Merge pull request #1 from Shreyas-Ekanathan/master

update

src/OrdinaryDiffEq.jl

@@ -400,7 +400,7 @@ export ORK256, CarpenterKennedy2N54, SHLDDRK64, HSLDDRK64, DGLDDRK73_C, DGLDDRK8
        RDPK3Sp35, RDPK3SpFSAL35, RDPK3Sp49, RDPK3SpFSAL49, RDPK3Sp510, RDPK3SpFSAL510,
        KYK2014DGSSPRK_3S2
 
-export RadauIIA3, RadauIIA5
+export RadauIIA3, RadauIIA5, RadauIIA7
 
 export ImplicitEuler, ImplicitMidpoint, Trapezoid, TRBDF2, SDIRK2, SDIRK22,
        Kvaerno3, KenCarp3, Cash4, Hairer4, Hairer42, SSPSDIRK2, Kvaerno4,

src/alg_utils.jl

@@ -204,7 +204,7 @@ qmin_default(alg::DP8) = 1 // 3
 qmax_default(alg::Union{OrdinaryDiffEqAlgorithm, DAEAlgorithm}) = 10
 qmax_default(alg::CompositeAlgorithm) = minimum(qmax_default.(alg.algs))
 qmax_default(alg::DP8) = 6
-qmax_default(alg::Union{RadauIIA3, RadauIIA5}) = 8
+qmax_default(alg::Union{RadauIIA3, RadauIIA5, RadauIIA7}) = 8
 
 function has_chunksize(alg::OrdinaryDiffEqAlgorithm)
     return alg isa Union{OrdinaryDiffEqExponentialAlgorithm,
@@ -575,6 +575,7 @@ alg_order(alg::TanYam7) = 7
 alg_order(alg::TsitPap8) = 8
 alg_order(alg::RadauIIA3) = 3
 alg_order(alg::RadauIIA5) = 5
+alg_order(alg::RadauIIA7) = 7
 alg_order(alg::ImplicitEuler) = 1
 alg_order(alg::RKMK2) = 2
 alg_order(alg::RKMK4) = 4

src/algorithms.jl

@@ -1709,6 +1709,56 @@ function RadauIIA5(; chunk_size = Val{0}(), autodiff = Val{true}(),
 end
 TruncatedStacktraces.@truncate_stacktrace RadauIIA5
 
+"""
+@article{hairer1999stiff,
+title={Stiff differential equations solved by Radau methods},
+author={Hairer, Ernst and Wanner, Gerhard},
+journal={Journal of Computational and Applied Mathematics},
+volume={111},
+number={1-2},
+pages={93--111},
+year={1999},
+publisher={Elsevier}
+}
+
+RadauIIA7: Fully-Implicit Runge-Kutta Method
+An A-B-L stable fully implicit Runge-Kutta method with internal tableau complex basis transform for efficiency.
+"""
+struct RadauIIA7{CS, AD, F, P, FDT, ST, CJ, Tol, C1, C2} <:
+       OrdinaryDiffEqNewtonAdaptiveAlgorithm{CS, AD, FDT, ST, CJ}
+    linsolve::F
+    precs::P
+    smooth_est::Bool
+    extrapolant::Symbol
+    κ::Tol
+    maxiters::Int
+    fast_convergence_cutoff::C1
+    new_W_γdt_cutoff::C2
+    controller::Symbol
+end
+
+function RadauIIA7(; chunk_size = Val{0}(), autodiff = Val{true}(),
+        standardtag = Val{true}(), concrete_jac = nothing,
+        diff_type = Val{:forward},
+        linsolve = nothing, precs = DEFAULT_PRECS,
+        extrapolant = :dense, fast_convergence_cutoff = 1 // 5,
+        new_W_γdt_cutoff = 1 // 5,
+        controller = :Predictive, κ = nothing, maxiters = 10, smooth_est = true)
+    RadauIIA7{_unwrap_val(chunk_size), _unwrap_val(autodiff), typeof(linsolve),
+        typeof(precs), diff_type, _unwrap_val(standardtag), _unwrap_val(concrete_jac),
+        typeof(κ), typeof(fast_convergence_cutoff), typeof(new_W_γdt_cutoff)}(linsolve,
+        precs,
+        smooth_est,
+        extrapolant,
+        κ,
+        maxiters,
+        fast_convergence_cutoff,
+        new_W_γdt_cutoff,
+        controller)
+end
+TruncatedStacktraces.@truncate_stacktrace RadauIIA7
+
+
 ################################################################################
 
 # SDIRK Methods

src/caches/firk_caches.jl

@@ -273,3 +273,184 @@ function alg_cache(alg::RadauIIA5, u, rate_prototype, ::Type{uEltypeNoUnits},
         tmp, atmp, jac_config, linsolve1, linsolve2, rtol, atol, dt, dt,
         Convergence, alg.step_limiter!)
 end
+
+mutable struct RadauIIA7ConstantCache{F, Tab, Tol, Dt, U, JType} <:
+    OrdinaryDiffEqConstantCache
+    uf::F
+    tab::Tab
+    κ::Tol
+    ηold::Tol
+    iter::Int
+    cont1::U
+    cont2::U
+    cont3::U
+    dtprev::Dt
+    W_γdt::Dt
+    status::NLStatus
+    J::JType
+end
+
+function alg_cache(alg::RadauIIA7, u, rate_prototype, ::Type{uEltypeNoUnits},
+    ::Type{uBottomEltypeNoUnits},
+    ::Type{tTypeNoUnits}, uprev, uprev2, f, t, dt, reltol, p, calck,
+    ::Val{false}) where {uEltypeNoUnits, uBottomEltypeNoUnits, tTypeNoUnits}
+uf = UDerivativeWrapper(f, t, p)
+uToltype = constvalue(uBottomEltypeNoUnits)
+tab = RadauIIA7Tableau(uToltype, constvalue(tTypeNoUnits))
+
+κ = convert(uToltype, 1 // 100)
+J = false .* _vec(rate_prototype) .* _vec(rate_prototype)'
+
+RadauIIA7ConstantCache(uf, tab, κ, one(uToltype), 10000, u, u, u, dt, dt,
+    Convergence, J)
+end
+
+mutable struct RadauIIA7Cache{uType, cuType, uNoUnitsType, rateType, JType, W1Type, W2Type,
+    UF, JC, F1, F2, Tab, Tol, Dt, rTol, aTol} <:
+               OrdinaryDiffEqMutableCache
+    u::uType
+    uprev::uType
+    z1::uType
+    z2::uType
+    z3::uType
+    z4::uType
+    z5::uType
+    w1::uType
+    w2::uType
+    w3::uType
+    w4::uType
+    w5::uType
+    dw1::uType
+    ubuff::uType
+    dw23::cuType
+    dw45::cuType
+    cubuff::cuType
+    cont1::uType
+    cont2::uType
+    cont3::uType
+    cont4::uType
+    du1::rateType #why is this here?
+    fsalfirst::rateType
+    k::rateType
+    k2::rateType
+    k3::rateType
+    k4::rateType
+    k5::rateType
+    fw1::rateType
+    fw2::rateType
+    fw3::rateType
+    fw4::rateType
+    fw5::rateType
+    J::JType
+    W1::W1Type
+    W2::W2Type # complex
+    W3::W3Type #CHECK THIS TYPE
+    uf::UF
+    tab::Tab
+    κ::Tol
+    ηold::Tol
+    iter::Int
+    tmp::uType
+    atmp::uNoUnitsType
+    jac_config::JC
+    linsolve1::F1
+    linsolve2::F2
+    linsolve3::F2 #CHECK THIS TYPE
+    rtol::rTol
+    atol::aTol
+    dtprev::Dt
+    W_γdt::Dt
+    status::NLStatus
+end
+TruncatedStacktraces.@truncate_stacktrace RadauIIA7Cache 1
+
+function alg_cache(alg::RadauIIA7, u, rate_prototype, ::Type{uEltypeNoUnits},
+    ::Type{uBottomEltypeNoUnits},
+    ::Type{tTypeNoUnits}, uprev, uprev2, f, t, dt, reltol, p, calck,
+    ::Val{true}) where {uEltypeNoUnits, uBottomEltypeNoUnits, tTypeNoUnits}
+uf = UJacobianWrapper(f, t, p)
+uToltype = constvalue(uBottomEltypeNoUnits)
+tab = RadauIIA7Tableau(uToltype, constvalue(tTypeNoUnits))
+
+κ = alg.κ !== nothing ? convert(uToltype, alg.κ) : convert(uToltype, 1 // 100)
+
+z1 = zero(u)
+z2 = zero(u)
+z3 = zero(u)
+z4 = zero(u)
+z5 = zero(u)
+w1 = zero(u)
+w2 = zero(u)
+w3 = zero(u)
+w4 = zero(u)
+w5 = zero(u)
+dw1 = zero(u)
+ubuff = zero(u)
+dw23 = similar(u, Complex{eltype(u)})
+dw45 = similar(u, Complex{eltype(u)})
+recursivefill!(dw23, false)
+recursivefill!(dw45, false)
+cubuff = similar(u, Complex{eltype(u)})
+recursivefill!(cubuff, false)
+cont1 = zero(u)
+cont2 = zero(u)
+cont3 = zero(u)
+cont4 = zero(u)
+
+fsalfirst = zero(rate_prototype)
+k = zero(rate_prototype)
+k2 = zero(rate_prototype)
+k3 = zero(rate_prototype)
+k4 = zero(rate_prototype)
+k5 = zero(rate_prototype)
+fw1 = zero(rate_prototype)
+fw2 = zero(rate_prototype)
+fw3 = zero(rate_prototype)
+fw4 = zero(rate_prototype)
+fw5 = zero(rate_prototype)
+
+J, W1 = build_J_W(alg, u, uprev, p, t, dt, f, uEltypeNoUnits, Val(true))
+if J isa AbstractSciMLOperator
+    error("Non-concrete Jacobian not yet supported by RadauIIA5.")
+end
+W2 = similar(J, Complex{eltype(W1)})
+W3 = similar(J, Complex{eltype(W1)})
+recursivefill!(W2, false)
+recursivefill!(W3, false)
+
+du1 = zero(rate_prototype)
+
+tmp = zero(u)
+atmp = similar(u, uEltypeNoUnits)
+recursivefill!(atmp, false)
+jac_config = build_jac_config(alg, f, uf, du1, uprev, u, tmp, dw1)
+
+linprob = LinearProblem(W1, _vec(ubuff); u0 = _vec(dw1))
+linsolve1 = init(linprob, alg.linsolve, alias_A = true, alias_b = true,
+    assumptions = LinearSolve.OperatorAssumptions(true))
+#Pl = LinearSolve.InvPreconditioner(Diagonal(_vec(weight))),
+#Pr = Diagonal(_vec(weight)))
+linprob = LinearProblem(W2, _vec(cubuff); u0 = _vec(dw23))
+linsolve2 = init(linprob, alg.linsolve, alias_A = true, alias_b = true,
+    assumptions = LinearSolve.OperatorAssumptions(true))
+#Pl = LinearSolve.InvPreconditioner(Diagonal(_vec(weight))),
+#Pr = Diagonal(_vec(weight)))
+linprob = LinearProblem(W3, _vec(cubuff); u0 = _vec(dw45))
+linsolve3 = init(linprob, alg.linsolve, alias_A = true, alias_b = true,
+    assumptions = LinearSolve.OperatorAssumptions(true))
+#Pl = LinearSolve.InvPreconditioner(Diagonal(_vec(weight))),
+#Pr = Diagonal(_vec(weight)))
+
+
+rtol = reltol isa Number ? reltol : zero(reltol)
+atol = reltol isa Number ? reltol : zero(reltol)
+
+RadauIIA7Cache(u, uprev,
+    z1, z2, z3, z4, z5, w1, w2, w3, w4, w5, 
+    dw1, ubuff, dw23, dw45, cubuff, cont1, cont2, cont3, cont4, 
+    du1, fsalfirst, k, k2, k3, k4, k5, fw1, fw2, fw3, fw4, fw5,
+    J, W1, W2, W3,
+    uf, tab, κ, one(uToltype), 10000,
+    tmp, atmp, jac_config, linsolve1, linsolve2, linsolve3, rtol, atol, dt, dt,
+    Convergence)
+