feat: add initialization support

Project.toml

@@ -21,6 +21,7 @@ Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7"
 SimpleUnPack = "ce78b400-467f-4804-87d8-8f486da07d0a"
+SymbolicIndexingInterface = "2efcf032-c050-4f8e-a9bb-153293bab1f5"
 
 [compat]
 ArrayInterface = "7"
@@ -34,7 +35,8 @@ OrdinaryDiffEqNonlinearSolve = "1.2.2"
 OrdinaryDiffEqRosenbrock = "1.2.0"
 RecursiveArrayTools = "2, 3"
 Reexport = "0.2, 1.0"
-SciMLBase = "2.59.2"
+SciMLBase = "2.68"
 SimpleNonlinearSolve = "0.1, 1, 2"
 SimpleUnPack = "1"
+SymbolicIndexingInterface = "0.3.36"
 julia = "1.9"

src/DelayDiffEq.jl

@@ -13,6 +13,7 @@ using SimpleUnPack
 
 import ArrayInterface
 import SimpleNonlinearSolve
+import SymbolicIndexingInterface as SII
 
 using DiffEqBase: AbstractDDEAlgorithm, AbstractDDEIntegrator, AbstractODEIntegrator,
                   DEIntegrator, AbstractDDEProblem

src/functionwrapper.jl

@@ -24,7 +24,7 @@ macro wrap_h(signature)
     end |> esc
 end
 
-struct ODEFunctionWrapper{iip, F, H, TMM, Ta, Tt, TJ, JP, SP, TW, TWt, TPJ, S, TCV} <:
+struct ODEFunctionWrapper{iip, F, H, TMM, Ta, Tt, TJ, JP, SP, TW, TWt, TPJ, S, TCV, ID} <:
        DiffEqBase.AbstractODEFunction{iip}
     f::F
     h::H
@@ -39,6 +39,7 @@ struct ODEFunctionWrapper{iip, F, H, TMM, Ta, Tt, TJ, JP, SP, TW, TWt, TPJ, S, T
     paramjac::TPJ
     sys::S
     colorvec::TCV
+    initialization_data::ID
 end
 
 function ODEFunctionWrapper(f::DiffEqBase.AbstractDDEFunction, h)
@@ -51,7 +52,8 @@ function ODEFunctionWrapper(f::DiffEqBase.AbstractDDEFunction, h)
         typeof(f.analytic), typeof(f.tgrad), typeof(jac),
         typeof(f.jac_prototype), typeof(f.sparsity),
         typeof(Wfact), typeof(Wfact_t),
-        typeof(f.paramjac), typeof(f.sys), typeof(f.colorvec)}(f.f, h,
+        typeof(f.paramjac), typeof(f.sys), typeof(f.colorvec),
+        typeof(f.initialization_data)}(f.f, h,
         f.mass_matrix,
         f.analytic,
         f.tgrad, jac,
@@ -61,7 +63,8 @@ function ODEFunctionWrapper(f::DiffEqBase.AbstractDDEFunction, h)
         Wfact_t,
         f.paramjac,
         f.sys,
-        f.colorvec)
+        f.colorvec,
+        f.initialization_data)
 end
 
 (f::ODEFunctionWrapper{true})(du, u, p, t) = f.f(du, u, f.h, p, t)

src/integrators/type.jl

@@ -33,7 +33,7 @@ mutable struct DDEIntegrator{algType, IIP, uType, tType, P, eigenType, tTypeNoUn
     ksEltype, SolType, F, CacheType, IType, FP, O, dAbsType,
     dRelType, H,
     tstopsType, discType, FSALType, EventErrorType,
-    CallbackCacheType, DV} <:
+    CallbackCacheType, DV, IA} <:
                AbstractDDEIntegrator{algType, IIP, uType, tType}
     sol::SolType
     u::uType
@@ -95,6 +95,7 @@ mutable struct DDEIntegrator{algType, IIP, uType, tType, P, eigenType, tTypeNoUn
     integrator::IType
     fsalfirst::FSALType
     fsallast::FSALType
+    initializealg::IA
 end
 
 function (integrator::DDEIntegrator)(t, deriv::Type = Val{0}; idxs = nothing)
@@ -105,3 +106,7 @@ function (integrator::DDEIntegrator)(val::AbstractArray, t::Union{Number, Abstra
         deriv::Type = Val{0}; idxs = nothing)
     OrdinaryDiffEq.current_interpolant!(val, t, integrator, idxs, deriv)
 end
+
+function SII.get_history_function(integrator::DDEIntegrator)
+    return integrator.history
+end

src/solve.jl

@@ -66,6 +66,7 @@ function DiffEqBase.__init(prob::DiffEqBase.AbstractDDEProblem,
         discontinuity_interp_points::Int = 10,
         discontinuity_abstol = eltype(prob.tspan)(1 // Int64(10)^12),
         discontinuity_reltol = 0,
+        initializealg = DDEDefaultInit(),
         kwargs...)
     if haskey(kwargs, :initial_order)
         @warn "initial_order has been deprecated. Please specify order_discontinuity_t0 in the DDEProblem instead."
@@ -350,7 +351,7 @@ function DiffEqBase.__init(prob::DiffEqBase.AbstractDDEProblem,
         typeof(d_discontinuities_propagated),
         typeof(fsalfirst),
         typeof(last_event_error), typeof(callback_cache),
-        typeof(differential_vars)}(sol, u, k,
+        typeof(differential_vars), typeof(initializealg)}(sol, u, k,
         t0,
         tType(dt),
         f_with_history,
@@ -402,10 +403,11 @@ function DiffEqBase.__init(prob::DiffEqBase.AbstractDDEProblem,
         stats,
         history,
         differential_vars,
-        ode_integrator, fsalfirst, fsallast)
+        ode_integrator, fsalfirst, fsallast, initializealg)
 
     # initialize DDE integrator
     if initialize_integrator
+        DiffEqBase.initialize_dae!(integrator)
         initialize_solution!(integrator)
         OrdinaryDiffEqCore.initialize_callbacks!(integrator, initialize_save)
         OrdinaryDiffEqCore.initialize!(integrator)
@@ -538,3 +540,18 @@ function initialize_tstops_d_discontinuities_propagated(::Type{T}, tstops,
 
     return tstops_propagated, d_discontinuities_propagated
 end
+
+struct DDEDefaultInit <: DiffEqBase.DAEInitializationAlgorithm end
+
+function DiffEqBase.initialize_dae!(integrator::DDEIntegrator, initializealg = integrator.initializealg)
+    OrdinaryDiffEqCore._initialize_dae!(integrator, integrator.sol.prob, initializealg,
+        Val(DiffEqBase.isinplace(integrator.sol.prob)))
+end
+
+function OrdinaryDiffEqCore._initialize_dae!(integrator::DDEIntegrator, prob, ::DDEDefaultInit, isinplace)
+    if SciMLBase.has_initializeprob(prob.f)
+        OrdinaryDiffEqCore._initialize_dae!(integrator, prob, SciMLBase.OverrideInit(), isinplace)
+    else
+        OrdinaryDiffEqCore._initialize_dae!(integrator, prob, SciMLBase.CheckInit(), isinplace)
+    end
+end

test/integrators/initialization.jl

@@ -0,0 +1,38 @@
+using DelayDiffEq
+using SciMLBase
+using LinearAlgebra
+using Test
+
+@testset "CheckInit" begin
+    u0_good = [0.99, 0.01, 0.0]
+    sir_history(p, t) = [1.0, 0.0, 0.0]
+    tspan = (0.0, 40.0)
+    p = (γ = 0.5, τ = 4.0)
+
+    function sir_ddae!(du, u, h, p, t)
+        S, I, R = u
+        γ, τ = p
+        infection = γ * I * S
+        Sd, Id, _ = h(p, t - τ)
+        recovery = γ * Id * Sd
+        @inbounds begin
+            du[1] = -infection
+            du[2] = infection - recovery
+            du[3] = S + I + R - 1
+        end
+        nothing
+    end
+
+    prob_ddae = DDEProblem(
+        DDEFunction{true}(sir_ddae!;
+            mass_matrix = Diagonal([1.0, 1.0, 0.0])),
+        u0,
+        sir_history,
+        tspan,
+        p;
+        constant_lags = (p.τ,))
+    alg = MethodOfSteps(Rosenbrock23())
+    @test_nowarn init(prob_ddae, alg)
+    prob.u0[1] = 2.0
+    @test_throws SciMLBase.CheckInitFailureError init(prob_ddae, alg)
+end

test/runtests.jl

@@ -84,6 +84,9 @@ if GROUP == "All" || GROUP == "Integrators"
     @time @safetestset "Verner Tests" begin
         include("integrators/verner.jl")
     end
+    @time @safetestset "Initialization" begin
+        include("integrators/initialization.jl")
+    end
 end
 
 if GROUP == "All" || GROUP == "Regression"