diff --git a/benchmarks/hodgkinhuxley.jmd b/benchmarks/hodgkinhuxley.jmd
index 633315760..ff475c917 100644
--- a/benchmarks/hodgkinhuxley.jmd
+++ b/benchmarks/hodgkinhuxley.jmd
@@ -158,18 +158,19 @@ plot(wp, x=:L2, title="Adaptive steps - with smoothing", color=colors)
plot(wp; x=:final, y=:chi2_final, yguide="Chi-squared (final)", color=colors)
# Should be distributed according to a Chi-squared distribution:
-d = 4
-low, high, mid = quantile(Chisq(d), [0.01, 0.99])..., mean(Chisq(d))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+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!(4)
```
```julia
plot(wp, x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)", color=colors)
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(4*100)
```
diff --git a/benchmarks/lotkavolterra.jmd b/benchmarks/lotkavolterra.jmd
index 3fe6fbaf3..fd2ee5eea 100644
--- a/benchmarks/lotkavolterra.jmd
+++ b/benchmarks/lotkavolterra.jmd
@@ -61,8 +61,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -89,8 +89,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -124,8 +124,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -152,8 +152,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -193,8 +193,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -227,8 +227,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -248,26 +248,20 @@ Final time-point:
plot(wp, x=:final, y=:chi2_final, color=[1 1 1 1 2 2 2 2], yguide="Chi-squared (final)")
# Should be distributed according to a Chi-squared distribution:
-low, high, mid = quantile(Chisq(2), [0.01, 0.99])..., mean(Chisq(2))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
-```
-
-Discrete time-series:
-```julia
-plot(wp, x=:l2, y=:chi2_steps, color=[1 1 1 1 2 2 2 2], yguide="Chi-squared (discrete steps)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+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!(2)
```
Interpolation:
```julia
plot(wp, x=:L2, y=:chi2_interp, color=[1 1 1 1 2 2 2 2], yguide="Chi-squared (dense)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2*100)
```
## Comparison of the different diffusion models
@@ -292,8 +286,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -310,9 +304,7 @@ plot(wp, color=[2 2 3 3 4 4 5 5])
Calibration:
```julia
plot(wp, x=:final, y=:chi2_final, color=[2 2 3 3 4 4 5 5], yguide="Chi-squared (final)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2)
```
### EK1
@@ -331,8 +323,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -349,9 +341,7 @@ plot(wp, color=[2 2 3 3])
Calibration:
```julia
plot(wp, x=:final, y=:chi2_final, color=[2 2 3 3], yguide="Chi-squared (final)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2)
```
## Comparison of the different initialization schemes
@@ -360,8 +350,8 @@ hline!([mid], linestyle=:solid, color=:black, label="")
DENSE = false;
SAVE_EVERYSTEP = false;
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
orders = (2, 3, 5, 8)
ps = []
diff --git a/benchmarks/runall.jl b/benchmarks/runall.jl
index 2bc7c8342..6015949bb 100644
--- a/benchmarks/runall.jl
+++ b/benchmarks/runall.jl
@@ -3,8 +3,8 @@ ENV["GKSwstype"] = "nul"
FILES = [
"lotkavolterra.jmd",
+ "hodgkinhuxley.jmd",
# "vanderpol.jmd",
- # "hodgkinhuxley.jmd",
# "rober.jmd",
# "pleiades.jmd",
# "multi-language-wrappers.jmd",
diff --git a/benchmarks/vanderpol.jmd b/benchmarks/vanderpol.jmd
index c32d4672c..236de2e02 100644
--- a/benchmarks/vanderpol.jmd
+++ b/benchmarks/vanderpol.jmd
@@ -80,7 +80,7 @@ SAVE_EVERYSTEP = true;
_setups = [
"EK1($order)" => Dict(:alg => EK1(order=order, smooth=DENSE))
- for order in 3:7
+ for order in 3:6
]
labels = first.(_setups)
@@ -113,26 +113,20 @@ plot(wp, x=:final, y=:chi2_final, yguide="Chi-squared (final)",
palette=Plots.palette([:blue, :red], length(_setups)))
# Should be distributed according to a Chi-squared distribution:
-low, high, mid = quantile(Chisq(2), [0.01, 0.99])..., mean(Chisq(2))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
-```
-
-```julia
-plot(wp, x=:l2, y=:chi2_steps, yguide="Chi-squared (discrete steps)",
- palette=Plots.palette([:blue, :red], length(_setups)))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+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!(2)
```
```julia
plot(wp, x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)",
palette=Plots.palette([:blue, :red], length(_setups)))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2*100)
```
## Comparison of the different initialization schemes
@@ -272,16 +266,12 @@ plot(wp; x=:L2, color)
```julia
plot(wp; x=:final, y=:chi2_final, yguide="Chi-squared (final)", color)
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2)
```
```julia
plot(wp; x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)", color)
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2*100)
```
diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg
index 8d5e9a496..2ba349d53 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_2_1.svg
@@ -1,444 +1,444 @@
diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_3_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_3_1.svg
index 35edf72d6..89305f4b3 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_3_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_3_1.svg
@@ -1,212 +1,210 @@
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diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_4_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_4_1.svg
index 84b1aed51..749c7fbcc 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_4_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_4_1.svg
@@ -1,204 +1,204 @@
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diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_5_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_5_1.svg
index fa8182477..82e7fbe90 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_5_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_5_1.svg
@@ -1,390 +1,390 @@
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diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_6_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_6_1.svg
index 7c346846e..342c4ef2e 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_6_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_6_1.svg
@@ -1,265 +1,265 @@
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diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_7_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_7_1.svg
index 6141178f1..526b9d1a7 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_7_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_7_1.svg
@@ -1,447 +1,427 @@
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diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_8_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_8_1.svg
index f319d487f..402855818 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_8_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_8_1.svg
@@ -1,170 +1,170 @@
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diff --git a/docs/src/benchmarks/figures/hodgkinhuxley_9_1.svg b/docs/src/benchmarks/figures/hodgkinhuxley_9_1.svg
index 5e23d6c40..f05589625 100644
--- a/docs/src/benchmarks/figures/hodgkinhuxley_9_1.svg
+++ b/docs/src/benchmarks/figures/hodgkinhuxley_9_1.svg
@@ -1,166 +1,164 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_10_1.svg b/docs/src/benchmarks/figures/lotkavolterra_10_1.svg
index 155d2ca0d..1da6e5da0 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_10_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_10_1.svg
@@ -1,384 +1,330 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_11_1.svg b/docs/src/benchmarks/figures/lotkavolterra_11_1.svg
index 5321c0dff..98055166f 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_11_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_11_1.svg
@@ -1,477 +1,431 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_12_1.svg b/docs/src/benchmarks/figures/lotkavolterra_12_1.svg
index fdf63a141..5438a7ea6 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_12_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_12_1.svg
@@ -1,441 +1,355 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_13_1.svg b/docs/src/benchmarks/figures/lotkavolterra_13_1.svg
index dab1cca09..0edefecf0 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_13_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_13_1.svg
@@ -1,397 +1,308 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_14_1.svg b/docs/src/benchmarks/figures/lotkavolterra_14_1.svg
index c10eae6ca..0cce7d95a 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_14_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_14_1.svg
@@ -1,364 +1,509 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_15_1.svg b/docs/src/benchmarks/figures/lotkavolterra_15_1.svg
index 150a49bf5..5ff6c6ebd 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_15_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_15_1.svg
@@ -1,557 +1,280 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_16_1.svg b/docs/src/benchmarks/figures/lotkavolterra_16_1.svg
index 8c5306bc0..1581a73cb 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_16_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_16_1.svg
@@ -1,324 +1,515 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_17_1.svg b/docs/src/benchmarks/figures/lotkavolterra_17_1.svg
index aa5da8571..342229317 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_17_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_17_1.svg
@@ -1,551 +1,980 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_2_1.svg b/docs/src/benchmarks/figures/lotkavolterra_2_1.svg
index 74d4bdfd3..385f91010 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_2_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_2_1.svg
@@ -1,148 +1,148 @@
diff --git a/docs/src/benchmarks/figures/lotkavolterra_3_1.svg b/docs/src/benchmarks/figures/lotkavolterra_3_1.svg
index 2a5fe31f8..7dc13af54 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_3_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_3_1.svg
@@ -1,318 +1,292 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_4_1.svg b/docs/src/benchmarks/figures/lotkavolterra_4_1.svg
index b33ecd0fd..d17cf15c4 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_4_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_4_1.svg
@@ -1,314 +1,290 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_5_1.svg b/docs/src/benchmarks/figures/lotkavolterra_5_1.svg
index c6c511398..689035c9d 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_5_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_5_1.svg
@@ -1,316 +1,292 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_6_1.svg b/docs/src/benchmarks/figures/lotkavolterra_6_1.svg
index f05f4d1a6..22bcb4054 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_6_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_6_1.svg
@@ -1,320 +1,298 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_7_1.svg b/docs/src/benchmarks/figures/lotkavolterra_7_1.svg
index 88113161b..db1add601 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_7_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_7_1.svg
@@ -1,322 +1,294 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_8_1.svg b/docs/src/benchmarks/figures/lotkavolterra_8_1.svg
index 1d6f985bd..b22d4ca29 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_8_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_8_1.svg
@@ -1,320 +1,292 @@
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diff --git a/docs/src/benchmarks/figures/lotkavolterra_9_1.svg b/docs/src/benchmarks/figures/lotkavolterra_9_1.svg
index fd903434f..31b63e352 100644
--- a/docs/src/benchmarks/figures/lotkavolterra_9_1.svg
+++ b/docs/src/benchmarks/figures/lotkavolterra_9_1.svg
@@ -1,380 +1,330 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_10_1.svg b/docs/src/benchmarks/figures/vanderpol_10_1.svg
index c4bd4db54..c063241f1 100644
--- a/docs/src/benchmarks/figures/vanderpol_10_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_10_1.svg
@@ -1,167 +1,110 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_11_1.svg b/docs/src/benchmarks/figures/vanderpol_11_1.svg
index 1314117e9..d519bcf12 100644
--- a/docs/src/benchmarks/figures/vanderpol_11_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_11_1.svg
@@ -1,110 +1,236 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_12_1.svg b/docs/src/benchmarks/figures/vanderpol_12_1.svg
index 1aedb7132..7cbbd226f 100644
--- a/docs/src/benchmarks/figures/vanderpol_12_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_12_1.svg
@@ -1,236 +1,220 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_13_1.svg b/docs/src/benchmarks/figures/vanderpol_13_1.svg
index ffca6794b..cba651778 100644
--- a/docs/src/benchmarks/figures/vanderpol_13_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_13_1.svg
@@ -1,220 +1,347 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_14_1.svg b/docs/src/benchmarks/figures/vanderpol_14_1.svg
index 1e7e99cb5..ef1757c55 100644
--- a/docs/src/benchmarks/figures/vanderpol_14_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_14_1.svg
@@ -1,347 +1,335 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_15_1.svg b/docs/src/benchmarks/figures/vanderpol_15_1.svg
index f1da25cb6..b40a6d4b7 100644
--- a/docs/src/benchmarks/figures/vanderpol_15_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_15_1.svg
@@ -1,371 +1,371 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_2_1.svg b/docs/src/benchmarks/figures/vanderpol_2_1.svg
index 0197f9f87..7d6299ea6 100644
--- a/docs/src/benchmarks/figures/vanderpol_2_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_2_1.svg
@@ -1,110 +1,110 @@
diff --git a/docs/src/benchmarks/figures/vanderpol_3_1.svg b/docs/src/benchmarks/figures/vanderpol_3_1.svg
index ff48b7278..2a2f1df96 100644
--- a/docs/src/benchmarks/figures/vanderpol_3_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_3_1.svg
@@ -1,191 +1,191 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_4_1.svg b/docs/src/benchmarks/figures/vanderpol_4_1.svg
index dcb219b7b..6841c359f 100644
--- a/docs/src/benchmarks/figures/vanderpol_4_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_4_1.svg
@@ -1,330 +1,160 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_5_1.svg b/docs/src/benchmarks/figures/vanderpol_5_1.svg
index 56f9797ff..c895e731c 100644
--- a/docs/src/benchmarks/figures/vanderpol_5_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_5_1.svg
@@ -1,352 +1,172 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_6_1.svg b/docs/src/benchmarks/figures/vanderpol_6_1.svg
index f4a9e8f05..f6953a690 100644
--- a/docs/src/benchmarks/figures/vanderpol_6_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_6_1.svg
@@ -1,374 +1,307 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_7_1.svg b/docs/src/benchmarks/figures/vanderpol_7_1.svg
index 2bce69f86..dcf42ffaa 100644
--- a/docs/src/benchmarks/figures/vanderpol_7_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_7_1.svg
@@ -1,779 +1,287 @@
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diff --git a/docs/src/benchmarks/figures/vanderpol_8_1.svg b/docs/src/benchmarks/figures/vanderpol_8_1.svg
index bb2846c91..b443410dd 100644
--- a/docs/src/benchmarks/figures/vanderpol_8_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_8_1.svg
@@ -1,503 +1,491 @@
-
diff --git a/docs/src/benchmarks/figures/vanderpol_9_1.svg b/docs/src/benchmarks/figures/vanderpol_9_1.svg
index 74a4d1713..d8188f0c0 100644
--- a/docs/src/benchmarks/figures/vanderpol_9_1.svg
+++ b/docs/src/benchmarks/figures/vanderpol_9_1.svg
@@ -1,491 +1,167 @@
-
diff --git a/docs/src/benchmarks/hodgkinhuxley.md b/docs/src/benchmarks/hodgkinhuxley.md
index b8987257c..d738787bf 100644
--- a/docs/src/benchmarks/hodgkinhuxley.md
+++ b/docs/src/benchmarks/hodgkinhuxley.md
@@ -177,20 +177,21 @@ plot(wp, x=:L2, title="Adaptive steps - with smoothing", color=colors)
plot(wp; x=:final, y=:chi2_final, yguide="Chi-squared (final)", color=colors)
# Should be distributed according to a Chi-squared distribution:
-d = 4
-low, high, mid = quantile(Chisq(d), [0.01, 0.99])..., mean(Chisq(d))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+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!(4)
```
```julia
plot(wp, x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)", color=colors)
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(4*100)
```
diff --git a/docs/src/benchmarks/lotkavolterra.md b/docs/src/benchmarks/lotkavolterra.md
index 7f0d3dc45..f3fc5c857 100644
--- a/docs/src/benchmarks/lotkavolterra.md
+++ b/docs/src/benchmarks/lotkavolterra.md
@@ -68,8 +68,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -100,8 +100,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -143,8 +143,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -175,8 +175,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:13)
-reltols = 1.0 ./ 10.0 .^ (1:10)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -224,8 +224,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -262,8 +262,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -287,37 +287,27 @@ Final time-point:
plot(wp, x=:final, y=:chi2_final, color=[1 1 1 1 2 2 2 2], yguide="Chi-squared (final)")
# Should be distributed according to a Chi-squared distribution:
-low, high, mid = quantile(Chisq(2), [0.01, 0.99])..., mean(Chisq(2))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+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!(2)
```
-Discrete time-series:
-```julia
-plot(wp, x=:l2, y=:chi2_steps, color=[1 1 1 1 2 2 2 2], yguide="Chi-squared (discrete steps)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
-```
-
-
-
-
-
Interpolation:
```julia
plot(wp, x=:L2, y=:chi2_interp, color=[1 1 1 1 2 2 2 2], yguide="Chi-squared (dense)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2*100)
```
-
+
@@ -343,8 +333,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -358,19 +348,17 @@ wp = WorkPrecisionSet(
plot(wp, color=[2 2 3 3 4 4 5 5])
```
-
+
Calibration:
```julia
plot(wp, x=:final, y=:chi2_final, color=[2 2 3 3 4 4 5 5], yguide="Chi-squared (final)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2)
```
-
+
@@ -390,8 +378,8 @@ _setups = [
labels = first.(_setups)
setups = last.(_setups)
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
wp = WorkPrecisionSet(
prob, abstols, reltols, setups;
@@ -405,19 +393,17 @@ wp = WorkPrecisionSet(
plot(wp, color=[2 2 3 3])
```
-
+
Calibration:
```julia
plot(wp, x=:final, y=:chi2_final, color=[2 2 3 3], yguide="Chi-squared (final)")
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2)
```
-
+
@@ -427,8 +413,8 @@ hline!([mid], linestyle=:solid, color=:black, label="")
DENSE = false;
SAVE_EVERYSTEP = false;
-abstols = 1.0 ./ 10.0 .^ (4:14)
-reltols = 1.0 ./ 10.0 .^ (1:11)
+abstols = 1.0 ./ 10.0 .^ (4:12)
+reltols = 1.0 ./ 10.0 .^ (1:9)
orders = (2, 3, 5, 8)
ps = []
@@ -463,7 +449,7 @@ plot(
)
```
-
+
@@ -505,7 +491,7 @@ Pkg.status()
```
Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Project.toml`
- [f3b72e0c] DiffEqDevTools v2.41.0 `~/.julia/dev/DiffEqDevTools`
+ [f3b72e0c] DiffEqDevTools v2.42.0
[31c24e10] Distributions v0.25.103
[7073ff75] IJulia v1.24.2
[7f56f5a3] LSODA v0.7.5
@@ -518,15 +504,13 @@ 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.
```
@@ -544,13 +528,14 @@ 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
@@ -570,6 +555,7 @@ 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
@@ -586,7 +572,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml`
[8bb1440f] DelimitedFiles v1.9.1
[2b5f629d] DiffEqBase v6.138.1
[459566f4] DiffEqCallbacks v2.33.1
- [f3b72e0c] DiffEqDevTools v2.41.0 `~/.julia/dev/DiffEqDevTools`
+ [f3b72e0c] DiffEqDevTools v2.42.0
[77a26b50] DiffEqNoiseProcess v5.19.0
[163ba53b] DiffResults v1.1.0
[b552c78f] DiffRules v1.15.1
@@ -605,7 +591,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml`
[e2ba6199] ExprTools v0.1.10
[c87230d0] FFMPEG v0.4.1
[7a1cc6ca] FFTW v1.7.1
-⌃ [7034ab61] FastBroadcast v0.2.7
+ [7034ab61] FastBroadcast v0.2.8
[9aa1b823] FastClosures v0.3.2
[442a2c76] FastGaussQuadrature v1.0.0
[29a986be] FastLapackInterface v2.0.0
@@ -636,6 +622,7 @@ 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
@@ -653,21 +640,21 @@ 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
@@ -688,12 +675,12 @@ 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
@@ -708,12 +695,13 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml`
[d236fae5] PreallocationTools v0.4.12
[aea7be01] PrecompileTools v1.2.0
[21216c6a] Preferences v1.4.1
- [08abe8d2] PrettyTables v2.2.8
-⌃ [27ebfcd6] Primes v0.5.4
+ [08abe8d2] PrettyTables v2.3.0
+ [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
@@ -721,7 +709,7 @@ 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
@@ -732,7 +720,7 @@ 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
@@ -746,6 +734,7 @@ 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
@@ -760,7 +749,7 @@ 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
@@ -770,7 +759,7 @@ Status `~/.julia/dev/ProbNumDiffEq/benchmarks/Manifest.toml`
[0c5d862f] Symbolics v5.10.0
[3783bdb8] TableTraits v1.0.1
[bd369af6] Tables v1.11.1
-⌃ [92b13dbe] TaylorIntegration v0.14.3
+ [92b13dbe] TaylorIntegration v0.14.4
[6aa5eb33] TaylorSeries v0.15.2
[62fd8b95] TensorCore v0.1.1
[5d786b92] TerminalLoggers v0.1.7
@@ -786,7 +775,7 @@ 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
@@ -933,9 +922,9 @@ 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/vanderpol.md b/docs/src/benchmarks/vanderpol.md
index 8893b78cc..a57d16bb4 100644
--- a/docs/src/benchmarks/vanderpol.md
+++ b/docs/src/benchmarks/vanderpol.md
@@ -91,7 +91,7 @@ SAVE_EVERYSTEP = true;
_setups = [
"EK1($order)" => Dict(:alg => EK1(order=order, smooth=DENSE))
- for order in 3:7
+ for order in 3:6
]
labels = first.(_setups)
@@ -132,33 +132,25 @@ plot(wp, x=:final, y=:chi2_final, yguide="Chi-squared (final)",
palette=Plots.palette([:blue, :red], length(_setups)))
# Should be distributed according to a Chi-squared distribution:
-low, high, mid = quantile(Chisq(2), [0.01, 0.99])..., mean(Chisq(2))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+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!(2)
```
-```julia
-plot(wp, x=:l2, y=:chi2_steps, yguide="Chi-squared (discrete steps)",
- palette=Plots.palette([:blue, :red], length(_setups)))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
-```
-
-
-
```julia
plot(wp, x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)",
palette=Plots.palette([:blue, :red], length(_setups)))
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2*100)
```
-
+
@@ -205,7 +197,7 @@ plot(
)
```
-
+
```julia
DENSE = false;
@@ -241,7 +233,7 @@ wp = WorkPrecisionSet(
plot(wp, palette=Plots.palette([:blue, :red], length(_setups)), xticks = 10.0 .^ (-16:1:5))
```
-
+
@@ -262,7 +254,7 @@ 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=(-5, 5), xticks=:auto)
```
-
+
```julia
DENSE = true;
@@ -299,13 +291,13 @@ color = [1 1 1 1 2 2 2 2]
plot(wp; x=:final, color)
```
-
+
```julia
plot(wp; x=:L2, color)
```
-
+
@@ -313,21 +305,17 @@ plot(wp; x=:L2, color)
```julia
plot(wp; x=:final, y=:chi2_final, yguide="Chi-squared (final)", color)
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2)
```
-
+
```julia
plot(wp; x=:L2, y=:chi2_interp, yguide="Chi-squared (dense)", color)
-hline!([low, high], linestyle=:dash, color=:black, label="",
- fill_between=true, fillcolor=:green, fillalpha=0.15)
-hline!([mid], linestyle=:solid, color=:black, label="")
+plot_chisq_interval!(2*100)
```
-
+
diff --git a/ext/DiffEqDevToolsExt.jl b/ext/DiffEqDevToolsExt.jl
index 1f756d4c5..839c29847 100644
--- a/ext/DiffEqDevToolsExt.jl
+++ b/ext/DiffEqDevToolsExt.jl
@@ -8,6 +8,7 @@ using LinearAlgebra
function chi2(gaussian_estimate, actual_value)
μ, Σ = gaussian_estimate
+ d = length(μ)
diff = μ - actual_value
if iszero(Σ)
if iszero(diff)
@@ -17,8 +18,7 @@ function chi2(gaussian_estimate, actual_value)
return convert(eltype(actual_value), Inf)
end
end
- chi2_pinv = diff' * (Σ \ diff)
- return chi2_pinv
+ return diff' * (Σ \ diff)
end
function DiffEqDevTools.appxtrue(
@@ -45,13 +45,15 @@ end
function _add_prob_errors!(out, sol, ref)
out.errors[:chi2_final] = chi2(sol.pu[end], ref.u[end])[1]
if :l2 in keys(out.errors)
- out.errors[:chi2_steps] = mean(chi2.(sol.pu, ref.(sol.t)))
+ # out.errors[:chi2_steps] = sum(chi2.(sol.pu, ref.(sol.t)))
+ # This is hard to evaluate as it follows a distribution that depends on the number
+ # of steps taken. Therefore, don't compute it for now!
end
if :L2 in keys(out.errors)
densetimes = collect(range(sol.t[1], stop=sol.t[end], length=100))
interp_pu = sol(densetimes).u
interp_ref = ref(densetimes).u
- out.errors[:chi2_interp] = mean(chi2.(interp_pu, interp_ref))
+ out.errors[:chi2_interp] = sum(chi2.(interp_pu, interp_ref))
end
return out
end