From 9697921e4ba7e0aa60ba4854fcf089b6f7d1a78d Mon Sep 17 00:00:00 2001 From: Nathanael Bosch Date: Mon, 13 Nov 2023 22:37:47 +0100 Subject: [PATCH] Commit stuff so that I can run it remotely --- benchmarks/hodgkinhuxley.jmd | 2 +- benchmarks/runall.jl | 2 +- benchmarks/vanderpol.jmd | 4 +- .../benchmarks/figures/hodgkinhuxley_2_1.svg | 834 +++--- .../benchmarks/figures/hodgkinhuxley_3_1.svg | 404 +-- .../benchmarks/figures/hodgkinhuxley_4_1.svg | 398 +-- .../benchmarks/figures/hodgkinhuxley_6_1.svg | 314 +-- .../benchmarks/figures/hodgkinhuxley_7_1.svg | 172 ++ .../benchmarks/figures/lotkavolterra_10_1.svg | 736 +++--- .../benchmarks/figures/lotkavolterra_11_1.svg | 914 +++---- .../benchmarks/figures/lotkavolterra_12_1.svg | 846 +++---- .../benchmarks/figures/lotkavolterra_13_1.svg | 762 +++--- .../benchmarks/figures/lotkavolterra_14_1.svg | 696 ++--- .../benchmarks/figures/lotkavolterra_15_1.svg | 1086 ++++---- .../benchmarks/figures/lotkavolterra_16_1.svg | 606 +++-- .../benchmarks/figures/lotkavolterra_17_1.svg | 1066 ++++---- .../benchmarks/figures/lotkavolterra_18_1.svg | 2250 +++++++++-------- .../benchmarks/figures/lotkavolterra_2_1.svg | 266 +- .../benchmarks/figures/lotkavolterra_3_1.svg | 628 ++--- .../benchmarks/figures/lotkavolterra_4_1.svg | 600 ++--- .../benchmarks/figures/lotkavolterra_5_1.svg | 604 ++--- .../benchmarks/figures/lotkavolterra_6_1.svg | 628 ++--- .../benchmarks/figures/lotkavolterra_7_1.svg | 616 ++--- .../benchmarks/figures/lotkavolterra_8_1.svg | 616 ++--- .../benchmarks/figures/lotkavolterra_9_1.svg | 758 +++--- .../src/benchmarks/figures/vanderpol_10_1.svg | 159 ++ .../src/benchmarks/figures/vanderpol_11_1.svg | 140 + .../src/benchmarks/figures/vanderpol_12_1.svg | 254 ++ .../src/benchmarks/figures/vanderpol_13_1.svg | 263 ++ docs/src/benchmarks/figures/vanderpol_2_1.svg | 250 +- docs/src/benchmarks/figures/vanderpol_3_1.svg | 428 ++-- docs/src/benchmarks/figures/vanderpol_4_1.svg | 829 +++--- docs/src/benchmarks/figures/vanderpol_5_1.svg | 554 ++-- docs/src/benchmarks/figures/vanderpol_9_1.svg | 501 ++++ docs/src/benchmarks/hodgkinhuxley.md | 122 +- docs/src/benchmarks/lotkavolterra.md | 9 - docs/src/benchmarks/vanderpol.md | 197 +- 37 files changed, 10646 insertions(+), 8868 deletions(-) create mode 100644 docs/src/benchmarks/figures/hodgkinhuxley_7_1.svg create mode 100644 docs/src/benchmarks/figures/vanderpol_10_1.svg create mode 100644 docs/src/benchmarks/figures/vanderpol_11_1.svg create mode 100644 docs/src/benchmarks/figures/vanderpol_12_1.svg create mode 100644 docs/src/benchmarks/figures/vanderpol_13_1.svg create mode 100644 docs/src/benchmarks/figures/vanderpol_9_1.svg diff --git a/benchmarks/hodgkinhuxley.jmd b/benchmarks/hodgkinhuxley.jmd index ef7922df3..b62b04c90 100644 --- a/benchmarks/hodgkinhuxley.jmd +++ b/benchmarks/hodgkinhuxley.jmd @@ -65,7 +65,7 @@ u0 = [p.V0, m_inf(p.V0, p.VT), n_inf(p.V0, p.VT), h_inf(p.V0, p.VT)] prob = ODEProblem{true,SciMLBase.FullSpecialize()}(f, u0, (0.0, 100.0), p) -test_sol = solve(prob, Vern7(), abstol=1/10^14, reltol=1/10^14, dense=false) +test_sol = solve(prob, Vern7(), abstol=1/10^14, reltol=1/10^14) plot(test_sol, legend=false, layout=(4,1), diff --git a/benchmarks/runall.jl b/benchmarks/runall.jl index 0373516ac..cf4a70b0b 100644 --- a/benchmarks/runall.jl +++ b/benchmarks/runall.jl @@ -21,4 +21,4 @@ for file in FILES ) end -delete!(ENV, "GKSwstype"); +delete!(ENV, "GKSwstype"); nothing diff --git a/benchmarks/vanderpol.jmd b/benchmarks/vanderpol.jmd index 024c4dc5a..357e54ece 100644 --- a/benchmarks/vanderpol.jmd +++ b/benchmarks/vanderpol.jmd @@ -34,7 +34,7 @@ tspan = (0.0, 6.3) u0 = [2.0, 0.0] prob = ODEProblem(vanderpol!, u0, tspan, p) -test_sol = solve(prob, RadauIIA5(), abstol=1/10^14, reltol=1/10^14, dense=false) +test_sol = solve(prob, RadauIIA5(), abstol=1/10^14, reltol=1/10^14) plot(test_sol, title="Van der Pol Solution", legend=false, ylims=(-2.5, 2.5), xticks=:auto) ``` @@ -209,7 +209,7 @@ u0 = [2.0] du0 = [0.0] prob2 = SecondOrderODEProblem(vanderpol2!, du0, u0, tspan, p) -test_sol2 = solve(prob2, RadauIIA5(), abstol=1/10^14, reltol=1/10^14, dense=false) +test_sol2 = solve(prob2, RadauIIA5(), abstol=1/10^14, reltol=1/10^14) plot(test_sol2, title="Van der Pol Solution (2nd order)", legend=false, ylims=(-2.5, 2.5), xticks=:auto) ``` diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg index 9de42d706..e8687c815 100644 --- a/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg +++ b/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg @@ -1,444 +1,444 @@ - 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+ - + - + - + - - + + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/docs/src/benchmarks/figures/vanderpol_9_1.svg b/docs/src/benchmarks/figures/vanderpol_9_1.svg new file mode 100644 index 000000000..b02d356ba --- /dev/null +++ b/docs/src/benchmarks/figures/vanderpol_9_1.svg @@ -0,0 +1,501 @@ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/docs/src/benchmarks/hodgkinhuxley.md b/docs/src/benchmarks/hodgkinhuxley.md index 24607c3c2..d4aa29e77 100644 --- a/docs/src/benchmarks/hodgkinhuxley.md +++ b/docs/src/benchmarks/hodgkinhuxley.md @@ -68,7 +68,7 @@ u0 = [p.V0, m_inf(p.V0, p.VT), n_inf(p.V0, p.VT), h_inf(p.V0, p.VT)] prob = ODEProblem{true,SciMLBase.FullSpecialize()}(f, u0, (0.0, 100.0), p) -test_sol = solve(prob, Vern7(), abstol=1/10^14, reltol=1/10^14, dense=false) +test_sol = solve(prob, Vern7(), abstol=1/10^14, reltol=1/10^14) plot(test_sol, legend=false, layout=(4,1), @@ -113,16 +113,17 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) -plot(wp, title = "Adaptive steps - no smoothing", color = colors) +plot(wp, title="Adaptive steps - no smoothing", color=colors) +``` + +``` +Error: InterruptException: ``` -![](figures/hodgkinhuxley_3_1.svg) + @@ -154,16 +155,30 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) -plot(wp, title = "Adaptive steps - with smoothing", color = colors) +plot(wp, title="Adaptive steps - with smoothing", color=colors) +``` + +``` +Error: InterruptException: +``` + + + + + +Dense errors +```julia +plot(wp, x= L2, title="Adaptive steps - with smoothing", color=colors) +``` + +``` +Error: UndefVarError: `L2` not defined ``` -![](figures/hodgkinhuxley_4_1.svg) + @@ -194,16 +209,17 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) -plot(wp, title = "Fixed steps - no smoothing", color = colors) +plot(wp, title="Fixed steps - no smoothing", color=colors) +``` + +``` +Error: InterruptException: ``` -![](figures/hodgkinhuxley_5_1.svg) + @@ -234,16 +250,31 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), timeseries_errors = false, verbose = false, ) -plot(wp, title = "Fixed steps - with smoothing", color = colors) +plot(wp, title="Fixed steps - with smoothing", color=colors) +``` + +``` +Error: InterruptException: +``` + + + + + +Dense errors +```julia +plot(wp, x=:L2, title="Adaptive steps - with smoothing", color=colors) +``` + +``` +Error: UndefVarError: `wp` not defined ``` -![](figures/hodgkinhuxley_6_1.svg) @@ -263,11 +294,11 @@ Build Info: Official https://julialang.org/ release Platform Info: OS: Linux (x86_64-linux-gnu) - CPU: 12 × Intel(R) Core(TM) i7-6800K CPU @ 3.40GHz + CPU: 6 × 13th Gen Intel(R) Core(TM) i9-13900K WORD_SIZE: 64 LIBM: libopenlibm - LLVM: libLLVM-14.0.6 (ORCJIT, broadwell) - Threads: 12 on 12 virtual cores + LLVM: libLLVM-14.0.6 (ORCJIT, goldmont) + Threads: 6 on 6 virtual cores Environment: JULIA_NUM_THREADS = auto JULIA_STACKTRACE_MINIMAL = true @@ -285,11 +316,11 @@ Pkg.status() ``` Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Project.toml` - [f3b72e0c] DiffEqDevTools v2.39.1 + [f3b72e0c] DiffEqDevTools v2.41.0 `~/.julia/dev/DiffEqDevTools` + [31c24e10] Distributions v0.25.103 [7073ff75] IJulia v1.24.2 [7f56f5a3] LSODA v0.7.5 [e6f89c97] LoggingExtras v1.0.3 - [e2752cbe] MATLABDiffEq v1.2.0 [961ee093] ModelingToolkit v8.72.2 [54ca160b] ODEInterface v0.5.0 [09606e27] ODEInterfaceDiffEq v3.13.3 @@ -297,15 +328,13 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Project.toml` [65888b18] ParameterizedFunctions v5.16.0 [91a5bcdd] Plots v1.39.0 [bf3e78b0] ProbNumDiffEq v0.13.0 `~/.julia/dev/ProbNumDiffEq` -⌃ [0bca4576] SciMLBase v2.7.3 + [0bca4576] SciMLBase v2.8.0 [505e40e9] SciPyDiffEq v0.2.1 [ce78b400] SimpleUnPack v1.1.0 [90137ffa] StaticArrays v1.6.5 [c3572dad] Sundials v4.20.1 [44d3d7a6] Weave v0.10.12 [0518478a] deSolveDiffEq v0.1.1 -Info Packages marked with ⌃ have new versions available and may be upgradab -le. ``` @@ -323,13 +352,14 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` ⌅ [c3fe647b] AbstractAlgebra v0.32.5 [621f4979] AbstractFFTs v1.5.0 [1520ce14] AbstractTrees v0.4.4 + [7d9f7c33] Accessors v0.1.33 [79e6a3ab] Adapt v3.7.1 [ec485272] ArnoldiMethod v0.2.0 [c9d4266f] ArrayAllocators v0.3.0 [4fba245c] ArrayInterface v7.5.1 [6e4b80f9] BenchmarkTools v1.3.2 [e2ed5e7c] Bijections v0.1.6 - [d1d4a3ce] BitFlags v0.1.7 + [d1d4a3ce] BitFlags v0.1.8 [62783981] BitTwiddlingConvenienceFunctions v0.1.5 [fa961155] CEnum v0.5.0 [2a0fbf3d] CPUSummary v0.2.4 @@ -349,6 +379,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [bbf7d656] CommonSubexpressions v0.3.0 [34da2185] Compat v4.10.0 [b152e2b5] CompositeTypes v0.1.3 + [a33af91c] CompositionsBase v0.1.2 [2569d6c7] ConcreteStructs v0.2.3 [f0e56b4a] ConcurrentUtilities v2.3.0 [8f4d0f93] Conda v1.9.1 @@ -365,7 +396,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [8bb1440f] DelimitedFiles v1.9.1 [2b5f629d] DiffEqBase v6.138.1 [459566f4] DiffEqCallbacks v2.33.1 - [f3b72e0c] DiffEqDevTools v2.39.1 + [f3b72e0c] DiffEqDevTools v2.41.0 `~/.julia/dev/DiffEqDevTools` [77a26b50] DiffEqNoiseProcess v5.19.0 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 @@ -415,6 +446,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [842dd82b] InlineStrings v1.4.0 [18e54dd8] IntegerMathUtils v0.1.2 [8197267c] IntervalSets v0.7.8 + [3587e190] InverseFunctions v0.1.12 [41ab1584] InvertedIndices v1.3.0 [92d709cd] IrrationalConstants v0.2.2 [c8e1da08] IterTools v1.8.0 @@ -432,21 +464,19 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [2ee39098] LabelledArrays v1.14.0 [984bce1d] LambertW v0.4.6 [23fbe1c1] Latexify v0.16.1 + [73f95e8e] LatticeRules v0.0.1 [10f19ff3] LayoutPointers v0.1.15 [50d2b5c4] Lazy v0.15.1 [1d6d02ad] LeftChildRightSiblingTrees v0.2.0 [d3d80556] LineSearches v7.2.0 -⌃ [7ed4a6bd] LinearSolve v2.17.1 + [7ed4a6bd] LinearSolve v2.20.0 [2ab3a3ac] LogExpFunctions v0.3.26 [e6f89c97] LoggingExtras v1.0.3 [bdcacae8] LoopVectorization v0.12.166 - [10e44e05] MATLAB v0.8.4 - [e2752cbe] MATLABDiffEq v1.2.0 - [33e6dc65] MKL v0.6.1 [d8e11817] MLStyle v0.4.17 [1914dd2f] MacroTools v0.5.11 [d125e4d3] ManualMemory v0.1.8 -⌃ [739be429] MbedTLS v1.1.7 + [739be429] MbedTLS v1.1.8 [442fdcdd] Measures v0.3.2 [e1d29d7a] Missings v1.1.0 [961ee093] ModelingToolkit v8.72.2 @@ -467,12 +497,12 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [429524aa] Optim v1.7.8 [bac558e1] OrderedCollections v1.6.2 [1dea7af3] OrdinaryDiffEq v6.59.0 -⌃ [90014a1f] PDMats v0.11.28 + [90014a1f] PDMats v0.11.29 [fe68d972] PSDMatrices v0.4.6 [65ce6f38] PackageExtensionCompat v1.0.2 [65888b18] ParameterizedFunctions v5.16.0 [d96e819e] Parameters v0.12.3 -⌃ [69de0a69] Parsers v2.7.2 + [69de0a69] Parsers v2.8.0 [b98c9c47] Pipe v1.3.0 [32113eaa] PkgBenchmark v0.2.12 [ccf2f8ad] PlotThemes v3.1.0 @@ -488,11 +518,12 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [aea7be01] PrecompileTools v1.2.0 [21216c6a] Preferences v1.4.1 [08abe8d2] PrettyTables v2.2.8 - [27ebfcd6] Primes v0.5.4 + [27ebfcd6] Primes v0.5.5 [bf3e78b0] ProbNumDiffEq v0.13.0 `~/.julia/dev/ProbNumDiffEq` [33c8b6b6] ProgressLogging v0.1.4 -⌃ [438e738f] PyCall v1.96.1 + [438e738f] PyCall v1.96.2 [1fd47b50] QuadGK v2.9.1 + [8a4e6c94] QuasiMonteCarlo v0.3.2 [6f49c342] RCall v0.13.18 [74087812] Random123 v1.6.1 [fb686558] RandomExtensions v0.4.4 @@ -500,7 +531,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [3cdcf5f2] RecipesBase v1.3.4 [01d81517] RecipesPipeline v0.6.12 [731186ca] RecursiveArrayTools v2.38.10 -⌃ [f2c3362d] RecursiveFactorization v0.2.20 + [f2c3362d] RecursiveFactorization v0.2.21 [189a3867] Reexport v1.2.2 [05181044] RelocatableFolders v1.0.1 [ae029012] Requires v1.3.0 @@ -511,7 +542,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [fdea26ae] SIMD v3.4.6 [94e857df] SIMDTypes v0.1.0 [476501e8] SLEEFPirates v0.6.42 -⌃ [0bca4576] SciMLBase v2.7.3 + [0bca4576] SciMLBase v2.8.0 [e9a6253c] SciMLNLSolve v0.1.9 [c0aeaf25] SciMLOperators v0.3.7 [505e40e9] SciPyDiffEq v0.2.1 @@ -525,6 +556,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [699a6c99] SimpleTraits v0.9.4 [ce78b400] SimpleUnPack v1.1.0 [66db9d55] SnoopPrecompile v1.0.3 + [ed01d8cd] Sobol v1.5.0 [b85f4697] SoftGlobalScope v1.1.0 [a2af1166] SortingAlgorithms v1.2.0 [47a9eef4] SparseDiffTools v2.11.0 @@ -539,7 +571,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [2913bbd2] StatsBase v0.34.2 [4c63d2b9] StatsFuns v1.3.0 [3eaba693] StatsModels v0.7.3 -⌅ [7792a7ef] StrideArraysCore v0.4.17 + [7792a7ef] StrideArraysCore v0.5.1 [69024149] StringEncodings v0.3.7 [892a3eda] StringManipulation v0.3.4 [09ab397b] StructArrays v0.6.16 @@ -565,7 +597,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [5c2747f8] URIs v1.5.1 [3a884ed6] UnPack v1.0.2 [1cfade01] UnicodeFun v0.4.1 - [1986cc42] Unitful v1.17.0 + [1986cc42] Unitful v1.18.0 [45397f5d] UnitfulLatexify v1.6.3 [a7c27f48] Unityper v0.1.5 [41fe7b60] Unzip v0.2.0 @@ -712,9 +744,9 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [8e850b90] libblastrampoline_jll v5.8.0+0 [8e850ede] nghttp2_jll v1.48.0+0 [3f19e933] p7zip_jll v17.4.0+0 -Info Packages marked with ⌃ and ⌅ have new versions available, but those wi -th ⌅ are restricted by compatibility constraints from upgrading. To see why - use `status --outdated -m` +Info Packages marked with ⌅ have new versions available but compatibility c +onstraints restrict them from upgrading. To see why use `status --outdated +-m` ``` diff --git a/docs/src/benchmarks/lotkavolterra.md b/docs/src/benchmarks/lotkavolterra.md index 34c0deaae..2e70b5d05 100644 --- a/docs/src/benchmarks/lotkavolterra.md +++ b/docs/src/benchmarks/lotkavolterra.md @@ -77,7 +77,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -110,7 +109,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -154,7 +152,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -187,7 +184,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -237,7 +233,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -276,7 +271,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -358,7 +352,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -406,7 +399,6 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) @@ -457,7 +449,6 @@ for o in orders appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), ) diff --git a/docs/src/benchmarks/vanderpol.md b/docs/src/benchmarks/vanderpol.md index 6fd07c66d..9b52b0035 100644 --- a/docs/src/benchmarks/vanderpol.md +++ b/docs/src/benchmarks/vanderpol.md @@ -37,7 +37,7 @@ tspan = (0.0, 6.3) u0 = [2.0, 0.0] prob = ODEProblem(vanderpol!, u0, tspan, p) -test_sol = solve(prob, RadauIIA5(), abstol=1/10^14, reltol=1/10^14, dense=false) +test_sol = solve(prob, RadauIIA5(), abstol=1/10^14, reltol=1/10^14) plot(test_sol, title="Van der Pol Solution", legend=false, ylims=(-2.5, 2.5), xticks=:auto) ``` @@ -47,6 +47,9 @@ plot(test_sol, title="Van der Pol Solution", legend=false, ylims=(-2.5, 2.5), xt ## EK1 accross orders +### Final value only + +This does not require smoothing or saving intermediate values. ```julia DENSE = false; SAVE_EVERYSTEP = false; @@ -68,10 +71,7 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) plot(wp, palette=Plots.palette([:blue, :red], length(_setups))) @@ -81,6 +81,85 @@ plot(wp, palette=Plots.palette([:blue, :red], length(_setups))) +### Full trajectory + +This does require smoothing or saving intermediate values. +```julia +DENSE = true; +SAVE_EVERYSTEP = true; + +_setups = [ + "EK1($order)" => Dict(:alg => EK1(order=order, smooth=DENSE)) + for order in 3:7 +] + +labels = first.(_setups) +setups = last.(_setups) + +abstols = 1.0 ./ 10.0 .^ (6:13) +reltols = 1.0 ./ 10.0 .^ (3:10) + +wp = WorkPrecisionSet( + prob, abstols, reltols, setups; + names = labels, + appxsol = test_sol, + dense = DENSE, + save_everystep = SAVE_EVERYSTEP, + maxiters = Int(1e7), +) + +plot(wp, x=:l2, palette=Plots.palette([:blue, :red], length(_setups))) +``` + +![](figures/vanderpol_4_1.svg) + + + +Interpolation errors: +```julia +plot(wp, x=:L2, palette=Plots.palette([:blue, :red], length(_setups))) +``` + +![](figures/vanderpol_5_1.svg) + + + +## Calibration +```julia +plot(wp, x=:final, y=:chi2_final, yguide="Chi-squared (final)" + palette=Plots.palette([:blue, :red], length(_setups))) +``` + +``` +Error: syntax: missing comma or ) in argument list +``` + + + +```julia +plot(wp, x=:l2, y=:chi2_steps, yguide="Chi-squared (discrete steps)" + palette=Plots.palette([:blue, :red], length(_setups))) +``` + +``` +Error: syntax: missing comma or ) in argument list +``` + + + +```julia +plot(wp, x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)" + palette=Plots.palette([:blue, :red], length(_setups))) +``` + +``` +Error: syntax: missing comma or ) in argument list +``` + + + + + ## Comparison of the different initialization schemes ```julia @@ -109,10 +188,7 @@ for o in orders appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) p = plot(wp, color=[2 4 5 6], xticks = 10.0 .^ (-16:1:5)) @@ -126,7 +202,7 @@ plot( ) ``` -![](figures/vanderpol_4_1.svg) +![](figures/vanderpol_9_1.svg) ```julia DENSE = false; @@ -155,16 +231,13 @@ wp = WorkPrecisionSet( appxsol = test_sol, dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) plot(wp, palette=Plots.palette([:blue, :red], length(_setups)), xticks = 10.0 .^ (-16:1:5)) ``` -![](figures/vanderpol_5_1.svg) +![](figures/vanderpol_10_1.svg) @@ -181,15 +254,15 @@ u0 = [2.0] du0 = [0.0] prob2 = SecondOrderODEProblem(vanderpol2!, du0, u0, tspan, p) -test_sol2 = solve(prob2, RadauIIA5(), abstol=1/10^14, reltol=1/10^14, dense=false) +test_sol2 = solve(prob2, RadauIIA5(), abstol=1/10^14, reltol=1/10^14) plot(test_sol2, title="Van der Pol Solution (2nd order)", legend=false, ylims=(-2.5, 2.5), xticks=:auto) ``` -![](figures/vanderpol_6_1.svg) +![](figures/vanderpol_11_1.svg) ```julia -DENSE = false; -SAVE_EVERYSTEP = false; +DENSE = true; +SAVE_EVERYSTEP = true; _setups = [ "EK1(3) 1st order" => Dict(:alg => EK1(order=3, smooth=DENSE)) @@ -214,16 +287,45 @@ wp = WorkPrecisionSet( appxsol = [test_sol, test_sol2], dense = DENSE, save_everystep = SAVE_EVERYSTEP, - numruns = 10, maxiters = Int(1e7), - timeseries_errors = false, - verbose = false, ) -plot(wp, color=[1 1 1 1 2 2 2 2]) +plot(wp, x=:final, color=[1 1 1 1 2 2 2 2]) ``` -![](figures/vanderpol_7_1.svg) +![](figures/vanderpol_12_1.svg) + +```julia +plot(wp, x=:L2, color=[1 1 1 1 2 2 2 2]) +``` + +![](figures/vanderpol_13_1.svg) + + + +### Calibration + +```julia +plot(wp, x=:final, y=:chi2_final, yguide="Chi-squared (final)" + palette=Plots.palette([:blue, :red], length(_setups))) +``` + +``` +Error: syntax: missing comma or ) in argument list +``` + + + +```julia +plot(wp, x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)" + palette=Plots.palette([:blue, :red], length(_setups))) +``` + +``` +Error: syntax: missing comma or ) in argument list +``` + + @@ -243,11 +345,11 @@ Build Info: Official https://julialang.org/ release Platform Info: OS: Linux (x86_64-linux-gnu) - CPU: 12 × Intel(R) Core(TM) i7-6800K CPU @ 3.40GHz + CPU: 6 × 13th Gen Intel(R) Core(TM) i9-13900K WORD_SIZE: 64 LIBM: libopenlibm - LLVM: libLLVM-14.0.6 (ORCJIT, broadwell) - Threads: 12 on 12 virtual cores + LLVM: libLLVM-14.0.6 (ORCJIT, goldmont) + Threads: 6 on 6 virtual cores Environment: JULIA_NUM_THREADS = auto JULIA_STACKTRACE_MINIMAL = true @@ -265,11 +367,11 @@ Pkg.status() ``` Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Project.toml` - [f3b72e0c] DiffEqDevTools v2.39.1 + [f3b72e0c] DiffEqDevTools v2.41.0 `~/.julia/dev/DiffEqDevTools` + [31c24e10] Distributions v0.25.103 [7073ff75] IJulia v1.24.2 [7f56f5a3] LSODA v0.7.5 [e6f89c97] LoggingExtras v1.0.3 - [e2752cbe] MATLABDiffEq v1.2.0 [961ee093] ModelingToolkit v8.72.2 [54ca160b] ODEInterface v0.5.0 [09606e27] ODEInterfaceDiffEq v3.13.3 @@ -277,15 +379,13 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Project.toml` [65888b18] ParameterizedFunctions v5.16.0 [91a5bcdd] Plots v1.39.0 [bf3e78b0] ProbNumDiffEq v0.13.0 `~/.julia/dev/ProbNumDiffEq` -⌃ [0bca4576] SciMLBase v2.7.3 + [0bca4576] SciMLBase v2.8.0 [505e40e9] SciPyDiffEq v0.2.1 [ce78b400] SimpleUnPack v1.1.0 [90137ffa] StaticArrays v1.6.5 [c3572dad] Sundials v4.20.1 [44d3d7a6] Weave v0.10.12 [0518478a] deSolveDiffEq v0.1.1 -Info Packages marked with ⌃ have new versions available and may be upgradab -le. ``` @@ -303,13 +403,14 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` ⌅ [c3fe647b] AbstractAlgebra v0.32.5 [621f4979] AbstractFFTs v1.5.0 [1520ce14] AbstractTrees v0.4.4 + [7d9f7c33] Accessors v0.1.33 [79e6a3ab] Adapt v3.7.1 [ec485272] ArnoldiMethod v0.2.0 [c9d4266f] ArrayAllocators v0.3.0 [4fba245c] ArrayInterface v7.5.1 [6e4b80f9] BenchmarkTools v1.3.2 [e2ed5e7c] Bijections v0.1.6 - [d1d4a3ce] BitFlags v0.1.7 + [d1d4a3ce] BitFlags v0.1.8 [62783981] BitTwiddlingConvenienceFunctions v0.1.5 [fa961155] CEnum v0.5.0 [2a0fbf3d] CPUSummary v0.2.4 @@ -329,6 +430,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [bbf7d656] CommonSubexpressions v0.3.0 [34da2185] Compat v4.10.0 [b152e2b5] CompositeTypes v0.1.3 + [a33af91c] CompositionsBase v0.1.2 [2569d6c7] ConcreteStructs v0.2.3 [f0e56b4a] ConcurrentUtilities v2.3.0 [8f4d0f93] Conda v1.9.1 @@ -345,7 +447,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [8bb1440f] DelimitedFiles v1.9.1 [2b5f629d] DiffEqBase v6.138.1 [459566f4] DiffEqCallbacks v2.33.1 - [f3b72e0c] DiffEqDevTools v2.39.1 + [f3b72e0c] DiffEqDevTools v2.41.0 `~/.julia/dev/DiffEqDevTools` [77a26b50] DiffEqNoiseProcess v5.19.0 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 @@ -395,6 +497,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [842dd82b] InlineStrings v1.4.0 [18e54dd8] IntegerMathUtils v0.1.2 [8197267c] IntervalSets v0.7.8 + [3587e190] InverseFunctions v0.1.12 [41ab1584] InvertedIndices v1.3.0 [92d709cd] IrrationalConstants v0.2.2 [c8e1da08] IterTools v1.8.0 @@ -412,21 +515,19 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [2ee39098] LabelledArrays v1.14.0 [984bce1d] LambertW v0.4.6 [23fbe1c1] Latexify v0.16.1 + [73f95e8e] LatticeRules v0.0.1 [10f19ff3] LayoutPointers v0.1.15 [50d2b5c4] Lazy v0.15.1 [1d6d02ad] LeftChildRightSiblingTrees v0.2.0 [d3d80556] LineSearches v7.2.0 -⌃ [7ed4a6bd] LinearSolve v2.17.1 + [7ed4a6bd] LinearSolve v2.20.0 [2ab3a3ac] LogExpFunctions v0.3.26 [e6f89c97] LoggingExtras v1.0.3 [bdcacae8] LoopVectorization v0.12.166 - [10e44e05] MATLAB v0.8.4 - [e2752cbe] MATLABDiffEq v1.2.0 - [33e6dc65] MKL v0.6.1 [d8e11817] MLStyle v0.4.17 [1914dd2f] MacroTools v0.5.11 [d125e4d3] ManualMemory v0.1.8 -⌃ [739be429] MbedTLS v1.1.7 + [739be429] MbedTLS v1.1.8 [442fdcdd] Measures v0.3.2 [e1d29d7a] Missings v1.1.0 [961ee093] ModelingToolkit v8.72.2 @@ -447,12 +548,12 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [429524aa] Optim v1.7.8 [bac558e1] OrderedCollections v1.6.2 [1dea7af3] OrdinaryDiffEq v6.59.0 -⌃ [90014a1f] PDMats v0.11.28 + [90014a1f] PDMats v0.11.29 [fe68d972] PSDMatrices v0.4.6 [65ce6f38] PackageExtensionCompat v1.0.2 [65888b18] ParameterizedFunctions v5.16.0 [d96e819e] Parameters v0.12.3 -⌃ [69de0a69] Parsers v2.7.2 + [69de0a69] Parsers v2.8.0 [b98c9c47] Pipe v1.3.0 [32113eaa] PkgBenchmark v0.2.12 [ccf2f8ad] PlotThemes v3.1.0 @@ -468,11 +569,12 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [aea7be01] PrecompileTools v1.2.0 [21216c6a] Preferences v1.4.1 [08abe8d2] PrettyTables v2.2.8 - [27ebfcd6] Primes v0.5.4 + [27ebfcd6] Primes v0.5.5 [bf3e78b0] ProbNumDiffEq v0.13.0 `~/.julia/dev/ProbNumDiffEq` [33c8b6b6] ProgressLogging v0.1.4 -⌃ [438e738f] PyCall v1.96.1 + [438e738f] PyCall v1.96.2 [1fd47b50] QuadGK v2.9.1 + [8a4e6c94] QuasiMonteCarlo v0.3.2 [6f49c342] RCall v0.13.18 [74087812] Random123 v1.6.1 [fb686558] RandomExtensions v0.4.4 @@ -480,7 +582,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [3cdcf5f2] RecipesBase v1.3.4 [01d81517] RecipesPipeline v0.6.12 [731186ca] RecursiveArrayTools v2.38.10 -⌃ [f2c3362d] RecursiveFactorization v0.2.20 + [f2c3362d] RecursiveFactorization v0.2.21 [189a3867] Reexport v1.2.2 [05181044] RelocatableFolders v1.0.1 [ae029012] Requires v1.3.0 @@ -491,7 +593,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [fdea26ae] SIMD v3.4.6 [94e857df] SIMDTypes v0.1.0 [476501e8] SLEEFPirates v0.6.42 -⌃ [0bca4576] SciMLBase v2.7.3 + [0bca4576] SciMLBase v2.8.0 [e9a6253c] SciMLNLSolve v0.1.9 [c0aeaf25] SciMLOperators v0.3.7 [505e40e9] SciPyDiffEq v0.2.1 @@ -505,6 +607,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [699a6c99] SimpleTraits v0.9.4 [ce78b400] SimpleUnPack v1.1.0 [66db9d55] SnoopPrecompile v1.0.3 + [ed01d8cd] Sobol v1.5.0 [b85f4697] SoftGlobalScope v1.1.0 [a2af1166] SortingAlgorithms v1.2.0 [47a9eef4] SparseDiffTools v2.11.0 @@ -519,7 +622,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [2913bbd2] StatsBase v0.34.2 [4c63d2b9] StatsFuns v1.3.0 [3eaba693] StatsModels v0.7.3 -⌅ [7792a7ef] StrideArraysCore v0.4.17 + [7792a7ef] StrideArraysCore v0.5.1 [69024149] StringEncodings v0.3.7 [892a3eda] StringManipulation v0.3.4 [09ab397b] StructArrays v0.6.16 @@ -545,7 +648,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [5c2747f8] URIs v1.5.1 [3a884ed6] UnPack v1.0.2 [1cfade01] UnicodeFun v0.4.1 - [1986cc42] Unitful v1.17.0 + [1986cc42] Unitful v1.18.0 [45397f5d] UnitfulLatexify v1.6.3 [a7c27f48] Unityper v0.1.5 [41fe7b60] Unzip v0.2.0 @@ -692,9 +795,9 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml` [8e850b90] libblastrampoline_jll v5.8.0+0 [8e850ede] nghttp2_jll v1.48.0+0 [3f19e933] p7zip_jll v17.4.0+0 -Info Packages marked with ⌃ and ⌅ have new versions available, but those wi -th ⌅ are restricted by compatibility constraints from upgrading. To see why - use `status --outdated -m` +Info Packages marked with ⌅ have new versions available but compatibility c +onstraints restrict them from upgrading. To see why use `status --outdated +-m` ```