
+
+    return { t: ts, y: ys, method: 'rk45', steps, rejections };
+}
+
+// ============================================================================
+// SYSTEM OF ODEs
+// ============================================================================
+
+/**
+ * Solve a system of first-order ODEs using RK4.
+ * 
+ * The system is:  dY/dt = F(t, Y)  where Y = [y1, y2, ..., yn]
+ * 
+ * @param {Function} F - F(t, Y) → dY/dt (returns an array of same length as Y)
+ * @param {number} t0  - Initial time
+ * @param {number[]} Y0 - Initial state vector
+ * @param {number} tEnd - End time
+ * @param {number} h   - Step size
+ * @returns {{ t: number[], Y: number[][], method: string }}
+ *          Y[i] is the state vector at time t[i]
+ */
+export function rk4System(F, t0, Y0, tEnd, h = 0.01) {
+    if (!Array.isArray(Y0)) throw new Error('Y0 must be an array');
+    const n = Y0.length;
+    const ts = [t0];
+    const Ys = [Y0.slice()];
+    let t = t0, Y = Y0.slice();
+
+    while (t < tEnd - 1e-12) {
+        h = Math.min(h, tEnd - t);
+
+        const k1 = F(t, Y);
+        const k2 = F(t + h/2, _vecAdd(Y, _vecScale(k1, h/2)));
+        const k3 = F(t + h/2, _vecAdd(Y, _vecScale(k2, h/2)));
+        const k4 = F(t + h,   _vecAdd(Y, _vecScale(k3, h)));
+
+        Y = Y.map((yi, i) => yi + (h/6) * (k1[i] + 2*k2[i] + 2*k3[i] + k4[i]));
+        t = t + h;
+        ts.push(t);
+        Ys.push(Y.slice());
+    }
+
+    return { t: ts, Y: Ys, method: 'rk4System', n };
+}
+
+// ============================================================================
+// SECOND-ORDER ODEs (reduced to system)
+// ============================================================================
+
+/**
+ * Solve a second-order ODE: y'' = f(t, y, y')
+ * Reduces to a 2D system: [y, v]' = [v, f(t, y, v)]
+ * 
+ * @param {Function} f2 - f2(t, y, yPrime) → y''
+ * @param {number} t0
+ * @param {number} y0  - Initial position
+ * @param {number} v0  - Initial velocity y'(t0)
+ * @param {number} tEnd
+ * @param {number} h
+ * @returns {{ t, y, yPrime, method }}
+ */
+export function solveSecondOrder(f2, t0, y0, v0, tEnd, h = 0.01) {
+    const F = (t, [y, v]) => [v, f2(t, y, v)];
+    const result = rk4System(F, t0, [y0, v0], tEnd, h);
+    return {
+        t:      result.t,
+        y:      result.Y.map(s => s[0]),
+        yPrime: result.Y.map(s => s[1]),
+        method: 'rk4-2nd-order'
+    };
+}
+
+// ============================================================================
+// COMMON ODE FORMULATIONS
+// ============================================================================
+
+/**
+ * Solve a first-order linear ODE: y' + P(t)*y = Q(t)
+ * using the integrating factor method (numerically).
+ * 
+ * @param {Function} P - P(t)
+ * @param {Function} Q - Q(t)
+ * @param {number} t0, y0, tEnd, h
+ * @returns Result from rk4
+ */
+export function solveLinearFirstOrder(P, Q, t0, y0, tEnd, h = 0.01) {
+    const f = (t, y) => Q(t) - P(t) * y;
+    const result = rk4(f, t0, y0, tEnd, h);
+    result.method = 'rk4-linear-1st-order';
+    return result;
+}
+
+/**
+ * Solve a logistic equation: dy/dt = r*y*(1 - y/K)
+ * @param {number} r - Growth rate
+ * @param {number} K - Carrying capacity
+ * @param {number} t0, y0, tEnd, h
+ */
+export function solveLogistic(r, K, t0, y0, tEnd, h = 0.01) {
+    const f = (t, y) => r * y * (1 - y / K);
+    const result = rk4(f, t0, y0, tEnd, h);
+    result.method = 'logistic';
+    result.params = { r, K };
+    result.analyticalEquilibrium = K;
+    return result;
+}
+
+/**
+ * Solve a damped harmonic oscillator: y'' + 2γy' + ω²y = F(t)
+ * @param {number} gamma - Damping coefficient
+ * @param {number} omega - Natural frequency
+ * @param {Function} forceF - Forcing function F(t), or null for free oscillation
+ * @param {number} t0, y0, v0, tEnd, h
+ */
+export function solveDampedHarmonic(gamma, omega, forceF, t0, y0, v0, tEnd, h = 0.01) {
+    const F = (t, y, yp) => {
+        const forcing = forceF ? forceF(t) : 0;
+        return forcing - 2 * gamma * yp - omega * omega * y;
+    };
+    const result = solveSecondOrder(F, t0, y0, v0, tEnd, h);
+    result.method = 'damped-harmonic';
+    result.params = { gamma, omega };
+
+    // Classify damping
+    if (Math.abs(gamma) < 1e-12)       result.dampingType = 'undamped';
+    else if (gamma < omega)             result.dampingType = 'underdamped';
+    else if (Math.abs(gamma - omega) < 1e-6) result.dampingType = 'critically-damped';
+    else                                result.dampingType = 'overdamped';
+
+    return result;
+}
+
+/**
+ * Lorenz system (chaotic attractor)
+ * dx/dt = σ(y - x)
+ * dy/dt = x(ρ - z) - y
+ * dz/dt = xy - βz
+ * @param {number} [sigma=10], [rho=28], [beta=8/3]
+ * @param {number[]} Y0 - [x0, y0, z0]
+ * @param {number} t0, tEnd, h
+ */
+export function solveLorenz(Y0, t0, tEnd, h = 0.005, sigma = 10, rho = 28, beta = 8/3) {
+    const F = (t, [x, y, z]) => [
+        sigma * (y - x),
+        x * (rho - z) - y,
+        x * y - beta * z
+    ];
+    const result = rk4System(F, t0, Y0, tEnd, h);
+    result.method = 'lorenz';
+    result.params = { sigma, rho, beta };
+    return result;
+}
+
+// ============================================================================
+// PHASE PORTRAIT UTILITIES
+// ============================================================================
+
+/**
+ * Generate phase portrait data for a 2D autonomous system.
+ * dx/dt = f(x, y),  dy/dt = g(x, y)
+ * 
+ * @param {Function} f - f(x, y)
+ * @param {Function} g - g(x, y)
+ * @param {{ x: [min, max], y: [min, max] }} bounds
+ * @param {number} gridSize - Number of arrows per axis
+ * @returns {Array<{ x, y, dx, dy, magnitude }>}
+ */
+export function phasePortrait(f, g, bounds, gridSize = 15) {
+    const { x: [xMin, xMax], y: [yMin, yMax] } = bounds;
+    const dx = (xMax - xMin) / (gridSize - 1);
+    const dy = (yMax - yMin) / (gridSize - 1);
+    const arrows = [];
+
+    for (let i = 0; i < gridSize; i++) {
+        for (let j = 0; j < gridSize; j++) {
+            const x = xMin + i * dx;
+            const y = yMin + j * dy;
+            try {
+                const vx = f(x, y);
+                const vy = g(x, y);
+                const mag = Math.sqrt(vx * vx + vy * vy);
+                arrows.push({ x, y, dx: vx, dy: vy, magnitude: mag });
+            } catch {
+                // skip points where evaluation fails
+            }
+        }
+    }
+
+    return arrows;
+}
+
+/**
+ * Find equilibrium points (nullclines intersection) numerically.
+ * @param {Function} f, g - System functions
+ * @param {{ x: [min, max], y: [min, max] }} bounds
+ * @param {number} resolution
+ * @returns {Array<{ x, y }>}
+ */
+export function findEquilibria(f, g, bounds, resolution = 50) {
+    const { x: [xMin, xMax], y: [yMin, yMax] } = bounds;
+    const equilibria = [];
+    const hx = (xMax - xMin) / resolution;
+    const hy = (yMax - yMin) / resolution;
+    const tol = Math.max(hx, hy) * 2;
+
+    for (let i = 0; i < resolution; i++) {
+        for (let j = 0; j < resolution; j++) {
+            const x = xMin + i * hx;
+            const y = yMin + j * hy;
+            try {
+                const fv = Math.abs(f(x, y));
+                const gv = Math.abs(g(x, y));
+                if (fv < tol && gv < tol) {
+                    // Check it's not a duplicate
+                    const isDup = equilibria.some(e =>
+                        Math.abs(e.x - x) < tol && Math.abs(e.y - y) < tol);
+                    if (!isDup) equilibria.push({ x, y });
+                }
+            } catch { }
+        }
+    }
+
+    return equilibria;
+}
+
+// ============================================================================
+// BOUNDARY VALUE PROBLEMS (Shooting Method)
+// ============================================================================
+
+/**
+ * Solve a 2-point BVP: y'' = f(t, y, y')  with  y(a) = ya, y(b) = yb
+ * Uses the shooting method with secant iteration.
+ * @param {Function} f2 - f2(t, y, yp) → y''
+ * @param {number} a, ya - Left boundary
+ * @param {number} b, yb - Right boundary
+ * @param {number} h - Step size
+ * @param {number} [tol=1e-8]
+ * @returns {{ t, y, yPrime, iterations }}
+ */
+export function shootingMethod(f2, a, ya, b, yb, h = 0.01, tol = 1e-8) {
+    // Initial slope guesses
+    let s0 = 0, s1 = (yb - ya) / (b - a);
+    let result0 = solveSecondOrder(f2, a, ya, s0, b, h);
+    let phi0 = result0.y.at(-1) - yb;
+
+    let iterations = 0;
+    const maxIter = 50;
+
+    while (iterations < maxIter) {
+        const result1 = solveSecondOrder(f2, a, ya, s1, b, h);
+        const phi1 = result1.y.at(-1) - yb;
+
+        if (Math.abs(phi1) < tol) {
+            return { ...result1, iterations, method: 'shooting' };
+        }
+
+        // Secant update
+        if (Math.abs(phi1 - phi0) < 1e-15) break;
+        const s2 = s1 - phi1 * (s1 - s0) / (phi1 - phi0);
+        s0 = s1; phi0 = phi1;
+        s1 = s2;
+        iterations++;
+    }
+
+    // Return best guess
+    const final = solveSecondOrder(f2, a, ya, s1, b, h);
+    return { ...final, iterations, method: 'shooting', converged: false };
+}
+
+// ============================================================================
+// SOLUTION ANALYSIS
+// ============================================================================
+
+/**
+ * Compute statistics on an ODE solution.
+ * @param {{ t, y }} solution
+ * @returns {{ min, max, mean, finalValue, stable }}
+ */
+export function analyzeSolution(solution) {
+    const { t, y } = solution;
+    const n = y.length;
+    if (n === 0) return null;
+
+    const min = Math.min(...y);
+    const max = Math.max(...y);
+    const mean = y.reduce((a, b) => a + b, 0) / n;
+    const finalValue = y[n - 1];
+
+    // Check if solution appears to be converging (stable)
+    const last10Pct = y.slice(Math.floor(n * 0.9));
+    const variation = Math.max(...last10Pct) - Math.min(...last10Pct);
+    const stable = variation < 1e-3 * (max - min + 1);
+
+    // Estimate period if oscillatory
+    let period = null;
+    const crossings = [];
+    for (let i = 1; i < n; i++) {
+        if (y[i - 1] <= mean && y[i] > mean) {
+            crossings.push(t[i]);
+        }
+    }
+    if (crossings.length >= 2) {
+        const periods = [];
+        for (let i = 1; i < crossings.length; i++) periods.push(crossings[i] - crossings[i-1]);
+        period = periods.reduce((a, b) => a + b, 0) / periods.length;
+    }
+
+    return { min, max, mean, finalValue, stable, period, n };
+}
+
+/**
+ * Interpolate solution at an arbitrary time t using linear interpolation.
+ * @param {{ t, y }} solution
+ * @param {number} tQuery
+ * @returns {number}
+ */
+export function interpolateSolution(solution, tQuery) {
+    const { t, y } = solution;
+    if (tQuery <= t[0]) return y[0];
+    if (tQuery >= t.at(-1)) return y.at(-1);
+
+    let lo = 0, hi = t.length - 1;
+    while (hi - lo > 1) {
+        const mid = (lo + hi) >> 1;
+        if (t[mid] <= tQuery) lo = mid; else hi = mid;
+    }
+
+    const frac = (tQuery - t[lo]) / (t[hi] - t[lo]);
+    return y[lo] + frac * (y[hi] - y[lo]);
+}
+
+// ============================================================================
+// HIGH-LEVEL CONVENIENCE
+// ============================================================================
+
+/**
+ * Main solve function — automatically picks appropriate method.
+ * @param {Function} f - f(t, y) → dy/dt
+ * @param {number} t0, y0, tEnd
+ * @param {Object} [opts]
+ * @param {string} [opts.method='rk4']  - 'euler', 'heun', 'rk4', 'rk45'
+ * @param {number} [opts.h=0.01]       - Step size (ignored for rk45)
+ * @param {number} [opts.tol=1e-6]     - Tolerance for rk45
+ * @returns {Object} Solution object { t, y, method, ... }
+ */
+export function solveODE(f, t0, y0, tEnd, opts = {}) {
+    const { method = 'rk4', h = 0.01, tol = 1e-6 } = opts;
+
+    switch (method.toLowerCase()) {
+        case 'euler':  return euler(f, t0, y0, tEnd, h);
+        case 'heun':   return heun(f, t0, y0, tEnd, h);
+        case 'rk4':    return rk4(f, t0, y0, tEnd, h);
+        case 'rk45':   return rk45(f, t0, y0, tEnd, tol);
+        default:       throw new Error(`Unknown ODE method: ${method}`);
+    }
+}
+
+/**
+ * Solve a system of ODEs.
+ * @param {Function} F - F(t, Y) → dY/dt
+ * @param {number} t0
+ * @param {number[]} Y0
+ * @param {number} tEnd
+ * @param {Object} [opts]
+ */
+export function solveSystem(F, t0, Y0, tEnd, opts = {}) {
+    const { h = 0.01 } = opts;
+    return rk4System(F, t0, Y0, tEnd, h);
+}
+
+// ============================================================================
+// PRIVATE UTILITIES
+// ============================================================================
+
+function _validateODEInputs(t0, y0, tEnd, h) {
+    if (typeof t0 !== 'number' || isNaN(t0)) throw new Error('t0 must be a number');
+    if (typeof y0 !== 'number' || isNaN(y0)) throw new Error('y0 must be a number');
+    if (typeof tEnd !== 'number' || isNaN(tEnd)) throw new Error('tEnd must be a number');
+    if (tEnd <= t0) throw new Error('tEnd must be greater than t0');
+    if (h <= 0) throw new Error('Step size h must be positive');
+}
+
+function _vecAdd(a, b) {
+    return a.map((v, i) => v + b[i]);
+}
+
+function _vecScale(a, s) {
+    return a.map(v => v * s);
+}
+
+
+// ============================================================================
+// STIFF ODE SOLVERS
+// ============================================================================
+
+/**
+ * Implicit Euler method for stiff ODEs.
+ * Solves y' = f(t, y) using fixed-point iteration at each step.
+ * More stable than explicit Euler for stiff problems (e.g. chemical kinetics).
+ *
+ * @param {Function} f  (t, y) → dy/dt
+ * @param {number} t0
+ * @param {number} y0
+ * @param {number} tEnd
+ * @param {number} h    step size
+ * @returns {{ t: number[], y: number[] }}
+ */
+export function implicitEuler(f, t0, y0, tEnd, h = 0.01) {
+    const t = [t0], y = [y0];
+    let tc = t0, yc = y0;
+    while (tc < tEnd - 1e-12) {
+        const tn = Math.min(tc + h, tEnd);
+        const hn = tn - tc;
+        // Fixed-point iteration: y_{n+1} = y_n + h·f(t_{n+1}, y_{n+1})
+        let yn = yc + hn * f(tc, yc);   // initial guess from explicit Euler
+        for (let k = 0; k < 50; k++) {
+            const ynew = yc + hn * f(tn, yn);
+            if (Math.abs(ynew - yn) < 1e-12 * (1 + Math.abs(ynew))) { yn = ynew; break; }
+            yn = ynew;
+        }
+        tc = tn; yc = yn;
+        t.push(tc); y.push(yc);
+    }
+    return { t, y };
+}
+
+/**
+ * Trapezoidal / Crank-Nicolson method — O(h²) implicit, A-stable.
+ * Good for mildly stiff problems; combines implicit and explicit evaluation.
+ */
+export function crankNicolson(f, t0, y0, tEnd, h = 0.01) {
+    const t = [t0], y = [y0];
+    let tc = t0, yc = y0;
+    while (tc < tEnd - 1e-12) {
+        const tn = Math.min(tc + h, tEnd);
+        const hn = tn - tc;
+        const fn = f(tc, yc);
+        // Predictor (explicit Euler)
+        let yn = yc + hn * fn;
+        // Corrector iterations (fixed point on trapezoid formula)
+        for (let k = 0; k < 50; k++) {
+            const ynew = yc + hn * 0.5 * (fn + f(tn, yn));
+            if (Math.abs(ynew - yn) < 1e-12 * (1 + Math.abs(ynew))) { yn = ynew; break; }
+            yn = ynew;
+        }
+        tc = tn; yc = yn;
+        t.push(tc); y.push(yc);
+    }
+    return { t, y };
+}
+
+// ============================================================================
+// PARTIAL DIFFERENTIAL EQUATIONS (1D)
+// ============================================================================
+
+/**
+ * 1D Heat Equation: ∂u/∂t = α·∂²u/∂x²
+ * Uses explicit finite differences (FTCS scheme).
+ * Stability requirement: r = α·dt/dx² ≤ 0.5
+ *
+ * @param {number} alpha      thermal diffusivity
+ * @param {number} L          domain length [0, L]
+ * @param {number} T          total time
+ * @param {Function} ic       initial condition u(x, 0)
+ * @param {Function} [bcLeft]  left BC u(0,t) — default Dirichlet = 0
+ * @param {Function} [bcRight] right BC u(L,t) — default Dirichlet = 0
+ * @param {number} [nx=50]    spatial grid points
+ * @param {number} [nt=500]   time steps
+ * @returns {{ x, t, u }}  2D solution array u[i_time][j_x]
+ */
+export function heatEquation1D(alpha, L, T, ic, bcLeft = () => 0, bcRight = () => 0, nx = 50, nt = 500) {
+    const dx = L / (nx - 1);
+    const dt = T / nt;
+    const r = alpha * dt / (dx * dx);
+    if (r > 0.5) console.warn(`heatEquation1D: r=${r.toFixed(3)} > 0.5 — solution may be unstable. Increase nt or decrease alpha.`);
+
+    const x = Array.from({ length: nx }, (_, i) => i * dx);
+    const tArr = Array.from({ length: nt + 1 }, (_, k) => k * dt);
+
+    let u = x.map(xi => ic(xi));
+    const allU = [u.slice()];
+
+    for (let k = 0; k < nt; k++) {
+        const unew = u.slice();
+        unew[0] = bcLeft(tArr[k + 1]);
+        unew[nx - 1] = bcRight(tArr[k + 1]);
+        for (let j = 1; j < nx - 1; j++) {
+            unew[j] = u[j] + r * (u[j + 1] - 2 * u[j] + u[j - 1]);
+        }
+        u = unew;
+        allU.push(u.slice());
+    }
+
+    return { x, t: tArr, u: allU };
+}
+
+/**
+ * 1D Wave Equation: ∂²u/∂t² = c²·∂²u/∂x²
+ * Uses explicit central differences. Stability: CFL = c·dt/dx ≤ 1.
+ *
+ * @param {number} c          wave speed
+ * @param {number} L          domain length
+ * @param {number} T          total time
+ * @param {Function} ic       initial displacement u(x,0)
+ * @param {Function} icVel    initial velocity  ∂u/∂t(x,0)
+ * @param {number} [nx=50]
+ * @param {number} [nt=500]
+ * @returns {{ x, t, u }}
+ */
+export function waveEquation1D(c, L, T, ic, icVel = () => 0, nx = 50, nt = 500) {
+    const dx = L / (nx - 1);
+    const dt = T / nt;
+    const r = c * dt / dx;
+    if (r > 1) console.warn(`waveEquation1D: CFL=${r.toFixed(3)} > 1 — solution may diverge. Increase nt.`);
+    const r2 = r * r;
+
+    const x = Array.from({ length: nx }, (_, i) => i * dx);
+    const tArr = Array.from({ length: nt + 1 }, (_, k) => k * dt);
+
+    let u0 = x.map(xi => ic(xi));
+    // u1 = u0 + dt·v0 + 0.5·dt²·c²·u0''
+    let u1 = u0.map((_, j) => {
+        if (j === 0 || j === nx - 1) return 0;
+        const d2 = (u0[j + 1] - 2 * u0[j] + u0[j - 1]) / (dx * dx);
+        return u0[j] + dt * icVel(x[j]) + 0.5 * c * c * dt * dt * d2;
+    });
+
+    const allU = [u0.slice(), u1.slice()];
+
+    for (let k = 1; k < nt; k++) {
+        const u2 = Array(nx).fill(0);
+        for (let j = 1; j < nx - 1; j++) {
+            u2[j] = 2 * u1[j] - u0[j] + r2 * (u1[j + 1] - 2 * u1[j] + u1[j - 1]);
+        }
+        u0 = u1; u1 = u2;
+        allU.push(u2.slice());
+    }
+
+    return { x, t: tArr, u: allU };
+}
+
+/**
+ * 1D Laplace / Poisson equation: -∂²u/∂x² = f(x)
+ * Solves the boundary value problem with Dirichlet BCs using finite differences.
+ *
+ * @param {Function} rhs   f(x) — right hand side (0 for Laplace)
+ * @param {number} L       domain [0, L]
+ * @param {number} u0      u(0) left BC
+ * @param {number} uL      u(L) right BC
+ * @param {number} [n=100] interior points
+ * @returns {{ x, u }}
+ */
+export function laplaceEquation1D(rhs, L, u0 = 0, uL = 0, n = 100) {
+    const dx = L / (n + 1);
+    const x = Array.from({ length: n }, (_, i) => (i + 1) * dx);
+    // Tridiagonal system: -u[i-1] + 2u[i] - u[i+1] = dx²·f(x[i])
+    const a = Array(n - 1).fill(-1);
+    const b = Array(n).fill(2);
+    const c = Array(n - 1).fill(-1);
+    const rh = x.map((xi, i) => {
+        const fi = rhs(xi) * dx * dx;
+        if (i === 0)     return fi + u0;
+        if (i === n - 1) return fi + uL;
+        return fi;
+    });
+    // Use Thomas algorithm
+    const cp = c.slice(), dp = rh.slice();
+    cp[0] = c[0] / b[0]; dp[0] = rh[0] / b[0];
+    for (let i = 1; i < n; i++) {
+        const denom = b[i] - a[i - 1] * cp[i - 1];
+        cp[i] = i < n - 1 ? c[i] / denom : 0;
+        dp[i] = (rh[i] - a[i - 1] * dp[i - 1]) / denom;
+    }
+    const u = Array(n + 2).fill(0);
+    u[0] = u0; u[n + 1] = uL;
+    u[n] = dp[n - 1];
+    for (let i = n - 2; i >= 0; i--) u[i + 1] = dp[i] - cp[i] * u[i + 2];
+    return { x: [0, ...x, L], u };
+}
+
+// ============================================================================
+// EVENT DETECTION (Zero Crossing)
+// ============================================================================
+
+/**
+ * Solve an ODE and detect events (zero crossings of event function).
+ * Useful for finding when a trajectory crosses a threshold.
+ *
+ * @param {Function} f        (t, y) → dy/dt
+ * @param {Function} eventFn  (t, y) → number (event fires when this = 0)
+ * @param {number} t0
+ * @param {number} y0
+ * @param {number} tEnd
+ * @param {number} [h=0.01]
+ * @returns {{ t, y, events: { t, y }[] }}
+ */
+export function solveWithEvents(f, eventFn, t0, y0, tEnd, h = 0.01) {
+    const t = [t0], y = [y0];
+    const events = [];
+    let tc = t0, yc = y0;
+    let prevEvent = eventFn(tc, yc);
+
+    while (tc < tEnd - 1e-12) {
+        const hn = Math.min(h, tEnd - tc);
+        // RK4 step
+        const k1 = f(tc, yc);
+        const k2 = f(tc + hn/2, yc + hn/2 * k1);
+        const k3 = f(tc + hn/2, yc + hn/2 * k2);
+        const k4 = f(tc + hn,   yc + hn   * k3);
+        const yn = yc + (hn / 6) * (k1 + 2*k2 + 2*k3 + k4);
+        const tn = tc + hn;
+        const currEvent = eventFn(tn, yn);
+
+        // Sign change — bisect to find exact crossing
+        if (prevEvent * currEvent < 0) {
+            let ta = tc, ya = yc, tb = tn, yb = yn;
+            for (let k = 0; k < 52; k++) {
+                const tm = (ta + tb) / 2;
+                const ym = ya + (yb - ya) * (tm - ta) / (tb - ta);
+                const em = eventFn(tm, ym);
+                if (Math.abs(em) < 1e-12) { ta = tm; ya = ym; break; }
+                em * eventFn(ta, ya) < 0 ? (tb = tm, yb = ym) : (ta = tm, ya = ym);
+            }
+            events.push({ t: ta, y: ya });
+        }
+
+        tc = tn; yc = yn; prevEvent = currEvent;
+        t.push(tc); y.push(yc);
+    }
+    return { t, y, events };
+}
+
+
+// ============================================================================
+// DELAY DIFFERENTIAL EQUATIONS (DDE)
+// ============================================================================
+
+/**
+ * Solve a delay differential equation: y'(t) = f(t, y(t), y(t-τ))
+ * Uses method of steps with RK4 on each sub-interval [kτ, (k+1)τ].
+ *
+ * @param {Function} f        (t, y, yDelay) → dy/dt
+ * @param {Function} history  y(t) for t ≤ t0 (the "past" function)
+ * @param {number} tau        delay
+ * @param {number} t0
+ * @param {number} y0
+ * @param {number} tEnd
+ * @param {number} [h=0.01]
+ * @returns {{ t: number[], y: number[] }}
+ */
+export function solveDDE(f, history, tau, t0, y0, tEnd, h = 0.01) {
+    const t = [t0], y = [y0];
+    let tc = t0, yc = y0;
+
+    const yAt = tq => {
+        if (tq <= t0) return history(tq);
+        // Linear interpolation in recorded solution
+        let idx = t.length - 1;
+        for (let i = 0; i < t.length - 1; i++) {
+            if (t[i] <= tq && tq <= t[i + 1]) { idx = i; break; }
+        }
+        if (idx >= t.length - 1) return y[y.length - 1];
+        const frac = (tq - t[idx]) / (t[idx + 1] - t[idx]);
+        return y[idx] + frac * (y[idx + 1] - y[idx]);
+    };
+
+    while (tc < tEnd - 1e-12) {
+        const hn = Math.min(h, tEnd - tc);
+        const k1 = f(tc,        yc,                     yAt(tc - tau));
+        const k2 = f(tc + hn/2, yc + hn/2 * k1,         yAt(tc + hn/2 - tau));
+        const k3 = f(tc + hn/2, yc + hn/2 * k2,         yAt(tc + hn/2 - tau));
+        const k4 = f(tc + hn,   yc + hn   * k3,         yAt(tc + hn   - tau));
+        tc += hn;
+        yc += (hn / 6) * (k1 + 2*k2 + 2*k3 + k4);
+        t.push(tc); y.push(yc);
+    }
+    return { t, y };
+}
+
+// ============================================================================
+// CHAOS & STRANGE ATTRACTORS
+// ============================================================================
+
+/**
+ * Rössler attractor: dx/dt = -y-z, dy/dt = x+ay, dz/dt = b+z(x-c)
+ * Classic example of a strange attractor for a = 0.2, b = 0.2, c = 5.7
+ */
+export function solveRossler(Y0, t0, tEnd, h = 0.005, a = 0.2, b = 0.2, c = 5.7) {
+    return rk4System(
+        (t, Y) => [-Y[1] - Y[2], Y[0] + a * Y[1], b + Y[2] * (Y[0] - c)],
+        t0, Y0, tEnd, h
+    );
+}
+
+/**
+ * Duffing oscillator: ẍ + δẋ + αx + βx³ = γcos(ωt)
+ * Models a driven nonlinear oscillator; can exhibit chaos.
+ */
+export function solveDuffing(x0, v0, t0, tEnd, h = 0.005, delta = 0.3, alpha = -1, beta = 1, gamma = 0.4, omega = 1.2) {
+    return rk4System(
+        (t, Y) => [
+            Y[1],
+            gamma * Math.cos(omega * t) - delta * Y[1] - alpha * Y[0] - beta * Y[0] ** 3
+        ],
+        t0, [x0, v0], tEnd, h
+    );
+}
+
+/**
+ * Van der Pol oscillator: ẍ − μ(1−x²)ẋ + x = 0
+ * Nonlinear oscillator with limit cycle; stiff for large μ.
+ */
+export function solveVanDerPol(x0, v0, t0, tEnd, h = 0.005, mu = 1) {
+    return rk4System(
+        (t, Y) => [Y[1], mu * (1 - Y[0] ** 2) * Y[1] - Y[0]],
+        t0, [x0, v0], tEnd, h
+    );
+}
+
+/**
+ * Double pendulum (chaotic system).
+ * State: [θ₁, ω₁, θ₂, ω₂], all in radians/rad·s⁻¹.
+ * @param {number} m1  mass of pendulum 1
+ * @param {number} m2  mass of pendulum 2
+ * @param {number} l1  length of rod 1
+ * @param {number} l2  length of rod 2
+ */
+export function solveDoublePendulum(Y0, t0, tEnd, h = 0.005, m1 = 1, m2 = 1, l1 = 1, l2 = 1, g = 9.81) {
+    const F = (t, Y) => {
+        const [th1, w1, th2, w2] = Y;
+        const dth = th2 - th1;
+        const denom1 = (m1 + m2) * l1 - m2 * l1 * Math.cos(dth) ** 2;
+        const denom2 = (l2 / l1) * denom1;
+        const dw1 = (m2 * l1 * w1 * w1 * Math.sin(dth) * Math.cos(dth)
+                   + m2 * g * Math.sin(th2) * Math.cos(dth)
+                   + m2 * l2 * w2 * w2 * Math.sin(dth)
+                   - (m1 + m2) * g * Math.sin(th1)) / denom1;
+        const dw2 = (-m2 * l2 * w2 * w2 * Math.sin(dth) * Math.cos(dth)
+                    + (m1 + m2) * g * Math.sin(th1) * Math.cos(dth)
+                    - (m1 + m2) * l1 * w1 * w1 * Math.sin(dth)
+                    - (m1 + m2) * g * Math.sin(th2)) / denom2;
+        return [w1, dw1, w2, dw2];
+    };
+    const sol = rk4System(F, t0, Y0, tEnd, h);
+    // Add cartesian coordinates
+    const xy = sol.Y.map(Y => ({
+        x1:  l1 * Math.sin(Y[0]),
+        y1: -l1 * Math.cos(Y[0]),
+        x2:  l1 * Math.sin(Y[0]) + l2 * Math.sin(Y[2]),
+        y2: -l1 * Math.cos(Y[0]) - l2 * Math.cos(Y[2]),
+    }));
+    return { ...sol, cartesian: xy };
+}
+
+// ============================================================================
+// STABILITY ANALYSIS
+// ============================================================================
+
+/**
+ * Lyapunov exponent estimate for a 1D map x_{n+1} = f(x_n).
+ * Positive exponent → chaos.
+ *
+ * @param {Function} f       1D map
+ * @param {Function} df      derivative of f
+ * @param {number} x0        initial point
+ * @param {number} [N=10000] iterations
+ */
+export function lyapunovExponent1D(f, df, x0, N = 10000) {
+    let x = x0, sum = 0;
+    for (let i = 0; i < N; i++) {
+        const deriv = Math.abs(df(x));
+        if (deriv > 0) sum += Math.log(deriv);
+        x = f(x);
+    }
+    return sum / N;
+}
+
+/**
+ * Largest Lyapunov exponent for an ODE system (Wolf algorithm, simplified).
+ * Propagates a perturbation alongside the trajectory and measures divergence.
+ *
+ * @param {Function} F      vector field  (t, Y) → dY/dt
+ * @param {number[]} Y0     initial state
+ * @param {number} t0
+ * @param {number} tEnd
+ * @param {number} [h=0.01]
+ * @param {number} [renorm=1.0]  renormalisation time
+ */
+export function largestLyapunov(F, Y0, t0, tEnd, h = 0.01, renorm = 1.0) {
+    const eps = 1e-8;
+    let Y = Y0.slice();
+    const delta0 = Y0.map(() => (Math.random() - 0.5) * eps);
+    const norm0 = Math.sqrt(delta0.reduce((s, v) => s + v * v, 0));
+    let dY = delta0.map(v => v / norm0 * eps);
+    let t = t0, logSum = 0, steps = 0;
+    let nextRenorm = t0 + renorm;
+
+    const rk4Step = (state, time) => {
+        const k1 = F(time, state);
+        const k2 = F(time + h/2, state.map((v, i) => v + h/2 * k1[i]));
+        const k3 = F(time + h/2, state.map((v, i) => v + h/2 * k2[i]));
+        const k4 = F(time + h,   state.map((v, i) => v + h   * k3[i]));
+        return state.map((v, i) => v + (h/6) * (k1[i] + 2*k2[i] + 2*k3[i] + k4[i]));
+    };
+
+    while (t < tEnd) {
+        Y  = rk4Step(Y, t);
+        const Yp = rk4Step(Y.map((v, i) => v + dY[i]), t);
+        dY = Yp.map((v, i) => v - Y[i]);
+        t += h;
+
+        if (t >= nextRenorm) {
+            const dNorm = Math.sqrt(dY.reduce((s, v) => s + v * v, 0));
+            if (dNorm > 0) { logSum += Math.log(dNorm / eps); dY = dY.map(v => v / dNorm * eps); }
+            steps++;
+            nextRenorm += renorm;
+        }
+    }
+    return steps > 0 ? logSum / (steps * renorm) : 0;
+}
+
+// ============================================================================
+// PARAMETER ESTIMATION
+// ============================================================================
+
+/**
+ * Fit ODE parameters by minimising least-squares residuals against data.
+ * Uses Nelder-Mead simplex optimisation.
+ *
+ * @param {Function} odeF         (t, y, params) → dy/dt
+ * @param {number[]} tData        observed time points
+ * @param {number[]} yData        observed values
+ * @param {number[]} initParams   initial parameter guess
+ * @param {number} t0
+ * @param {number} y0
+ * @param {Object} [opts]         { maxIter, tol }
+ * @returns {{ params, residual, iterations }}
+ */
+export function fitODE(odeF, tData, yData, initParams, t0, y0, opts = {}) {
+    const { maxIter = 500, tol = 1e-8 } = opts;
+
+    const residual = params => {
+        try {
+            const sol = rk4(t => odeF(t, _, params), t0, y0, tData[tData.length - 1], 0.01);
+            // interpolate solution at tData
+            return tData.reduce((s, ti, i) => {
+                const idx = sol.t.findIndex(tv => tv >= ti);
+                const yi = idx > 0
+                    ? sol.y[idx - 1] + (sol.y[idx] - sol.y[idx - 1]) * (ti - sol.t[idx - 1]) / (sol.t[idx] - sol.t[idx - 1])
+                    : sol.y[0];
+                return s + (yi - yData[i]) ** 2;
+            }, 0);
+        } catch { return Infinity; }
+    };
+
+    // Nelder-Mead simplex
+    const result = _nelderMead(residual, initParams, maxIter, tol);
+    return result;
+}
+
+function _nelderMead(f, x0, maxIter = 500, tol = 1e-8) {
+    const n = x0.length;
+    const alpha = 1, gamma = 2, rho = 0.5, sigma = 0.5;
+
+    // Initial simplex
+    let simplex = [x0.slice()];
+    for (let i = 0; i < n; i++) {
+        const v = x0.slice();
+        v[i] += v[i] !== 0 ? 0.05 * v[i] : 0.00025;
+        simplex.push(v);
+    }
+
+    let fVals = simplex.map(f);
+    let iter = 0;
+
+    for (iter = 0; iter < maxIter; iter++) {
+        // Sort
+        const order = fVals.map((_, i) => i).sort((a, b) => fVals[a] - fVals[b]);
+        simplex = order.map(i => simplex[i]);
+        fVals   = order.map(i => fVals[i]);
+
+        if (fVals[n] - fVals[0] < tol) break;
+
+        // Centroid (exclude worst)
+        const xo = Array(n).fill(0);
+        for (let i = 0; i < n; i++) for (let j = 0; j < n; j++) xo[j] += simplex[i][j] / n;
+
+        // Reflect
+        const xr = xo.map((v, j) => v + alpha * (v - simplex[n][j]));
+        const fr = f(xr);
+        if (fr < fVals[0]) {
+            const xe = xo.map((v, j) => v + gamma * (xr[j] - v));
+            const fe = f(xe);
+            simplex[n] = fe < fr ? xe : xr;
+            fVals[n]   = fe < fr ? fe  : fr;
+        } else if (fr < fVals[n - 1]) {
+            simplex[n] = xr; fVals[n] = fr;
+        } else {
+            const xc = xo.map((v, j) => v + rho * (simplex[n][j] - v));
+            const fc = f(xc);
+            if (fc < fVals[n]) { simplex[n] = xc; fVals[n] = fc; }
+            else {
+                for (let i = 1; i <= n; i++)
+                    simplex[i] = simplex[0].map((v, j) => v + sigma * (simplex[i][j] - v));
+                fVals = simplex.map(f);
+            }
+        }
+    }
+
+    return { params: simplex[0], residual: fVals[0], iterations: iter };
+}