Update all benchmarks a bit again and re-run them all

benchmarks/hodgkinhuxley.jmd

@@ -13,14 +13,13 @@ using LinearAlgebra, Statistics, Distributions
 using DiffEqDevTools, SciMLBase, OrdinaryDiffEq, Plots, SimpleUnPack
 using ProbNumDiffEq
 
-# Plotting theme
-theme(:dao;
+Plots.theme(
+    :dao;
     markerstrokewidth=0.5,
     legend=:outertopright,
-    bottom_margin=5Plots.mm,
-    size = (1000, 400),
-    xticks = 10.0 .^ (-16:1:16),
-    yticks = 10.0 .^ (-6:1:5),
+    margin=5Plots.mm,
+    xticks=10.0 .^ (-16:1:16),
+    yticks=10.0 .^ (-6:1:5),
 )
 ```
 

benchmarks/lotkavolterra.jmd

@@ -20,13 +20,12 @@ using LinearAlgebra, Statistics, Distributions
 using DiffEqDevTools, ParameterizedFunctions, SciMLBase, OrdinaryDiffEq, Plots
 using ProbNumDiffEq
 
-# Plotting theme
-theme(:dao;
+Plots.theme(
+    :dao;
     markerstrokewidth=0.5,
     legend=:outertopright,
-    bottom_margin=5Plots.mm,
-    size = (1000, 600),
-    xticks = 10.0 .^ (-16:1:16),
+    margin=5Plots.mm,
+    xticks=10.0 .^ (-16:1:16),
 )
 ```
 

benchmarks/multi-language-wrappers.jmd

@@ -11,17 +11,14 @@ using ODEInterface, ODEInterfaceDiffEq, Sundials, SciPyDiffEq, deSolveDiffEq, MA
 using LoggingExtras
 
 using ProbNumDiffEq
-```
 
-```julia
-# Plotting theme
-theme(:dao;
+Plots.theme(
+    :dao;
     markerstrokewidth=0.5,
     legend=:outertopright,
-    bottom_margin=5Plots.mm,
-    size = (1000, 400),
-    xticks = 10.0 .^ (-16:1:16),
-    yticks = 10.0 .^ (-6:1:5),
+    margin=5Plots.mm,
+    xticks=10.0 .^ (-16:1:16),
+    yticks=10.0 .^ (-6:1:5),
 )
 ```
 

benchmarks/pleiades.jmd

@@ -13,13 +13,12 @@ using DiffEqDevTools, ParameterizedFunctions, SciMLBase, OrdinaryDiffEq, Sundial
 using ModelingToolkit
 using ProbNumDiffEq
 
-# Plotting theme
-theme(:dao;
+Plots.theme(
+    :dao;
     markerstrokewidth=0.5,
     legend=:outertopright,
-    bottom_margin=5Plots.mm,
-    size = (1000, 400),
-    xticks = 10.0 .^ (-16:1:16)
+    margin=5Plots.mm,
+    xticks=10.0 .^ (-16:1:16),
 )
 ```
 
@@ -129,12 +128,12 @@ plot(wp,
 ### Calibration
 
 ```julia
+# We can only evaluate calibration for the PN solvers
 _wp = WorkPrecisionSet(wp.wps[1:end-3], wp.N-3, wp.abstols, wp.reltols, wp.prob, wp.setups[1:end-3],
                        wp.names[1:end-3], wp.error_estimate, wp.numruns)
 plot(_wp; x=:final, y=:chi2_final,
-     color=[1 2 2 2 2],
-     linestyle=[:dash :solid :solid :dash :dash],
-     alpha=[1 1 1 1 1],
+     color=[1 1 1 1 2 2 2 2],
+     linestyle=[:solid :solid :dash :dash :solid :solid :dash :dash],
 )
 function plot_chisq_interval!(df, q=0.01)
     dist = Chisq(df)

benchmarks/rober.jmd

@@ -10,18 +10,17 @@ Adapted from
 [SciMLBenchmarks.jl](https://docs.sciml.ai/SciMLBenchmarksOutput/stable/DAE/ROBERDAE/).
 
 ```julia
-using LinearAlgebra, Statistics
+using LinearAlgebra, Statistics, Distributions
 using DiffEqDevTools, ParameterizedFunctions, SciMLBase, OrdinaryDiffEq, Sundials, Plots
 using ModelingToolkit
 using ProbNumDiffEq
 
-# Plotting theme
-theme(:dao;
+Plots.theme(
+    :dao;
     markerstrokewidth=0.5,
     legend=:outertopright,
-    bottom_margin=5Plots.mm,
-    size = (1000, 400),
-     xticks = 10.0 .^ (-16:1:16)
+    margin=5Plots.mm,
+    xticks=10.0 .^ (-16:1:16),
 )
 ```
 
@@ -41,7 +40,7 @@ mmprob = ODEProblem(sys,[],(0.0,1e5))
 daeprob = DAEProblem(sys,[D(y₁)=>-0.04, D(y₂)=>0.04, D(y₃)=>0.0],[],(0.0,1e5)) # can't handle this yet
 odaeprob = ODAEProblem(structural_simplify(sys),[],(0.0,1e5)) # can't handle this yet
 
-ref_sol = solve(daeprob,IDA(),abstol=1/10^14,reltol=1/10^14,dense=false)
+ref_sol = solve(daeprob,IDA(),abstol=1/10^14,reltol=1/10^14)
 plot(ref_sol, idxs=[y₁,y₂,y₃], title="ROBER Solution", legend=false, ylims=(0, 1), xticks=:auto)
 ```
 
@@ -70,13 +69,27 @@ wp = WorkPrecisionSet(
     save_everystep = SAVE_EVERYSTEP,
     numruns = 10,
     maxiters = Int(1e7),
-    timeseries_errors = false,
-    verbose = false,
 )
 
 plot(wp, palette=Plots.palette([:blue, :red], length(_setups)))
 ```
 
+### Calibration
+
+```julia
+plot(wp; x=:final, y=:chi2_final, yguide="Chi-squared (final)",
+     palette=Plots.palette([:blue, :red], length(_setups)))
+
+function plot_chisq_interval!(df, q=0.01)
+    dist = Chisq(df)
+    low, high, mid = quantile(dist, [q, 1-q])..., mean(dist)
+    hline!([low, high], linestyle=:dash, color=:black, label="",
+           fill_between=[high nothing], fillcolor=:green, fillalpha=0.15)
+    hline!([mid], linestyle=:solid, color=:black, label="")
+end
+plot_chisq_interval!(3)
+```
+
 
 ## Appendix
 

benchmarks/runall.jl

@@ -1,13 +1,17 @@
 using Weave
 ENV["GKSwstype"] = "nul"
+set_chunk_defaults!(
+    :fig_width=>9,
+    :fig_height=>5,
+)
 
 FILES = [
     "lotkavolterra.jmd",
     "hodgkinhuxley.jmd",
-    # "vanderpol.jmd",
-    # "rober.jmd",
-    # "pleiades.jmd",
-    # "multi-language-wrappers.jmd",
+    "vanderpol.jmd",
+    "rober.jmd",
+    "pleiades.jmd",
+    "multi-language-wrappers.jmd",
 ]
 
 filedir = @__DIR__
@@ -21,5 +25,6 @@ for file in FILES
     )
 end
 
-delete!(ENV, "GKSwstype");
-nothing;
+restore_chunk_defaults!()
+delete!(ENV, "GKSwstype")
+nothing

benchmarks/vanderpol.jmd

@@ -12,12 +12,11 @@ using LinearAlgebra, Statistics, Distributions
 using DiffEqDevTools, ParameterizedFunctions, SciMLBase, OrdinaryDiffEq, Plots
 using ProbNumDiffEq
 
-# Plotting theme
-theme(:dao;
+Plots.theme(
+    :dao;
     markerstrokewidth=0.5,
     legend=:outertopright,
-    bottom_margin=5Plots.mm,
-    size = (1000, 400),
+    margin=5Plots.mm,
     xticks = 10.0 .^ (-16:1:16)
 )
 ```
@@ -80,7 +79,7 @@ SAVE_EVERYSTEP = true;
 
 _setups = [
   "EK1($order)" => Dict(:alg => EK1(order=order, smooth=DENSE))
-  for order in 3:6
+  for order in 3:7
 ]
 
 labels = first.(_setups)