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Use DefaultODEAlgorithm by default #2185

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Use DefaultODEAlgorithm by default #2185

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817d250
Redesign default ODE solver to be fully type-grounded
ChrisRackauckas Jan 1, 2024
e5242d7
fix typo
oscardssmith May 9, 2024
c9bbc31
typos
oscardssmith May 9, 2024
b46d6d7
rebase typos
oscardssmith May 9, 2024
dae096c
use DefaultODEAlgorithm for single argument solve
oscardssmith May 9, 2024
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223 changes: 112 additions & 111 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,111 +1,112 @@
name = "OrdinaryDiffEq"
uuid = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
authors = ["Chris Rackauckas <[email protected]>", "Yingbo Ma <[email protected]>"]
version = "6.75.0"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
ExponentialUtilities = "d4d017d3-3776-5f7e-afef-a10c40355c18"
FastBroadcast = "7034ab61-46d4-4ed7-9d0f-46aef9175898"
FastClosures = "9aa1b823-49e4-5ca5-8b0f-3971ec8bab6a"
FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
FunctionWrappersWrappers = "77dc65aa-8811-40c2-897b-53d922fa7daf"
IfElse = "615f187c-cbe4-4ef1-ba3b-2fcf58d6d173"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
LineSearches = "d3d80556-e9d4-5f37-9878-2ab0fcc64255"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
MuladdMacro = "46d2c3a1-f734-5fdb-9937-b9b9aeba4221"
NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
Polyester = "f517fe37-dbe3-4b94-8317-1923a5111588"
PreallocationTools = "d236fae5-4411-538c-8e31-a6e3d9e00b46"
PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
Preferences = "21216c6a-2e73-6563-6e65-726566657250"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SciMLOperators = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7"
SimpleUnPack = "ce78b400-467f-4804-87d8-8f486da07d0a"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
StaticArrayInterface = "0d7ed370-da01-4f52-bd93-41d350b8b718"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
TruncatedStacktraces = "781d530d-4396-4725-bb49-402e4bee1e77"

[compat]
ADTypes = "0.2, 1"
Adapt = "3.0, 4"
ArrayInterface = "7"
DataStructures = "0.18"
DiffEqBase = "6.147"
DocStringExtensions = "0.9"
ExponentialUtilities = "1.22"
FastBroadcast = "0.2"
FastClosures = "0.3"
FillArrays = "1.9"
FiniteDiff = "2"
ForwardDiff = "0.10.3"
FunctionWrappersWrappers = "0.1"
IfElse = "0.1"
InteractiveUtils = "1.9"
LineSearches = "7"
LinearAlgebra = "1.9"
LinearSolve = "2.1.10"
Logging = "1.9"
MacroTools = "0.5"
MuladdMacro = "0.2.1"
NLsolve = "4"
NonlinearSolve = "3.7.3"
Polyester = "0.7"
PreallocationTools = "0.4.15"
PrecompileTools = "1"
Preferences = "1.3"
RecursiveArrayTools = "2.36, 3"
Reexport = "1.0"
SciMLBase = "2.27.1"
SciMLOperators = "0.3"
SimpleNonlinearSolve = "1"
SimpleUnPack = "1"
SparseArrays = "1.9"
SparseDiffTools = "2.3"
StaticArrayInterface = "1.2"
StaticArrays = "1.0"
TruncatedStacktraces = "1.2"
julia = "1.10"

[extras]
AlgebraicMultigrid = "2169fc97-5a83-5252-b627-83903c6c433c"
Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
ElasticArrays = "fdbdab4c-e67f-52f5-8c3f-e7b388dad3d4"
IncompleteLU = "40713840-3770-5561-ab4c-a76e7d0d7895"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
ODEProblemLibrary = "fdc4e326-1af4-4b90-96e7-779fcce2daa5"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
PoissonRandom = "e409e4f3-bfea-5376-8464-e040bb5c01ab"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"

[targets]
test = ["Calculus", "ComponentArrays", "Symbolics", "AlgebraicMultigrid", "IncompleteLU", "DiffEqCallbacks", "DiffEqDevTools", "ODEProblemLibrary", "ElasticArrays", "InteractiveUtils", "PoissonRandom", "Printf", "Random", "ReverseDiff", "SafeTestsets", "SparseArrays", "Statistics", "Test", "Unitful", "ModelingToolkit", "Pkg", "NLsolve"]
name = "OrdinaryDiffEq"
uuid = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
authors = ["Chris Rackauckas <[email protected]>", "Yingbo Ma <[email protected]>"]
version = "6.75.0"

[deps]
ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
EnumX = "4e289a0a-7415-4d19-859d-a7e5c4648b56"
ExponentialUtilities = "d4d017d3-3776-5f7e-afef-a10c40355c18"
FastBroadcast = "7034ab61-46d4-4ed7-9d0f-46aef9175898"
FastClosures = "9aa1b823-49e4-5ca5-8b0f-3971ec8bab6a"
FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
FunctionWrappersWrappers = "77dc65aa-8811-40c2-897b-53d922fa7daf"
IfElse = "615f187c-cbe4-4ef1-ba3b-2fcf58d6d173"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
LineSearches = "d3d80556-e9d4-5f37-9878-2ab0fcc64255"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
MacroTools = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
MuladdMacro = "46d2c3a1-f734-5fdb-9937-b9b9aeba4221"
NonlinearSolve = "8913a72c-1f9b-4ce2-8d82-65094dcecaec"
Polyester = "f517fe37-dbe3-4b94-8317-1923a5111588"
PreallocationTools = "d236fae5-4411-538c-8e31-a6e3d9e00b46"
PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
Preferences = "21216c6a-2e73-6563-6e65-726566657250"
RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
SciMLOperators = "c0aeaf25-5076-4817-a8d5-81caf7dfa961"
SimpleNonlinearSolve = "727e6d20-b764-4bd8-a329-72de5adea6c7"
SimpleUnPack = "ce78b400-467f-4804-87d8-8f486da07d0a"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
StaticArrayInterface = "0d7ed370-da01-4f52-bd93-41d350b8b718"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
TruncatedStacktraces = "781d530d-4396-4725-bb49-402e4bee1e77"

[compat]
ADTypes = "0.2, 1"
Adapt = "3.0, 4"
ArrayInterface = "7"
DataStructures = "0.18"
DiffEqBase = "6.147"
DocStringExtensions = "0.9"
ExponentialUtilities = "1.22"
FastBroadcast = "0.2"
FastClosures = "0.3"
FillArrays = "1.9"
FiniteDiff = "2"
ForwardDiff = "0.10.3"
FunctionWrappersWrappers = "0.1"
IfElse = "0.1"
InteractiveUtils = "1.9"
LineSearches = "7"
LinearAlgebra = "1.9"
LinearSolve = "2.1.10"
Logging = "1.9"
MacroTools = "0.5"
MuladdMacro = "0.2.1"
NLsolve = "4"
NonlinearSolve = "3.7.3"
Polyester = "0.7"
PreallocationTools = "0.4.15"
PrecompileTools = "1"
Preferences = "1.3"
RecursiveArrayTools = "2.36, 3"
Reexport = "1.0"
SciMLBase = "2.27.1"
SciMLOperators = "0.3"
SimpleNonlinearSolve = "1"
SimpleUnPack = "1"
SparseArrays = "1.9"
SparseDiffTools = "2.3"
StaticArrayInterface = "1.2"
StaticArrays = "1.0"
TruncatedStacktraces = "1.2"
julia = "1.10"

[extras]
AlgebraicMultigrid = "2169fc97-5a83-5252-b627-83903c6c433c"
Calculus = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
ElasticArrays = "fdbdab4c-e67f-52f5-8c3f-e7b388dad3d4"
IncompleteLU = "40713840-3770-5561-ab4c-a76e7d0d7895"
InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
ODEProblemLibrary = "fdc4e326-1af4-4b90-96e7-779fcce2daa5"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
PoissonRandom = "e409e4f3-bfea-5376-8464-e040bb5c01ab"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"

[targets]
test = ["Calculus", "ComponentArrays", "Symbolics", "AlgebraicMultigrid", "IncompleteLU", "DiffEqCallbacks", "DiffEqDevTools", "ODEProblemLibrary", "ElasticArrays", "InteractiveUtils", "PoissonRandom", "Printf", "Random", "ReverseDiff", "SafeTestsets", "SparseArrays", "Statistics", "Test", "Unitful", "ModelingToolkit", "Pkg", "NLsolve"]
21 changes: 16 additions & 5 deletions src/OrdinaryDiffEq.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,8 @@ using LinearSolve, SimpleNonlinearSolve

using LineSearches

import EnumX

import FillArrays: Trues

# Interfaces
Expand Down Expand Up @@ -139,6 +141,7 @@ include("nlsolve/functional.jl")
include("nlsolve/newton.jl")

include("generic_rosenbrock.jl")
include("composite_algs.jl")

include("caches/basic_caches.jl")
include("caches/low_order_rk_caches.jl")
Expand Down Expand Up @@ -232,7 +235,6 @@ include("constants.jl")
include("solve.jl")
include("initdt.jl")
include("interp_func.jl")
include("composite_algs.jl")

import PrecompileTools

Expand All @@ -251,9 +253,14 @@ PrecompileTools.@compile_workload begin
Tsit5(), Vern7()
]

stiff = [Rosenbrock23(), Rosenbrock23(autodiff = false),
Rodas5P(), Rodas5P(autodiff = false),
FBDF(), FBDF(autodiff = false)
stiff = [Rosenbrock23(),
Rodas5P(),
FBDF()
]

default_ode = [
DefaultODEAlgorithm(autodiff=false),
DefaultODEAlgorithm()
]

autoswitch = [
Expand Down Expand Up @@ -282,7 +289,11 @@ PrecompileTools.@compile_workload begin
append!(solver_list, stiff)
end

if Preferences.@load_preference("PrecompileAutoSwitch", true)
if Preferences.@load_preference("PrecompileDefault", true)
append!(solver_list, default_ode)
end

if Preferences.@load_preference("PrecompileAutoSwitch", false)
append!(solver_list, autoswitch)
end

Expand Down
27 changes: 20 additions & 7 deletions src/alg_utils.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -168,6 +168,8 @@ isimplicit(alg::CompositeAlgorithm) = any(isimplicit.(alg.algs))

isdtchangeable(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm}) = true
isdtchangeable(alg::CompositeAlgorithm) = all(isdtchangeable.(alg.algs))
isdtchangeable(alg::DefaultSolverAlgorithm) = true

function isdtchangeable(alg::Union{LawsonEuler, NorsettEuler, LieEuler, MagnusGauss4,
CayleyEuler, ETDRK2, ETDRK3, ETDRK4, HochOst4, ETD2})
false
Expand All @@ -180,12 +182,14 @@ ismultistep(alg::ETD2) = true
isadaptive(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm}) = false
isadaptive(alg::OrdinaryDiffEqAdaptiveAlgorithm) = true
isadaptive(alg::OrdinaryDiffEqCompositeAlgorithm) = all(isadaptive.(alg.algs))
isadaptive(alg::DefaultSolverAlgorithm) = true
isadaptive(alg::DImplicitEuler) = true
isadaptive(alg::DABDF2) = true
isadaptive(alg::DFBDF) = true

anyadaptive(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm}) = isadaptive(alg)
anyadaptive(alg::OrdinaryDiffEqCompositeAlgorithm) = any(isadaptive, alg.algs)
anyadaptive(alg::DefaultSolverAlgorithm) = true

isautoswitch(alg) = false
isautoswitch(alg::CompositeAlgorithm) = alg.choice_function isa AutoSwitch
Expand All @@ -195,9 +199,11 @@ function qmin_default(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm})
end
qmin_default(alg::CompositeAlgorithm) = maximum(qmin_default.(alg.algs))
qmin_default(alg::DP8) = 1 // 3
qmin_default(alg::DefaultSolverAlgorithm) = 1 // 5

qmax_default(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm}) = 10
qmax_default(alg::CompositeAlgorithm) = minimum(qmax_default.(alg.algs))
qmax_default(alg::DefaultSolverAlgorithm) = 10
qmax_default(alg::DP8) = 6
qmax_default(alg::Union{RadauIIA3, RadauIIA5}) = 8

Expand Down Expand Up @@ -366,6 +372,7 @@ end

alg_extrapolates(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm}) = false
alg_extrapolates(alg::CompositeAlgorithm) = any(alg_extrapolates.(alg.algs))
alg_extrapolates(alg::DefaultSolverAlgorithm) = false
alg_extrapolates(alg::ImplicitEuler) = true
alg_extrapolates(alg::DImplicitEuler) = true
alg_extrapolates(alg::DABDF2) = true
Expand Down Expand Up @@ -726,6 +733,7 @@ alg_order(alg::QPRK98) = 9

alg_maximum_order(alg) = alg_order(alg)
alg_maximum_order(alg::CompositeAlgorithm) = maximum(alg_order(x) for x in alg.algs)
alg_maximum_order(alg::DefaultSolverAlgorithm) = 7
alg_maximum_order(alg::ExtrapolationMidpointDeuflhard) = 2(alg.max_order + 1)
alg_maximum_order(alg::ImplicitDeuflhardExtrapolation) = 2(alg.max_order + 1)
alg_maximum_order(alg::ExtrapolationMidpointHairerWanner) = 2(alg.max_order + 1)
Expand Down Expand Up @@ -862,6 +870,7 @@ function gamma_default(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm})
isadaptive(alg) ? 9 // 10 : 0
end
gamma_default(alg::CompositeAlgorithm) = maximum(gamma_default, alg.algs)
gamma_default(alg::DefaultSolverAlgorithm) = 9 // 10
gamma_default(alg::RKC) = 8 // 10
gamma_default(alg::IRKC) = 8 // 10
function gamma_default(alg::ExtrapolationMidpointDeuflhard)
Expand Down Expand Up @@ -982,14 +991,18 @@ function unwrap_alg(integrator, is_stiff)
if !iscomp
return alg
elseif alg.choice_function isa AutoSwitchCache
if is_stiff === nothing
throwautoswitch(alg)
end
num = is_stiff ? 2 : 1
if num == 1
return alg.algs[1]
if alg.choice_function.algtrait isa DefaultODESolver
alg.algs[alg.choice_function.current]
else
return alg.algs[2]
if is_stiff === nothing
throwautoswitch(alg)
end
num = is_stiff ? 2 : 1
if num == 1
return alg.algs[1]
else
return alg.algs[2]
end
end
else
return _eval_index(identity, alg.algs, integrator.cache.current)
Expand Down
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